NSE uses Black Scholes model with its own twist. It assumes a constant interest rate of 10% (which is not true as RBI keeps on changing it). Even ATM strikes have two very different IVs, whereas it should be the same. 

Furthermore, because of the Illiquidity and STT on ITM options, the volatility of ITM options is further degraded. Check out this article for more information 

Why is there a single IV for Call and Put options ?