haylaavo

JIOFIN option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 2350

Spot
213.23
Future
216.60
Forward
216.60
PCR (OI)
1.61
Puts 1.06 L / Calls 65,800
PCR (volume)
3.80
Puts 38 / Calls 10
Max pain
205
strike with least total payout to holders
Highest OI
220 CE · 190 PE
ΔOI calls +9,400 · puts −28,200
Open interest by strike
CallsPuts│ ATM┊ Max pain
032,90065,80017018565,80019520521528,200225240
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
————41.451701.58—29.08——
Neutral——25.790.0033.171802.250.0035.12−2,3504,700Neutral
Neutral——26.640.0029.361854.270.0029.16——Neutral
Neutral——27.160.0025.801902.99-1.1230.63−37,60065,800Long unwinding
Neutral——27.540.0022.491957.240.0029.22——Neutral
Neutral——27.780.0019.472004.56-3.0427.61+11,75032,900Short buildup
Neutral2,350—27.960.0015.1420511.330.0029.32——Neutral
Long buildup21,150+2,35027.87+4.2014.7521013.790.0029.38——Neutral
Neutral——28.170.0012.0821516.520.0029.47——Neutral
Neutral28,200—28.20+2.9710.0022019.520.0029.55——Neutral
Neutral——28.320.008.4822522.770.0029.68——Neutral
Long buildup9,400+2,35023.07+0.204.5023026.250.0029.79—2,350Neutral
Short buildup4,700+4,70027.75-0.973.7824033.810.0030.16——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 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.