haylaavo

TCS option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 250

Spot
2,501.66
Future
2,521.20
Forward
2,521.20
PCR (OI)
2.38
Puts 7,750 / Calls 3,250
PCR (volume)
9.33
Puts 28 / Calls 3
Max pain
2,400
strike with least total payout to holders
Highest OI
2,600 CE · 2,400 PE
ΔOI calls +500 · puts +250
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,5007,0002,1602,2802,3607,0002,4402,5203,2502,6002,6802,760
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.390.00407.452,16037.200.0028.00——Neutral
Neutral——32.170.00346.802,24055.300.0027.91——Neutral
Neutral——31.710.00318.352,28066.250.0027.85——Neutral
Neutral——31.340.00291.202,32041.000.0027.79—750Neutral
Neutral——31.020.00265.652,36092.300.0027.72——Neutral
Neutral——30.770.00241.552,40067.75+3.9025.42+2507,000Long buildup
Neutral——30.550.00218.952,440124.350.0027.55——Neutral
Neutral——30.360.00197.802,480142.600.0027.46——Neutral
Neutral——30.210.00178.152,520162.350.0027.34——Neutral
Neutral——30.070.00159.952,560183.500.0027.21——Neutral
Short buildup3,250+50025.88-2.0090.002,600206.100.0027.07——Neutral
Neutral——29.860.00127.702,640230.050.0026.90——Neutral
Neutral——29.770.00113.602,680255.350.0026.70——Neutral
Neutral——29.700.00100.802,720281.900.0026.46——Neutral
——29.63—89.152,760309.60—26.19——
Neutral——29.570.0078.702,800338.600.0025.86——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 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.