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
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 23.38 | 0.00 | 272.75 | 1,440 | 13.50 | 0.00 | 24.30 | — | — | Neutral | ||||||
| Neutral | — | — | 23.61 | 0.00 | 239.70 | 1,480 | 19.85 | 0.00 | 24.32 | — | — | Neutral | ||||||
| Neutral | — | — | 23.76 | 0.00 | 208.55 | 1,520 | 28.10 | 0.00 | 24.33 | — | — | Neutral | ||||||
| Neutral | — | — | 23.86 | 0.00 | 179.70 | 1,560 | 38.60 | 0.00 | 24.35 | — | — | Neutral | ||||||
| Neutral | — | — | 23.93 | 0.00 | 153.10 | 1,600 | 51.40 | 0.00 | 24.37 | — | — | Neutral | ||||||
| Neutral | — | — | 23.98 | 0.00 | 129.15 | 1,640 | 66.85 | 0.00 | 24.39 | — | — | Neutral | ||||||
| Neutral | — | — | 24.01 | 0.00 | 107.80 | 1,680 | 84.85 | 0.00 | 24.42 | — | — | Neutral | ||||||
| Neutral | — | — | 24.04 | 0.00 | 89.00 | 1,720 | 105.45 | 0.00 | 24.46 | — | — | Neutral | ||||||
| Neutral | — | — | 24.06 | 0.00 | 72.75 | 1,760 | 128.55 | 0.00 | 24.51 | — | — | Neutral | ||||||
| Neutral | — | — | 24.08 | 0.00 | 58.85 | 1,800 | 154.05 | 0.00 | 24.58 | — | — | Neutral | ||||||
| Neutral | — | — | 24.09 | 0.00 | 47.10 | 1,840 | 181.70 | 0.00 | 24.66 | — | — | Neutral | ||||||
| Neutral | — | — | 24.10 | 0.00 | 37.45 | 1,880 | 211.40 | 0.00 | 24.77 | — | — | Neutral | ||||||
| Neutral | — | — | 24.11 | 0.00 | 29.35 | 1,920 | 242.70 | 0.00 | 24.92 | — | — | 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.