VOLTAS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 375
Spot
1,036.80
Future
1,043.30
Forward
1,043.30
PCR (OI)
0.43
Puts 14,250 / Calls 33,000
PCR (volume)
1.00
Puts 17 / Calls 17
Max pain
1,160
strike with least total payout to holders
Highest OI
1,200 CE · 960 PE
ΔOI calls +750 · puts +3,750
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 38.86 | 0.00 | 268.50 | 840 | 6.15 | 0.00 | 32.09 | — | — | Neutral | ||||||
| Neutral | — | — | 36.41 | 0.00 | 233.50 | 880 | 21.00 | 0.00 | 32.05 | — | 375 | Neutral | ||||||
| Neutral | — | — | 35.59 | 0.00 | 89.80 | 900 | 33.85 | 0.00 | 32.01 | — | — | Neutral | ||||||
| Neutral | — | — | 34.98 | 0.00 | 200.55 | 920 | 17.00 | 0.00 | 31.97 | — | 750 | Neutral | ||||||
| Neutral | — | — | 34.52 | 0.00 | 67.35 | 940 | 50.95 | 0.00 | 31.94 | — | — | Neutral | ||||||
| Neutral | — | — | 34.16 | 0.00 | 170.05 | 960 | 24.25 | 0.00 | 31.89 | — | 3,375 | Neutral | ||||||
| Neutral | — | — | 33.89 | 0.00 | 49.15 | 980 | 72.35 | 0.00 | 31.84 | — | — | Neutral | ||||||
| Neutral | 375 | — | 33.68 | 0.00 | 34.95 | 1,000 | 32.50 | -2.50 | 32.07 | +375 | 2,625 | Short buildup | ||||||
| Neutral | — | — | 33.50 | 0.00 | 34.90 | 1,020 | 97.65 | 0.00 | 31.71 | — | — | Neutral | ||||||
| Neutral | — | — | 33.37 | 0.00 | 24.35 | 1,040 | 43.15 | -9.10 | 27.54 | +1,875 | 2,250 | Short buildup | ||||||
| Neutral | — | — | 33.26 | 0.00 | 24.25 | 1,060 | 80.00 | 0.00 | 31.53 | — | — | Neutral | ||||||
| Neutral | 750 | — | 33.17 | 0.00 | 22.75 | 1,080 | 68.90 | 0.00 | 31.41 | — | 375 | Neutral | ||||||
| Neutral | — | — | 33.10 | 0.00 | 16.35 | 1,100 | 88.05 | 0.00 | 31.28 | — | 1,500 | Neutral | ||||||
| Neutral | 1,125 | — | 33.03 | 0.00 | 30.00 | 1,120 | 90.70 | 0.00 | 31.11 | — | 375 | Neutral | ||||||
| Neutral | — | — | 32.98 | 0.00 | 10.80 | 1,140 | 192.30 | 0.00 | 30.91 | — | — | Neutral | ||||||
| Neutral | 375 | — | 32.94 | 0.00 | 22.00 | 1,160 | 114.30 | 0.00 | 30.66 | — | — | Neutral | ||||||
| Long buildup | 30,375 | +750 | 33.46 | +0.50 | 10.90 | 1,200 | 164.00 | -6.00 | 31.29 | +1,500 | 2,625 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.