haylaavo

TVSMOTOR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 175

Spot
4,212.74
Future
4,233.00
Forward
4,231.62
PCR (OI)
0.61
Puts 12.76 L / Calls 20.98 L
PCR (volume)
0.47
Puts 11,149 / Calls 23,901
Max pain
4,200
strike with least total payout to holders
Highest OI
4,500 CE · 4,200 PE
ΔOI calls −875 · puts +15,925
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.9 L3.9 L3,5003,7003,9004,1001.5 L4,3003.9 L4,5004,700
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········3,2000.700.0045.78—875Neutral
Neutral525——0.00762.103,3001.050.0028.79—10,500Neutral
Neutral2,625——0.00799.203,4001.700.0027.52—3,675Neutral
·········3,5001.90-0.1536.80+35044,275Neutral
Neutral1,575——0.00739.403,5502.450.0035.72—1,400Neutral
Neutral4,725——0.00484.003,6003.15-1.3534.61−3,67550,400Long unwinding
Neutral1,050——0.00442.703,6504.00-0.1033.42+1,0506,125Short buildup
Neutral350——0.00400.003,7005.70-0.9032.94−1,75036,925Long unwinding
·········3,7506.80-1.3031.33—26,250Neutral
Neutral75,250—21.360.00462.003,8009.65-2.0030.88−8,92585,750Long unwinding
Neutral2,450—23.800.00468.403,85013.40-1.9530.37−2,62510,325Long unwinding
Neutral32,725—24.900.00339.753,90017.00-3.9029.17+15,75072,450Short buildup
Neutral7,000—25.530.00377.503,95023.40-4.2028.73−3,32535,175Long unwinding
Neutral89,425−17528.95+6.10264.154,00031.55-4.8028.24−18,9001.35 LLong unwinding
Short covering24,150−52527.93+1.25223.354,05042.50-5.2027.92+14,35058,800Short buildup
Long unwinding88,900−3,15027.01-1.30185.204,10055.80-7.3527.48−7,5251.19 LLong unwinding
Long unwinding64,050−87527.16-3.00153.854,15073.00-7.7527.27−3,67555,825Long unwinding
Long unwinding2.02 L−20,12527.17-2.55125.554,20093.00-9.5526.90+4,2001.52 LShort buildup
Short buildup1.63 L+29,22527.05-3.40100.354,250118.65-8.9527.05+8751.15 LNeutral
Long unwinding2.52 L−10,85026.95-4.7578.804,300145.60-12.2526.62+28,3501.52 LShort buildup
Short buildup87,850+10,67526.82-4.9560.604,350180.30-5.9027.31−35040,075Neutral
Long unwinding2.21 L−11,37526.91-4.5046.404,400217.35-8.9527.87—39,725Neutral
Long unwinding33,775−5,60026.95-4.4034.854,450207.900.0028.63—5,425Neutral
Neutral3.86 L−1,40027.22-3.3526.354,500294.95-7.1527.74+1,7509,450Short buildup
Short buildup20,300+3,50027.38-2.9019.504,550282.400.0029.27—875Neutral
Short buildup1.36 L+10,50027.59-2.2514.354,600391.800.0029.73—5,250Neutral
Short buildup23,100+2,62527.53-2.2510.054,650361.300.0030.32—875Neutral
Long unwinding1.45 L−7,35028.00-1.557.554,700485.700.0031.06—2,275Neutral
Short buildup31,675+1,40029.33-0.804.604,800485.550.0033.04——Neutral
Short buildup2,625+2,62529.53-145.802.254,900555.250.0035.71——Neutral

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 7.68% (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.