haylaavo

BPCL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 1975

Spot
293.05
Future
296.05
Forward
296.05
PCR (OI)
2.09
Puts 1.40 L / Calls 67,150
PCR (volume)
1.63
Puts 39 / Calls 24
Max pain
330
strike with least total payout to holders
Highest OI
300 CE · 340 PE
ΔOI calls +23,700 · puts +63,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
030,612.561,22523025527028541,47530031561,225340
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————73.802301.05—29.18——
Neutral——23.880.0064.752401.050.0029.15—1,975Neutral
Neutral——26.860.0056.152503.150.0029.24——Neutral
Neutral——27.430.0046.002552.650.0029.21——Neutral
Neutral——27.800.0048.052602.00-0.9028.91+3,95017,775Short buildup
Neutral——28.030.0037.952654.500.0029.27——Neutral
Neutral——28.240.0040.602703.70-0.6528.60+3,95015,800Short buildup
Neutral——28.360.0030.652757.050.0029.31——Neutral
Neutral——28.480.0033.802806.500.0029.31—7,900Neutral
Neutral——28.550.0024.2528510.550.0029.35——Neutral
Neutral5,925—22.70+2.6513.652909.10-0.4525.93+1,9755,925Short buildup
Neutral——28.660.0018.7529514.950.0029.42——Neutral
Long buildup41,475+21,72524.08+2.209.3530014.00-2.5025.68+5,92515,800Short buildup
Neutral——28.730.0014.2030520.250.0029.54——Neutral
Long buildup7,900+1,97521.95+1.354.9031023.000.0029.60—1,975Neutral
Neutral3,950—28.790.003.8031526.500.0029.68——Neutral
Neutral3,950—28.800.002.6032030.250.0029.78——Neutral
Neutral3,950—28.840.001.7533041.500.0030.06—11,850Neutral
Neutral——28.850.008.6034045.60-5.9029.41+47,40061,225Short buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 6.36% (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.