Bajaj Holdings & Investment Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 4,800 | ₹— | 17.1% | — | — | — |
| — | — | — | —% | ₹— | 5,000 | ₹— | 16.2% | — | — | — |
| — | — | — | —% | ₹— | 5,200 | ₹— | 15.3% | — | — | — |
| — | — | — | —% | ₹— | 5,400 | ₹— | 14.5% | — | — | — |
| — | — | — | —% | ₹— | 5,600 | ₹— | 13.7% | — | — | — |
| — | — | — | —% | ₹— | 5,800 | ₹— | 12.9% | — | — | — |
| — | — | — | —% | ₹— | 5,900 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 6,000 | ₹— | 12.1% | — | — | — |
| — | — | — | —% | ₹— | 6,100 | ₹— | 11.8% | — | — | — |
| — | — | — | —% | ₹— | 6,200 | ₹— | 11.4% | — | — | — |
| — | — | — | —% | ₹— | 6,300 | ₹— | 11.1% | — | — | — |
| — | — | — | —% | ₹— | 6,400 | ₹— | 10.7% | — | — | — |
| — | — | — | —% | ₹— | 6,500 | ₹— | 10.4% | — | — | — |
| — | — | — | —% | ₹— | 6,600 | ₹— | 10.1% | — | — | — |
| — | — | — | —% | ₹— | 6,700 | ₹— | 9.7% | — | — | — |
| — | — | — | —% | ₹— | 6,800 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹— | 6,900 | ₹— | 9.1% | — | — | — |
| — | — | — | —% | ₹— | 7,000 | ₹— | 8.8% | — | — | — |
| — | — | — | —% | ₹— | 7,100 | ₹— | 8.4% | — | — | — |
| — | — | — | —% | ₹— | 7,200 | ₹— | 8.1% | — | — | — |
| — | — | — | —% | ₹— | 7,300 | ₹— | 7.8% | — | — | — |
| 150 | +150 | — | —% | ₹1652.25 | 7,400 | ₹8.15 | —% | — | 0 | 1K |
| — | — | — | —% | ₹— | 7,500 | ₹— | 7.2% | — | — | — |
| 50 | +50 | — | —% | ₹2390.45 | 7,600 | ₹2.25 | —% | — | 0 | 2K |
| — | — | — | —% | ₹3340.70 | 7,700 | ₹4.00 | —% | — | — | — |
| 50 | +50 | — | —% | ₹2094.35 | 7,800 | ₹4.95 | —% | — | 0 | 2K |
| — | — | — | —% | ₹3360.00 | 7,900 | ₹5.10 | 86.4% | — | 0 | 2K |
| — | — | 50 | —% | ₹2372.20 | 8,000 | ₹44.65 | —% | — | — | — |
| — | — | 50 | —% | ₹2272.70 | 8,100 | ₹6.50 | 82.3% | — | — | — |
| — | — | — | —% | ₹2595.25 | 8,200 | ₹6.50 | 78.7% | — | 0 | 50 |
| — | — | — | —% | ₹3135.05 | 8,300 | ₹10.20 | 80.7% | — | — | — |
| 50 | 0 | — | —% | ₹1847.40 | 8,400 | ₹155.00 | —% | — | 0 | 600 |
| 500 | 0 | 200 | 72.8% | ₹1928.10 | 8,500 | ₹7.00 | 70.2% | 12K | -3K | 7K |
| 50 | +50 | — | —% | ₹1678.95 | 8,600 | ₹9.00 | 67.9% | — | 0 | 550 |
| 50 | +50 | — | —% | ₹1554.15 | 8,700 | ₹9.20 | 66.3% | 19K | -250 | 500 |
| 50 | 0 | — | —% | ₹400.00 | 8,800 | ₹10.00 | 63.6% | 1K | -150 | 1K |
| 9K | 0 | — | —% | ₹1227.60 | 8,900 | ₹40.00 | 78.3% | — | 0 | 6K |
| 2K | 0 | — | 77.7% | ₹1454.80 | 9,000 | ₹12.00 | 58.4% | 50 | 0 | 4K |
| — | — | — | 298.2% | ₹2381.25 | 9,100 | ₹47.25 | 72.7% | — | — | — |
| 2K | 0 | — | —% | ₹800.00 | 9,200 | ₹214.15 | 115.7% | — | — | — |
| 100 | 0 | — | —% | ₹855.00 | 9,300 | ₹11.60 | 46.0% | — | 0 | 900 |
| 4K | 0 | — | 71.1% | ₹1091.15 | 9,400 | ₹125.00 | 82.3% | — | 0 | 350 |
| 4K | -300 | 350 | 47.8% | ₹922.15 | 9,500 | ₹24.20 | 45.8% | 2K | +900 | 7K |
| — | — | — | 179.4% | ₹1475.90 | 9,600 | ₹177.65 | 83.5% | — | 0 | 500 |
| 150 | 0 | — | —% | ₹507.55 | 9,700 | ₹221.00 | 86.6% | — | 0 | 150 |
| 650 | 0 | — | 52.4% | ₹698.60 | 9,800 | ₹53.00 | 42.7% | — | 0 | 950 |
| — | — | — | 247.2% | ₹1694.20 | 9,900 | ₹59.55 | 40.7% | 100 | 0 | 1K |
| 10K | -350 | 450 | 36.3% | ₹485.00 | 10,000ATM | ₹79.40 | 39.2% | 850 | -400 | 6K |
| 350 | 0 | — | 19.0% | ₹327.75 | 10,100 | ₹212.65 | 59.0% | — | 0 | 2K |
| 3K | 0 | — | 40.3% | ₹355.90 | 10,200 | ₹130.80 | 37.4% | 400 | 0 | 3K |
| 1K | 0 | — | 37.3% | ₹279.10 | 10,300 | ₹189.95 | 40.7% | — | 0 | 1K |
| 750 | +200 | 600 | 34.4% | ₹215.00 | 10,400 | ₹622.05 | 105.6% | — | — | — |
| 11K | -100 | 1K | 34.2% | ₹166.10 | 10,500 | ₹248.00 | 35.5% | 250 | 0 | 800 |
| 100 | 0 | 50 | 34.8% | ₹125.00 | 10,600 | ₹717.40 | 103.1% | — | — | — |
| 2K | +50 | 450 | 36.9% | ₹110.15 | 10,700 | ₹1786.95 | 273.5% | — | 0 | 250 |
| 2K | 0 | — | 43.3% | ₹107.00 | 10,800 | ₹1818.45 | 268.5% | — | 0 | 150 |
| 2K | 0 | — | 39.6% | ₹71.00 | 10,900 | ₹753.35 | 77.0% | — | 0 | 300 |
| 9K | -600 | 5K | 36.2% | ₹37.70 | 11,000 | ₹699.00 | 52.7% | — | 0 | 2K |
| 900 | 0 | — | 40.1% | ₹41.00 | 11,100 | ₹525.10 | —% | — | — | — |
| 2K | 0 | — | 39.4% | ₹28.00 | 11,200 | ₹1049.20 | 92.5% | — | — | — |
| — | — | — | 189.2% | ₹777.50 | 11,300 | ₹618.35 | —% | — | — | — |
| 5K | +2K | 45K | 38.9% | ₹11.65 | 11,400 | ₹1174.25 | 87.3% | — | — | — |
| 50 | +50 | — | 73.0% | ₹104.15 | 11,500 | ₹720.55 | —% | — | — | — |
| 2K | +1K | 37K | 41.1% | ₹8.45 | 11,600 | ₹1306.00 | 80.3% | — | — | — |
| — | — | — | 178.7% | ₹595.35 | 11,700 | ₹831.60 | —% | — | — | — |
| 750 | +450 | 4K | 42.3% | ₹5.30 | 11,800 | ₹1444.05 | 70.0% | — | — | — |
| 850 | 0 | — | 40.3% | ₹2.25 | 11,900 | ₹951.15 | —% | — | — | — |
| 2K | 0 | — | 55.0% | ₹12.50 | 12,000 | ₹1588.00 | 37.0% | — | — | — |
| — | — | — | 3.3% | ₹— | 12,100 | ₹— | —% | — | — | — |
| — | — | — | 152.2% | ₹334.00 | 12,200 | ₹1738.15 | —% | — | — | — |
| — | — | — | 3.7% | ₹— | 12,300 | ₹— | —% | — | — | — |
| — | — | — | 151.4% | ₹291.80 | 12,400 | ₹1892.90 | —% | — | — | — |
| — | — | — | 4.0% | ₹— | 12,500 | ₹— | —% | — | — | — |
| — | — | — | 150.5% | ₹253.80 | 12,600 | ₹2051.80 | —% | — | — | — |
| — | — | — | 4.4% | ₹— | 12,700 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹220.45 | 12,800 | ₹2215.45 | —% | — | — | — |
| — | — | — | 4.7% | ₹— | 12,900 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹191.00 | 13,000 | ₹2382.95 | —% | — | — | — |
| — | — | — | 5.1% | ₹— | 13,100 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹165.10 | 13,200 | ₹2553.95 | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 13,300 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 13,400 | ₹— | —% | — | — | — |
| — | — | — | 5.9% | ₹— | 13,600 | ₹— | —% | — | — | — |
| — | — | — | 6.2% | ₹— | 13,800 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 14,000 | ₹— | —% | — | — | — |
| — | — | — | 6.8% | ₹— | 14,200 | ₹— | —% | — | — | — |
| — | — | — | 7.2% | ₹— | 14,400 | ₹— | —% | — | — | — |
| — | — | — | 7.5% | ₹— | 14,600 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Resistance holds firm at 10500, where call writers have anchored the highest call option open interest (10,600 contracts). Immediate support rests at 10000, backed by 6,350 PE contracts acting as a strong put wall. The implied trading range currently spans between these two pivotal strikes.
OI Buildup Activity
Fresh long calls are building at 11400, 11600, and 11800 with +1,500, +1,200, and +450 OI additions—signaling aggressive bullish conviction beyond current spot. These distant strikes suggestcall writers are underwriting upside risk, possibly for premium collection. On the bearish side, fresh long puts at 9500 with +900 OI indicate downside hedging or directional bets.
Volatility Read
ATM IV at 34.37% reflects elevated hedging demand and sustained volatility premium. The bearish skew confirms put demand outpacing calls, with traders positioning for downside risk or short-gamma exposure.
Strategy Implication
Bias remains range-bound with asymmetric upside caution—writers dominate resistance while fresh longs stretch for breakout coverage.