POLICYBZR option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 350
Spot
930.85
Future
937.70
Forward
949.31
PCR (OI)
0.55
Puts 1.29 L / Calls 2.33 L
PCR (volume)
0.97
Puts 815 / Calls 838
Max pain
1,000
strike with least total payout to holders
Highest OI
1,200 CE · 900 PE
ΔOI calls +1.27 L · puts +97,650
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 44.12 | 0.00 | 392.10 | 720 | 7.90 | -12.65 | 53.80 | +3,500 | 3,500 | Short buildup | ||||||
| Short buildup | 2,100 | +2,100 | 24.01 | -172.20 | 188.00 | 760 | 10.30 | -17.80 | 49.25 | +18,550 | 18,550 | Short buildup | ||||||
| Neutral | 350 | — | 53.44 | 0.00 | 230.00 | 800 | 37.20 | 0.00 | 63.26 | — | — | Neutral | ||||||
| Neutral | — | — | 54.41 | 0.00 | 235.25 | 820 | 37.95 | 0.00 | 63.37 | — | — | Neutral | ||||||
| Neutral | — | — | 55.19 | 0.00 | 301.35 | 840 | 23.30 | -16.70 | 45.35 | +9,450 | 11,900 | Short buildup | ||||||
| Neutral | — | — | 55.83 | 0.00 | 208.05 | 860 | 50.35 | 0.00 | 63.63 | — | — | Neutral | ||||||
| Neutral | 350 | — | 56.35 | 0.00 | 192.00 | 880 | 34.35 | +1.95 | 44.01 | +25,200 | 31,500 | Long buildup | ||||||
| Short buildup | 3,150 | +3,150 | 44.30 | -91.75 | 91.35 | 900 | 42.45 | -22.50 | 44.30 | +32,900 | 32,900 | Short buildup | ||||||
| Neutral | — | — | 57.16 | 0.00 | 249.30 | 920 | 74.85 | 0.00 | 64.11 | — | — | Neutral | ||||||
| Short buildup | 700 | +700 | 47.59 | -85.50 | 74.90 | 940 | 53.00 | -28.80 | 38.97 | +350 | 350 | Short buildup | ||||||
| Short buildup | 3,500 | +1,050 | 48.84 | -17.05 | 67.60 | 960 | 112.30 | 0.00 | 64.48 | — | 350 | Neutral | ||||||
| Neutral | — | — | 57.99 | 0.00 | 139.85 | 980 | 71.00 | -29.85 | 36.12 | +700 | 700 | Short buildup | ||||||
| Short buildup | 77,000 | +54,950 | 36.25 | -46.35 | 33.65 | 1,000 | 90.15 | +34.15 | 40.60 | +2,450 | 23,450 | Long buildup | ||||||
| Neutral | — | — | 58.39 | 0.00 | 121.45 | 1,020 | 122.00 | 0.00 | 65.18 | — | — | Neutral | ||||||
| Short buildup | 11,550 | +10,500 | 37.48 | -38.05 | 23.95 | 1,040 | 103.45 | 0.00 | 65.45 | — | 700 | Neutral | ||||||
| Neutral | — | — | 58.70 | 0.00 | 105.10 | 1,060 | 145.20 | 0.00 | 65.73 | — | — | Neutral | ||||||
| Neutral | 350 | — | 58.84 | 0.00 | 72.00 | 1,080 | 149.45 | 0.00 | 66.05 | — | — | Neutral | ||||||
| Short buildup | 700 | +700 | 53.56 | -59.85 | 30.75 | 1,100 | 134.80 | -35.45 | — | +4,550 | 4,550 | Short buildup | ||||||
| Neutral | — | — | 59.06 | 0.00 | 149.55 | 1,120 | 109.00 | 0.00 | 66.75 | — | 350 | Neutral | ||||||
| Neutral | — | — | 59.16 | 0.00 | 77.85 | 1,140 | 197.10 | 0.00 | 67.15 | — | — | Neutral | ||||||
| Neutral | 700 | — | 59.25 | 0.00 | 47.15 | 1,160 | 196.35 | 0.00 | 67.58 | — | — | Neutral | ||||||
| Neutral | — | — | 59.33 | 0.00 | 66.70 | 1,180 | 225.50 | 0.00 | 68.03 | — | — | Neutral | ||||||
| Short buildup | 1.26 L | +54,600 | 41.07 | -7.35 | 5.70 | 1,200 | 207.00 | 0.00 | 68.52 | — | 350 | Neutral | ||||||
| Neutral | — | — | 59.54 | 0.00 | 107.95 | 1,240 | 248.75 | 0.00 | 69.61 | — | — | Neutral | ||||||
| Long unwinding | 6,300 | −350 | 55.21 | -4.70 | 9.30 | 1,280 | 276.80 | 0.00 | 70.85 | — | — | Neutral | ||||||
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.