POLICYBZR option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 350
Spot
930.85
Future
932.80
Forward
933.67
PCR (OI)
0.68
Puts 73.48 L / Calls 1.08 Cr
PCR (volume)
0.99
Puts 79,878 / Calls 80,873
Max pain
980
strike with least total payout to holders
Highest OI
1,000 CE · 900 PE
ΔOI calls +54.83 L · puts +31.24 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 680 | 4.25 | +2.80 | 85.37 | +3.36 L | 3.80 L | Long buildup | |||
| Neutral | — | — | 62.51 | 0.00 | 498.65 | 720 | 4.70 | +3.30 | 74.37 | +76,650 | 1.28 L | Long buildup | ||||||
| Short buildup | 2,450 | +1,400 | 80.49 | -92.55 | 185.00 | 760 | 5.70 | +3.35 | 65.00 | +56,700 | 2.43 L | Long buildup | ||||||
| Short buildup | 9,450 | +7,350 | 56.74 | -67.25 | 140.75 | 800 | 7.80 | +3.60 | 57.45 | +2.95 L | 7.75 L | Long buildup | ||||||
| Neutral | — | — | 61.63 | 0.00 | 291.15 | 820 | 9.65 | +4.60 | 54.57 | +74,200 | 95,200 | Long buildup | ||||||
| Neutral | — | — | 61.57 | 0.00 | 390.90 | 840 | 11.95 | +5.65 | 51.66 | +96,950 | 1.97 L | Long buildup | ||||||
| Neutral | — | — | 61.53 | 0.00 | 260.35 | 860 | 15.00 | +7.25 | 48.99 | +1.25 L | 2.05 L | Long buildup | ||||||
| Neutral | — | — | 61.51 | 0.00 | 357.50 | 880 | 19.15 | +9.45 | 46.73 | +1.18 L | 1.74 L | Long buildup | ||||||
| Short buildup | 2.87 L | +2.73 L | 45.63 | -73.30 | 58.90 | 900 | 24.85 | +12.55 | 45.05 | +5.84 L | 9.88 L | Long buildup | ||||||
| Short buildup | 1.87 L | +1.87 L | 44.20 | -279.35 | 46.25 | 920 | 33.05 | +17.70 | 44.68 | +2.05 L | 2.64 L | Long buildup | ||||||
| Short buildup | 8.60 L | +8.56 L | 43.57 | -59.00 | 35.85 | 940 | 42.05 | +22.35 | 43.45 | +4.60 L | 6.11 L | Long buildup | ||||||
| Short buildup | 6.73 L | +6.66 L | 43.52 | -45.85 | 27.55 | 960 | 53.80 | +28.55 | 43.52 | +2.73 L | 4.99 L | Long buildup | ||||||
| Short buildup | 5.53 L | +4.91 L | 43.70 | -38.80 | 20.95 | 980 | 67.50 | +35.20 | 44.14 | +1.81 L | 4.09 L | Long buildup | ||||||
| Short buildup | 23.05 L | +14.87 L | 44.57 | -32.30 | 16.20 | 1,000 | 82.75 | +42.25 | 45.13 | +1.32 L | 8.03 L | Long buildup | ||||||
| Short buildup | 6.51 L | +2.73 L | 45.32 | -26.95 | 12.40 | 1,020 | 98.40 | +47.95 | 45.22 | +36,400 | 2.83 L | Long buildup | ||||||
| Short buildup | 7.80 L | +2.66 L | 46.32 | -21.25 | 9.60 | 1,040 | 116.20 | +53.90 | 47.32 | +10,150 | 3.17 L | Long buildup | ||||||
| Short buildup | 4.76 L | +1.37 L | 47.33 | -17.10 | 7.45 | 1,060 | 132.50 | +57.10 | 45.52 | +2,450 | 47,250 | Long buildup | ||||||
| Short buildup | 3.47 L | +82,250 | 48.69 | -12.70 | 5.95 | 1,080 | 146.20 | +56.10 | 27.50 | +2,800 | 53,550 | Long buildup | ||||||
| Short buildup | 13.23 L | +6.78 L | 50.21 | -10.05 | 4.85 | 1,100 | 169.60 | +64.70 | 47.24 | +6,300 | 1.82 L | Long buildup | ||||||
| Short buildup | 2.04 L | +49,000 | 51.29 | -7.65 | 3.85 | 1,120 | 183.60 | +61.60 | — | +6,300 | 51,800 | Long buildup | ||||||
| Short buildup | 1.90 L | +24,500 | 52.82 | -5.70 | 3.20 | 1,140 | 144.45 | 0.00 | 60.55 | — | 4,550 | Neutral | ||||||
| Long unwinding | 86,800 | −1.25 L | 54.19 | -4.40 | 2.65 | 1,160 | 116.25 | 0.00 | 60.39 | — | 350 | Neutral | ||||||
| Short buildup | 57,050 | +4,200 | 55.26 | -3.25 | 2.15 | 1,180 | 168.00 | 0.00 | 60.16 | — | 1,400 | Neutral | ||||||
| Short buildup | 9.39 L | +1.55 L | 57.37 | -2.40 | 1.95 | 1,200 | 257.50 | +62.50 | — | +2,100 | 3.49 L | Neutral | ||||||
| Long unwinding | 15,750 | −1,400 | 58.07 | -1.70 | 1.55 | 1,220 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 56,000 | −4,900 | 60.59 | -1.35 | 1.50 | 1,240 | 230.15 | +10.15 | — | — | 15,050 | Neutral | ||||||
| Long unwinding | 33,250 | −3,850 | 60.80 | -1.05 | 1.15 | 1,260 | 243.00 | 0.00 | 58.40 | — | 28,350 | Neutral | ||||||
| Long unwinding | 1.18 L | −25,550 | 61.67 | -0.70 | 0.95 | 1,280 | 280.30 | 0.00 | 57.46 | — | 9,100 | Neutral | ||||||
| Long unwinding | 76,300 | −3,500 | 65.63 | -0.40 | 0.85 | 1,320 | 321.80 | 0.00 | 53.41 | — | 87,500 | Neutral | ||||||
| Long unwinding | 78,050 | −5,600 | 68.55 | -0.40 | 0.70 | 1,360 | 323.15 | 0.00 | — | — | 8,400 | Neutral | ||||||
| Neutral | 2.50 L | −1,050 | 72.31 | -0.45 | 0.65 | 1,400 | 456.00 | +69.45 | — | +1,750 | 34,300 | Long buildup | ||||||
| Short buildup | 18,900 | +2,800 | 82.78 | -0.35 | 0.80 | 1,480 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 11,200 | −1,050 | 84.60 | -0.15 | 0.65 | 1,520 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1,050 | — | 61.03 | 0.00 | 1.00 | 1,560 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 73,500 | −8,400 | 90.33 | -0.20 | 0.55 | 1,600 | 666.40 | +88.00 | 107.66 | +41,650 | 1.04 L | Long buildup | ||||||
| Neutral | 3,150 | — | 66.45 | 0.00 | 0.60 | 1,640 | · | · | · | · | · | · | · | · | · | |||
| Long unwinding | 700 | −350 | 106.97 | -0.15 | 0.55 | 1,800 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 71,050 | +9,100 | 117.51 | -0.10 | 0.40 | 2,000 | · | · | · | · | · | · | · | · | · | |||
| Short buildup | 14,350 | +13,300 | 122.92 | -3.50 | 0.50 | 2,040 | · | · | · | · | · | · | · | · | · | |||
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 5.31% (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.