BAJAJFINSV option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 300
Spot
1,691.49
Future
1,691.90
Forward
1,691.57
PCR (OI)
0.89
Puts 29.02 L / Calls 32.50 L
PCR (volume)
0.44
Puts 6,424 / Calls 14,546
Max pain
1,700
strike with least total payout to holders
Highest OI
1,700 CE · 1,560 PE
ΔOI calls +6.13 L · puts +2.80 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | 900 | — | 58.95 | 0.00 | 297.65 | 1,360 | 0.40 | -0.25 | 38.22 | — | 14,700 | Neutral | ||||||
| Neutral | 6,900 | — | 52.57 | 0.00 | 267.00 | 1,400 | 0.65 | -0.35 | 35.90 | −1,500 | 1.54 L | Neutral | ||||||
| Neutral | 1,800 | — | 46.35 | 0.00 | 233.50 | 1,440 | 1.20 | -0.60 | 34.22 | −1,500 | 1.92 L | Neutral | ||||||
| Neutral | 600 | — | 40.45 | 0.00 | 208.05 | 1,480 | 2.35 | -1.05 | 33.01 | −2,100 | 39,300 | Long unwinding | ||||||
| Neutral | 300 | — | 42.09 | +17.55 | 200.00 | 1,500 | 3.10 | -1.45 | 32.08 | +3,600 | 1.57 L | Short buildup | ||||||
| Neutral | — | — | 35.25 | 0.00 | 508.95 | 1,520 | 4.05 | -1.95 | 31.09 | +61,500 | 1.26 L | Short buildup | ||||||
| Neutral | — | — | 33.08 | 0.00 | 227.75 | 1,540 | 5.55 | -2.65 | 30.50 | −20,100 | 23,700 | Long unwinding | ||||||
| Neutral | 600 | — | 31.26 | 0.00 | 131.25 | 1,560 | 7.50 | -3.25 | 29.88 | −1,800 | 4.47 L | Neutral | ||||||
| Neutral | 300 | — | 29.78 | 0.00 | 115.10 | 1,580 | 10.30 | -3.95 | 29.53 | −3,000 | 72,000 | Long unwinding | ||||||
| Long buildup | 27,300 | +900 | 31.63 | +8.55 | 108.00 | 1,600 | 14.00 | -4.45 | 29.26 | +19,500 | 1.14 L | Short buildup | ||||||
| Short covering | 58,200 | −3,000 | 28.59 | +9.75 | 89.45 | 1,620 | 18.25 | -5.05 | 28.67 | +13,500 | 66,900 | Short buildup | ||||||
| Neutral | 86,100 | +300 | 27.66 | +6.80 | 74.30 | 1,640 | 23.95 | -5.95 | 28.38 | +3,300 | 1.74 L | Short buildup | ||||||
| Long buildup | 2.65 L | +7,200 | 27.97 | +6.80 | 62.15 | 1,660 | 30.70 | -7.10 | 27.97 | +4,500 | 2.81 L | Short buildup | ||||||
| Long buildup | 2.39 L | +81,900 | 27.57 | +5.85 | 50.30 | 1,680 | 39.20 | -7.55 | 27.84 | +86,400 | 2.44 L | Short buildup | ||||||
| Long buildup | 4.62 L | +1.60 L | 27.45 | +4.95 | 40.30 | 1,700 | 48.30 | -9.25 | 27.21 | +1.07 L | 2.36 L | Short buildup | ||||||
| Long buildup | 1.28 L | +35,100 | 27.33 | +4.25 | 31.70 | 1,720 | 59.35 | -14.95 | 26.90 | +11,100 | 56,400 | Short buildup | ||||||
| Long buildup | 4.57 L | +9,900 | 27.33 | +3.75 | 24.65 | 1,740 | 73.55 | -7.20 | 27.77 | +2,100 | 26,700 | Short buildup | ||||||
| Long buildup | 93,300 | +36,600 | 27.33 | +3.10 | 18.85 | 1,760 | 104.15 | 0.00 | 21.02 | — | 10,200 | Neutral | ||||||
| Long buildup | 1.57 L | +3,900 | 27.35 | +2.30 | 14.20 | 1,780 | 109.15 | 0.00 | 20.05 | — | 9,000 | Neutral | ||||||
| Long buildup | 3.87 L | +1.28 L | 27.68 | +2.05 | 10.85 | 1,800 | 121.00 | -14.10 | 29.61 | −600 | 52,500 | Long unwinding | ||||||
| Long buildup | 81,600 | +30,600 | 27.76 | +1.60 | 8.00 | 1,820 | 152.50 | 0.00 | 13.35 | — | 2,700 | Neutral | ||||||
| Neutral | 1.68 L | +1,500 | 27.75 | +1.15 | 5.75 | 1,840 | 165.00 | 0.00 | — | — | 2,700 | Neutral | ||||||
| Long buildup | 2.60 L | +88,200 | 27.72 | +0.70 | 4.05 | 1,860 | 199.00 | 0.00 | — | — | 3,300 | Neutral | ||||||
| Short covering | 21,000 | −6,600 | 28.48 | +0.60 | 3.20 | 1,880 | 202.00 | 0.00 | — | — | 5,700 | Neutral | ||||||
| Long buildup | 1.37 L | +32,100 | 29.14 | +0.10 | 2.50 | 1,900 | 211.00 | -42.00 | 30.98 | +300 | 68,100 | Neutral | ||||||
| Neutral | 31,800 | — | 29.18 | +0.25 | 1.75 | 1,920 | 67.00 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 13,500 | +600 | 30.28 | +0.15 | 1.50 | 1,940 | 262.00 | 0.00 | — | — | 5,100 | Neutral | ||||||
| Short covering | 3,300 | −1,200 | 31.38 | +0.20 | 1.30 | 1,960 | 311.00 | 0.00 | — | — | 600 | Neutral | ||||||
| Long buildup | 93,600 | +6,600 | 32.17 | +0.25 | 0.75 | 2,000 | 308.30 | -21.70 | 33.69 | −2,400 | 90,900 | Long unwinding | ||||||
| Neutral | 68,400 | −300 | 31.51 | 0.00 | 0.30 | 2,040 | 347.30 | 0.00 | — | — | 1.27 L | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 2,200 | 495.00 | -20.00 | — | — | 98,700 | 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 6.57% (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.