Bajaj Finance Limited

Financial Services · Finance

NSE: BAJFINANCE BSE: 500034

₹959.40

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) -7.10

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	952.3000	-11.30	750	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	952.3000	750	0
Sept. 30, 2026	Dec. 29, 2026	986.5000	986.5000	975.0000	976.4000	7500	7500
Sept. 30, 2026	Nov. 23, 2026	980.3000	981.5000	966.7000	970.5000	5811000	503250
Sept. 30, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	963.6000	750	0
Sept. 30, 2026	Oct. 27, 2026	981.0000	983.3000	961.8000	965.8000	61362750	489000
Sept. 29, 2026	Nov. 23, 2026	984.6000	987.6000	971.0000	981.9000	5307750	441750
Sept. 29, 2026	Oct. 29, 2026	989.6000	989.6000	989.6000	989.6000	750	750
Sept. 29, 2026	Oct. 27, 2026	984.5000	984.5000	965.7000	977.5000	60873750	4422000
Sept. 29, 2026	Sept. 29, 2026	981.0000	981.0000	959.5000	971.0000	6667500	-3333750
Sept. 28, 2026	Nov. 23, 2026	1000.0000	1000.0000	983.4000	990.5000	4866000	54000

Options Chain

As of Sept. 30, 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) 0.841

Max Pain 1000.0000

Open Interest by Strike (Max Pain: 1000.0000)

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	245.3500	171.8	0.719	820.0000	-0.082	44.83	4.6000	0	0
2250	0	129.0000	41.2	0.901	840.0000	-0.052	32.12	1.9000	155250	214500
0	0	248.7500	192.74	0.692	850.0000	-0.065	31.5	2.4000	30750	72000
0	0	209.9000	156.09	0.685	860.0000	-0.079	30.71	2.9500	-9750	132750
0	0	230.1000	183.09	0.676	870.0000	-0.099	30.41	3.8500	59250	87000
7500	7500	90.0000	32.08	0.863	880.0000	-0.120	29.7	4.7500	-4500	195750
0	0	211.8500	173.88	0.658	890.0000	-0.148	29.33	6.0500	30750	96750
50250	15750	73.6000	31.67	0.801	900.0000	-0.179	28.9	7.6000	188250	466500
0	0	194.1000	165.16	0.638	910.0000	-0.215	28.45	9.4500	-39750	78000
15000	4500	57.4000	29.86	0.733	920.0000	-0.256	28.09	11.7500	-57750	186750
0	0	176.9500	156.97	0.617	930.0000	-0.303	27.99	14.7000	100500	157500
69750	54000	43.9500	29.48	0.640	940.0000	-0.352	27.58	17.8500	-28500	710250
406500	269250	37.5000	28.85	0.591	950.0000	-0.405	27.33	21.6500	190500	1248750
462000	220500	31.9500	28.62	0.539	960.0000	-0.461	26.94	25.8500	569250	1034250
747750	300750	26.8500	28.32	0.485	970.0000	-0.518	26.55	30.6000	94500	746250
1034250	114000	22.3000	28.04	0.432	980.0000	-0.575	26.2	35.9500	43500	1203000
617250	46500	18.5000	27.98	0.380	990.0000	-0.631	26.02	42.0500	51750	564000
3207750	318000	15.1500	27.88	0.330	1000.0000	-0.685	25.76	48.6000	-63750	1260750
297000	48750	12.4000	27.93	0.284	1010.0000	-0.736	25.47	55.6500	-2250	170250
554250	31500	10.0500	27.95	0.242	1020.0000	-0.789	24.67	62.8000	3750	243750
977250	-9000	8.1000	28.02	0.204	1030.0000	-0.829	24.63	71.0000	-4500	213750
1138500	18000	6.5000	28.11	0.171	1040.0000	-0.854	25.45	80.0500	-4500	193500
873000	70500	5.3000	28.42	0.144	1050.0000		—	83.0000	12000	196500
283500	-18750	4.2500	28.6	0.120	1060.0000		—	87.0000	0	153750
177000	-12000	3.5000	29.02	0.101	1070.0000		—	99.0000	0	26250
217500	-6750	2.8000	29.22	0.083	1080.0000		—	106.0000	0	107250
75750	-18750	2.2500	29.48	0.068	1090.0000		—	118.0000	0	30000
1352250	99750	1.9500	30.21	0.059	1100.0000		—	132.8500	2250	901500
69000	-3000	1.4500	30.0	0.046	1110.0000		—	66.0500	0	750
99750	8250	1.2000	30.44	0.039	1120.0000		—	133.0000	0	6000
21000	1500	1.0000	30.9	0.033	1130.0000		—	82.0000	0	0
75750	26250	0.9000	31.74	0.029	1140.0000		—	166.0000	0	7500
218250	12750	0.8000	32.48	0.026	1150.0000		—	173.0000	0	276750
7500	5250	0.5500	31.94	0.019	1160.0000		—	157.0000	0	12750
0	0	37.2500	96.72	0.273	1170.0000		—	200.0000	0	15750
17250	0	0.8500	36.71	0.024	1180.0000		—	198.0000	0	83250
162000	-46500	0.4500	35.83	0.014	1200.0000		—	214.0000	0	5250
0	0	23.8000	90.27	0.202	1220.0000		—	237.0000	0	45000
6750	0	0.3000	46.49	0.008	1320.0000