haylaavo

BAJAJFINSV option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 300

Spot
1,691.49
Future
1,715.40
Forward
1,715.40
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
00.511,4401,5201,6001,6801,7601,8401,920
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——23.380.00272.751,44013.500.0024.30——Neutral
Neutral——23.610.00239.701,48019.850.0024.32——Neutral
Neutral——23.760.00208.551,52028.100.0024.33——Neutral
Neutral——23.860.00179.701,56038.600.0024.35——Neutral
Neutral——23.930.00153.101,60051.400.0024.37——Neutral
Neutral——23.980.00129.151,64066.850.0024.39——Neutral
Neutral——24.010.00107.801,68084.850.0024.42——Neutral
Neutral——24.040.0089.001,720105.450.0024.46——Neutral
Neutral——24.060.0072.751,760128.550.0024.51——Neutral
Neutral——24.080.0058.851,800154.050.0024.58——Neutral
Neutral——24.090.0047.101,840181.700.0024.66——Neutral
Neutral——24.100.0037.451,880211.400.0024.77——Neutral
Neutral——24.110.0029.351,920242.700.0024.92——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 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.