POLICYBZR option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 350
Spot
930.85
Future
943.80
Forward
943.80
PCR (OI)
4.67
Puts 9,800 / Calls 2,100
PCR (volume)
—
Puts 49 / Calls —
Max pain
1,000
strike with least total payout to holders
Highest OI
1,000 CE · 880 PE
ΔOI calls +— · puts +9,800
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 60.59 | 0.00 | 326.35 | 720 | 26.80 | 0.00 | 61.36 | — | — | Neutral | ||||||
| Neutral | — | — | 60.87 | 0.00 | 268.15 | 800 | 47.40 | 0.00 | 61.36 | — | — | Neutral | ||||||
| Neutral | — | — | 60.95 | 0.00 | 241.85 | 840 | 60.50 | 0.00 | 61.37 | — | — | Neutral | ||||||
| Neutral | — | — | 61.00 | 0.00 | 217.50 | 880 | 42.00 | -33.50 | 40.09 | +6,650 | 6,650 | Short buildup | ||||||
| Neutral | — | — | 61.05 | 0.00 | 195.05 | 920 | 56.00 | -36.45 | 38.14 | +2,100 | 2,100 | Short buildup | ||||||
| Neutral | — | — | 61.08 | 0.00 | 174.50 | 960 | 79.30 | -31.95 | 39.52 | +700 | 700 | Short buildup | ||||||
| Neutral | 2,100 | — | 61.10 | 0.00 | 96.20 | 1,000 | 93.15 | -38.75 | 33.48 | +350 | 350 | Short buildup | ||||||
| Neutral | — | — | 61.12 | 0.00 | 138.70 | 1,040 | 154.25 | 0.00 | 61.38 | — | — | Neutral | ||||||
| Neutral | — | — | 61.14 | 0.00 | 123.30 | 1,080 | 178.20 | 0.00 | 61.38 | — | — | Neutral | ||||||
| Neutral | — | — | 61.16 | 0.00 | 109.40 | 1,120 | 203.70 | 0.00 | 61.38 | — | — | Neutral | ||||||
| Neutral | — | — | 61.17 | 0.00 | 96.90 | 1,160 | 230.60 | 0.00 | 61.38 | — | — | Neutral | ||||||
| Neutral | — | — | 61.18 | 0.00 | 85.75 | 1,200 | 258.80 | 0.00 | 61.38 | — | — | Neutral | ||||||
| Neutral | — | — | 61.19 | 0.00 | 66.90 | 1,280 | 318.75 | 0.00 | 61.37 | — | — | 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 5.31% (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.