IRFC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 5425
Spot
75.66
Future
75.72
Forward
75.82
PCR (OI)
0.56
Puts 3.87 Cr / Calls 6.90 Cr
PCR (volume)
0.35
Puts 4,902 / Calls 13,818
Max pain
76
strike with least total payout to holders
Highest OI
82 CE · 75 PE
ΔOI calls −69.28 L · puts +23.98 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 | 21,700 | — | 45.29 | 0.00 | 12.31 | 62 | 0.08 | -0.04 | 44.17 | +1.30 L | 11.77 L | Short buildup | ||||||
| Neutral | — | — | 40.20 | 0.00 | 22.75 | 64 | 0.12 | -0.08 | 41.15 | −21,700 | 3.25 L | Long unwinding | ||||||
| — | — | 38.20 | — | 16.14 | 65 | 0.30 | — | 31.45 | — | — | ||||||||
| Neutral | — | — | 36.55 | 0.00 | 20.94 | 66 | 0.20 | -0.14 | 38.97 | +1.79 L | 14.86 L | Short buildup | ||||||
| Neutral | — | — | 35.46 | 0.00 | 14.34 | 67 | 0.25 | -0.20 | 37.61 | −2.71 L | 3.47 L | Long unwinding | ||||||
| Neutral | — | — | 34.58 | 0.00 | 19.19 | 68 | 0.31 | -0.26 | 36.15 | −5.42 L | 10.96 L | Long unwinding | ||||||
| Short buildup | 5,425 | +5,425 | 59.71 | -4.23 | 8.38 | 69 | 0.40 | -0.36 | 35.10 | −2.50 L | 9.11 L | Long unwinding | ||||||
| Short covering | 1.52 L | −5,425 | 33.62 | +1.28 | 6.30 | 70 | 0.52 | -0.45 | 34.18 | +1.14 L | 50.83 L | Short buildup | ||||||
| Neutral | — | — | 32.88 | 0.00 | 10.98 | 71 | 0.66 | -0.62 | 33.02 | +3.63 L | 13.56 L | Short buildup | ||||||
| Short covering | 1.63 L | −16,275 | 32.29 | +1.71 | 4.67 | 72 | 0.87 | -0.78 | 32.47 | +2.01 L | 14.38 L | Short buildup | ||||||
| Short covering | 5.42 L | −65,100 | 31.70 | +1.50 | 3.93 | 73 | 1.12 | -0.97 | 31.75 | −1.08 L | 12.31 L | Long unwinding | ||||||
| Short covering | 18.17 L | −1.90 L | 31.73 | +1.29 | 3.29 | 74 | 1.46 | -1.20 | 31.54 | +3.15 L | 19.91 L | Short buildup | ||||||
| Short covering | 65.75 L | −7.11 L | 31.10 | +1.07 | 2.67 | 75 | 1.89 | -1.37 | 31.66 | +6.51 L | 82.03 L | Short buildup | ||||||
| Long buildup | 23.82 L | +3.80 L | 31.60 | +0.90 | 2.20 | 76 | 2.39 | -1.53 | 31.78 | +8.57 L | 24.20 L | Short buildup | ||||||
| Long buildup | 19.20 L | +3.04 L | 31.84 | +0.72 | 1.78 | 77 | 2.94 | -1.90 | 31.65 | +4.29 L | 6.94 L | Short buildup | ||||||
| Short covering | 27.99 L | −4.23 L | 32.44 | +0.58 | 1.45 | 78 | 3.62 | -1.27 | 32.44 | +3.74 L | 14.54 L | Short buildup | ||||||
| Long buildup | 9.39 L | +21,700 | 33.11 | +0.47 | 1.18 | 79 | 4.02 | 0.00 | 30.50 | — | 54,250 | Neutral | ||||||
| Short covering | 76.93 L | −32.88 L | 34.15 | +0.38 | 0.98 | 80 | 5.12 | -2.06 | 33.76 | −16,275 | 25.23 L | Neutral | ||||||
| Short covering | 22.03 L | −2.28 L | 34.88 | +0.31 | 0.80 | 81 | 6.05 | 0.00 | 30.08 | — | 1.03 L | Neutral | ||||||
| Short covering | 2.31 Cr | −25.99 L | 36.15 | +0.26 | 0.68 | 82 | 7.50 | 0.00 | 29.67 | — | 1.84 L | Neutral | ||||||
| Short covering | 12.64 L | −70,525 | 36.70 | +0.22 | 0.55 | 83 | 8.90 | 0.00 | 29.19 | — | 70,525 | Neutral | ||||||
| Long buildup | 14.21 L | +27,125 | 37.14 | +0.17 | 0.44 | 84 | 8.10 | 0.00 | 28.49 | — | 1.36 L | Neutral | ||||||
| Short covering | 61.25 L | −6.46 L | 37.83 | +0.14 | 0.36 | 85 | 9.39 | -0.82 | 34.15 | +5,425 | 5.86 L | Neutral | ||||||
| Long buildup | 10.74 L | +1.14 L | 38.34 | +0.11 | 0.29 | 86 | 11.00 | 0.00 | 25.58 | — | 5,425 | Neutral | ||||||
| Neutral | 4.56 L | — | 39.47 | +0.10 | 0.25 | 87 | 12.10 | 0.00 | — | — | 21,700 | Neutral | ||||||
| Long buildup | 14.76 L | +2.55 L | 39.88 | +0.08 | 0.20 | 88 | 12.93 | 0.00 | — | — | 1.84 L | Neutral | ||||||
| Long buildup | 37.22 L | +97,650 | 40.82 | +0.04 | 0.13 | 90 | 14.15 | -1.68 | 30.51 | — | 10.04 L | Neutral | ||||||
| Long buildup | 6.67 L | +92,225 | 42.92 | +0.03 | 0.10 | 92 | 17.05 | 0.00 | — | — | 1.14 L | Neutral | ||||||
| Neutral | 24.85 L | +16,275 | 48.66 | 0.00 | 0.03 | 100 | 24.00 | -1.90 | — | −10,850 | 45.19 L | Neutral | ||||||
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 5.73% (91-day T-bill 5.73% (RBI, week of 16 Oct 2026)). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.