BAJFINANCE option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 750
Spot
959.39
Future
972.50
Forward
972.50
PCR (OI)
3.00
Puts 4,500 / Calls 1,500
PCR (volume)
—
Puts 4 / Calls —
Max pain
900
strike with least total payout to holders
Highest OI
1,020 CE · 900 PE
ΔOI calls +— · puts +3,000
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 29.65 | 0.00 | 173.30 | 760 | 9.60 | 0.00 | 29.80 | — | — | Neutral | ||||||
| Neutral | — | — | 29.64 | 0.00 | 141.35 | 800 | 17.00 | 0.00 | 29.80 | — | — | Neutral | ||||||
| Neutral | — | — | 29.65 | 0.00 | 126.60 | 820 | 21.95 | 0.00 | 29.80 | — | — | Neutral | ||||||
| Neutral | — | — | 29.66 | 0.00 | 112.70 | 840 | 27.75 | 0.00 | 29.80 | — | — | Neutral | ||||||
| Neutral | — | — | 29.66 | 0.00 | 99.80 | 860 | 13.00 | 0.00 | 29.81 | — | 1,500 | Neutral | ||||||
| Neutral | — | — | 29.67 | 0.00 | 87.90 | 880 | 42.30 | 0.00 | 29.82 | — | — | Neutral | ||||||
| Neutral | — | — | 29.68 | 0.00 | 76.95 | 900 | 17.10 | -33.95 | 24.87 | +3,000 | 3,000 | Short buildup | ||||||
| Neutral | — | — | 29.68 | 0.00 | 67.00 | 920 | 60.80 | 0.00 | 29.84 | — | — | Neutral | ||||||
| Neutral | — | — | 29.69 | 0.00 | 58.05 | 940 | 71.50 | 0.00 | 29.85 | — | — | Neutral | ||||||
| Neutral | — | — | 29.69 | 0.00 | 50.00 | 960 | 83.15 | 0.00 | 29.86 | — | — | Neutral | ||||||
| Neutral | — | — | 29.70 | 0.00 | 42.85 | 980 | 95.70 | 0.00 | 29.88 | — | — | Neutral | ||||||
| Neutral | — | — | 29.70 | 0.00 | 36.50 | 1,000 | 109.05 | 0.00 | 29.90 | — | — | Neutral | ||||||
| Neutral | 1,500 | — | 29.70 | 0.00 | 20.50 | 1,020 | 123.20 | 0.00 | 29.92 | — | — | Neutral | ||||||
| Neutral | — | — | 29.71 | 0.00 | 26.20 | 1,040 | 138.15 | 0.00 | 29.95 | — | — | Neutral | ||||||
| Neutral | — | — | 29.71 | 0.00 | 18.40 | 1,080 | 169.70 | 0.00 | 30.02 | — | — | 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.