VMM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 4850
Spot
88.89
Future
88.60
Forward
88.60
PCR (OI)
0.00
Puts — / Calls 14,550
PCR (volume)
0.00
Puts — / Calls 2
Max pain
68
strike with least total payout to holders
Highest OI
90 CE · — PE
ΔOI calls +9,700 · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| — | — | 54.13 | — | 21.47 | 68 | 0.43 | — | 29.91 | — | — | ||||||||
| Neutral | — | — | 48.05 | 0.00 | 17.96 | 72 | 0.86 | 0.00 | 29.65 | — | — | Neutral | ||||||
| — | — | 45.52 | — | 16.30 | 74 | 1.16 | — | 29.57 | — | — | ||||||||
| Neutral | — | — | 43.40 | 0.00 | 14.71 | 76 | 1.55 | 0.00 | 29.38 | — | — | Neutral | ||||||
| Neutral | — | — | 41.62 | 0.00 | 13.21 | 78 | 2.02 | 0.00 | 29.18 | — | — | Neutral | ||||||
| Neutral | — | — | 40.08 | 0.00 | 11.79 | 80 | 2.57 | 0.00 | 28.95 | — | — | Neutral | ||||||
| Neutral | — | — | 38.87 | 0.00 | 10.47 | 82 | 3.21 | 0.00 | 28.75 | — | — | Neutral | ||||||
| Neutral | — | — | 37.89 | 0.00 | 9.24 | 84 | 3.96 | 0.00 | 28.43 | — | — | Neutral | ||||||
| Neutral | — | — | 37.12 | 0.00 | 8.12 | 86 | 4.80 | 0.00 | 28.10 | — | — | Neutral | ||||||
| Neutral | — | — | 36.44 | 0.00 | 7.09 | 88 | 5.74 | 0.00 | 27.66 | — | — | Neutral | ||||||
| Short buildup | 9,700 | +9,700 | 29.61 | -1.83 | 4.33 | 90 | 6.78 | 0.00 | 27.15 | — | — | Neutral | ||||||
| Neutral | — | — | 35.40 | 0.00 | 5.32 | 92 | 7.91 | 0.00 | 26.56 | — | — | Neutral | ||||||
| Neutral | — | — | 35.04 | 0.00 | 4.58 | 94 | 9.14 | 0.00 | 25.81 | — | — | Neutral | ||||||
| Neutral | — | — | 34.72 | 0.00 | 3.92 | 96 | 10.44 | 0.00 | 24.89 | — | — | Neutral | ||||||
| Neutral | — | — | 34.47 | 0.00 | 3.33 | 98 | 11.83 | 0.00 | 23.60 | — | — | Neutral | ||||||
| Neutral | 4,850 | — | 34.22 | 0.00 | 1.00 | 100 | 13.30 | 0.00 | 21.64 | — | — | Neutral | ||||||
| Neutral | — | — | 33.84 | 0.00 | 2.00 | 104 | 16.41 | 0.00 | — | — | — | 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 5.73% (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.