haylaavo

IRFC option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 6450

Spot
75.66
Future
75.45
Forward
75.45
PCR (OI)
1.88
Puts 96,750 / Calls 51,600
PCR (volume)
0.67
Puts 2 / Calls 3
Max pain
72
strike with least total payout to holders
Highest OI
80 CE · 72 PE
ΔOI calls +19,350 · puts +12,900
Open interest by strike
CallsPuts│ ATM┊ Max pain
038,70077,40060667077,400747825,8008288
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
——49.81—16.10600.62—29.83——
Neutral——43.930.0012.81641.260.0029.56——Neutral
Neutral——41.720.0011.30661.720.0029.28——Neutral
Neutral——39.930.009.89682.280.0029.06——Neutral
Neutral——38.520.008.59702.900.0028.71—19,350Neutral
Neutral6,450—37.480.005.00722.63-0.1329.55+12,90077,400Short buildup
Short buildup12,900+6,45031.55-0.405.20744.640.0027.97——Neutral
Neutral——35.890.005.39765.650.0027.45——Neutral
Neutral——35.380.004.54786.780.0026.81——Neutral
Long buildup25,800+6,45032.85+0.502.90808.010.0025.99——Neutral
Short buildup6,450+6,45034.16-0.692.48829.340.0024.86——Neutral
Neutral——34.240.002.628410.760.0023.34——Neutral
Neutral——33.760.001.768813.840.00———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.