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) —

Max Pain 1520.0000

Open Interest by Strike (Max Pain: 1520.0000)

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	263.7500	22.89	0.928	1520.0000	-0.132	30.96	19.1000	0	0
0	0	232.0000	24.81	0.874	1560.0000	-0.173	31.03	26.7500	0	0
0	0	202.3500	25.97	0.817	1600.0000	-0.219	31.15	36.5000	0	0
0	0	174.7500	26.68	0.756	1640.0000	-0.270	31.25	48.3500	0	0
0	0	149.6000	27.21	0.693	1680.0000	-0.324	31.38	62.6000	0	0
0	0	126.9000	27.61	0.628	1720.0000	-0.381	31.55	79.3000	0	0
0	0	106.6500	27.92	0.562	1760.0000	-0.438	31.73	98.4500	0	0
0	0	88.8000	28.17	0.498	1800.0000	-0.495	31.95	120.0000	0	0
0	0	73.2500	28.36	0.436	1840.0000	-0.549	32.22	143.9000	0	0
0	0	59.9000	28.52	0.378	1880.0000	-0.601	32.52	169.9500	0	0
0	0	48.5500	28.65	0.323	1920.0000	-0.648	32.87	198.0000	0	0
0	0	31.1000	28.86	0.230	2000.0000	-0.729	33.78	259.4000	0	0