BAJFINANCE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 750
Spot
959.39
Future
966.20
Forward
966.20
PCR (OI)
1.90
Puts 9.90 L / Calls 5.21 L
PCR (volume)
2.43
Puts 665 / Calls 274
Max pain
1,040
strike with least total payout to holders
Highest OI
1,000 CE · 1,060 PE
ΔOI calls +1.07 L · puts +4.12 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 | — | — | 37.36 | 0.00 | 229.75 | 760 | 4.80 | 0.00 | 29.53 | — | — | Neutral | ||||||
| Neutral | — | — | 35.46 | 0.00 | 211.90 | 780 | 6.70 | 0.00 | 29.53 | — | — | Neutral | ||||||
| Neutral | 3,000 | — | 33.99 | 0.00 | 153.00 | 800 | 2.85 | -0.05 | 31.02 | +750 | 3,750 | Short buildup | ||||||
| Neutral | — | — | 32.91 | 0.00 | 177.95 | 820 | 12.10 | 0.00 | 29.50 | — | — | Neutral | ||||||
| Neutral | — | — | 32.50 | 0.00 | 108.90 | 830 | 17.90 | 0.00 | 29.49 | — | — | Neutral | ||||||
| Neutral | — | — | 32.16 | 0.00 | 161.90 | 840 | 15.80 | 0.00 | 29.49 | — | — | Neutral | ||||||
| Neutral | — | — | 31.86 | 0.00 | 94.75 | 850 | 5.00 | -18.55 | 26.47 | +750 | 750 | Short buildup | ||||||
| Neutral | — | — | 31.60 | 0.00 | 146.65 | 860 | 20.25 | 0.00 | 29.46 | — | — | Neutral | ||||||
| Neutral | — | — | 31.39 | 0.00 | 81.80 | 870 | 30.40 | 0.00 | 29.44 | — | — | Neutral | ||||||
| Neutral | — | — | 31.22 | 0.00 | 132.20 | 880 | 8.85 | -3.85 | 25.58 | +43,500 | 93,000 | Short buildup | ||||||
| Neutral | — | — | 31.07 | 0.00 | 70.00 | 890 | 38.40 | 0.00 | 29.40 | — | — | Neutral | ||||||
| Neutral | 26,250 | — | 30.94 | 0.00 | 50.35 | 900 | 12.40 | -4.80 | 24.80 | +1.13 L | 2.38 L | Short buildup | ||||||
| Long buildup | 9,000 | +3,000 | 25.25 | +11.00 | 71.25 | 910 | 47.55 | 0.00 | 29.36 | — | — | Neutral | ||||||
| Neutral | 7,500 | — | 30.72 | 0.00 | 54.00 | 920 | 17.25 | -7.05 | 24.15 | +18,000 | 60,750 | Short buildup | ||||||
| Neutral | — | — | 30.64 | 0.00 | 50.00 | 930 | 57.90 | 0.00 | 29.31 | — | — | Neutral | ||||||
| Neutral | — | — | 30.56 | 0.00 | 94.00 | 940 | 49.95 | 0.00 | 29.29 | — | 750 | Neutral | ||||||
| Neutral | 9,750 | — | 27.52 | +9.35 | 49.65 | 950 | 28.25 | -9.35 | 23.88 | +19,500 | 49,500 | Short buildup | ||||||
| Long buildup | 81,000 | +4,500 | 24.45 | +7.10 | 39.90 | 960 | 52.85 | 0.00 | 29.22 | — | 1,500 | Neutral | ||||||
| Long buildup | 63,750 | +27,750 | 24.39 | +6.75 | 35.00 | 970 | 82.00 | 0.00 | 29.19 | — | — | Neutral | ||||||
| Long buildup | 81,750 | +21,000 | 23.79 | +5.20 | 29.70 | 980 | 61.60 | 0.00 | 29.15 | — | 750 | Neutral | ||||||
| Neutral | — | — | 30.32 | 0.00 | 28.30 | 990 | 95.60 | 0.00 | 29.11 | — | — | Neutral | ||||||
| Long buildup | 95,250 | +21,000 | 23.84 | +4.25 | 22.25 | 1,000 | 54.85 | -13.00 | 23.24 | +51,000 | 1.11 L | Short buildup | ||||||
| Neutral | — | — | 30.25 | 0.00 | 23.10 | 1,010 | 110.15 | 0.00 | 29.00 | — | — | Neutral | ||||||
| Neutral | — | — | 30.22 | 0.00 | 31.35 | 1,020 | 87.15 | 0.00 | 28.94 | — | — | Neutral | ||||||
| Neutral | — | — | 30.20 | 0.00 | 18.65 | 1,030 | 125.45 | 0.00 | 28.87 | — | — | Neutral | ||||||
| Long buildup | 63,750 | +7,500 | 23.31 | +1.50 | 11.00 | 1,040 | 99.45 | 0.00 | 28.79 | — | — | Neutral | ||||||
| Neutral | — | — | 30.13 | 0.00 | 41.90 | 1,060 | 98.35 | -17.15 | 20.94 | +1.66 L | 4.30 L | Short buildup | ||||||
| Long buildup | 76,500 | +19,500 | 23.40 | +0.50 | 5.20 | 1,080 | 126.45 | 0.00 | 28.38 | — | — | Neutral | ||||||
| Short buildup | 3,000 | +3,000 | 23.75 | -27.30 | 3.65 | 1,100 | 141.05 | 0.00 | 28.05 | — | — | 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 6.32% (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.