haylaavo

TCS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 225

Spot
2,501.66
Future
2,520.20
Forward
2,523.00
PCR (OI)
1.34
Puts 3.13 L / Calls 2.34 L
PCR (volume)
1.61
Puts 901 / Calls 559
Max pain
2,480
strike with least total payout to holders
Highest OI
2,600 CE · 2,400 PE
ΔOI calls +27,675 · puts +59,175
Open interest by strike
CallsPuts│ ATM┊ Max pain
038,70077,4002,2002,3002,38077,4002,4602,54051,7502,6202,7002,840
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,8005.000.0028.72—1,350Neutral
·········1,8803.000.0028.66—6,750Neutral
·········1,9203.900.0037.13—17,100Neutral
·········1,9605.850.0028.63—900Neutral
·········2,0005.55-0.0534.57+4,27528,800Short buildup
Neutral450—29.970.00133.002,08011.000.0028.61—900Neutral
·········2,12010.05-0.0531.17+2,92515,075Short buildup
Neutral——29.440.0094.702,160190.650.0028.61——Neutral
Neutral6,750—29.270.00345.002,20016.55+0.7529.77+5,40051,975Long buildup
Neutral675—29.11-2.40301.602,24021.50-2.7529.28+9001,125Short buildup
Neutral——29.110.00266.402,26024.05+0.6028.88+22511,250Long buildup
Neutral450—29.070.00215.002,28026.950.0028.59—675Neutral
Neutral225—29.030.00200.002,30030.75+1.9028.38+20,47530,600Long buildup
Neutral——29.000.0050.302,320303.900.0028.58——Neutral
Neutral675—28.970.00183.252,34033.10-8.9525.90+4501,125Short buildup
Neutral225—28.950.00108.852,36041.350.0028.57—4,725Neutral
Neutral225—28.930.00150.002,38050.30-28.6027.82+900900Short buildup
Short buildup38,250+1,35027.46-8.50177.502,40055.60+3.2527.46+1,57577,400Long buildup
Neutral——28.890.00197.452,42094.300.0028.56——Neutral
Long buildup4,050+2,47529.09+2.60158.602,44069.05-332.5527.12+3,3753,375Short buildup
Neutral——28.870.00175.052,460111.500.0028.55——Neutral
Neutral——28.850.0024.802,48084.05-11.9526.61—10,575Neutral
Short buildup7,200+2,92526.04-5.45113.952,50094.10+7.1026.80+6,97518,900Long buildup
Short buildup18,900+4,95025.60-5.50102.302,52091.00-6.0023.48+67512,600Short buildup
Short buildup3,150+3,15025.25-43.9591.652,540151.200.0028.52——Neutral
Neutral675—28.820.0065.852,560132.750.0028.51—225Neutral
Neutral——28.810.00118.502,580173.650.0028.50——Neutral
Short buildup51,750+9,00025.07-4.2566.702,600147.00+12.0026.11+4,7256,075Long buildup
Neutral——28.800.00103.052,620197.750.0028.47——Neutral
Short buildup21,825+90025.10-3.6553.602,640217.000.0028.46—450Neutral
Neutral——28.790.0089.152,660223.450.0028.45——Neutral
Neutral——28.780.009.402,680617.750.0028.43——Neutral
Neutral——28.780.0076.802,700250.650.0028.42——Neutral
Neutral——28.770.007.652,720655.400.0028.40——Neutral
Neutral——28.770.006.202,760693.400.0028.36——Neutral
Long unwinding40,275−90025.64-0.9021.052,800295.60+9.6525.64+6,30010,575Long buildup
——28.75—6.152,840692.85—28.24——
Short buildup37,800+3,82526.21-0.7013.202,880·········

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 5.73% (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.