haylaavo

TORNTPHARM option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125

Spot
4,595.00
Future
4,697.50
Forward
4,697.50
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.513,8004,1004,3004,5004,7004,9005,1005,400
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral———0.00896.503,80012.850.0022.94——Neutral
Neutral———0.00717.654,00030.900.0023.11——Neutral
Neutral———0.00633.654,10045.350.0023.21——Neutral
Neutral———0.00554.154,20064.300.0023.33——Neutral
Neutral——15.810.00479.954,30088.550.0023.48——Neutral
Neutral——17.650.00411.154,400118.250.0023.65——Neutral
Neutral——18.680.00348.754,500154.300.0023.86——Neutral
Neutral——19.350.00292.704,600196.700.0024.11——Neutral
Neutral——19.820.00243.054,700245.500.0024.41——Neutral
Neutral——20.170.00199.654,800300.550.0024.78——Neutral
Neutral——20.430.00162.304,900361.650.0025.23——Neutral
Neutral——20.630.00130.555,000428.400.0025.78——Neutral
Neutral——20.800.00104.205,100500.450.0026.45——Neutral
Neutral——20.930.0082.055,200576.800.0027.25——Neutral
Neutral——21.130.0049.555,400741.200.0029.29——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 5% (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.