Ujjivan Small Finance Bank Limited

Financial Services · Banks

NSE: UJJIVANSFB BSE: 542904

₹66.59

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Basis (nearest contract vs spot) +1.05

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	67.0800	+1.18	9392000	2112000	Long Buildup
Nov. 23, 2026	67.4000	+1.21	88000	8000	Long Buildup
Dec. 29, 2026	67.6400	+0.22	288000	168000	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	68.2900	68.2900	67.3300	67.6400	288000	168000
Oct. 5, 2026	Nov. 23, 2026	67.0900	67.7000	66.9300	67.4000	88000	8000
Oct. 5, 2026	Oct. 27, 2026	67.0900	67.7600	66.2200	67.0800	9392000	2112000
Oct. 1, 2026	Dec. 29, 2026	68.2000	68.2000	67.4200	67.4200	120000	40000
Oct. 1, 2026	Nov. 23, 2026	67.7100	67.7100	66.1900	66.1900	80000	80000
Oct. 1, 2026	Oct. 27, 2026	67.7100	67.7800	65.2500	65.9000	7280000	1088000
Sept. 30, 2026	Dec. 29, 2026	67.5600	68.5000	67.5600	68.5000	80000	80000
Sept. 30, 2026	Nov. 23, 2026	0.0000	0.0000	0.0000	65.8400	0	0
Sept. 30, 2026	Oct. 27, 2026	66.7000	68.6900	65.6100	67.5500	6192000	6192000

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.385

Max Pain 67.0000

Open Interest by Strike (Max Pain: 67.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	8.2100	—		58.0000	-0.069	37.38	0.2100	160000	168000
16000	16000	6.4100	—		60.0000	-0.165	44.84	0.7400	464000	1008000
0	0	5.9500	19.98	0.961	61.0000	-0.236	53.67	1.4200	0	0
0	0	5.2800	27.99	0.855	62.0000	-0.274	53.99	1.7400	0	0
0	0	4.6600	31.6	0.776	63.0000	-0.313	54.6	2.1200	0	0
0	0	4.0900	33.98	0.705	64.0000	-0.329	43.48	1.7800	16000	72000
184000	56000	3.0100	27.23	0.669	65.0000	-0.379	43.7	2.1900	616000	1344000
56000	-40000	3.0200	36.01	0.576	66.0000	-0.433	56.47	3.5300	0	0
208000	-16000	1.9900	28.59	0.509	67.0000	-0.480	44.03	3.1600	96000	256000
496000	32000	1.7000	30.71	0.439	68.0000	-0.530	44.17	3.7200	56000	64000
64000	0	2.0000	40.54	0.410	69.0000	-0.546	59.19	5.3700	0	0
4784000	544000	1.1000	31.95	0.314	70.0000	-0.600	52.07	5.5000	16000	56000
0	0	1.3900	40.97	0.313	71.0000		—	4.0300	0	0
784000	32000	0.6700	32.56	0.212	72.0000	-0.638	62.75	7.5700	0	0
0	0	0.9600	41.68	0.234	73.0000	-0.663	64.15	8.3700	0	0
832000	144000	0.4600	34.76	0.150	74.0000	-0.686	65.7	9.2000	0	0
0	0	0.6600	42.5	0.172	75.0000	-0.706	67.44	10.0600	0	0
280000	0	0.2700	35.2	0.096	76.0000	-0.725	69.1	10.9300	0	0
8000	8000	0.0900	32.06	0.040	78.0000	-0.755	72.96	12.7400	0	0