Bajaj Holdings & Investment Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 9,600 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 9,800 | ₹— | —% | — | 0 | 0 |
| 75 | 0 | — | —% | ₹— | 10,000 | ₹— | —% | — | 0 | 225 |
| 0 | 0 | — | —% | ₹— | 10,100 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,200 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,300 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,400 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,500 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,600 | ₹— | —% | — | +1K | 7K |
| 0 | 0 | — | —% | ₹— | 10,700 | ₹— | —% | — | 0 | 150 |
| 0 | 0 | — | —% | ₹— | 10,800 | ₹— | —% | — | 0 | 0 |
| 225 | 0 | — | —% | ₹— | 10,900 | ₹— | —% | — | 0 | 975 |
| 4K | 0 | — | —% | ₹— | 11,000 | ₹— | —% | — | +375 | 7K |
| 1K | 0 | — | —% | ₹— | 11,100 | ₹— | —% | — | 0 | 750 |
| 3K | 0 | — | —% | ₹— | 11,200 | ₹— | —% | — | +2K | 10K |
| 675 | 0 | — | —% | ₹— | 11,300 | ₹— | —% | — | 0 | 525 |
| 2K | +900 | — | —% | ₹— | 11,400 | ₹— | —% | — | -75 | 2K |
| 27K | +300 | — | —% | ₹— | 11,500ATM | ₹— | —% | — | +300 | 4K |
| 10K | -675 | — | —% | ₹— | 11,600 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 11,700 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 11,800 | ₹— | —% | — | 0 | 450 |
| 225 | 0 | — | —% | ₹— | 11,900 | ₹— | —% | — | 0 | 300 |
| 11K | -675 | — | —% | ₹— | 12,000 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 12,100 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 12,200 | ₹— | —% | — | 0 | 0 |
| 225 | 0 | — | —% | ₹— | 12,300 | ₹— | —% | — | 0 | 0 |
| 150 | 0 | — | —% | ₹— | 12,400 | ₹— | —% | — | 0 | 0 |
| 75 | 0 | — | —% | ₹— | 12,500 | ₹— | —% | — | 0 | 0 |
| 75 | 0 | — | —% | ₹— | 12,600 | ₹— | —% | — | 0 | 150 |
| 0 | 0 | — | —% | ₹— | 12,800 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 13,000 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 13,200 | ₹— | —% | — | 0 | 0 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest (OI) profile shows a pronounced cluster of call contracts around the ₹7,500 strike, where 10,000 contracts sit, acting as a strong resistance barrier. On the put side, the ₹2,250 strike also holds 10,000 contracts, establishing a deep‑seated support zone. The distance between these two concentrations delineates an implied price corridor of roughly ₹5,500, suggesting that market participants expect the underlying to trade within this band as expiration approaches on 29 September 2026.
OI Buildup Activity
During the latest session, fresh call OI accumulates at the ₹11,400 strike (+825 contracts) and the ₹11,500 strike (+375 contracts), indicating that writers are adding exposure just above the current spot of ₹11,162. On the put side, significant additions appear at ₹11,200 (+1,650 contracts), ₹10,600 (+1,425 contracts), and ₹11,000 (+300 contracts), reflecting renewed hedging activity beneath the spot level. The pattern of incremental OI suggests a balanced stance by option writers, with heightened focus on strikes that bracket the prevailing market price.
Volatility Read
The at‑the‑money implied volatility stands at 19.5%, a level that aligns with the medium‑term outlook for the stock. The volatility skew is bearish, meaning out‑of‑the‑money puts carry higher implied volatility than comparable calls, reinforcing the view of downside bias among market makers.
Key OI Levels
The highest open‑interest concentrations are observed at the ₹7,500 call strike and the ₹2,250 put strike, each with 10,000 contracts.