haylaavo

TMPV option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 1600

Spot
272.39
Future
272.70
Forward
272.58
PCR (OI)
0.85
Puts 2.49 Cr / Calls 2.95 Cr
PCR (volume)
0.62
Puts 11,656 / Calls 18,914
Max pain
275
strike with least total payout to holders
Highest OI
300 CE · 260 PE
ΔOI calls +4.03 L · puts −2.85 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
026.5 L53.0 L21024028.6 L26028053.0 L300320360
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——65.190.00107.602100.15-0.0550.01+16,0003.25 LShort buildup
Short covering4,800−1,600—+9.0051.552200.25-0.1045.53−9,60010.13 LNeutral
Neutral36,800—46.730.0037.002300.60-0.2044.03−4.53 L8.80 LLong unwinding
Short covering16,000−3,20043.42+3.9538.352350.85-0.4042.70+6,4003.58 LShort buildup
Neutral84,800—39.730.0028.752401.20-0.7041.43−2.61 L8.51 LLong unwinding
Short covering1.30 L−1,60049.19+5.9030.502451.70-1.0040.34−1,6006.06 LNeutral
Short covering4.42 L−22,40038.82+4.0524.802502.45-1.2039.70−80,00017.46 LLong unwinding
Neutral3.44 L—39.02+3.9020.952553.40-1.7038.82+2.34 L11.14 LShort buildup
Short covering19.41 L−70,40038.11+3.4517.202604.70-2.1038.25+20,80028.58 LNeutral
Short covering25.50 L−1.63 L37.50+2.9513.852656.30-2.6037.50−83,20023.50 LLong unwinding
Short covering39.92 L−1.62 L36.98+2.3510.902708.35-3.0037.05+2.05 L25.02 LShort buildup
Long buildup12.19 L+2.54 L36.82+1.958.4527510.85-3.4036.77+81,6009.25 LShort buildup
Short covering29.74 L−76,80036.85+1.556.4528013.80-3.9036.67+89,60015.06 LShort buildup
Long buildup11.23 L+19,20036.76+1.204.8028517.30-3.9037.29+32,0002.46 LShort buildup
Short covering16.75 L−1.57 L37.18+1.003.6029020.65-4.3535.71−32,0005.01 LLong unwinding
Short covering7.14 L−33,60037.49+0.752.6529523.00-6.9024.28−1,6002.98 LNeutral
Long buildup53.02 L+6.32 L37.95+0.551.9530029.30-4.5038.15−49,60013.62 LLong unwinding
Short covering4.34 L−14,40038.22+0.401.4030542.900.00——11,200Neutral
Neutral15.62 L−4,80038.55+0.301.0031038.05-6.9536.20+4,8004.58 LShort buildup
Long buildup2.43 L+32,00038.77+0.150.7031543.50-4.5044.29−1,6001.97 LNeutral
Long buildup13.14 L+86,40039.96+0.100.5532046.00-6.20—−1,6005.70 LNeutral
Long buildup5.41 L+35,20043.31+0.150.4033057.15-8.85—−6,4006.62 LNeutral
Long buildup4.88 L+41,60045.16+0.050.2534067.00-5.50—−1,60017.06 LNeutral
Long buildup7.26 L+12,80048.44+0.050.20350·········
Neutral1.89 L—50.970.000.15360·········
Neutral14.37 L—52.260.000.05380106.50-5.00—+8,00018.86 LNeutral

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 6.49% (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.