haylaavo

TMPV option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1600

Spot
272.39
Future
274.45
Forward
274.80
PCR (OI)
0.23
Puts 2.98 L / Calls 13.04 L
PCR (volume)
0.35
Puts 164 / Calls 474
Max pain
270
strike with least total payout to holders
Highest OI
300 CE · 260 PE
ΔOI calls +2.46 L · puts +1.12 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.0 L6.0 L21023525070,4002652802956.0 L320
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——33.730.0074.952100.950.0030.88——Neutral
Neutral——32.230.0065.902201.40-0.3040.10+1,6001,600Short buildup
Neutral——31.440.0057.202302.850.0030.75——Neutral
Neutral——31.300.0033.652354.900.0030.76——Neutral
Neutral——31.140.0049.052402.70-1.0533.58+16,00051,200Short buildup
Neutral——31.060.0026.652457.800.0030.74——Neutral
Long buildup6,400+4,80035.59+4.0030.002504.65-1.3533.08+22,40041,600Short buildup
Neutral——30.950.0020.602555.80-0.2032.39+9,60011,200Short buildup
Long buildup19,200+8,00031.14+3.8021.602607.40-2.7532.32+35,20070,400Short buildup
Neutral1,600—30.880.0017.0026516.500.0030.73——Neutral
Long buildup97,600+24,00031.17+2.3515.7527012.00-2.6533.54+9,60027,200Short buildup
Long buildup1,600+1,60032.42+2.3513.8027514.00-2.5032.42+9,60017,600Short buildup
Long buildup1.38 L+16,00031.02+1.7011.0028020.950.0030.73—40,000Neutral
Neutral——30.840.008.2528529.000.0030.74——Neutral
Long buildup97,600+40,00031.56+1.557.6529022.70-5.3031.56+1,6008,000Short buildup
Neutral——30.820.005.8529536.450.0030.74——Neutral
Long buildup5.97 L+12,80032.19+1.005.2530030.60-4.6033.32—17,600Neutral
Long buildup19,200+4,80033.12+0.603.6531043.200.0030.77—3,200Neutral
Long buildup3.26 L+1.34 L33.67+0.552.4532047.00-5.1032.84+6,4008,000Short buildup

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.