haylaavo

JIOFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 2350

Spot
213.23
Future
215.36
Forward
215.19
PCR (OI)
0.31
Puts 10.50 L / Calls 33.65 L
PCR (volume)
0.33
Puts 331 / Calls 1,004
Max pain
210
strike with least total payout to holders
Highest OI
250 CE · 200 PE
ΔOI calls +3.60 L · puts +4.09 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
05.0 L9.9 L175187.5197.53.8 L207.5217.5227.52459.9 L
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——29.110.0051.011700.960.0028.78—2,350Neutral
Neutral——29.020.0046.541751.410.0028.82——Neutral
Neutral——28.890.0042.211802.460.0028.87—2,350Neutral
Neutral——28.810.0029.15182.502.430.0028.84——Neutral
Short buildup2,350+2,35036.22-6.0532.001852.780.0028.86——Neutral
Neutral——28.830.0025.25187.503.470.0028.86——Neutral
Long buildup4,700+2,35028.69+5.5026.501901.61-1.5728.97+58,7501.76 LShort buildup
Neutral——28.800.0021.63192.504.810.0028.87——Neutral
Neutral——28.780.0030.371954.950.0028.87——Neutral
Neutral——28.810.0018.32197.506.450.0028.87——Neutral
Short covering1.43 L−21,15028.42+5.5118.612003.33-2.9327.50+1.41 L3.83 LShort buildup
Neutral——28.800.0015.35202.508.420.0028.89——Neutral
Short covering1.48 L−79,90027.23+4.3214.862054.77-3.5727.23+84,6001.72 LShort buildup
Neutral——28.790.0012.72207.5010.730.0028.90——Neutral
Short covering4.68 L−1.36 L27.75+3.9812.002106.73-4.3827.35+42,3001.34 LShort buildup
Neutral4,700—28.810.008.50212.5013.380.0028.91——Neutral
Long buildup49,350+39,95027.34+3.099.272159.30-4.7028.00+21,15025,850Short buildup
Neutral——28.800.008.44217.5016.010.0028.94—21,150Neutral
Long buildup3.64 L+7,05028.26+2.717.4022011.91-5.5927.51+23,50077,550Short buildup
Neutral——28.820.006.76222.5019.610.0028.96——Neutral
Long buildup2.35 L+89,30028.26+1.945.6122516.00-1.3630.40+9,4009,400Short buildup
Neutral——28.820.005.36227.5023.150.0028.97——Neutral
Long buildup6.06 L+1.22 L28.39+1.604.2123018.50-6.5027.11+23,50030,550Short buildup
Neutral4,700—28.810.004.4523523.530.0029.05——Neutral
Long buildup3.31 L+35,25029.79+0.972.5324026.60-7.1527.60+4,70016,450Short buildup
Neutral9,400—28.810.001.36245·········
Long buildup9.94 L+2.98 L30.82+0.571.47250·········

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 6.47% (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.