Bajaj Auto Limited

Automobile and Auto Components · Automobiles

NSE: BAJAJ-AUTO BSE: 532977

₹10874.00

Sept. 30, 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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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -786.55

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. 29, 2026	10087.4500	-834.15	0	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	10087.4500	0	0
Sept. 30, 2026	Dec. 29, 2026	11000.0000	11116.0000	11000.0000	11030.0000	2325	2325
Sept. 30, 2026	Nov. 23, 2026	10921.0000	11076.0000	10920.0000	10981.0000	24975	1200
Sept. 30, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	10921.6000	0	0
Sept. 30, 2026	Oct. 27, 2026	10890.0000	11026.0000	10858.0000	10919.0000	1953375	61575
Sept. 29, 2026	Nov. 23, 2026	11085.0000	11121.0000	10776.0000	10835.0000	23775	7125
Sept. 29, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	10860.0000	0	0
Sept. 29, 2026	Oct. 27, 2026	11053.0000	11079.0000	10679.0000	10876.0000	1891800	245550
Sept. 29, 2026	Sept. 29, 2026	11000.0000	11015.0000	10699.0000	10836.0000	232275	-124200
Sept. 28, 2026	Nov. 23, 2026	11352.0000	11352.0000	11093.0000	11116.0000	16650	1350

Options Chain

As of Sept. 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).

PCR (OI) —

Max Pain 12000.0000

Open Interest by Strike (Max Pain: 12000.0000)

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	-375	297.0000	62.06	0.299	12000.0000