haylaavo

TVSMOTOR option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 175

Spot
4,212.74
Future
4,265.20
Forward
4,265.20
PCR (OI)
1.47
Puts 55,475 / Calls 37,800
PCR (volume)
2.20
Puts 202 / Calls 92
Max pain
4,200
strike with least total payout to holders
Highest OI
4,200 CE · 4,200 PE
ΔOI calls +5,775 · puts +21,700
Open interest by strike
CallsPuts│ ATM┊ Max pain
011,55023,1003,4003,7503,9504,15011,55023,1004,3504,5504,800
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········3,40010.000.0027.68—175Neutral
·········3,50031.650.0027.72—1,400Neutral
Neutral———0.00610.703,60066.850.0027.77——Neutral
Neutral——21.990.00536.103,70020.000.0027.82—1,575Neutral
·········3,75027.65-28.3528.39—2,625Neutral
Neutral——23.980.00466.503,80033.70-88.3528.00—5,775Neutral
Neutral——24.540.00380.103,85040.85-60.5527.62+350350Short buildup
Neutral——24.960.00402.803,90044.050.0027.97—3,150Neutral
Neutral——25.280.00316.753,950136.950.0028.02——Neutral
Neutral4,025—25.530.00212.854,00068.35-11.6526.09−5257,700Long unwinding
Neutral——25.740.00260.504,05068.400.0028.12—175Neutral
Neutral——25.910.00292.904,10098.000.0028.19—5,600Neutral
Long buildup175+17523.42+5.55217.004,150153.000.0028.26——Neutral
Neutral11,550—25.13-3.75199.804,200137.35-10.6525.43+18,02523,100Short buildup
Neutral——26.270.00169.354,250286.350.0028.43——Neutral
Neutral9,100—26.34-1.30159.004,300190.00-162.1025.83+3,8503,850Short buildup
Neutral——26.430.00133.904,350349.800.0028.64——Neutral
Neutral——26.490.00171.004,400415.450.0028.77——Neutral
Neutral——26.550.00107.504,450419.350.0028.92——Neutral
Neutral1,225—26.600.0087.804,500483.650.0029.09——Neutral
Neutral1,750—26.650.0079.454,550494.550.0029.28——Neutral
Short buildup5,250+1,22525.73-4.4059.004,600556.650.0029.49——Neutral
Short buildup175+17526.21-9.9051.554,650574.100.0029.74——Neutral
Neutral350—27.53-4.5049.004,700633.350.0030.02——Neutral
Neutral——26.810.0075.204,800713.750.0030.70——Neutral
Short buildup4,200+4,20026.87-38.6521.504,900797.250.0031.56——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 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.