BAJFINANCE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 750
Spot
959.39
Future
960.20
Forward
959.70
PCR (OI)
0.89
Puts 1.24 Cr / Calls 1.40 Cr
PCR (volume)
0.54
Puts 14,798 / Calls 27,317
Max pain
950
strike with least total payout to holders
Highest OI
1,000 CE · 920 PE
ΔOI calls −30,750 · puts +1.22 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 | — | — | 61.04 | 0.00 | 339.75 | 760 | 0.25 | -0.10 | 41.06 | −5,250 | 78,000 | Long unwinding | ||||||
| Neutral | 2,250 | — | 55.50 | 0.00 | 157.65 | 780 | 0.30 | -0.20 | 37.84 | −29,250 | 1.03 L | Long unwinding | ||||||
| Neutral | 9,000 | — | 50.25 | 0.00 | 142.00 | 800 | 0.50 | -0.25 | 36.25 | −15,000 | 4.39 L | Long unwinding | ||||||
| · | · | · | · | · | · | · | · | · | 810 | 0.60 | -0.30 | 35.06 | −3,000 | 53,250 | Long unwinding | |||
| Neutral | — | — | 45.35 | 0.00 | 282.90 | 820 | 0.70 | -0.40 | 33.70 | −18,000 | 2.91 L | Long unwinding | ||||||
| Neutral | — | — | 43.12 | 0.00 | 157.95 | 830 | 1.05 | -0.40 | 33.79 | −6,000 | 54,000 | Long unwinding | ||||||
| Neutral | — | — | 41.10 | 0.00 | 152.15 | 840 | 1.20 | -0.65 | 32.26 | +15,000 | 6.64 L | Short buildup | ||||||
| Short covering | 15,000 | −750 | 27.07 | +12.95 | 110.00 | 850 | 1.60 | -1.05 | 31.69 | −9,000 | 2.17 L | Long unwinding | ||||||
| Neutral | 6,000 | — | 37.71 | 0.00 | 70.05 | 860 | 2.10 | -1.25 | 31.05 | −5,250 | 1.67 L | Long unwinding | ||||||
| Neutral | 74,250 | — | 36.37 | 0.00 | 80.80 | 870 | 2.85 | -1.70 | 30.71 | +3,000 | 2.78 L | Short buildup | ||||||
| Neutral | 29,250 | — | 35.27 | 0.00 | 71.70 | 880 | 3.70 | -2.15 | 30.10 | −2,250 | 7.51 L | Neutral | ||||||
| Short covering | 1.00 L | −2,250 | 28.21 | +10.35 | 73.60 | 890 | 4.85 | -2.80 | 29.64 | +50,250 | 2.98 L | Short buildup | ||||||
| Short covering | 5.78 L | −11,250 | 28.16 | +12.20 | 65.20 | 900 | 6.25 | -3.45 | 29.09 | +61,500 | 10.17 L | Short buildup | ||||||
| Short covering | 3.93 L | −39,750 | 28.62 | +12.15 | 57.55 | 910 | 8.00 | -4.40 | 28.57 | −52,500 | 6.58 L | Long unwinding | ||||||
| Short covering | 11.47 L | −60,750 | 26.60 | +10.35 | 48.65 | 920 | 10.20 | -5.35 | 28.12 | −31,500 | 13.36 L | Long unwinding | ||||||
| Short covering | 7.85 L | −1.24 L | 27.28 | +9.70 | 42.15 | 930 | 12.85 | -6.55 | 27.65 | −33,750 | 10.65 L | Long unwinding | ||||||
| Short covering | 7.22 L | −1.68 L | 27.05 | +8.75 | 35.55 | 940 | 16.00 | -7.45 | 27.14 | +6,000 | 5.68 L | Short buildup | ||||||
| Long buildup | 13.46 L | +14,250 | 26.54 | +7.60 | 29.30 | 950 | 19.70 | -8.65 | 26.61 | +1.33 L | 7.56 L | Short buildup | ||||||
| Long buildup | 9.98 L | +52,500 | 26.23 | +6.40 | 23.85 | 960 | 24.15 | -10.10 | 26.23 | +90,000 | 5.56 L | Short buildup | ||||||
| Long buildup | 9.90 L | +61,500 | 25.74 | +5.40 | 18.90 | 970 | 29.15 | -10.45 | 25.73 | +1.33 L | 4.84 L | Short buildup | ||||||
| Long buildup | 12.02 L | +13,500 | 25.64 | +4.50 | 14.95 | 980 | 34.95 | -11.40 | 25.38 | −21,000 | 5.52 L | Long unwinding | ||||||
| Long buildup | 2.83 L | +41,250 | 25.38 | +3.50 | 11.50 | 990 | 42.35 | -14.60 | 26.19 | +24,750 | 35,250 | Short buildup | ||||||
| Neutral | 20.21 L | +4,500 | 25.39 | +2.75 | 8.85 | 1,000 | 49.75 | -14.05 | 26.38 | −4,500 | 4.88 L | Neutral | ||||||
| Short covering | 2.89 L | −3,750 | 25.39 | +2.10 | 6.70 | 1,010 | 58.70 | -31.30 | 28.14 | +24,750 | 30,000 | Short buildup | ||||||
| Long buildup | 5.33 L | +41,250 | 25.40 | +1.55 | 5.00 | 1,020 | 65.60 | -8.40 | 26.29 | +750 | 60,000 | Short buildup | ||||||
| Long buildup | 3.58 L | +16,500 | 25.46 | +1.15 | 3.70 | 1,030 | 110.75 | 0.00 | 25.37 | — | 12,750 | Neutral | ||||||
| Long buildup | 5.03 L | +24,000 | 25.89 | +0.85 | 2.85 | 1,040 | 82.80 | -18.40 | 25.74 | −750 | 1.17 L | Neutral | ||||||
| Long buildup | 5.16 L | +19,500 | 26.34 | +0.65 | 2.20 | 1,050 | 91.70 | -9.15 | 24.90 | −2,250 | 1.19 L | Long unwinding | ||||||
| Short buildup | 2.50 L | +1.07 L | 24.49 | -0.15 | 1.10 | 1,060 | 101.90 | -16.50 | 27.67 | −15,750 | 64,500 | Long unwinding | ||||||
| Long buildup | 49,500 | +11,250 | 27.39 | +0.25 | 1.35 | 1,070 | 153.75 | 0.00 | — | — | 18,000 | Neutral | ||||||
| Long buildup | 1.07 L | +30,750 | 28.10 | +0.15 | 1.10 | 1,080 | 150.00 | 0.00 | — | — | 82,500 | Neutral | ||||||
| Neutral | 5.54 L | +3,750 | 30.17 | +0.15 | 0.85 | 1,100 | 140.60 | -15.40 | 29.91 | −1.65 L | 7.79 L | Long unwinding | ||||||
| Long unwinding | 28,500 | −6,000 | 30.28 | -0.15 | 0.45 | 1,120 | 192.00 | 0.00 | — | — | 9,000 | Neutral | ||||||
| Neutral | 43,500 | −750 | 32.06 | 0.00 | 0.35 | 1,140 | 187.45 | 0.00 | — | — | 2.42 L | Neutral | ||||||
| Long unwinding | 63,750 | −55,500 | 38.45 | -0.15 | 0.25 | 1,200 | · | · | · | · | · | · | · | · | · | |||
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 6.32% (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.