Bajaj Finserv Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 800 | ₹— | 18.3% | — | — | — |
| — | — | — | —% | ₹— | 840 | ₹— | 17.2% | — | — | — |
| — | — | — | —% | ₹— | 880 | ₹— | 16.2% | — | — | — |
| — | — | — | —% | ₹— | 920 | ₹— | 15.2% | — | — | — |
| — | — | — | —% | ₹— | 960 | ₹— | 14.3% | — | — | — |
| — | — | — | —% | ₹— | 1,000 | ₹— | 13.4% | — | — | — |
| — | — | — | —% | ₹— | 1,040 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 1,080 | ₹— | 11.7% | — | — | — |
| — | — | — | —% | ₹— | 1,100 | ₹— | 11.3% | — | — | — |
| — | — | — | —% | ₹— | 1,120 | ₹— | 10.9% | — | — | — |
| — | — | — | —% | ₹— | 1,140 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 1,160 | ₹— | 10.1% | — | — | — |
| — | — | — | —% | ₹— | 1,180 | ₹— | 9.7% | — | — | — |
| — | — | — | —% | ₹— | 1,200 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹— | 1,220 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 1,240 | ₹— | 8.6% | — | — | — |
| — | — | — | —% | ₹— | 1,260 | ₹— | 8.3% | — | — | — |
| — | — | — | —% | ₹— | 1,280 | ₹— | 7.9% | — | — | — |
| — | — | — | —% | ₹— | 1,300 | ₹— | 7.6% | — | — | — |
| — | — | — | —% | ₹— | 1,320 | ₹— | 7.3% | — | — | — |
| — | — | — | —% | ₹— | 1,340 | ₹— | 6.9% | — | — | — |
| — | — | — | —% | ₹578.85 | 1,360 | ₹0.05 | 68.5% | — | 0 | 62K |
| — | — | — | —% | ₹— | 1,380 | ₹— | 6.3% | — | — | — |
| 44K | 0 | — | —% | ₹424.10 | 1,400 | ₹0.25 | 76.1% | 3K | +250 | 48K |
| — | — | — | —% | ₹— | 1,420 | ₹— | 5.6% | — | — | — |
| — | — | — | —% | ₹500.85 | 1,440 | ₹0.20 | 67.5% | 3K | 0 | 1.4 L |
| — | — | — | —% | ₹600.05 | 1,460 | ₹0.15 | 60.3% | 25K | 0 | 1.9 L |
| — | — | — | —% | ₹462.30 | 1,480 | ₹0.50 | 64.1% | — | 0 | 26K |
| 8K | 0 | — | —% | ₹295.00 | 1,500 | ₹0.20 | 55.1% | 250 | 0 | 99K |
| — | — | — | —% | ₹424.25 | 1,520 | ₹0.60 | 58.4% | — | 0 | 33K |
| 2K | 0 | — | —% | ₹132.30 | 1,540 | ₹0.85 | 57.6% | — | 0 | 1.3 L |
| 3K | 0 | — | —% | ₹273.00 | 1,560 | ₹1.25 | 57.1% | — | 0 | 19K |
| 21K | 0 | — | —% | ₹212.10 | 1,580 | ₹0.70 | 52.2% | 250 | 0 | 32K |
| 62K | 0 | 2K | —% | ₹250.00 | 1,600 | ₹1.10 | 52.8% | 4K | -2K | 2.1 L |
| 74K | 0 | — | —% | ₹174.40 | 1,620 | ₹1.35 | 50.8% | 7K | -500 | 3.3 L |
| 88K | 0 | — | 66.0% | ₹203.50 | 1,640 | ₹1.45 | 47.5% | 14K | -2K | 66K |
| 1.2 L | +11K | 19K | —% | ₹175.00 | 1,660 | ₹2.55 | 43.0% | — | 0 | 1.2 L |
| 1.0 L | 0 | — | —% | ₹150.50 | 1,680 | ₹2.05 | 42.4% | 14K | -3K | 1.2 L |
| 1.9 L | -2K | 5K | —% | ₹155.00 | 1,700 | ₹2.45 | 39.4% | 26K | -7K | 1.6 L |
| 2.0 L | 0 | — | —% | ₹111.00 | 1,720 | ₹3.10 | 37.1% | 17K | -6K | 1.1 L |
| 1.5 L | 0 | — | 16.5% | ₹94.75 | 1,740 | ₹3.90 | 34.9% | 64K | +500 | 2.0 L |
| 3.4 L | -2K | 5K | 28.6% | ₹87.85 | 1,760 | ₹5.25 | 33.0% | 68K | -2K | 1.1 L |
| 65K | -2K | 21K | 24.8% | ₹76.70 | 1,780 | ₹7.20 | 31.1% | 1.1 L | -18K | 1.6 L |
| 1.6 L | -14K | 85K | 26.2% | ₹64.25 | 1,800 | ₹10.45 | 29.9% | 2.2 L | +6K | 2.7 L |
| 1.1 L | -14K | 1.7 L | 24.7% | ₹48.75 | 1,820 | ₹15.40 | 29.2% | 2.1 L | -9K | 1.3 L |
| 3.2 L | -13K | 5.6 L | 25.9% | ₹36.30 | 1,840ATM | ₹22.65 | 29.1% | 4.0 L | +4K | 1.4 L |
| 2.3 L | +18K | 4.5 L | 25.7% | ₹25.85 | 1,860 | ₹31.40 | 28.4% | 64K | +7K | 57K |
| 1.5 L | +39K | 2.0 L | 25.9% | ₹17.25 | 1,880 | ₹43.25 | 28.7% | 25K | +8K | 21K |
| 2.2 L | +81K | 5.0 L | 25.8% | ₹11.25 | 1,900 | ₹57.00 | 29.3% | 21K | -1K | 62K |
| 1.7 L | +7K | 95K | 26.1% | ₹7.00 | 1,920 | ₹72.15 | 28.9% | 500 | 0 | 3K |
| 1.4 L | 0 | 1.4 L | 26.6% | ₹4.30 | 1,940 | ₹91.75 | 34.5% | 250 | 0 | 750 |
| 1.4 L | +2K | 43K | 27.2% | ₹2.65 | 1,960 | ₹166.10 | 83.0% | — | 0 | 36K |
| 41K | 0 | — | 32.9% | ₹2.00 | 1,980 | ₹161.30 | 58.9% | — | 0 | 250 |
| 2.5 L | +38K | 65K | 28.9% | ₹1.10 | 2,000 | ₹166.95 | 39.2% | 3K | -2K | 90K |
| 18K | 0 | 250 | 30.5% | ₹0.50 | 2,020 | ₹350.55 | 225.5% | — | 0 | 14K |
| 43K | -1K | 12K | 32.2% | ₹0.60 | 2,040 | ₹412.00 | 271.5% | — | 0 | 2K |
| 15K | +500 | 2K | 32.7% | ₹0.35 | 2,060 | ₹226.95 | 50.1% | 2K | +500 | 1K |
| 7K | 0 | — | 36.9% | ₹0.30 | 2,080 | ₹240.10 | —% | — | 0 | 1K |
| 63K | 0 | 5K | 32.4% | ₹0.10 | 2,100 | ₹250.20 | 47.3% | 2K | -1K | 35K |
| — | — | — | 128.8% | ₹44.90 | 2,120 | ₹214.70 | —% | — | — | — |
| 8K | 0 | — | 48.0% | ₹0.60 | 2,140 | ₹317.90 | 87.1% | — | 0 | 6K |
| 2K | 0 | — | 48.0% | ₹0.40 | 2,160 | ₹320.05 | —% | — | 0 | 1K |
| 500 | +500 | — | 52.4% | ₹0.55 | 2,180 | ₹391.55 | 144.3% | — | +750 | 750 |
| 17K | 0 | — | 45.3% | ₹0.10 | 2,200 | ₹360.00 | 66.2% | 250 | 0 | 39K |
| 4K | 0 | — | 47.3% | ₹0.10 | 2,220 | ₹— | —% | — | — | — |
| 2K | 0 | — | 67.1% | ₹1.35 | 2,240 | ₹310.60 | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 2,260 | ₹— | —% | — | — | — |
| 2K | 0 | — | 53.2% | ₹0.10 | 2,280 | ₹598.00 | —% | — | 0 | 1K |
| — | — | — | 5.0% | ₹— | 2,300 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹13.75 | 2,320 | ₹472.00 | —% | — | 0 | 13K |
| — | — | — | 5.4% | ₹— | 2,340 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹10.60 | 2,360 | ₹511.00 | —% | — | 0 | 48K |
| — | — | — | 5.7% | ₹— | 2,380 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹8.15 | 2,400 | ₹453.70 | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 2,440 | ₹— | —% | — | — | — |
| — | — | — | 6.7% | ₹— | 2,480 | ₹— | —% | — | — | — |
| — | — | — | 7.0% | ₹— | 2,520 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 2,560 | ₹— | —% | — | — | — |
| — | — | — | 7.7% | ₹— | 2,600 | ₹— | —% | — | — | — |
| — | — | — | 8.0% | ₹— | 2,640 | ₹— | —% | — | — | — |
| — | — | — | 8.4% | ₹— | 2,680 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Resistance sits at ₹1000, where the highest call OI creates a formidable barrier ahead. Immediate support holds firm at ₹1000, matching peak put OI and indicating strong demand at this floor. The implied range, backed by concentration at 1880–1900 and 1860–1880, suggests near-term equilibrium between ₹1800 and ₹2000.
OI Buildup Activity
Fresh longs emerge in 1900 calls with +80,000 CE OI, signaling aggressive call writing as writers test the upside. Additional CE buildup at 2000 (+37,250) and 1880 (+30,750) shows elevated call writing near and above spot. On the put side, 1860 and 1880 register fresh PE OI adds (+7,250 and +7,000), suggesting short put positions accumulate as writers expect consolidation.
Volatility Read
ATM IV holds at 26.14%, reflecting stable pricing with no fear or greed premium. Neutral skew reinforces balanced sentiment, with no pronounced tilt toward puts or calls.
Strategy Implication
Bias favors range-bound positioning with premium selling between 1880 and 1900 resistance zones.