IRFC option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 5425
Spot
75.66
Future
75.57
Forward
75.57
PCR (OI)
0.33
Puts 2.39 L / Calls 7.27 L
PCR (volume)
0.50
Puts 45 / Calls 90
Max pain
80
strike with least total payout to holders
Highest OI
80 CE · 70 PE
ΔOI calls +2.44 L · puts +10,850
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 47.14 | 0.00 | 19.59 | 62 | 0.42 | 0.00 | 30.07 | — | — | Neutral | ||||||
| Neutral | — | — | 43.71 | 0.00 | 17.82 | 64 | 0.62 | 0.00 | 30.05 | — | — | Neutral | ||||||
| — | — | 42.35 | — | 11.24 | 65 | 0.98 | — | 30.04 | — | — | ||||||||
| Neutral | — | — | 41.11 | 0.00 | 16.11 | 66 | 0.63 | -0.25 | 31.80 | +5,425 | 5,425 | Short buildup | ||||||
| Neutral | — | — | 39.95 | 0.00 | 9.69 | 67 | 1.41 | 0.00 | 29.76 | — | — | Neutral | ||||||
| Neutral | — | — | 39.06 | 0.00 | 14.48 | 68 | 1.51 | 0.00 | 29.73 | — | 5,425 | Neutral | ||||||
| Neutral | — | — | 38.16 | 0.00 | 8.27 | 69 | 1.96 | 0.00 | 29.53 | — | — | Neutral | ||||||
| Neutral | — | — | 37.44 | 0.00 | 12.93 | 70 | 1.42 | -0.67 | 30.91 | −27,125 | 86,800 | Long unwinding | ||||||
| Neutral | — | — | 36.84 | 0.00 | 6.97 | 71 | 2.64 | 0.00 | 29.37 | — | — | Neutral | ||||||
| Neutral | — | — | 36.34 | 0.00 | 11.47 | 72 | 1.80 | -0.90 | 28.38 | — | 16,275 | Neutral | ||||||
| Neutral | — | — | 35.81 | 0.00 | 5.81 | 73 | 3.46 | 0.00 | 28.98 | — | — | Neutral | ||||||
| Neutral | 5,425 | — | 35.42 | 0.00 | 3.85 | 74 | 2.99 | -1.01 | 31.83 | +5,425 | 10,850 | Short buildup | ||||||
| Neutral | — | — | 35.06 | 0.00 | 4.79 | 75 | 4.00 | 0.00 | 28.54 | — | 21,700 | Neutral | ||||||
| Long buildup | 37,975 | +32,550 | 34.90 | +1.56 | 3.92 | 76 | 5.84 | 0.00 | 28.33 | — | 16,275 | Neutral | ||||||
| Neutral | — | — | 34.51 | 0.00 | 3.90 | 77 | 5.51 | 0.00 | 28.07 | — | — | Neutral | ||||||
| Short buildup | 5,425 | +5,425 | 34.13 | -0.98 | 3.00 | 78 | 5.00 | 0.00 | 27.67 | — | 5,425 | Neutral | ||||||
| Neutral | — | — | 34.14 | 0.00 | 3.14 | 79 | 6.73 | 0.00 | 27.30 | — | — | Neutral | ||||||
| Long buildup | 3.96 L | +1.41 L | 31.74 | +0.59 | 2.05 | 80 | 6.36 | -1.24 | 31.00 | +27,125 | 48,825 | Short buildup | ||||||
| Short buildup | 5,425 | +5,425 | 33.76 | -0.53 | 1.98 | 81 | 8.07 | 0.00 | 26.34 | — | — | Neutral | ||||||
| Neutral | 10,850 | — | 33.67 | 0.00 | 1.53 | 82 | 7.50 | 0.00 | 25.61 | — | 10,850 | Neutral | ||||||
| Neutral | — | — | 33.48 | 0.00 | 1.98 | 83 | 9.52 | 0.00 | 24.82 | — | — | Neutral | ||||||
| Long buildup | 86,800 | +16,275 | 34.84 | +0.24 | 1.38 | 84 | 7.41 | 0.00 | 23.80 | — | — | Neutral | ||||||
| Neutral | 65,100 | — | 33.24 | 0.00 | 0.99 | 86 | 11.70 | 0.00 | 19.94 | — | 5,425 | Neutral | ||||||
| Long buildup | 1.14 L | +43,400 | 35.37 | +0.25 | 0.79 | 88 | 9.97 | 0.00 | — | — | — | Neutral | ||||||
| · | · | · | · | · | · | · | · | · | 92 | 18.75 | 0.00 | — | — | 5,425 | 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 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.