Bajaj Finserv Limited

Financial Services · Finance

NSE: BAJAJFINSV BSE: 532978

₹1751.40

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) +20.30

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	1751.3000	+20.30	7636500	46500	Long Buildup
Nov. 23, 2026	1760.6000	+21.60	606300	3600	Long Buildup
Dec. 29, 2026	1771.7000	+21.00	8700	3900	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	1785.0000	1785.0000	1764.5000	1771.7000	8700	3900
Oct. 5, 2026	Nov. 23, 2026	1754.0000	1775.0000	1749.1000	1760.6000	606300	3600
Oct. 5, 2026	Oct. 27, 2026	1750.2000	1768.0000	1741.5000	1751.3000	7636500	46500
Oct. 1, 2026	Dec. 29, 2026	1739.4000	1750.7000	1733.5000	1750.7000	4800	1200
Oct. 1, 2026	Nov. 23, 2026	1740.0000	1747.6000	1716.0000	1739.0000	602700	600
Oct. 1, 2026	Oct. 27, 2026	1732.5000	1741.9000	1706.7000	1731.0000	7590000	-14400
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

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) 0.828

Max Pain 1780.0000

Open Interest by Strike (Max Pain: 1780.0000)

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	511.0500	196.0	0.741	1440.0000	-0.022	38.45	1.5500	0	0
0	0	472.7000	185.16	0.725	1480.0000	-0.033	36.21	2.2500	600	64200
0	0	434.8500	174.74	0.708	1520.0000	-0.050	34.42	3.5000	-5700	20100
0	0	397.7500	164.84	0.689	1560.0000	-0.082	33.61	6.1000	-900	128700
1500	0	173.3000	—		1580.0000	-0.104	33.28	8.0000	2100	29400
10200	0	147.2500	—		1600.0000	-0.130	33.07	10.5000	-1500	159600
1200	0	132.3000	—		1620.0000	-0.160	32.74	13.4500	2100	32100
40500	0	105.3000	—		1640.0000	-0.195	32.46	17.1000	3300	53700
0	0	366.4000	174.97	0.640	1660.0000	-0.235	32.32	21.7000	900	78900
53400	5700	75.7500	—		1680.0000	-0.280	32.36	27.4500	9900	61200
53400	19800	63.1500	11.4	0.877	1700.0000	-0.327	32.24	33.9000	-13800	521100
120300	54900	51.1000	14.36	0.733	1720.0000	-0.378	32.43	41.9000	20100	130500
156600	9300	40.9500	16.1	0.614	1740.0000	-0.430	32.53	50.8000	18600	158700
174000	4200	31.9500	17.09	0.510	1760.0000	-0.482	32.95	61.3500	-1200	159900
149100	18900	24.5000	17.84	0.416	1780.0000	-0.530	34.51	75.0500	4200	54600
257400	600	18.2500	18.3	0.332	1800.0000	-0.582	33.47	84.9000	-3000	163200
73500	13500	13.5000	18.79	0.261	1820.0000	-0.613	37.2	104.2500	0	6300
453000	19800	9.7500	19.16	0.200	1840.0000	-0.648	38.59	120.0000	0	52500
228900	43800	7.1000	19.64	0.152	1860.0000	-0.653	45.58	145.8500	0	61800
38400	1800	4.9500	19.89	0.112	1880.0000	-0.688	44.97	159.0000	0	37500
680400	288600	3.5500	20.33	0.084	1900.0000	-0.705	47.64	178.0500	-6900	92700
8700	2100	1.9500	19.66	0.052	1920.0000	-0.838	31.63	171.2000	0	1200
50400	12900	1.9500	21.5	0.048	1940.0000	-0.909	26.66	184.1000	0	3300
20100	0	1.8500	23.06	0.043	1960.0000	-0.729	58.63	241.0000	1500	7800
600	0	2.3000	25.83	0.047	1980.0000	-0.928	29.37	223.0000	0	300
171300	14100	1.3500	25.08	0.030	2000.0000	-0.766	59.54	274.0000	-1200	104100
900	0	1.8000	28.01	0.036	2020.0000		—	247.5000	0	300
1200	0	1.0000	26.94	0.022	2040.0000		—	176.5500	0	600
21300	-300	1.0500	28.64	0.022	2060.0000	-0.816	60.21	324.7000	0	18900
600	0	0.6000	27.82	0.013	2080.0000	-0.989	26.76	318.7000	0	18300
84300	-1800	0.7000	29.79	0.015	2100.0000	-0.940	41.15	342.9500	0	88200
600	0	0.1500	25.99	0.004	2120.0000	-0.871	57.69	374.3500	0	600
3000	0	17.4500	62.83	0.128	2160.0000
3000	0	0.2000	30.31	0.005	2180.0000
45600	-300	0.3000	32.85	0.006	2200.0000	-0.847	74.36	463.0000	0	87000
					2240.0000		—	450.0000	0	2400
600	0	0.2000	38.0	0.004	2320.0000		—	550.0000	0	3900