Bajaj Finance Limited Option Chain Analysis
2026-04-282026-05-26
Total CE OI
1.86 Cr
Total PE OI
1.62 Cr
PCR
0.87
Neutral
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 460 | ₹— | 15.3% | — | — | — |
| — | — | — | —% | ₹— | 480 | ₹— | 14.3% | — | — | — |
| — | — | — | —% | ₹— | 500 | ₹— | 13.4% | — | — | — |
| — | — | — | —% | ₹— | 520 | ₹— | 12.6% | — | — | — |
| — | — | — | —% | ₹— | 540 | ₹— | 11.7% | — | — | — |
| — | — | — | —% | ₹— | 550 | ₹— | 11.3% | — | — | — |
| — | — | — | —% | ₹— | 560 | ₹— | 10.9% | — | — | — |
| — | — | — | —% | ₹— | 570 | ₹— | 10.6% | — | — | — |
| — | — | — | —% | ₹— | 580 | ₹— | 10.2% | — | — | — |
| — | — | — | —% | ₹— | 590 | ₹— | 9.8% | — | — | — |
| — | — | — | —% | ₹— | 600 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹— | 610 | ₹— | 9.1% | — | — | — |
| — | — | — | —% | ₹— | 620 | ₹— | 8.7% | — | — | — |
| — | — | — | —% | ₹— | 630 | ₹— | 8.3% | — | — | — |
| — | — | — | —% | ₹— | 640 | ₹— | 8.0% | — | — | — |
| — | — | — | —% | ₹— | 650 | ₹— | 7.7% | — | — | — |
| — | — | — | —% | ₹265.35 | 660 | ₹0.05 | —% | 21K | -2K | 2.5 L |
| — | — | — | —% | ₹282.00 | 670 | ₹0.05 | —% | 5K | +2K | 67K |
| — | — | — | —% | ₹246.10 | 680 | ₹0.10 | —% | 1.1 L | -50K | 52K |
| 52K | 0 | — | —% | ₹212.55 | 690 | ₹0.10 | 78.8% | 750 | 0 | 100K |
| 3.3 L | 0 | 7K | —% | ₹241.10 | 700 | ₹0.10 | 78.4% | 39K | -6K | 3.0 L |
| — | — | — | —% | ₹310.95 | 710 | ₹0.10 | 75.3% | 5K | 0 | 46K |
| — | — | — | —% | ₹208.25 | 720 | ₹0.10 | 71.7% | 34K | -2K | 2.6 L |
| 750 | 0 | — | —% | ₹184.00 | 730 | ₹0.35 | 75.0% | 4K | -750 | 62K |
| — | — | — | —% | ₹189.90 | 740 | ₹0.20 | 70.2% | 8K | -7K | 1.5 L |
| 1.4 L | 0 | 7K | —% | ₹193.60 | 750 | ₹0.25 | 68.8% | 14K | -4K | 2.3 L |
| 1.3 L | 0 | — | —% | ₹102.30 | 760 | ₹0.35 | 68.4% | 12K | -2K | 76K |
| 60K | 0 | — | —% | ₹146.75 | 770 | ₹0.40 | 66.2% | 12.2 L | +1.7 L | 8.0 L |
| 1.6 L | 0 | 750 | —% | ₹155.00 | 780 | ₹0.50 | 64.0% | 54K | -33K | 3.1 L |
| 1.6 L | 0 | — | —% | ₹120.70 | 790 | ₹0.55 | 60.6% | 64K | -25K | 1.3 L |
| 7.9 L | -38K | 62K | —% | ₹143.25 | 800 | ₹0.70 | 60.2% | 7.1 L | -1.8 L | 15.8 L |
| 2.4 L | 0 | — | —% | ₹108.50 | 810 | ₹0.90 | 58.1% | 1.4 L | -38K | 4.0 L |
| 3.8 L | 0 | 2K | —% | ₹124.00 | 820 | ₹1.00 | 55.9% | 3.2 L | -8K | 4.1 L |
| 2.1 L | 0 | — | 54.6% | ₹92.50 | 830 | ₹1.15 | 53.5% | 3.4 L | -16K | 3.5 L |
| 10.4 L | +2.5 L | 4.8 L | —% | ₹104.10 | 840 | ₹1.40 | 51.2% | 6.0 L | +48K | 5.2 L |
| 8.8 L | +73K | 2.2 L | —% | ₹93.90 | 850 | ₹1.70 | 49.0% | 6.9 L | -44K | 10.5 L |
| 4.6 L | -2K | 37K | 32.1% | ₹85.40 | 860 | ₹2.00 | 46.7% | 6.6 L | +62K | 6.9 L |
| 2.7 L | +2K | 24K | —% | ₹75.00 | 870 | ₹2.40 | 44.3% | 9.2 L | +59K | 5.9 L |
| 7.5 L | -12K | 1.0 L | 31.4% | ₹66.60 | 880 | ₹2.90 | 41.9% | 10.6 L | -31K | 6.7 L |
| 3.5 L | -12K | 1.5 L | 29.2% | ₹56.40 | 890 | ₹3.70 | 39.6% | 10.4 L | +17K | 4.7 L |
| 12.4 L | -3.3 L | 16.0 L | 26.5% | ₹46.70 | 900ATM | ₹4.70 | 37.9% | 20.9 L | +2.9 L | 20.4 L |
| 9.6 L | -1.4 L | 12.6 L | 28.6% | ₹38.65 | 910 | ₹6.10 | 36.0% | 14.3 L | -1.3 L | 7.3 L |
| 15.8 L | -5.4 L | 39.0 L | 27.3% | ₹30.95 | 920 | ₹8.25 | 35.0% | 28.4 L | +1.1 L | 8.7 L |
| 7.7 L | -3.3 L | 57.4 L | 28.6% | ₹23.90 | 930 | ₹11.20 | 34.1% | 25.0 L | +3.4 L | 6.8 L |
| 11.7 L | +3.7 L | 64.4 L | 27.7% | ₹17.95 | 940 | ₹14.95 | 33.5% | 16.6 L | +2.5 L | 4.9 L |
| 15.5 L | -76K | 67.3 L | 27.9% | ₹12.95 | 950 | ₹20.30 | 33.9% | 7.4 L | +1.1 L | 4.4 L |
| 8.4 L | +31K | 33.6 L | 27.5% | ₹8.85 | 960 | ₹26.10 | 33.5% | 2.0 L | +32K | 95K |
| 6.7 L | +1.4 L | 25.4 L | 27.5% | ₹5.80 | 970 | ₹33.00 | 33.3% | 1.1 L | +32K | 86K |
| 4.9 L | +1.1 L | 12.0 L | 27.6% | ₹3.75 | 980 | ₹40.90 | 34.4% | 39K | +10K | 86K |
| 3.5 L | +75K | 6.3 L | 28.4% | ₹2.40 | 990 | ₹53.55 | 42.5% | 26K | +11K | 16K |
| 16.9 L | +95K | 15.1 L | 29.2% | ₹1.60 | 1,000 | ₹58.80 | 38.6% | 80K | -14K | 4.4 L |
| 1.0 L | +35K | 1.6 L | 29.6% | ₹1.00 | 1,010 | ₹93.50 | 51.0% | — | 0 | 750 |
| 1.6 L | +19K | 2.0 L | 30.4% | ₹0.65 | 1,020 | ₹78.30 | 49.4% | 5K | +750 | 6K |
| 74K | +8K | 56K | 30.9% | ₹0.40 | 1,030 | ₹108.90 | —% | — | 0 | 4K |
| 74K | +14K | 44K | 33.3% | ₹0.35 | 1,040 | ₹116.30 | 68.0% | 750 | 0 | 4K |
| 3.0 L | -42K | 2.3 L | 31.7% | ₹0.15 | 1,050 | ₹109.55 | 57.2% | 2K | -2K | 1.2 L |
| — | — | — | 111.8% | ₹16.25 | 1,060 | ₹146.55 | 82.3% | — | 0 | 2K |
| — | — | — | 169.5% | ₹38.95 | 1,070 | ₹264.80 | 320.1% | — | 0 | 1.0 L |
| 9K | 0 | — | 45.5% | ₹0.20 | 1,080 | ₹161.90 | 67.0% | — | — | — |
| — | — | — | 163.7% | ₹32.05 | 1,090 | ₹86.05 | —% | — | — | — |
| 1.1 L | -750 | 3K | 47.2% | ₹0.15 | 1,100 | ₹158.90 | 70.6% | 20K | -2K | 2.4 L |
| — | — | — | 4.2% | ₹— | 1,110 | ₹— | —% | — | — | — |
| 30K | 0 | — | 54.6% | ₹0.15 | 1,120 | ₹204.00 | 92.4% | — | 0 | 9K |
| — | — | — | 4.5% | ₹— | 1,130 | ₹— | —% | — | — | — |
| 20K | 0 | — | 60.8% | ₹0.20 | 1,140 | ₹316.80 | —% | — | 0 | 1.6 L |
| — | — | — | 4.9% | ₹— | 1,150 | ₹— | —% | — | — | — |
| 17K | 0 | — | 56.4% | ₹0.05 | 1,160 | ₹344.00 | —% | — | 0 | 3K |
| — | — | — | 5.3% | ₹— | 1,170 | ₹— | —% | — | — | — |
| 57K | 0 | — | 60.1% | ₹0.05 | 1,180 | ₹324.90 | —% | — | 0 | 48K |
| — | — | — | 5.7% | ₹— | 1,190 | ₹— | —% | — | — | — |
| — | — | — | 5.9% | ₹— | 1,200 | ₹— | —% | — | — | — |
| — | — | — | 6.2% | ₹— | 1,220 | ₹— | —% | — | — | — |
| — | — | — | 6.6% | ₹— | 1,240 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 1,260 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 1,280 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
AI AnalysisGenerated daily after market close · AI-powered
Key Strike Levels
Resistance looms at 1000, where call writers have amassed the highest open interest, capping near-term upside. Strong support emerges at 900–930, anchored by deep put OI and reinforced by fresh positioning at 930 and 900. The implied range clusters between 900 and 1000, with 940 acting as a pivotal swing point.
OI Buildup Activity
Fresh longs dominate the 940 call, with a surge of +3.7 lakh OI, signaling aggressive near-term bullish bets ahead of spot. On the put side, 930 and 900 see substantial OI buildup (+3.4 lakh and +2.9 lakh), indicating put writers are laying down defense at these floors. Notably, 940 sees two-way action—calls and puts—suggesting straddle-like accumulation or hedging around current levels.
Volatility Read
ATM IV holds at 28.71%, reflecting steady risk pricing with no panic or complacency. Neutral skew confirms balanced fear/greed, allowing writers to price spreads without directional bias.
Strategy Implication
Bias remains range-bound with asymmetric long gamma above 940 and strong put cover below 930, favoring volatility-defined structures.
Related Analysis
Frequently Asked Questions
What is the highest call OI strike for Bajaj Finance Limited today?▾
The strike with highest call (CE) open interest for Bajaj Finance Limited is ₹1,000 for the 2026-04-28 expiry. This acts as a key resistance level since call writers will defend this strike aggressively near expiry.
What is the highest put OI strike for Bajaj Finance Limited today?▾
The strike with highest put (PE) open interest for Bajaj Finance Limited is ₹900 for the 2026-04-28 expiry. This acts as a key support level — put writers will tend to defend this level near expiry.
What does OI buildup in Bajaj Finance Limited options mean?▾
Open Interest (OI) buildup in Bajaj Finance Limited options shows how many net new contracts are being created at each strike. Rising OI at a strike means fresh positions (writers or buyers). Rising OI with rising price = long buildup (bullish); rising OI with falling price = short buildup (bearish).
When does Bajaj Finance Limited options expire?▾
Bajaj Finance Limited options have their nearest expiry on 2026-04-28. NSE F&O stocks have monthly expiry contracts — typically the last Tuesday of each month. MarketNetra shows data for the nearest two expiries.
How to read Bajaj Finance Limited option chain?▾
The Bajaj Finance Limited option chain shows calls (CE) on the left and puts (PE) on the right for each strike price. Key columns: OI (total open contracts), OI Change (new positions today), Volume (today's trades), IV (implied volatility — higher = more uncertainty), and LTP (last traded price). The ATM (at-the-money) strike is highlighted in blue.