BAJAJ-AUTO option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 75
Spot
10,338.47
Future
10,463.00
Forward
10,463.00
PCR (OI)
—
Puts 3,300 / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
10,000
strike with least total payout to holders
Highest OI
— CE · 10,000 PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 28.10 | 0.00 | 1,809.10 | 8,800 | 83.25 | 0.00 | 25.48 | — | — | Neutral | ||||||
| Neutral | — | — | 27.07 | 0.00 | 1,481.40 | 9,200 | 149.40 | 0.00 | 25.47 | — | — | Neutral | ||||||
| Neutral | — | — | 26.76 | 0.00 | 1,329.10 | 9,400 | 193.95 | 0.00 | 25.46 | — | — | Neutral | ||||||
| Neutral | — | — | 26.53 | 0.00 | 1,185.60 | 9,600 | 247.40 | 0.00 | 25.45 | — | — | Neutral | ||||||
| Neutral | — | — | 26.36 | 0.00 | 1,050.70 | 9,800 | 309.40 | 0.00 | 25.43 | — | — | Neutral | ||||||
| Neutral | — | — | 26.24 | 0.00 | 925.95 | 10,000 | 225.00 | 0.00 | 25.42 | — | 3,300 | Neutral | ||||||
| Neutral | — | — | 26.14 | 0.00 | 811.05 | 10,200 | 463.55 | 0.00 | 25.40 | — | — | Neutral | ||||||
| Neutral | — | — | 26.06 | 0.00 | 706.10 | 10,400 | 555.55 | 0.00 | 25.39 | — | — | Neutral | ||||||
| Neutral | — | — | 26.00 | 0.00 | 611.00 | 10,600 | 657.35 | 0.00 | 25.36 | — | — | Neutral | ||||||
| Neutral | — | — | 25.95 | 0.00 | 525.60 | 10,800 | 768.85 | 0.00 | 25.34 | — | — | Neutral | ||||||
| Neutral | — | — | 25.91 | 0.00 | 449.45 | 11,000 | 889.65 | 0.00 | 25.32 | — | — | Neutral | ||||||
| Neutral | — | — | 25.88 | 0.00 | 382.10 | 11,200 | 1,019.20 | 0.00 | 25.29 | — | — | Neutral | ||||||
| Neutral | — | — | 25.85 | 0.00 | 323.00 | 11,400 | 1,157.00 | 0.00 | 25.25 | — | — | Neutral | ||||||
| Neutral | — | — | 25.83 | 0.00 | 272.05 | 11,600 | 1,302.95 | 0.00 | 25.22 | — | — | Neutral | ||||||
| Neutral | — | — | 25.80 | 0.00 | 189.05 | 12,000 | 1,613.80 | 0.00 | 25.13 | — | — | 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.