BAJAJFINSV option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 300
Spot
1,691.49
Future
1,702.90
Forward
1,702.90
PCR (OI)
1.79
Puts 7,500 / Calls 4,200
PCR (volume)
11.00
Puts 11 / Calls 1
Max pain
1,920
strike with least total payout to holders
Highest OI
1,760 CE · 1,960 PE
ΔOI calls +300 · puts +3,300
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 35.19 | 0.00 | 405.80 | 1,360 | 3.45 | 0.00 | 23.97 | — | — | Neutral | ||||||
| Neutral | — | — | 32.23 | 0.00 | 368.55 | 1,400 | 5.65 | 0.00 | 24.00 | — | — | Neutral | ||||||
| Neutral | — | — | 29.86 | 0.00 | 332.30 | 1,440 | 8.80 | 0.00 | 23.96 | — | — | Neutral | ||||||
| Neutral | — | — | 28.14 | 0.00 | 297.25 | 1,480 | 13.15 | 0.00 | 23.93 | — | — | Neutral | ||||||
| Neutral | — | — | 27.48 | 0.00 | 208.75 | 1,500 | 15.50 | 0.00 | 23.90 | — | — | Neutral | ||||||
| Neutral | — | — | 26.95 | 0.00 | 263.75 | 1,520 | 19.10 | 0.00 | 23.89 | — | — | Neutral | ||||||
| Neutral | — | — | 26.52 | 0.00 | 177.10 | 1,540 | 23.45 | 0.00 | 23.87 | — | — | Neutral | ||||||
| Neutral | 600 | — | 26.18 | 0.00 | 144.10 | 1,560 | 19.95 | 0.00 | 23.84 | — | 900 | Neutral | ||||||
| Neutral | — | — | 25.89 | 0.00 | 148.00 | 1,580 | 33.90 | 0.00 | 23.82 | — | — | Neutral | ||||||
| Neutral | — | — | 25.67 | 0.00 | 202.35 | 1,600 | 34.90 | 0.00 | 23.79 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 25.48 | 0.00 | 121.80 | 1,620 | 47.25 | 0.00 | 23.76 | — | — | Neutral | ||||||
| Neutral | 300 | — | 25.33 | 0.00 | 99.00 | 1,640 | 53.85 | 0.00 | 23.72 | — | 300 | Neutral | ||||||
| Neutral | — | — | 25.20 | 0.00 | 98.65 | 1,660 | 63.70 | 0.00 | 23.67 | — | — | Neutral | ||||||
| Neutral | — | — | 25.10 | 0.00 | 149.60 | 1,680 | 60.50 | 0.00 | 23.62 | — | 1,200 | Neutral | ||||||
| Neutral | — | — | 25.01 | 0.00 | 78.65 | 1,700 | 83.20 | 0.00 | 23.57 | — | — | Neutral | ||||||
| Neutral | — | — | 24.93 | 0.00 | 126.90 | 1,720 | 79.30 | 0.00 | 23.50 | — | — | Neutral | ||||||
| Neutral | — | — | 24.87 | 0.00 | 61.65 | 1,740 | 105.80 | 0.00 | 23.43 | — | — | Neutral | ||||||
| Neutral | 1,500 | — | 24.81 | 0.00 | 43.45 | 1,760 | 98.45 | 0.00 | 23.34 | — | — | Neutral | ||||||
| Long buildup | 300 | +300 | 30.42 | +2.40 | 50.00 | 1,780 | 131.30 | 0.00 | 23.24 | — | — | Neutral | ||||||
| Neutral | — | — | 24.72 | 0.00 | 88.80 | 1,800 | 120.00 | 0.00 | 23.12 | — | — | Neutral | ||||||
| Neutral | — | — | 24.69 | 0.00 | 36.15 | 1,820 | 159.40 | 0.00 | 22.97 | — | — | Neutral | ||||||
| Neutral | — | — | 24.66 | 0.00 | 73.25 | 1,840 | 143.90 | 0.00 | 22.80 | — | — | Neutral | ||||||
| Neutral | — | — | 24.60 | 0.00 | 59.90 | 1,880 | 169.95 | 0.00 | 22.33 | — | — | Neutral | ||||||
| Neutral | 900 | — | 24.56 | 0.00 | 10.10 | 1,920 | 240.00 | 0.00 | 21.57 | — | — | Neutral | ||||||
| Neutral | 600 | — | 24.53 | 0.00 | 10.75 | 1,960 | 265.00 | -5.00 | 28.65 | +3,300 | 3,600 | Short buildup | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.