BAJAJ-AUTO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 75
Spot
10,338.47
Future
10,333.00
Forward
10,334.19
PCR (OI)
0.68
Puts 13.19 L / Calls 19.48 L
PCR (volume)
0.46
Puts 19,270 / Calls 42,186
Max pain
10,500
strike with least total payout to holders
Highest OI
11,000 CE · 10,000 PE
ΔOI calls +3.09 L · puts +14,025
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 7,800 | 2.20 | -0.05 | 47.40 | +600 | 975 | Short buildup | |||
| · | · | · | · | · | · | · | · | · | 8,000 | 2.90 | +0.30 | 45.02 | −450 | 1,275 | Short covering | |||
| · | · | · | · | · | · | · | · | · | 8,200 | 2.80 | 0.00 | 25.46 | — | 225 | Neutral | |||
| Neutral | — | — | 53.20 | 0.00 | 3,176.40 | 8,600 | 2.60 | 0.00 | 25.10 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 8,700 | 6.20 | 0.00 | 35.29 | −75 | 2,100 | Neutral | |||
| Neutral | — | — | 48.02 | 0.00 | 3,265.10 | 8,800 | 7.00 | -1.90 | 33.92 | — | 975 | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 8,900 | 5.10 | 0.00 | 25.05 | — | 600 | Neutral | |||
| Short buildup | 150 | +75 | 32.50 | -210.00 | 1,340.00 | 9,000 | 8.45 | -0.50 | 30.80 | +1,350 | 32,775 | Short buildup | ||||||
| · | · | · | · | · | · | · | · | · | 9,100 | 8.00 | -3.45 | 28.45 | −75 | 2,175 | Long unwinding | |||
| Neutral | — | — | 38.66 | 0.00 | 2,880.95 | 9,200 | 9.45 | -8.35 | 27.19 | — | 18,750 | Neutral | ||||||
| Neutral | — | — | 36.70 | 0.00 | 1,632.95 | 9,300 | 12.85 | -6.35 | 26.63 | +2,325 | 18,675 | Short buildup | ||||||
| Neutral | — | — | 34.96 | 0.00 | 2,692.00 | 9,400 | 16.65 | -10.40 | 25.83 | −2,175 | 62,175 | Long unwinding | ||||||
| Neutral | 1,950 | — | 22.72 | +48.50 | 844.90 | 9,500 | 21.60 | -14.05 | 25.02 | +3,450 | 43,275 | Short buildup | ||||||
| Neutral | 375 | — | 32.15 | 0.00 | 595.50 | 9,600 | 28.80 | -14.90 | 24.40 | −825 | 26,325 | Long unwinding | ||||||
| Neutral | 900 | — | 31.08 | 0.00 | 711.00 | 9,700 | 38.25 | -21.65 | 23.79 | +3,900 | 49,650 | Short buildup | ||||||
| Neutral | 3,825 | — | 30.20 | 0.00 | 726.30 | 9,800 | 52.55 | -26.90 | 23.50 | +4,200 | 36,150 | Short buildup | ||||||
| Short covering | 4,200 | −75 | 23.35 | +26.70 | 504.25 | 9,900 | 71.65 | -19.90 | 23.31 | +3,075 | 33,975 | Short buildup | ||||||
| Neutral | 54,600 | −525 | 23.55 | -7.80 | 432.10 | 10,000 | 93.15 | -27.50 | 22.79 | +4,050 | 3.10 L | Short buildup | ||||||
| Short buildup | 19,500 | +7,200 | 22.97 | -9.90 | 359.25 | 10,100 | 126.05 | -25.20 | 22.97 | −2,250 | 39,300 | Long unwinding | ||||||
| Short buildup | 41,625 | +3,300 | 22.53 | -10.80 | 293.65 | 10,200 | 162.95 | -30.30 | 22.84 | −7,875 | 68,400 | Long unwinding | ||||||
| Short buildup | 92,400 | +26,850 | 22.68 | -21.90 | 240.40 | 10,300 | 205.05 | -30.55 | 22.55 | +12,900 | 90,375 | Short buildup | ||||||
| Short buildup | 1.26 L | +26,925 | 22.89 | -22.25 | 194.80 | 10,400 | 259.40 | -18.80 | 22.79 | −6,075 | 1.05 L | Long unwinding | ||||||
| Short buildup | 2.53 L | +57,900 | 22.98 | -24.05 | 154.95 | 10,500 | 323.95 | -17.80 | 23.39 | −8,175 | 2.17 L | Long unwinding | ||||||
| Short buildup | 96,300 | +3,450 | 23.08 | -18.45 | 121.65 | 10,600 | 386.25 | -24.65 | 23.07 | +2,475 | 34,350 | Short buildup | ||||||
| Short buildup | 1.30 L | +15,375 | 23.40 | -21.05 | 96.00 | 10,700 | 459.95 | -18.20 | 23.37 | +450 | 30,150 | Short buildup | ||||||
| Short buildup | 1.12 L | +10,650 | 23.65 | -13.35 | 74.65 | 10,800 | 530.10 | -30.15 | 22.50 | +375 | 25,875 | Short buildup | ||||||
| Short buildup | 51,675 | +8,025 | 23.93 | -13.70 | 57.80 | 10,900 | 612.00 | -51.45 | 22.49 | +150 | 22,650 | Neutral | ||||||
| Short buildup | 4.05 L | +1.16 L | 24.35 | -8.95 | 45.20 | 11,000 | 694.10 | -15.65 | 21.71 | +1,800 | 27,825 | Short buildup | ||||||
| Short buildup | 33,525 | +3,375 | 24.49 | -7.30 | 33.95 | 11,100 | 821.30 | 0.00 | 17.01 | — | 2,550 | Neutral | ||||||
| Short buildup | 79,950 | +5,475 | 24.80 | -5.60 | 25.90 | 11,200 | 714.00 | 0.00 | — | — | 1,800 | Neutral | ||||||
| Short buildup | 76,950 | +23,775 | 24.99 | -4.85 | 19.30 | 11,300 | 962.75 | -2.25 | 15.36 | +675 | 900 | Short buildup | ||||||
| Short buildup | 40,125 | +1,950 | 25.76 | -3.00 | 15.95 | 11,400 | 1,040.00 | 0.00 | — | — | 2,100 | Neutral | ||||||
| Short buildup | 1.25 L | +10,800 | 26.34 | -2.40 | 12.80 | 11,500 | 1,004.00 | 0.00 | — | — | 4,575 | Neutral | ||||||
| Long unwinding | 11,400 | −900 | 27.05 | -3.35 | 10.60 | 11,600 | 1,139.70 | -104.30 | — | +225 | 300 | Short buildup | ||||||
| Neutral | 15,600 | −75 | 27.60 | -1.70 | 8.55 | 11,700 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 10,575 | −825 | 28.13 | -1.05 | 6.90 | 11,800 | 1,450.00 | 0.00 | — | — | 225 | Neutral | ||||||
| Neutral | 3,300 | — | 28.70 | +0.15 | 5.65 | 11,900 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 1.33 L | −5,250 | 29.62 | -1.80 | 5.05 | 12,000 | 1,600.00 | 0.00 | — | — | 3,975 | Neutral | ||||||
| Short buildup | 5,550 | +450 | 31.43 | -1.25 | 4.10 | 12,200 | 740.45 | 0.00 | — | — | — | Neutral | ||||||
| Long unwinding | 5,550 | −525 | 32.53 | -1.20 | 2.90 | 12,400 | 2,300.00 | 0.00 | — | — | 375 | Neutral | ||||||
| Long unwinding | 14,925 | −4,125 | 34.75 | -0.55 | 2.75 | 12,600 | 2,254.80 | 0.00 | — | — | 1,875 | 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 7.33% (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.