haylaavo

TIINDIA option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 200

Spot
2,178.97
Future
2,214.00
Forward
2,214.00
PCR (OI)
0.50
Puts 200 / Calls 400
PCR (volume)
—
Puts — / Calls —
Max pain
2,200
strike with least total payout to holders
Highest OI
2,500 CE · 2,200 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
01002001,8002,0002002,2002,4002002,600
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——31.070.00378.451,80045.650.0035.34——Neutral
Neutral——32.720.00307.251,90072.900.0035.39——Neutral
Neutral——33.490.00244.802,000108.950.0035.45——Neutral
Neutral——33.920.00191.702,100154.250.0035.52——Neutral
Neutral——34.180.00147.552,200162.800.0035.61—200Neutral
Neutral——34.350.00111.752,300271.250.0035.73——Neutral
Neutral——34.470.0083.352,400341.300.0035.88——Neutral
Neutral200—34.550.0043.802,500417.900.0036.09——Neutral
Neutral200—34.620.0036.802,600499.450.0036.35——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 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.