Bajaj Auto Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 4,600 | ₹— | 23.7% | — | — | — |
| — | — | — | —% | ₹— | 4,800 | ₹— | 22.3% | — | — | — |
| — | — | — | —% | ₹— | 5,000 | ₹— | 21.0% | — | — | — |
| — | — | — | —% | ₹— | 5,200 | ₹— | 19.7% | — | — | — |
| — | — | — | —% | ₹— | 5,400 | ₹— | 18.5% | — | — | — |
| — | — | — | —% | ₹— | 5,600 | ₹— | 17.3% | — | — | — |
| — | — | — | —% | ₹— | 5,800 | ₹— | 16.2% | — | — | — |
| — | — | — | —% | ₹— | 6,000 | ₹— | 15.1% | — | — | — |
| — | — | — | —% | ₹— | 6,100 | ₹— | 14.6% | — | — | — |
| — | — | — | —% | ₹— | 6,200 | ₹— | 14.1% | — | — | — |
| — | — | — | —% | ₹— | 6,300 | ₹— | 13.5% | — | — | — |
| — | — | — | —% | ₹— | 6,400 | ₹— | 13.0% | — | — | — |
| — | — | — | —% | ₹— | 6,500 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 6,600 | ₹— | 12.0% | — | — | — |
| — | — | — | —% | ₹— | 6,700 | ₹— | 11.6% | — | — | — |
| — | — | — | —% | ₹— | 6,800 | ₹— | 11.1% | — | — | — |
| — | — | — | —% | ₹— | 6,900 | ₹— | 10.6% | — | — | — |
| — | — | — | —% | ₹— | 7,000 | ₹— | 10.1% | — | — | — |
| — | — | — | —% | ₹— | 7,100 | ₹— | 9.7% | — | — | — |
| — | — | — | —% | ₹— | 7,200 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹— | 7,300 | ₹— | 8.8% | — | — | — |
| — | — | — | —% | ₹2218.05 | 7,400 | ₹0.15 | —% | 2K | 0 | 29K |
| — | — | — | —% | ₹— | 7,500 | ₹— | 7.9% | — | — | — |
| 1K | -75 | 300 | —% | ₹2011.85 | 7,600 | ₹0.25 | —% | — | 0 | 900 |
| — | — | — | —% | ₹— | 7,700 | ₹— | 7.1% | — | — | — |
| — | — | — | —% | ₹1844.45 | 7,800 | ₹0.05 | 62.2% | 300 | 0 | 6K |
| — | — | — | —% | ₹2027.00 | 7,900 | ₹0.45 | 70.3% | 150 | -75 | 750 |
| 2K | 0 | — | —% | ₹1854.00 | 8,000 | ₹0.20 | 61.4% | 29K | -750 | 1.1 L |
| 75 | +75 | — | —% | ₹1782.65 | 8,100 | ₹13.90 | —% | — | — | — |
| 375 | 0 | — | —% | ₹806.60 | 8,200 | ₹1.45 | 65.7% | 5K | +750 | 15K |
| — | — | — | —% | ₹1647.70 | 8,300 | ₹2.60 | 65.9% | 900 | -750 | 8K |
| 375 | 0 | 75 | 112.5% | ₹1240.00 | 8,400 | ₹2.50 | 60.8% | 11K | 0 | 60K |
| 11K | 0 | — | 127.1% | ₹1184.25 | 8,500 | ₹2.25 | 55.2% | 6K | -2K | 46K |
| 7K | 0 | 75 | 70.6% | ₹1000.00 | 8,600 | ₹2.65 | 51.7% | 15K | -2K | 26K |
| 19K | -300 | 600 | 67.4% | ₹903.45 | 8,700 | ₹3.55 | 49.0% | 29K | -525 | 19K |
| 21K | -600 | 975 | 48.3% | ₹790.60 | 8,800 | ₹3.55 | 44.0% | 60K | -2K | 25K |
| 15K | -525 | 750 | 88.2% | ₹771.00 | 8,900 | ₹4.45 | 40.6% | 37K | -13K | 40K |
| 63K | -3K | 11K | 43.2% | ₹596.50 | 9,000 | ₹5.40 | 36.7% | 86K | +1K | 1.0 L |
| 38K | +900 | 1K | —% | ₹478.00 | 9,100 | ₹6.40 | 32.5% | 57K | -2K | 59K |
| 15K | -975 | 4K | 31.1% | ₹396.65 | 9,200 | ₹7.85 | 28.2% | 1.2 L | +10K | 44K |
| 13K | -2K | 11K | 22.2% | ₹292.65 | 9,300 | ₹11.40 | 24.6% | 1.3 L | -4K | 63K |
| 25K | -9K | 41K | 25.6% | ₹214.85 | 9,400 | ₹21.50 | 22.4% | 1.8 L | +4K | 43K |
| 56K | -4K | 1.2 L | 27.1% | ₹149.10 | 9,500 | ₹40.10 | 20.1% | 4.6 L | -33K | 67K |
| 92K | +4K | 6.9 L | 22.8% | ₹78.15 | 9,600 | ₹82.35 | 19.9% | 4.2 L | -19K | 29K |
| 57K | +19K | 8.2 L | 22.6% | ₹39.90 | 9,700 | ₹139.65 | 17.9% | 66K | -1K | 41K |
| 1.2 L | -15K | 5.3 L | 23.2% | ₹19.35 | 9,800 | ₹229.35 | 21.2% | 23K | -3K | 46K |
| 1.2 L | +4K | 3.6 L | 23.7% | ₹8.50 | 9,900ATM | ₹314.85 | 13.8% | 15K | -2K | 58K |
| 1.4 L | +21K | 3.8 L | 25.2% | ₹4.30 | 10,000 | ₹400.00 | —% | 7K | -3K | 22K |
| 1.2 L | +24K | 1.9 L | 26.7% | ₹2.20 | 10,100 | ₹513.05 | —% | 525 | 0 | 7K |
| 45K | +900 | 1.6 L | 30.0% | ₹1.80 | 10,200 | ₹625.20 | 41.5% | — | 0 | 825 |
| 27K | -10K | 68K | 32.8% | ₹1.40 | 10,300 | ₹706.30 | —% | 675 | +300 | 525 |
| 26K | -2K | 16K | 35.0% | ₹1.00 | 10,400 | ₹1485.15 | 263.9% | — | 0 | 225 |
| 52K | -3K | 15K | 36.4% | ₹0.60 | 10,500 | ₹931.55 | 61.8% | — | 0 | 5K |
| 13K | -1K | 4K | 36.3% | ₹0.25 | 10,600 | ₹1149.00 | 122.3% | — | — | — |
| 12K | +75 | 3K | 40.0% | ₹0.30 | 10,700 | ₹928.30 | —% | — | — | — |
| 13K | -225 | 2K | 40.5% | ₹0.15 | 10,800 | ₹1305.10 | 117.7% | — | — | — |
| 1K | -600 | 2K | 44.4% | ₹0.20 | 10,900 | ₹1083.15 | —% | — | — | — |
| 24K | -2K | 6K | 47.2% | ₹0.20 | 11,000 | ₹1360.00 | —% | 225 | -150 | 2K |
| — | — | — | 4.7% | ₹— | 11,100 | ₹— | —% | — | — | — |
| 5K | +825 | 3K | 55.5% | ₹0.35 | 11,200 | ₹1638.05 | 100.5% | — | — | — |
| — | — | — | 5.3% | ₹— | 11,300 | ₹— | —% | — | — | — |
| 5K | -75 | 600 | 55.1% | ₹0.10 | 11,400 | ₹1812.75 | —% | — | — | — |
| — | — | — | 5.9% | ₹— | 11,500 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹61.55 | 11,600 | ₹2015.00 | 80.5% | — | 0 | 225 |
| — | — | — | 6.4% | ₹— | 11,700 | ₹— | —% | — | — | — |
| — | — | — | 6.7% | ₹— | 11,800 | ₹— | —% | — | — | — |
| — | — | — | 7.0% | ₹— | 11,900 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 12,000 | ₹— | —% | — | — | — |
| — | — | — | 7.5% | ₹— | 12,100 | ₹— | —% | — | — | — |
| — | — | — | 7.8% | ₹— | 12,200 | ₹— | —% | — | — | — |
| — | — | — | 8.0% | ₹— | 12,300 | ₹— | —% | — | — | — |
| — | — | — | 8.3% | ₹— | 12,400 | ₹— | —% | — | — | — |
| — | — | — | 8.6% | ₹— | 12,500 | ₹— | —% | — | — | — |
| — | — | — | 8.8% | ₹— | 12,600 | ₹— | —% | — | — | — |
| — | — | — | 9.3% | ₹— | 12,800 | ₹— | —% | — | — | — |
| — | — | — | 9.8% | ₹— | 13,000 | ₹— | —% | — | — | — |
| — | — | — | 10.3% | ₹— | 13,200 | ₹— | —% | — | — | — |
| — | — | — | 10.8% | ₹— | 13,400 | ₹— | —% | — | — | — |
| — | — | — | 11.3% | ₹— | 13,600 | ₹— | —% | — | — | — |
| — | — | — | 11.8% | ₹— | 13,800 | ₹— | —% | — | — | — |
| — | — | — | 12.2% | ₹— | 14,000 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
The 10000 strike acts as a major resistance, hosting the highest Call OI, while the same strike also serves as a magnet for Put writers despite showing the peak Put OI—indicating a two-way battle. Immediate support rests at 9400, backed by rising Put OI, with deeper support seen at 9200 and 9000. The implied range clusters between 9400 and 10000, with 9700 emerging as a pivot zone.
OI Buildup Activity
Fresh longs dominate the calls, with 10100 and 10000 seeing substantial OI addition, signaling aggressive call writing near-term. On the put side, 9200 attracts fresh longs, suggesting traders anticipate downside traction, while 9400 and 9000 see defensive positioning. Market makers appear to be building short call positions above 10000, while Put writers remain anchored at 10000 despite risk.
Volatility Read
ATM IV holds at 22.76%, reflecting neutral near-term volatility expectations. The flat skew reinforces balanced risk pricing between calls and puts, with no pronounced fear or greed tilt.
Strategy Implication
Bias leans slightly to countertrend short premium at key strikes, with writers favoring 10000 calls and 9200 puts amid range-bound positioning.