haylaavo

TATASTEEL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2750

Spot
177.36
Future
179.81
Forward
179.81
PCR (OI)
0.00
Puts — / Calls 52,250
PCR (volume)
0.00
Puts — / Calls 14
Max pain
140
strike with least total payout to holders
Highest OI
190 CE · — PE
ΔOI calls +22,000 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
023,37546,75014015516517518546,750195
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——26.310.0034.461400.880.0026.88——Neutral
Neutral——26.470.0025.971502.240.0026.84——Neutral
Neutral——26.520.0022.131553.320.0026.81——Neutral
Neutral——26.550.0018.611604.720.0026.83——Neutral
Neutral——26.590.0015.451656.480.0026.83——Neutral
Neutral——26.620.0012.651708.610.0026.84——Neutral
Neutral——26.620.0010.2317511.100.0026.87——Neutral
Neutral2,750—26.650.005.1018013.960.0026.89——Neutral
Neutral——26.650.006.4218517.150.0026.94——Neutral
Long buildup46,750+19,25025.30+1.474.6919020.640.0026.98——Neutral
——26.66—3.8519524.42—27.05——
Short buildup2,750+2,75021.93-1.321.6020028.410.0027.16——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 6.43% (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.