VMM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 4850
Spot
88.89
Future
88.23
Forward
88.23
PCR (OI)
0.31
Puts 19,400 / Calls 63,050
PCR (volume)
0.00
Puts — / Calls 5
Max pain
90
strike with least total payout to holders
Highest OI
110 CE · 86 PE
ΔOI calls +14,550 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 59.06 | — | 30.59 | 70 | 0.12 | — | 29.50 | — | — | ||||||||
| Neutral | — | — | 54.94 | 0.00 | 33.46 | 72 | 0.11 | 0.00 | 29.46 | — | — | Neutral | ||||||
| Neutral | — | — | 51.10 | 0.00 | 31.54 | 74 | 0.16 | 0.00 | 29.30 | — | — | Neutral | ||||||
| — | — | 49.47 | — | 14.64 | 75 | 0.84 | — | 29.31 | — | — | ||||||||
| Neutral | — | — | 47.89 | 0.00 | 29.65 | 76 | 0.23 | 0.00 | 29.16 | — | — | Neutral | ||||||
| Neutral | — | — | 46.45 | 0.00 | 13.00 | 77 | 1.18 | 0.00 | 29.04 | — | — | Neutral | ||||||
| Neutral | — | — | 45.12 | 0.00 | 27.78 | 78 | 0.34 | 0.00 | 28.89 | — | — | Neutral | ||||||
| Neutral | — | — | 43.88 | 0.00 | 11.46 | 79 | 1.61 | 0.00 | 28.82 | — | — | Neutral | ||||||
| Neutral | — | — | 42.80 | 0.00 | 25.94 | 80 | 0.47 | 0.00 | 28.67 | — | — | Neutral | ||||||
| Neutral | — | — | 41.85 | 0.00 | 10.01 | 81 | 2.15 | 0.00 | 28.53 | — | — | Neutral | ||||||
| Neutral | — | — | 41.00 | 0.00 | 24.14 | 82 | 0.64 | 0.00 | 28.28 | — | — | Neutral | ||||||
| Neutral | — | — | 40.16 | 0.00 | 8.68 | 83 | 2.79 | 0.00 | 28.10 | — | — | Neutral | ||||||
| Neutral | — | — | 39.45 | 0.00 | 22.39 | 84 | 0.86 | 0.00 | 27.88 | — | — | Neutral | ||||||
| Neutral | — | — | 38.87 | 0.00 | 7.46 | 85 | 3.55 | 0.00 | 27.69 | — | — | Neutral | ||||||
| Neutral | — | — | 38.32 | 0.00 | 20.69 | 86 | 4.20 | 0.00 | 27.43 | — | 4,850 | Neutral | ||||||
| Neutral | 4,850 | — | 37.78 | 0.00 | 4.88 | 87 | 4.42 | 0.00 | 27.10 | — | — | Neutral | ||||||
| Neutral | — | — | 37.33 | 0.00 | 19.04 | 88 | 1.46 | 0.00 | 26.76 | — | — | Neutral | ||||||
| Neutral | — | — | 36.96 | 0.00 | 5.37 | 89 | 5.42 | 0.00 | 26.42 | — | — | Neutral | ||||||
| Long buildup | 9,700 | +9,700 | 34.62 | +0.89 | 3.99 | 90 | 1.85 | 0.00 | 26.05 | — | — | Neutral | ||||||
| Neutral | — | — | 36.28 | 0.00 | 4.50 | 91 | 6.53 | 0.00 | 25.51 | — | — | Neutral | ||||||
| Neutral | — | — | 35.97 | 0.00 | 15.95 | 92 | 2.35 | 0.00 | 25.02 | — | 4,850 | Neutral | ||||||
| Neutral | — | — | 35.67 | 0.00 | 3.74 | 93 | 7.74 | 0.00 | 24.33 | — | — | Neutral | ||||||
| Neutral | — | — | 35.46 | 0.00 | 14.52 | 94 | 2.84 | 0.00 | 23.57 | — | — | Neutral | ||||||
| Neutral | — | — | 35.26 | 0.00 | 3.09 | 95 | 9.07 | 0.00 | 22.63 | — | — | Neutral | ||||||
| Neutral | — | — | 35.08 | 0.00 | 13.15 | 96 | 4.99 | 0.00 | 21.45 | — | 4,850 | Neutral | ||||||
| Neutral | — | — | 34.86 | 0.00 | 2.52 | 97 | 10.48 | 0.00 | 19.73 | — | — | Neutral | ||||||
| Neutral | — | — | 34.70 | 0.00 | 11.88 | 98 | 4.14 | 0.00 | 17.24 | — | — | Neutral | ||||||
| — | — | 34.60 | — | 2.06 | 99 | 11.99 | — | — | — | — | ||||||||
| Long buildup | 14,550 | +4,850 | 34.29 | +0.46 | 1.21 | 100 | 5.29 | 0.00 | — | — | 4,850 | Neutral | ||||||
| — | — | 34.29 | — | 1.65 | 101 | 13.57 | — | — | — | — | ||||||||
| Neutral | 4,850 | — | 34.22 | 0.00 | 3.43 | 102 | 5.77 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 29,100 | — | 33.59 | 0.00 | 0.28 | 110 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.