BAJAJ-AUTO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 75
Spot
10,338.47
Future
10,408.00
Forward
10,408.00
PCR (OI)
3.98
Puts 31,050 / Calls 7,800
PCR (volume)
1.73
Puts 121 / Calls 70
Max pain
10,100
strike with least total payout to holders
Highest OI
11,000 CE · 10,000 PE
ΔOI calls +2,400 · puts +4,350
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 32.88 | 0.00 | 2,363.15 | 8,600 | 15.05 | 0.00 | 25.36 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 31.08 | 0.00 | 2,178.45 | 8,800 | 38.55 | 0.00 | 25.34 | — | — | Neutral | ||||||
| Neutral | — | — | 29.70 | 0.00 | 1,998.10 | 9,000 | 25.00 | 0.00 | 25.32 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 28.69 | 0.00 | 1,822.90 | 9,200 | 77.10 | 0.00 | 25.29 | — | — | Neutral | ||||||
| Neutral | — | — | 28.29 | 0.00 | 1,304.75 | 9,300 | 114.00 | 0.00 | 25.27 | — | — | Neutral | ||||||
| Neutral | — | — | 27.96 | 0.00 | 1,653.80 | 9,400 | 125.00 | 0.00 | 25.26 | — | 2,325 | Neutral | ||||||
| Neutral | — | — | 27.67 | 0.00 | 1,148.60 | 9,500 | 155.70 | 0.00 | 25.24 | — | — | Neutral | ||||||
| Neutral | — | — | 27.43 | 0.00 | 1,491.70 | 9,600 | 98.35 | -3.40 | 23.60 | +2,400 | 5,700 | Short buildup | ||||||
| Neutral | — | — | 27.23 | 0.00 | 1,002.65 | 9,700 | 207.60 | 0.00 | 25.20 | — | — | Neutral | ||||||
| Neutral | — | — | 27.06 | 0.00 | 1,337.50 | 9,800 | 182.90 | 0.00 | 25.17 | — | — | Neutral | ||||||
| Neutral | — | — | 26.91 | 0.00 | 866.90 | 9,900 | 269.65 | 0.00 | 25.15 | — | — | Neutral | ||||||
| Neutral | 675 | — | 26.79 | 0.00 | 719.50 | 10,000 | 190.40 | -22.25 | 22.42 | +1,650 | 18,000 | Short buildup | ||||||
| Short buildup | 825 | +750 | 22.23 | -26.55 | 527.90 | 10,100 | 299.65 | +90.55 | 27.24 | — | 600 | Neutral | ||||||
| Neutral | — | — | 26.58 | 0.00 | 1,055.30 | 10,200 | 247.45 | 0.00 | 25.06 | — | 75 | Neutral | ||||||
| Neutral | 600 | — | 26.50 | 0.00 | 468.50 | 10,300 | 429.60 | 0.00 | 25.02 | — | — | Neutral | ||||||
| Short buildup | 300 | +300 | 22.93 | -553.00 | 375.65 | 10,400 | 365.30 | 0.00 | 24.98 | — | — | Neutral | ||||||
| Neutral | — | — | 26.37 | 0.00 | 531.15 | 10,500 | 420.40 | +5.40 | 22.91 | +300 | 375 | Long buildup | ||||||
| Long buildup | 450 | +375 | 27.06 | +75.05 | 354.40 | 10,600 | 445.75 | 0.00 | 24.88 | — | — | Neutral | ||||||
| Neutral | — | — | 26.26 | 0.00 | 442.85 | 10,700 | 636.95 | 0.00 | 24.82 | — | — | Neutral | ||||||
| Neutral | 450 | — | 26.22 | 0.00 | 252.95 | 10,800 | 536.30 | 0.00 | 24.76 | — | — | Neutral | ||||||
| Neutral | 75 | — | 26.18 | 0.00 | 221.85 | 10,900 | 757.75 | 0.00 | 24.69 | — | — | Neutral | ||||||
| Long buildup | 2,625 | +975 | 22.74 | +9.00 | 156.20 | 11,000 | 725.00 | 0.00 | 24.60 | — | 75 | Neutral | ||||||
| Neutral | — | — | 26.11 | 0.00 | 299.45 | 11,100 | 889.20 | 0.00 | 24.51 | — | — | Neutral | ||||||
| Neutral | — | — | 26.09 | 0.00 | 522.45 | 11,200 | 747.35 | 0.00 | 24.40 | — | — | Neutral | ||||||
| Neutral | — | — | 26.06 | 0.00 | 242.90 | 11,300 | 1,030.50 | 0.00 | 24.28 | — | — | Neutral | ||||||
| Neutral | 525 | — | 26.04 | 0.00 | 122.90 | 11,400 | 867.30 | 0.00 | 24.14 | — | — | Neutral | ||||||
| Neutral | — | — | 26.02 | 0.00 | 195.90 | 11,500 | 1,181.35 | 0.00 | 23.98 | — | — | Neutral | ||||||
| Neutral | — | — | 26.00 | 0.00 | 377.25 | 11,600 | 996.30 | 0.00 | 23.78 | — | — | Neutral | ||||||
| Neutral | — | — | 25.96 | 0.00 | 317.65 | 11,800 | 1,133.75 | 0.00 | 23.28 | — | — | Neutral | ||||||
| Neutral | 1,275 | — | 25.93 | 0.00 | 100.00 | 12,000 | 1,279.55 | 0.00 | 22.53 | — | — | Neutral | ||||||
| Neutral | — | — | 25.91 | 0.00 | 221.90 | 12,200 | 1,432.15 | 0.00 | 21.25 | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 12,400 | 1,835.00 | 0.00 | 17.95 | — | 900 | 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 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.