Bajaj Finserv Limited

Financial Services · Finance

NSE: BAJAJFINSV BSE: 532978

₹1731.00

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) +19.90

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	1733.8000	-17.20	7604400	140700	Short Buildup
Nov. 23, 2026	1741.6000	-12.70	602100	45000	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	1755.0000	1765.3000	1735.0000	1750.9000	3600	3600
Sept. 30, 2026	Nov. 23, 2026	1754.3000	1761.0000	1722.3000	1741.6000	602100	45000
Sept. 30, 2026	Oct. 27, 2026	1745.1000	1758.3000	1713.1000	1733.8000	7604400	140700
Sept. 29, 2026	Nov. 23, 2026	1754.5000	1774.2000	1737.0000	1754.3000	557100	13800
Sept. 29, 2026	Oct. 27, 2026	1744.1000	1766.2000	1723.4000	1751.0000	7463700	534900
Sept. 29, 2026	Sept. 29, 2026	1750.4000	1760.8000	1704.5000	1739.0000	1013700	-188100
Sept. 28, 2026	Nov. 23, 2026	1773.0000	1776.9000	1757.4000	1765.8000	543300	4200
Sept. 28, 2026	Oct. 27, 2026	1781.0000	1781.0000	1749.6000	1756.3000	6928800	1421700
Sept. 28, 2026	Sept. 29, 2026	1773.5000	1773.5000	1740.0000	1748.8000	1201800	-1492200
Sept. 25, 2026	Nov. 23, 2026	1789.1000	1793.9000	1774.1000	1788.2000	539100	168000

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) 0.991

Max Pain 1800.0000

Open Interest by Strike (Max Pain: 1800.0000)

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	472.7000	190.83	0.716	1480.0000	-0.031	32.77	1.9500	60900	63600
0	0	434.8500	180.14	0.699	1520.0000	-0.051	31.11	3.2000	14100	25800
0	0	397.7500	169.97	0.680	1560.0000	-0.082	29.71	5.4000	119400	129600
1500	0	173.3000	36.28	0.848	1580.0000	-0.105	29.17	7.1000	19800	27300
10200	8100	141.7500	20.15	0.940	1600.0000	-0.131	28.51	9.1500	82200	161100
1200	0	132.3000	28.88	0.829	1620.0000	-0.163	27.87	11.7500	20100	30000
40500	2700	107.5500	21.57	0.850	1640.0000	-0.203	27.47	15.3000	-2400	50400
0	0	366.4000	178.93	0.633	1660.0000	-0.247	26.71	19.1500	9300	78000
47700	9000	77.5000	22.18	0.730	1680.0000	-0.299	26.32	24.4500	18900	51300
33600	21000	64.9500	22.68	0.658	1700.0000	-0.356	25.65	30.3500	45900	534900
65400	58800	51.8000	22.01	0.588	1720.0000	-0.420	25.27	37.9000	77700	110400
147300	55500	41.3500	22.02	0.512	1740.0000	-0.486	25.03	47.0000	32400	140100
169800	3900	32.2500	21.94	0.436	1760.0000	-0.554	24.95	57.7500	12000	161100
130200	15900	24.7500	21.93	0.363	1780.0000	-0.621	24.49	69.1000	5400	50400
256800	50700	18.5500	21.88	0.295	1800.0000	-0.684	24.3	82.2500	-16200	166200
60000	-1800	13.6000	21.82	0.233	1820.0000	-0.974	8.49	80.0000	0	6300
433200	3000	9.9000	21.88	0.182	1840.0000	-0.802	23.37	111.3000	-900	52500
185100	89100	7.3500	22.21	0.141	1860.0000		—	117.0000	-300	61800
36600	7500	5.4500	22.56	0.109	1880.0000	-0.867	24.79	146.8500	-300	37500
391800	116400	4.0000	22.88	0.083	1900.0000	-0.807	35.38	176.2000	-3900	99600
6600	4500	3.0500	23.41	0.065	1920.0000		—	171.2000	0	1200
37500	11100	2.2000	23.66	0.049	1940.0000		—	184.1000	0	3300
20100	-300	1.8500	24.61	0.040	1960.0000		—	206.4500	0	6300
600	0	2.3000	27.37	0.045	1980.0000		—	223.0000	0	300
157200	12900	1.4500	26.79	0.030	2000.0000		—	234.5000	0	105300
900	900	1.8000	29.4	0.034	2020.0000		—	247.5000	0	300
1200	300	1.0000	28.21	0.021	2040.0000		—	176.5500	0	600
21600	-3900	1.0500	29.87	0.021	2060.0000	-0.925	41.58	324.7000	0	18900
600	0	0.6000	28.95	0.013	2080.0000		—	318.7000	0	18300
86100	0	0.4500	29.18	0.010	2100.0000		—	342.9500	0	88200
600	0	0.1500	26.93	0.004	2120.0000		—	374.3500	0	600
0	0	54.5500	91.84	0.241	2140.0000		—	168.2500	0	0
3000	0	17.4500	64.24	0.125	2160.0000		—	243.3500	0	0
3000	0	0.2000	31.19	0.004	2180.0000		—	196.7500	0	0
45900	-15300	0.3000	33.74	0.006	2200.0000	-0.945	51.64	463.0000	4800	87000
0	0	28.6000	82.49	0.155	2240.0000		—	450.0000	0	2400
0	0	22.9000	80.83	0.131	2280.0000		—	340.7500	0	0
600	0	0.2000	38.71	0.004	2320.0000		—	550.0000	0	3900