TATASTEEL option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2750
Spot
177.36
Future
178.61
Forward
178.29
PCR (OI)
0.38
Puts 9.76 L / Calls 25.88 L
PCR (volume)
0.30
Puts 412 / Calls 1,359
Max pain
180
strike with least total payout to holders
Highest OI
195 CE · 150 PE
ΔOI calls +10.86 L · puts +3.90 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 37.14 | 0.00 | 45.55 | 145 | 0.43 | 0.00 | 26.45 | — | — | Neutral | ||||||
| Neutral | — | — | 34.10 | 0.00 | 40.93 | 150 | 0.66 | -0.59 | 30.46 | −2,750 | 1.87 L | Long unwinding | ||||||
| Neutral | — | — | 32.82 | 0.00 | 22.38 | 152.50 | 1.81 | 0.00 | 26.27 | — | — | Neutral | ||||||
| Neutral | — | — | 31.81 | 0.00 | 36.44 | 155 | 1.08 | -0.92 | 29.56 | +49,500 | 57,750 | Short buildup | ||||||
| Neutral | 2,750 | — | 31.02 | 0.00 | 14.50 | 157.50 | 2.87 | 0.00 | 26.22 | — | — | Neutral | ||||||
| Neutral | — | — | 30.28 | 0.00 | 32.15 | 160 | 1.67 | -1.68 | 28.40 | −24,750 | 1.13 L | Long unwinding | ||||||
| Neutral | — | — | 29.75 | 0.00 | 14.99 | 162.50 | 4.31 | 0.00 | 26.12 | — | — | Neutral | ||||||
| Long buildup | 27,500 | +22,000 | 23.80 | +4.50 | 15.00 | 165 | 2.65 | -2.29 | 27.85 | +1.54 L | 1.81 L | Short buildup | ||||||
| Neutral | 5,500 | — | 28.93 | 0.00 | 8.20 | 167.50 | 6.18 | 0.00 | 26.02 | — | — | Neutral | ||||||
| Long buildup | 1.38 L | +90,750 | 27.70 | +5.36 | 12.33 | 170 | 3.89 | -3.40 | 26.76 | −11,000 | 1.46 L | Long unwinding | ||||||
| Neutral | — | — | 28.43 | 0.00 | 9.28 | 172.50 | 4.95 | -4.05 | 27.30 | −2,750 | — | Long unwinding | ||||||
| Long buildup | 46,750 | +44,000 | 26.51 | +4.25 | 9.05 | 175 | 5.82 | -0.78 | 26.62 | +41,250 | 49,500 | Short buildup | ||||||
| Neutral | — | — | 28.08 | 0.00 | 7.08 | 177.50 | 11.24 | 0.00 | 25.67 | — | — | Neutral | ||||||
| Long buildup | 5.22 L | +2.50 L | 26.42 | +3.25 | 6.57 | 180 | 8.06 | -4.91 | 25.70 | +60,500 | 1.04 L | Short buildup | ||||||
| Neutral | — | — | 27.81 | 0.00 | 5.29 | 182.50 | 9.40 | -5.00 | 25.32 | +5,500 | 5,500 | Short buildup | ||||||
| Long buildup | 88,000 | +27,500 | 25.97 | +2.25 | 4.51 | 185 | 11.15 | +2.15 | 25.97 | +2,750 | 2,750 | Long buildup | ||||||
| Neutral | 8,250 | — | 27.64 | 0.00 | 1.77 | 187.50 | 17.94 | 0.00 | 25.09 | — | — | Neutral | ||||||
| Short covering | 3.16 L | −22,000 | 25.96 | +1.50 | 3.05 | 190 | 15.30 | +3.90 | 28.70 | +8,250 | 8,250 | Long buildup | ||||||
| — | — | 27.50 | — | 2.79 | 192.50 | 21.79 | — | 24.55 | — | — | ||||||||
| Long buildup | 7.34 L | +5.83 L | 25.73 | +0.87 | 1.95 | 195 | 18.41 | +4.28 | 25.32 | +11,000 | 11,000 | Long buildup | ||||||
| — | — | 27.41 | — | 1.97 | 197.50 | 25.91 | — | 23.72 | — | — | ||||||||
| Long buildup | 6.08 L | +77,000 | 25.93 | +0.42 | 1.26 | 200 | 23.85 | -4.95 | 32.13 | +99,000 | 1.10 L | Short buildup | ||||||
| Short buildup | 90,750 | +13,750 | 26.96 | -0.02 | 0.55 | 210 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.43% (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.