Bajaj Holdings & Investment Limited

Financial Services · Finance

NSE: BAJAJHLDNG BSE: 500490

₹10788.00

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) +48.00

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	10836.0000	+34.00	229575	4575	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Oct. 27, 2026	10795.0000	10876.0000	10710.0000	10836.0000	229575	4575
Sept. 29, 2026	Oct. 27, 2026	10810.0000	10900.0000	10690.0000	10802.0000	225000	12900
Sept. 29, 2026	Sept. 29, 2026	10749.0000	10999.0000	10592.0000	10761.0000	21825	-13500
Sept. 28, 2026	Oct. 27, 2026	10898.0000	10956.0000	10698.0000	10810.0000	212100	56100
Sept. 28, 2026	Sept. 29, 2026	10823.0000	10922.0000	10631.0000	10756.0000	35325	-58875
Sept. 25, 2026	Oct. 27, 2026	10900.0000	11218.0000	10792.0000	11079.0000	156000	55275
Sept. 25, 2026	Sept. 29, 2026	10949.0000	11150.0000	10734.0000	11016.0000	94200	-75000
Sept. 24, 2026	Oct. 27, 2026	11349.0000	11349.0000	10725.0000	10892.0000	100725	79425
Sept. 24, 2026	Sept. 29, 2026	11296.0000	11330.0000	10650.0000	10843.0000	169200	-65325
Sept. 23, 2026	Oct. 27, 2026	11266.0000	11531.0000	11266.0000	11483.0000	21300	4800

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).

PCR (OI) 0.665

Max Pain 10800.0000

Open Interest by Strike (Max Pain: 10800.0000)

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	2088.2500	82.99	0.826	9000.0000	-0.037	39.54	17.8000	75	75
0	0	1925.0000	81.19	0.804	9200.0000	-0.149	63.45	155.8500	0	0
450	0	1392.5500	—		9400.0000	-0.180	63.2	195.9000	0	0
0	0	1967.2000	108.02	0.725	9500.0000	-0.119	43.36	78.1500	0	0
0	0	1618.3500	78.36	0.751	9600.0000	-0.213	62.98	243.1500	0	0
0	0	1796.3000	103.06	0.705	9700.0000	-0.153	42.53	105.2000	0	0
0	0	1475.3000	77.2	0.721	9800.0000	-0.249	62.66	297.1000	0	0
0	0	1631.9000	98.53	0.682	9900.0000	-0.194	41.58	138.7000	0	0
600	0	680.0000	—		10000.0000	-0.128	27.1	52.4500	1575	1575
0	0	1474.7500	94.42	0.657	10100.0000	-0.242	40.51	179.5000	0	0
0	0	1212.1000	75.33	0.656	10200.0000	-0.327	61.92	427.9000	0	0
375	0	782.1500	40.51	0.699	10300.0000	-0.296	39.3	228.5500	0	0
0	0	1092.7500	74.6	0.621	10400.0000	-0.369	61.52	505.5500	0	0
300	300	500.0000	25.89	0.689	10500.0000	-0.315	26.63	165.5000	5025	5025
225	225	445.0000	26.67	0.637	10600.0000	-0.413	61.08	591.3000	0	0
225	225	378.0000	25.89	0.589	10700.0000	-0.425	34.24	330.5000	0	150
300	300	308.0000	24.45	0.538	10800.0000	-0.464	28.19	307.8500	150	150
675	675	264.0000	24.8	0.483	10900.0000	-0.504	34.0	427.3500	0	0
6900	2775	227.7000	25.36	0.431	11000.0000	-0.544	33.42	476.3000	0	2175
0	0	818.3500	79.54	0.500	11100.0000	-0.591	31.38	512.6500	0	0
0	0	695.8500	72.52	0.474	11200.0000	-0.547	59.36	896.6000	0	0
150	0	233.0000	35.29	0.352	11300.0000	-0.645	36.0	694.4000	0	150
0	0	616.0500	72.15	0.438	11400.0000	-0.592	58.63	1013.8500	0	0
0	0	621.7000	75.7	0.428	11500.0000	-0.826	22.25	711.8000	0	0
0	0	543.5500	71.82	0.402	11600.0000	-0.637	57.78	1138.3500	0	0
75	0	100.0000	31.66	0.201	11700.0000		—	825.4000	0	0
0	0	477.9500	71.52	0.368	11800.0000	-0.681	56.78	1269.7500	0	0
0	0	461.9000	72.7	0.355	11900.0000		—	947.8500	0	0
3075	2400	42.5000	29.07	0.107	12000.0000	-0.724	55.61	1407.6500	0	0
0	0	394.8500	71.44	0.320	12100.0000		—	1078.7500	0	0
0	0	365.9500	71.03	0.304	12200.0000	-0.766	54.21	1551.7500	0	0
0	0	335.7500	70.33	0.287	12300.0000		—	1217.5500	0	0
0	0	319.3500	70.88	0.275	12400.0000	-0.807	52.56	1702.1500	0	0
75	75	15.0000	29.78	0.043	12500.0000		—	1364.3000	0	0
0	0	277.5500	70.72	0.247	12600.0000	-0.848	50.41	1857.3000	0	0
75	75	10.0000	31.45	0.029	12800.0000	-0.857	53.55	2054.2000	75	75
600	600	12.3000	35.02	0.032	13000.0000	-0.932	43.02	2180.9500	0	0
0	0	178.4000	70.21	0.175	13200.0000	-0.984	32.97	2349.1500	0	0