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) 0.479

Max Pain 1720.0000

Open Interest by Strike (Max Pain: 1720.0000)

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	586.2000	170.16	0.740	1440.0000	-0.014	25.13	0.8500	0	0
0	0	513.6500	146.27	0.725	1480.0000	-0.023	24.11	1.4500	0	0
0	0	508.9500	152.99	0.710	1520.0000	-0.095	31.92	10.0000	600	600
0	0	470.9000	144.84	0.693	1560.0000	-0.059	21.66	3.7500	0	0
0	0	194.5500	23.4	0.905	1580.0000	-0.157	31.33	18.1500	0	0
0	0	433.5000	137.04	0.675	1600.0000	-0.089	20.2	5.7500	0	0
0	0	163.8500	25.46	0.831	1620.0000	-0.213	31.49	27.0500	0	0
300	0	121.3000	—		1640.0000	-0.240	30.71	30.7000	2400	2400
0	0	135.7000	26.54	0.752	1660.0000	-0.270	30.21	35.4500	1200	1200
0	0	361.3500	122.58	0.635	1680.0000	-0.306	30.27	42.1000	4800	4800
0	0	110.6500	27.28	0.669	1700.0000	-0.344	30.67	50.3500	600	600
300	0	88.8000	23.37	0.641	1720.0000	-0.289	14.0	17.4000	0	0
0	0	88.7500	27.79	0.583	1740.0000	-0.422	32.06	70.9000	0	0
0	0	293.9500	109.75	0.588	1760.0000	-0.440	10.61	23.8000	0	0
1500	1500	47.8500	19.84	0.483	1780.0000	-0.495	32.35	91.7500	0	0
3300	3300	41.0000	20.43	0.428	1800.0000	-0.884	3.75	31.8000	0	0
3300	3300	32.9000	20.13	0.371	1820.0000	-0.565	32.74	115.7000	0	0
2100	2100	30.2000	21.61	0.332	1840.0000		—	41.6500	0	0
3000	3000	23.0500	20.9	0.278	1860.0000	-0.630	33.19	142.4500	0	0
2700	2700	19.0500	21.19	0.238	1880.0000		—	39.9000	0	300
3600	3600	15.7000	21.47	0.203	1900.0000	-0.688	33.78	171.8000	0	0
900	900	13.1500	21.88	0.174	1920.0000		—	67.0000	0	0
0	0	155.9500	85.47	0.440	1960.0000		—	82.8500	0	0
300	300	20.0000	32.75	0.179	2000.0000		—	100.8000	0	0
					2200.0000	-0.852	50.2	450.0000	0	300