BAJAJFINSV BAJAJ FINSERV LTD.
BAJAJ FINSERV LTD. — on this desk since 28 Apr 2017.
Results meeting in 18 days Tue 3 Nov 2026, as the company announced it to NSE
Prices before Thu 6 Jul 2017 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,540 | 600 | 0 | 0.08 | — |
| — | — | — | — | 1,560 | 1,31,400 | −2,700 | 1.20 | long unwinding |
| — | 155.16 | 0 | 1,500 | 1,580 | 1,60,500 | −1,800 | 1.50 | long unwinding |
| — | 135.73 | 0 | 11,400 | 1,600 | 1,92,000 | −1,200 | 2.25 | long unwinding |
| — | 116.76 | 0 | 1,500 | 1,620 | 38,100 | +5,100 | 3.15 | short build-up |
| long build-up | 101.10 | +300 | 40,500 | 1,640 | 88,200 | −5,100 | 4.60 | long unwinding |
| — | — | — | — | 1,660 | 2,37,900 | +300 | 6.60 | short build-up |
| long build-up | 66.45 | +6,000 | 78,000 | 1,680 | 1,06,500 | −6,000 | 10.05 | long unwinding |
| short covering | 51.85 | −8,400 | 1,15,500 | 1,700 | wall6,88,500 | +3,300 | 14.75 | short build-up |
| long build-up | 38.40 | +53,400 | 2,64,900 | 1,720 | 2,18,700 | +31,500 | 21.50 | short build-up |
| long build-up | 27.45 | +30,900 | 4,98,900 | 1,740at the money | 4,05,900 | +39,000 | 29.95 | short build-up |
| long build-up | 18.60 | +37,500 | 6,02,400 | 1,760 | 1,98,900 | +19,800 | 40.65 | short build-up |
| short covering | 12.05 | −39,900 | 2,22,000 | 1,780 | 64,500 | −3,600 | 55.10 | long unwinding |
| long build-up | 7.65 | +25,200 | 4,51,200 | 1,800 | 1,25,700 | −900 | 69.75 | long unwinding |
| long build-up | 4.55 | +24,300 | 2,05,800 | 1,820 | 16,200 | 0 | 90.57 | — |
| short covering | 2.80 | −13,500 | 5,71,800 | 1,840 | 49,800 | 0 | 108.29 | — |
| short covering | 1.90 | −5,400 | 2,81,100 | 1,860 | 55,500 | −300 | 122.60 | long unwinding |
| long build-up | 1.14 | +2,400 | 56,700 | 1,880 | 35,100 | +1,200 | 145.89 | short build-up |
| short covering | 0.75 | −900 | 8,99,700wall | 1,900 | 92,400 | 0 | 165.33 | — |
| — | 0.75 | 0 | 9,600 | 1,920 | 1,200 | 0 | 184.99 | — |
| long build-up | 0.65 | +300 | 68,700 | 1,940 | 2,400 | −300 | 204.80 | long unwinding |
The options were priced for a move of about 3.3% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 320 of 596 times the close 5 sessions later was higher.
Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.29% above the share.
Not in the F&O ban this session; open interest stood at 26% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.3% by 27 Oct; over the sessions the desk holds it ranged 1.3–7.1%.
Option prices were dearer than 64 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 31 Jul 2026: options priced about 5.9%; the share moved 9.8% by 3 Aug.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 3.3% | 0.29% | |
| Wed 14 Oct | short build | 3.6% | -0.08% | |
| Tue 13 Oct | long build | 3.5% | 0.58% | |
| Mon 12 Oct | long unwind | 3.8% | -0.06% | |
| Fri 9 Oct | short cover | 3.9% | 0.46% | |
| Thu 8 Oct | short build | 4.5% | 0.31% | |
| Wed 7 Oct | long unwind | 4.4% | -0.04% | |
| Tue 6 Oct | short cover | 4.5% | 0.07% | |
| Mon 5 Oct | long build | 4.9% | -0.01% | |
| Thu 1 Oct | long unwind | 5.3% | -0.09% | |
| Wed 30 Sep | short build | 5.1% | 0.16% | |
| Tue 29 Sep | short build | 5.3% | 0.49% | |
| Mon 28 Sep | long unwind | 5.2% | 0.25% | |
| Fri 25 Sep | long build | 1.5% | 0.07% | |
| Thu 24 Sep | long unwind | 2.2% | 0.26% | |
| Wed 23 Sep | long build | 1.8% | 0.55% | |
| Tue 22 Sep | short build | 2.1% | 0.43% | |
| Mon 21 Sep | long unwind | 2.3% | 0.38% | |
| Fri 18 Sep | short cover | 2.6% | 0.74% | |
| Thu 17 Sep | long build | 2.9% | 0.28% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 250 to 300 on 29 Apr 2026; contracts either side are compared in shares, not lots.