VOLTAS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 375
Spot
1,036.80
Future
1,036.90
Forward
1,037.10
PCR (OI)
1.03
Puts 25.65 L / Calls 24.95 L
PCR (volume)
0.69
Puts 3,255 / Calls 4,713
Max pain
1,020
strike with least total payout to holders
Highest OI
960 CE · 980 PE
ΔOI calls +1.02 L · puts +45,375
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 1,125 | — | 66.71 | 0.00 | 228.45 | 800 | 0.60 | -0.10 | 50.15 | −25,125 | 1.19 L | Long unwinding | ||||||
| Neutral | 2,250 | — | 56.48 | 0.00 | 170.05 | 840 | 0.85 | -0.55 | 44.09 | −3,750 | 44,250 | Long unwinding | ||||||
| Neutral | 2,250 | — | 51.71 | 0.00 | 168.70 | 860 | 1.70 | -0.35 | 44.98 | −4,875 | 42,375 | Long unwinding | ||||||
| Neutral | 375 | — | 47.37 | 0.00 | 83.95 | 880 | 2.55 | -0.70 | 43.88 | −1,500 | 43,500 | Long unwinding | ||||||
| Long unwinding | 30,375 | −3,750 | 46.74 | -8.05 | 141.90 | 900 | 3.75 | -1.05 | 42.73 | +11,250 | 1.47 L | Short buildup | ||||||
| Neutral | 17,250 | — | 43.79 | +6.75 | 123.15 | 920 | 5.60 | -1.45 | 41.96 | −3,750 | 99,375 | Long unwinding | ||||||
| Neutral | 1.29 L | — | 42.77 | +6.10 | 105.85 | 940 | 8.10 | -1.95 | 41.07 | +9,750 | 2.23 L | Short buildup | ||||||
| Neutral | 2.87 L | −1,875 | 42.87 | +9.40 | 90.20 | 960 | 11.50 | -2.75 | 40.21 | −5,625 | 2.25 L | Long unwinding | ||||||
| Short covering | 82,875 | −1,125 | 39.62 | +6.10 | 73.10 | 980 | 16.20 | -3.55 | 39.62 | +8,625 | 3.50 L | Short buildup | ||||||
| Short covering | 2.54 L | −15,750 | 39.19 | +5.40 | 59.35 | 1,000 | 22.05 | -4.55 | 38.82 | −7,875 | 3.08 L | Long unwinding | ||||||
| Short covering | 1.30 L | −1,500 | 38.01 | +4.00 | 46.40 | 1,020 | 29.60 | -5.40 | 38.26 | +23,250 | 1.59 L | Short buildup | ||||||
| Long buildup | 2.34 L | +60,375 | 38.11 | +2.90 | 36.30 | 1,040 | 38.90 | -6.35 | 37.82 | +39,000 | 2.67 L | Short buildup | ||||||
| Long buildup | 2.07 L | +33,375 | 38.25 | +2.70 | 27.90 | 1,060 | 51.15 | -6.55 | 38.70 | +7,125 | 41,250 | Short buildup | ||||||
| Short covering | 1.11 L | −1,875 | 38.06 | +2.15 | 20.75 | 1,080 | 69.55 | 0.00 | 29.99 | — | 1.30 L | Neutral | ||||||
| Long buildup | 2.36 L | +7,125 | 37.98 | +1.65 | 15.15 | 1,100 | 76.00 | -9.35 | 35.75 | −375 | 83,625 | Neutral | ||||||
| Long buildup | 89,250 | +1,125 | 38.16 | +1.15 | 11.00 | 1,120 | 93.20 | -7.95 | 37.61 | −1,125 | 18,375 | Long unwinding | ||||||
| Long buildup | 1.16 L | +2,625 | 38.58 | +0.90 | 8.00 | 1,140 | 109.60 | -9.40 | 37.04 | −750 | 16,500 | Long unwinding | ||||||
| Long buildup | 1.38 L | +23,250 | 38.97 | +0.65 | 5.75 | 1,160 | 127.50 | +5.85 | 37.55 | +375 | 18,750 | Long buildup | ||||||
| Long buildup | 1.24 L | +3,750 | 39.73 | +0.55 | 4.25 | 1,180 | 228.80 | 0.00 | — | — | 11,250 | Neutral | ||||||
| Neutral | 1.68 L | +375 | 40.06 | +0.25 | 3.00 | 1,200 | 157.00 | -15.00 | — | +375 | 1.21 L | Neutral | ||||||
| Neutral | 1.37 L | −4,125 | 41.85 | 0.00 | 1.70 | 1,240 | 202.75 | -8.15 | 35.13 | +375 | 97,875 | 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 6.24% (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.