Bajaj Holdings & Investment Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 9,000 | ₹— | —% | — | -2K | 450 |
| 0 | 0 | — | —% | ₹— | 9,200 | ₹— | —% | — | 0 | 750 |
| 0 | 0 | — | —% | ₹— | 9,400 | ₹— | —% | — | -75 | 1K |
| 0 | 0 | — | —% | ₹— | 9,500 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 9,600 | ₹— | —% | — | 0 | 150 |
| 0 | 0 | — | —% | ₹— | 9,700 | ₹— | —% | — | -2K | 2K |
| 300 | +300 | — | —% | ₹— | 9,800 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 9,900 | ₹— | —% | — | 0 | 0 |
| 375 | 0 | — | —% | ₹— | 10,000 | ₹— | —% | — | -2K | 2K |
| 450 | +75 | — | —% | ₹— | 10,100 | ₹— | —% | — | -150 | 4K |
| 525 | +525 | — | —% | ₹— | 10,200 | ₹— | —% | — | +675 | 1K |
| 375 | 0 | — | —% | ₹— | 10,300 | ₹— | —% | — | +1K | 2K |
| 0 | 0 | — | —% | ₹— | 10,400 | ₹— | —% | — | +300 | 1K |
| 675 | -150 | — | —% | ₹— | 10,500 | ₹— | —% | — | -6K | 2K |
| 525 | -75 | — | —% | ₹— | 10,600 | ₹— | —% | — | +2K | 3K |
| 3K | -300 | — | —% | ₹— | 10,700 | ₹— | —% | — | -6K | 3K |
| 2K | -675 | — | —% | ₹— | 10,800 | ₹— | —% | — | -3K | 3K |
| 2K | -375 | — | —% | ₹— | 10,900 | ₹— | —% | — | -1K | 5K |
| 6K | -2K | — | —% | ₹— | 11,000ATM | ₹— | —% | — | -6K | 8K |
| 750 | +450 | — | —% | ₹— | 11,100 | ₹— | —% | — | -150 | 975 |
| 5K | -3K | — | —% | ₹— | 11,200 | ₹— | —% | — | -750 | 4K |
| 4K | -750 | — | —% | ₹— | 11,300 | ₹— | —% | — | +75 | 975 |
| 4K | -300 | — | —% | ₹— | 11,400 | ₹— | —% | — | 0 | 525 |
| 7K | -5K | — | —% | ₹— | 11,500 | ₹— | —% | — | -150 | 675 |
| 1K | -1K | — | —% | ₹— | 11,600 | ₹— | —% | — | 0 | 0 |
| 4K | -2K | — | —% | ₹— | 11,700 | ₹— | —% | — | 0 | 0 |
| 300 | 0 | — | —% | ₹— | 11,800 | ₹— | —% | — | 0 | 0 |
| 150 | 0 | — | —% | ₹— | 11,900 | ₹— | —% | — | 0 | 0 |
| 5K | -5K | — | —% | ₹— | 12,000 | ₹— | —% | — | 0 | 0 |
| 600 | 0 | — | —% | ₹— | 12,100 | ₹— | —% | — | 0 | 0 |
| 4K | -750 | — | —% | ₹— | 12,200 | ₹— | —% | — | 0 | 0 |
| 825 | 0 | — | —% | ₹— | 12,300 | ₹— | —% | — | 0 | 0 |
| 2K | -150 | — | —% | ₹— | 12,400 | ₹— | —% | — | 0 | 0 |
| 2K | -150 | — | —% | ₹— | 12,500 | ₹— | —% | — | — | — |
| 225 | 0 | — | —% | ₹— | 12,600 | ₹— | —% | — | 0 | 0 |
| 3K | -6K | — | —% | ₹— | 12,800 | ₹— | —% | — | 0 | 75 |
| 1K | -750 | — | —% | ₹— | 13,000 | ₹— | —% | — | — | — |
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) picture shows a tight concentration around the 10,400‑10,600 band, indicating that market participants view this range as the most probable settlement corridor for the contract expiring on 27 Oct 2026. The largest put OI sits at the 11,000 strike (7,575 contracts), which historically acts as a strong support zone, while the biggest call OI is anchored at 11,500 (7,275 contracts), marking a clear resistance ceiling. Consequently, the implied price corridor for the underlying lies roughly between ₹10.4 k and ₹11.5 k.
OI Buildup Activity
Recent OI additions highlight a pronounced buildup on the put side, with the 10,600 strike absorbing 2,175 contracts, the 10,300 strike gaining 1,050 contracts, and the 10,200 strike adding 675 contracts. On the call side, fresh interest accumulates at 10,200 (+525), 11,100 (+450) and 9,800 (+300) strikes, suggesting that option writers are tightening spreads near the current spot of ₹10,461. The asymmetric inflow of OI—more pronounced on the downside—signals that dealers are positioning to hedge potential downside moves while still maintaining exposure near the money. Overall, the net flow points to a tilt toward defensive structuring, with the put market absorbing the bulk of the new contracts.
Volatility Read
The at‑the‑money implied volatility registers at 0 %, indicating a flat volatility surface and an absence of premium demand for near‑term directional bets. The skew is skewed bearish, reflecting a higher implied volatility on the put side relative to calls, which aligns with the heavier put OI buildup.
Key OI Levels
The most concentrated OI resides at the 11,500 call strike (7,275 contracts) and the 11,000 put strike (7,575 contracts).