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) 0.431

Max Pain 980.0000

Open Interest by Strike (Max Pain: 980.0000)

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	301.6000	152.0	0.739	800.0000	-0.045	32.49	2.3000	0	0
0	0	282.9000	145.12	0.725	820.0000	-0.062	31.65	3.3000	0	0
0	0	264.4500	138.5	0.711	840.0000	-0.110	34.85	7.2500	9000	28500
0	0	246.4500	132.27	0.695	860.0000	-0.112	29.58	6.2500	0	0
0	0	124.9000	38.82	0.810	870.0000	-0.175	36.0	13.3500	0	0
0	0	228.8000	126.32	0.679	880.0000	-0.125	25.57	6.1000	0	7500
0	0	109.7500	38.43	0.767	890.0000	-0.221	36.0	18.0500	0	0
0	0	211.7000	120.76	0.661	900.0000	-0.235	33.92	18.4000	27000	38250
0	0	95.5500	38.06	0.720	910.0000	-0.271	35.91	23.7000	0	0
0	0	195.1500	115.54	0.642	920.0000	-0.290	33.76	24.2500	20250	20250
0	0	82.5500	37.83	0.668	930.0000	-0.326	35.86	30.5000	0	0
750	750	50.1000	17.76	0.742	940.0000	-0.355	35.98	34.5500	4500	15000
1500	1500	45.0000	19.09	0.678	950.0000	-0.384	35.78	38.4500	0	0
0	0	163.9500	106.16	0.600	960.0000	-0.414	36.53	44.0000	750	2250
0	0	60.0000	37.49	0.557	970.0000	-0.443	35.72	47.6000	0	0
22500	9750	30.2500	20.55	0.515	980.0000	-0.482	23.64	34.9000	0	2250
0	0	50.5000	37.38	0.500	990.0000	-0.503	35.62	57.9000	0	0
92250	33750	23.1000	21.53	0.418	1000.0000	-0.529	37.28	66.0000	1500	19500
23250	0	23.6000	24.44	0.390	1010.0000	-0.562	35.52	69.3500	0	0
36750	0	21.8000	25.55	0.358	1020.0000	-0.959	6.01	40.0500	0	0
0	0	34.8500	37.2	0.389	1030.0000	-0.619	35.41	81.9000	0	0
66000	0	14.0000	23.86	0.271	1040.0000		—	47.6000	0	0
2250	2250	11.7000	23.8	0.237	1050.0000	-0.673	35.26	95.4500	0	0
0	0	99.1000	88.45	0.474	1060.0000		—	55.9500	0	0
0	0	88.5500	85.76	0.447	1080.0000		—	65.1000	0	0
27750	-6750	5.8500	25.67	0.129	1100.0000		—	75.1000	0	0
0	0	69.9500	81.12	0.391	1120.0000		—	85.9000	0	0
36750	0	2.0000	30.36	0.045	1200.0000