haylaavo

TIINDIA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 200

Spot
2,178.97
Future
2,195.40
Forward
2,195.40
PCR (OI)
9.17
Puts 11,000 / Calls 1,200
PCR (volume)
52.00
Puts 52 / Calls 1
Max pain
2,600
strike with least total payout to holders
Highest OI
2,100 CE · 2,000 PE
ΔOI calls −200 · puts +9,400
Open interest by strike
CallsPuts│ ATM┊ Max pain
03,9007,8001,7001,9007,8002,0508002,2002,3502,500
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——38.640.00744.201,7006.250.0034.87——Neutral
Neutral——37.030.00651.901,80012.500.0034.84——Neutral
Neutral——36.570.00315.501,85040.450.0034.82——Neutral
Neutral——36.250.00563.601,90022.800.0034.80——Neutral
Neutral——36.010.00244.801,95068.700.0034.77——Neutral
Neutral——35.840.00480.652,00081.000.0048.72+7,0007,800Neutral
Neutral——35.710.00184.802,050107.600.0034.70——Neutral
Neutral800−20033.140.00165.002,10074.000.0034.66—200Neutral
Neutral——35.530.00135.702,150157.400.0034.60——Neutral
Neutral200—35.480.00100.002,200131.000.0034.54—200Neutral
Neutral——35.430.0097.052,250217.700.0034.46——Neutral
Neutral——35.390.00273.602,300159.000.0034.37—400Neutral
Neutral——35.360.0067.652,350287.200.0034.26——Neutral
Neutral——35.330.00220.452,400172.300.0034.11——Neutral
Neutral——35.300.0046.152,450364.600.0033.93——Neutral
Neutral200—35.290.0035.752,500225.650.0033.70——Neutral
Neutral——35.250.00137.602,600423.00+136.5037.09+2,4002,400Long buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.