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	+7.10	60579000	-1776750	Short Covering
Oct. 29, 2026	973.5000	+21.20	750	0	—
Nov. 23, 2026	977.9500	+7.45	5871750	20250	Long Buildup
Dec. 29, 2026	983.6500	+7.25	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	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

Options Chain

As of Sept. 25, 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).

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

PCR (OI) 0.495

Max Pain 1020.0000

Open Interest by Strike (Max Pain: 1020.0000)

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	188.6500	296.41	0.733	840.0000	-0.143	139.03	11.0500	0	0
0	0	211.0000	378.44	0.703	850.0000	-0.082	94.65	3.7500	0	0
0	0	172.3500	284.46	0.711	860.0000	-0.179	136.56	14.4000	0	0
0	0	192.8500	358.25	0.684	870.0000	-0.115	90.86	5.4000	0	0
0	0	156.7500	273.72	0.686	880.0000	-0.016	43.93	0.2500	750	5250
0	0	175.3000	339.46	0.664	890.0000	-0.158	86.84	7.6500	0	0
8250	6000	87.0000	109.4	0.764	900.0000	-0.022	36.14	0.3000	-88500	469500
0	0	158.3500	321.88	0.641	910.0000	-0.213	81.94	10.5000	0	0
49500	-1500	64.7000	84.72	0.742	920.0000	-0.028	27.07	0.3000	24000	297000
0	0	85.0000	157.91	0.634	930.0000	-0.041	23.68	0.4000	-32250	58500
2250	0	90.5000	186.24	0.604	940.0000	-0.058	19.68	0.5000	-75750	138750
38250	-3750	44.6000	82.9	0.615	950.0000	-0.080	14.79	0.5500	-123000	262500
65250	9750	35.5500	74.18	0.572	960.0000	-0.143	10.02	0.7500	123000	549750
125250	-39750	25.9500	63.17	0.518	970.0000	-0.430	4.19	1.3500	12000	1128750
539250	-320250	16.7000	51.6	0.441	980.0000		—	2.1000	-33000	1394250
921750	-92250	9.6500	43.08	0.340	990.0000		—	4.8500	171000	897000
2265000	-512250	5.0000	37.46	0.230	1000.0000		—	10.0000	-427500	1369500
1456500	-189000	2.9000	36.37	0.153	1010.0000		—	18.1000	-108750	339000
1421250	-74250	1.7500	36.52	0.101	1020.0000		—	26.9000	-53250	840000
1150500	118500	1.0000	36.53	0.063	1030.0000		—	36.4000	-249750	630750
1326000	-295500	0.6000	37.17	0.040	1040.0000		—	46.0500	-248250	833250
2307750	-281250	0.5500	40.68	0.034	1050.0000		—	56.7000	-14250	704250
1699500	-108750	0.4000	42.38	0.025	1060.0000		—	66.9000	-2250	846750
800250	-147000	0.3500	45.19	0.021	1070.0000		—	76.0500	-1500	472500
824250	-139500	0.3000	47.72	0.017	1080.0000		—	88.0000	-5250	367500
1447500	226500	0.3000	51.2	0.016	1090.0000		—	100.0500	0	250500
3003000	-185250	0.3000	54.62	0.015	1100.0000		—	106.5000	-5250	646500
494250	-155250	0.2500	56.57	0.013	1110.0000		—	127.0000	-1500	129000
996750	-438000	0.2500	59.81	0.012	1120.0000		—	135.9500	-6750	122250
345750	-38250	0.2500	63.0	0.012	1130.0000		—	137.8000	-6000	48750
2969250	792000	0.2500	66.13	0.011	1140.0000		—	151.0000	0	18750
478500	-14250	0.2000	67.34	0.009	1150.0000		—	155.2000	-1500	235500
205500	-6750	0.2000	70.32	0.009	1160.0000		—	170.6000	-3750	30750
617250	1500	0.1000	67.77	0.005	1170.0000		—	185.0000	-1500	16500
150000	6750	0.1500	73.68	0.006	1180.0000		—	166.0000	0	1500
67500	-1500	0.1000	73.19	0.004	1190.0000		—	199.5500	0	2250
576750	-27750	0.1000	75.84	0.004	1200.0000		—	214.0000	-18750	140250
50250	-1500	0.1500	81.93	0.006	1210.0000		—	109.3500	0	750
256500	3750	0.1500	84.61	0.006	1220.0000		—	231.3500	-1500	9000
8250	3750	0.1500	87.26	0.005	1230.0000		—	130.1500	0	2250
43500	-4500	0.1000	86.16	0.004	1240.0000		—	134.3000	0	6750
21750	-5250	0.1000	88.66	0.004	1250.0000
39750	16500	0.1000	96.0	0.003	1280.0000
99750	-8250	0.1000	100.78	0.003	1300.0000		—	318.9000	0	40500