UJJIVANSFB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 8000
Spot
56.14
Future
56.44
Forward
56.37
PCR (OI)
0.87
Puts 1.32 Cr / Calls 1.52 Cr
PCR (volume)
0.62
Puts 1,224 / Calls 1,983
Max pain
55
strike with least total payout to holders
Highest OI
60 CE · 55 PE
ΔOI calls +48,000 · puts −2.48 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | — | 0.00 | 21.69 | 44 | 0.07 | -0.08 | 54.16 | −8,000 | 1.12 L | Long unwinding | ||||||
| Neutral | — | — | — | 0.00 | 21.00 | 45 | 0.04 | 0.00 | 41.39 | — | — | Neutral | ||||||
| Neutral | — | — | — | 0.00 | 19.75 | 46 | 0.12 | -0.15 | 50.62 | −48,000 | 6.32 L | Long unwinding | ||||||
| Neutral | — | — | 30.17 | 0.00 | 18.79 | 47 | 0.16 | -0.21 | 49.08 | −1.84 L | 1.76 L | Long unwinding | ||||||
| Neutral | 8,000 | — | 35.99 | 0.00 | 9.03 | 48 | 0.21 | -0.31 | 47.41 | +24,000 | 3.36 L | Short buildup | ||||||
| Neutral | — | — | 37.57 | 0.00 | 16.90 | 49 | 0.26 | -0.44 | 45.06 | — | 4.56 L | Neutral | ||||||
| Neutral | 8,000 | — | 38.33 | 0.00 | 6.30 | 50 | 0.35 | -0.59 | 43.73 | +32,000 | 26.08 L | Short buildup | ||||||
| Neutral | — | — | 38.76 | 0.00 | 15.06 | 51 | 0.56 | +0.22 | 45.26 | +8,000 | 16,000 | Long buildup | ||||||
| Neutral | — | — | 39.32 | 0.00 | 14.16 | 52 | 0.64 | -0.98 | 41.65 | −4.96 L | 14.96 L | Long unwinding | ||||||
| Neutral | — | — | 39.50 | 0.00 | 13.29 | 53 | 0.87 | +0.31 | 41.09 | +1.12 L | 1.12 L | Long buildup | ||||||
| Long buildup | 1.60 L | +16,000 | 40.15 | +1.55 | 3.50 | 54 | 1.16 | -1.44 | 40.57 | +1.92 L | 4.16 L | Short buildup | ||||||
| Short covering | 28.48 L | −1.68 L | 40.28 | +1.33 | 2.89 | 55 | 1.50 | -1.72 | 39.75 | +1.28 L | 52.16 L | Short buildup | ||||||
| Long buildup | 7.60 L | +8,000 | 41.46 | +1.17 | 2.41 | 56 | 2.03 | -1.78 | 41.18 | −8,000 | 96,000 | Long unwinding | ||||||
| Long buildup | 1.76 L | +80,000 | 39.78 | +0.88 | 1.85 | 57 | 3.80 | 0.00 | 40.66 | — | — | Neutral | ||||||
| Short covering | 14.56 L | −16,000 | 40.51 | +0.73 | 1.49 | 58 | 4.60 | 0.00 | 40.70 | — | 2.16 L | Neutral | ||||||
| Neutral | 88,000 | — | 39.95 | 0.00 | 0.59 | 59 | 4.61 | 0.00 | 40.61 | — | 40,000 | Neutral | ||||||
| Short covering | 47.44 L | −1.84 L | 41.05 | +0.43 | 0.91 | 60 | 4.55 | -2.67 | 41.38 | — | 8.72 L | Neutral | ||||||
| Long buildup | 3.12 L | +1.20 L | 41.32 | +0.32 | 0.70 | 61 | 5.50 | 0.00 | 41.01 | — | 80,000 | Neutral | ||||||
| Long buildup | 3.68 L | +48,000 | 42.06 | +0.24 | 0.55 | 62 | 6.21 | 0.00 | 40.93 | — | 1.60 L | Neutral | ||||||
| Short covering | 3.52 L | −40,000 | 42.42 | +0.18 | 0.42 | 63 | 4.60 | 0.00 | 41.19 | — | 8,000 | Neutral | ||||||
| Long buildup | 1.52 L | +48,000 | 43.57 | +0.06 | 0.34 | 64 | 6.16 | 0.00 | 41.48 | — | 1.04 L | Neutral | ||||||
| Long buildup | 14.96 L | +16,000 | 44.42 | +0.09 | 0.27 | 65 | 9.03 | 0.00 | 41.60 | — | 24,000 | Neutral | ||||||
| Long buildup | 4.48 L | +72,000 | 46.00 | +0.07 | 0.23 | 66 | 5.60 | 0.00 | 42.33 | — | 48,000 | Neutral | ||||||
| Neutral | 1.04 L | — | 40.39 | 0.00 | 0.15 | 68 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 96,000 | — | 40.34 | 0.00 | 0.30 | 69 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 7.36 L | +16,000 | 50.38 | +0.02 | 0.11 | 70 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 6.56 L | +32,000 | 52.64 | +0.02 | 0.08 | 72 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 8,000 | — | 41.79 | 0.00 | 0.26 | 73 | · | · | · | · | · | · | · | · | · | |||
| Neutral | 1.76 L | — | 53.45 | +0.02 | 0.05 | 74 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 near-ATM strikes. Discounting at 4.3% (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.