VOLTAS option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 475
Spot
1,036.80
Future
1,048.10
Forward
1,048.10
PCR (OI)
—
Puts 3,325 / Calls —
PCR (volume)
—
Puts 1 / Calls —
Max pain
1,040
strike with least total payout to holders
Highest OI
— CE · 960 PE
ΔOI calls +— · puts +475
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 34.80 | 0.00 | 115.05 | 880 | 35.25 | 0.00 | 32.12 | — | — | Neutral | ||||||
| Neutral | — | — | 34.07 | 0.00 | 91.40 | 920 | 51.00 | 0.00 | 32.08 | — | — | Neutral | ||||||
| Neutral | — | — | 33.62 | 0.00 | 71.30 | 960 | 29.80 | 0.00 | 32.03 | — | 2,850 | Neutral | ||||||
| Neutral | — | — | 33.34 | 0.00 | 54.70 | 1,000 | 93.05 | 0.00 | 31.96 | — | — | Neutral | ||||||
| Neutral | — | — | 33.14 | 0.00 | 41.25 | 1,040 | 54.90 | -64.10 | 29.88 | +475 | 475 | Short buildup | ||||||
| Neutral | — | — | 33.01 | 0.00 | 30.70 | 1,080 | 147.85 | 0.00 | 31.76 | — | — | Neutral | ||||||
| Neutral | — | — | 32.91 | 0.00 | 22.50 | 1,120 | 179.00 | 0.00 | 31.62 | — | — | Neutral | ||||||
| Neutral | — | — | 32.84 | 0.00 | 16.25 | 1,160 | 212.15 | 0.00 | 31.43 | — | — | Neutral | ||||||
| Neutral | — | — | 32.79 | 0.00 | 11.60 | 1,200 | 246.85 | 0.00 | 31.17 | — | — | 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 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.