haylaavo

TATAPOWER option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 1450

Spot
355.89
Future
359.45
Forward
359.45
PCR (OI)
0.05
Puts 1,450 / Calls 29,000
PCR (volume)
—
Puts — / Calls —
Max pain
330
strike with least total payout to holders
Highest OI
400 CE · 330 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
014,50029,0002803101,45033035037039029,000
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——34.170.0064.752801.350.0023.60——Neutral
Neutral——29.100.0047.553003.800.0023.50——Neutral
Neutral——27.510.0039.803105.900.0023.49——Neutral
Neutral——26.470.0032.753208.700.0023.43——Neutral
Neutral——25.770.0026.503308.850.0023.37—1,450Neutral
Neutral——25.300.0021.1034016.750.0023.28——Neutral
Neutral——25.000.0016.5035022.000.0023.18——Neutral
Neutral——24.770.0012.6536028.000.0023.05——Neutral
Neutral——24.610.009.5537034.750.0022.88——Neutral
Neutral——24.510.007.1538042.150.0022.65——Neutral
——24.42—5.2039050.10—22.32——
Neutral29,000—24.350.003.5540058.500.0021.84——Neutral

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.22% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.