TIINDIA option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 200
Spot
2,178.97
Future
2,185.20
Forward
2,185.21
PCR (OI)
0.71
Puts 4.21 L / Calls 5.90 L
PCR (volume)
0.53
Puts 1,681 / Calls 3,192
Max pain
2,150
strike with least total payout to holders
Highest OI
2,500 CE · 2,100 PE
ΔOI calls +2,600 · puts +5,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 200 | — | 45.43 | 0.00 | 420.35 | 1,700 | 3.00 | -1.95 | 55.73 | −400 | 15,000 | Long unwinding | ||||||
| Neutral | 200 | — | 39.21 | 0.00 | 295.00 | 1,800 | 5.65 | -4.80 | 50.69 | −4,600 | 12,000 | Long unwinding | ||||||
| Neutral | — | — | 37.50 | 0.00 | 585.30 | 1,850 | 8.30 | -6.05 | 48.98 | −7,000 | 5,600 | Long unwinding | ||||||
| Neutral | — | — | 36.53 | 0.00 | 970.30 | 1,900 | 11.65 | -9.00 | 46.83 | −8,200 | 24,800 | Long unwinding | ||||||
| Neutral | — | — | 35.99 | 0.00 | 493.30 | 1,950 | 17.55 | -4.30 | 45.80 | +4,600 | 6,600 | Short buildup | ||||||
| Long buildup | 4,600 | +600 | 43.02 | +38.00 | 208.00 | 2,000 | 24.85 | -16.90 | 44.14 | −8,200 | 1.12 L | Long unwinding | ||||||
| Long buildup | 10,400 | +400 | 41.06 | +19.10 | 167.20 | 2,050 | 35.55 | -21.40 | 42.99 | +3,000 | 26,800 | Short buildup | ||||||
| Long buildup | 61,400 | +1,000 | 42.57 | +33.65 | 136.00 | 2,100 | 50.40 | -28.00 | 42.24 | +6,800 | 1.12 L | Short buildup | ||||||
| Short covering | 38,200 | −16,600 | 41.96 | +28.05 | 105.45 | 2,150 | 69.60 | -33.65 | 41.60 | +6,200 | 31,000 | Short buildup | ||||||
| Long buildup | 1.02 L | +3,400 | 41.70 | +21.50 | 80.05 | 2,200 | 94.80 | -41.30 | 41.70 | +15,000 | 39,400 | Short buildup | ||||||
| Long buildup | 26,000 | +2,400 | 41.09 | +14.80 | 58.40 | 2,250 | 164.80 | 0.00 | 34.71 | — | 200 | Neutral | ||||||
| Short covering | 63,000 | −1,400 | 41.60 | +11.25 | 43.20 | 2,300 | 200.20 | 0.00 | 34.60 | — | 7,200 | Neutral | ||||||
| Short covering | 9,600 | −2,400 | 42.37 | +8.20 | 31.95 | 2,350 | 112.65 | 0.00 | 34.44 | — | — | Neutral | ||||||
| Long buildup | 32,400 | +7,200 | 42.69 | +5.55 | 22.80 | 2,400 | 240.15 | -54.85 | 44.83 | −2,000 | 7,800 | Long unwinding | ||||||
| Long buildup | 14,200 | +3,800 | 43.68 | +3.85 | 16.85 | 2,450 | 161.80 | 0.00 | 33.80 | — | — | Neutral | ||||||
| Neutral | 1.91 L | −400 | 45.19 | +3.15 | 13.00 | 2,500 | 366.00 | 0.00 | 33.12 | — | 8,200 | Neutral | ||||||
| Long buildup | 19,800 | +1,600 | 46.74 | +1.40 | 6.95 | 2,600 | 500.00 | 0.00 | 27.50 | — | 3,800 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 2,650 | 470.00 | -110.00 | 49.86 | — | 2,000 | Neutral | |||
| Short buildup | 1,600 | +200 | 48.53 | -0.20 | 3.85 | 2,700 | 524.00 | -66.00 | 59.60 | — | 2,200 | Neutral | ||||||
| Neutral | 9,400 | — | 35.15 | 0.00 | 3.70 | 2,750 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 4,000 | +2,800 | 51.38 | -0.30 | 2.50 | 2,800 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,600 | — | 55.66 | -0.05 | 2.05 | 2,900 | 743.20 | 0.00 | — | — | 4,200 | Neutral | ||||||
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 4.72% (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.