Bajaj Finance Limited

Financial Services · Finance

NSE: BAJFINANCE BSE: 500034

₹970.00

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

Basis (nearest contract vs spot) +13.65

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	972.9000	+18.15	60579000	-1776750	Short Covering
Oct. 29, 2026	973.5000	+21.20	750	0	—
Nov. 23, 2026	977.9500	+17.45	5871750	20250	Long Buildup
Dec. 29, 2026	983.6500	+20.80	75000	54750	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	992.9000	1008.1000	981.7000	983.6500	75000	54750
Oct. 5, 2026	Nov. 23, 2026	982.6500	1002.0000	977.2500	977.9500	5871750	20250
Oct. 5, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	973.5000	750	0
Oct. 5, 2026	Oct. 27, 2026	970.9500	998.0000	968.0000	972.9000	60579000	-1776750
Oct. 1, 2026	Dec. 29, 2026	963.1500	969.0000	953.0000	962.8500	20250	12750
Oct. 1, 2026	Nov. 23, 2026	964.0000	965.7000	945.7500	960.5000	5851500	40500
Oct. 1, 2026	Oct. 29, 2026	0.0000	0.0000	0.0000	952.3000	750	0
Oct. 1, 2026	Oct. 27, 2026	958.8000	964.4000	940.0000	954.7500	62355750	993000
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

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) 0.754

Max Pain 990.0000

Open Interest by Strike (Max Pain: 990.0000)

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	263.7000	174.51	0.745	800.0000	-0.036	42.55	1.6500	31500	31500
0	0	245.3500	166.24	0.730	820.0000	-0.049	40.38	2.2000	42750	42750
1500	-750	121.1500	—		840.0000	-0.070	39.11	3.2500	15000	229500
					850.0000	-0.084	38.65	4.0000	39000	111000
0	0	209.9000	151.1	0.696	860.0000	-0.098	37.76	4.7000	46500	179250
0	0	230.1000	178.85	0.683	870.0000	-0.118	37.51	5.8500	33750	120750
18750	11250	82.3500	—		880.0000	-0.141	37.32	7.2500	27000	222750
0	0	211.8500	169.84	0.666	890.0000	-0.167	37.28	9.0000	41250	138000
81000	30750	66.1000	—		900.0000	-0.197	37.23	11.0500	97500	564000
8250	8250	59.0000	—		910.0000	-0.229	37.28	13.5000	54750	132750
60000	45000	50.7000	—		920.0000	-0.266	37.84	16.7500	43500	230250
155250	155250	44.7500	8.28	0.984	930.0000	-0.305	38.47	20.5000	112500	270000
337500	267750	38.3500	14.87	0.826	940.0000	-0.341	38.06	23.7000	1165500	1875750
858000	451500	32.3500	16.91	0.724	950.0000	-0.381	38.29	27.9000	-462750	786000
664500	202500	27.9500	19.21	0.627	960.0000	-0.420	38.26	32.2500	-126750	907500
789000	41250	23.2000	20.09	0.548	970.0000	-0.460	39.2	38.0000	260250	1006500
1173000	138750	19.2500	20.97	0.474	980.0000	-0.498	40.28	44.3000	-255000	948000
1254750	637500	15.7500	21.61	0.406	990.0000	-0.532	42.25	51.9000	-15750	548250
3174000	-33750	13.2500	22.65	0.348	1000.0000	-0.569	41.5	57.0500	-39750	1221000
353250	56250	10.9000	23.33	0.295	1010.0000	-0.599	43.19	65.0000	1500	171750
1147500	593250	8.8500	23.85	0.248	1020.0000	-0.605	50.69	78.9500	1500	245250
602250	-375000	7.1500	24.33	0.208	1030.0000	-0.652	45.61	80.7000	-6000	207750
1228500	90000	5.9000	25.0	0.175	1040.0000	-0.645	54.63	96.3000	-8250	185250
876000	3000	4.7500	25.45	0.145	1050.0000	-0.699	47.52	96.8000	-3000	193500
279000	-4500	3.8000	25.84	0.119	1060.0000	-0.718	48.84	105.4500	-3000	150750
516000	339000	3.2000	26.6	0.101	1070.0000	-0.879	28.89	99.0000	0	26250
231750	14250	2.6500	27.2	0.085	1080.0000	-0.945	23.49	106.0000	0	107250
92250	16500	2.1000	27.5	0.069	1090.0000	-0.905	30.88	118.0000	0	30000
1651500	299250	1.9500	28.74	0.062	1100.0000	-0.714	68.88	153.5500	-12000	889500
66000	-3000	1.6500	29.38	0.053	1110.0000		—	66.0500	0	750
99000	-750	1.2000	29.15	0.040	1120.0000		—	133.0000	0	6000
22500	1500	1.1500	30.41	0.038	1130.0000
74250	-1500	0.9000	30.56	0.030	1140.0000	-0.953	34.13	166.0000	0	7500
206250	-12000	0.9500	32.24	0.030	1150.0000	-0.773	73.11	196.9500	750	277500
8250	750	0.5500	30.89	0.019	1160.0000		—	157.0000	0	12750
					1170.0000	-0.901	50.54	200.0000	0	15750
17250	0	0.8500	35.68	0.025	1180.0000		—	198.0000	0	83250
160500	-1500	0.4500	34.92	0.015	1200.0000		—	214.0000	0	5250
					1220.0000	-0.773	96.02	273.0000	0	45000
6750	0	0.3000	45.91	0.008	1320.0000