Bajaj Finance (BAJFINANCE) Option Chain
Live call and put premiums, open interest, change in OI, volume and IV by strike - 23 Nov 2026 expiry.
BAJFINANCE future is at 1,116.85, so the at-the-money strike is 1,120. The ATM straddle costs 40.05, which prices in a move of about ±3.6% (1,077 to 1,157) by expiry, at an ATM IV of 27.1%. The highest call open interest is at 1,100 and the highest put open interest at 1,000. PCR (OI) is 0.94.
Data as of the last session · lot size 750 · ATM ±15 strikes and the highest-OI strikes of 99 · OI and volume in shares, premiums in ₹
| Calls | Puts | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | OI chg % | Volume | IV | LTP | Strike | LTP | IV | Volume | OI chg % | OI |
| 4.5 L | −0.3% | 2.3 K | 33.5 | 146.95+5.35 | 970.00 | 0.80−0.20 | 44.3 | 31.5 K | +0.4% | 5.1 L |
| 7.5 L | −1.6% | 21.8 K | 44.4 | 138.00+1.60 | 980.00 | 0.80−0.35 | 41.6 | 70.5 K | −2.5% | 7.3 L |
| 4.3 L | −0.2% | 750 | 0.0 | 116.00−5.90 | 990.00 | 0.85−0.30 | 39.3 | 1.4 L | −3.0% | 6.4 L |
| 10.0 L | −1.3% | 51.8 K | 41.8 | 118.55+3.20 | 1,000 | 1.00−0.35 | 37.6 | 8.7 L | −7.9% | 18.2 L |
| 3.9 L | −0.2% | 3.0 K | 0.0 | 105.15−1.75 | 1,010 | 1.05−0.40 | 35.1 | 2.8 L | +16.7% | 3.9 L |
| 4.7 L | −0.8% | 20.3 K | 23.7 | 97.00−0.55 | 1,020 | 1.30−0.40 | 33.7 | 4.0 L | +8.0% | 4.7 L |
| 5.4 L | −1.1% | 12.8 K | 29.7 | 87.95+0.15 | 1,030 | 1.55−0.50 | 32.0 | 6.3 L | −2.6% | 5.6 L |
| 6.6 L | +1.0% | 43.5 K | 32.2 | 79.25+1.25 | 1,040 | 2.00−0.65 | 30.7 | 13.4 L | −12.5% | 7.7 L |
| 7.9 L | −3.1% | 1.5 L | 25.3 | 68.25−1.05 | 1,050 | 2.65−0.70 | 29.7 | 35.9 L | −8.2% | 12.8 L |
| 9.5 L | +28.0% | 5.1 L | 26.3 | 59.50−0.40 | 1,060 | 3.60−0.95 | 28.8 | 25.8 L | +9.4% | 9.0 L |
| 5.8 L | −6.4% | 2.7 L | 22.4 | 49.35−2.10 | 1,070 | 5.00−1.30 | 28.3 | 32.0 L | +19.6% | 10.8 L |
| 7.4 L | −1.9% | 7.6 L | 26.8 | 43.15−0.45 | 1,080 | 6.85−1.70 | 27.8 | 26.6 L | +7.8% | 8.8 L |
| 5.5 L | −13.2% | 12.3 L | 25.2 | 34.85−1.75 | 1,090 | 9.30−1.85 | 27.3 | 25.8 L | −1.4% | 7.1 L |
| 19.7 L | −2.8% | 56.4 L | 26.3 | 28.80−1.60 | 1,100 | 12.65−2.20 | 27.3 | 57.7 L | +56.9% | 17.7 L |
| 9.2 L | +2.3% | 40.6 L | 26.7 | 23.25−1.50 | 1,110 | 16.85−2.50 | 27.3 | 21.9 L | +38.8% | 5.5 L |
| Future 1,116.85 | ||||||||||
| 17.0 L | +21.7% | 56.8 L | 26.8 | 18.25−1.85 | 1,120 | 21.80−2.60 | 27.3 | 12.1 L | +12.0% | 9.5 L |
| 5.8 L | +21.4% | 29.2 L | 27.1 | 14.20−1.75 | 1,130 | 27.60−2.85 | 27.4 | 3.9 L | +24.6% | 2.2 L |
| 5.9 L | −16.9% | 32.2 L | 27.3 | 10.80−1.95 | 1,140 | 34.35−2.65 | 27.9 | 2.0 L | +6.7% | 2.9 L |
| 7.9 L | −5.2% | 32.7 L | 27.9 | 8.35−1.75 | 1,150 | 41.10−2.90 | 27.2 | 1.4 L | +213.6% | 1.0 L |
| 5.0 L | +41.0% | 22.4 L | 28.0 | 6.15−1.75 | 1,160 | 50.15−1.65 | 29.6 | 27.0 K | +29.4% | 16.5 K |
| 2.9 L | +11.4% | 10.4 L | 29.0 | 4.85−1.35 | 1,170 | 59.850.00 | 32.7 | 0 | 0.0% | 11.3 K |
| 3.6 L | −10.2% | 9.0 L | 30.0 | 3.85−0.95 | 1,180 | 122.800.00 | 115.8 | 0 | – | 0 |
| 1.1 L | +30.4% | 2.9 L | 30.8 | 3.00−0.85 | 1,190 | 211.350.00 | 227.7 | 0 | – | 0 |
| 9.7 L | +6.3% | 21.1 L | 31.1 | 2.20−0.85 | 1,200 | 85.35−1.65 | 31.1 | 23.3 K | −4.8% | 1.1 L |
| 36.0 K | – | 1.3 L | 32.0 | 1.75−2.65 | 1,210 | 229.900.00 | 235.2 | 0 | – | 0 |
| 1.1 L | +24.1% | 2.9 L | 32.6 | 1.35−0.60 | 1,220 | 150.850.00 | 117.0 | 0 | – | 0 |
| 0 | – | 0 | 0.0 | 0.000.00 | 1,230 | 0.000.00 | 0.0 | 0 | – | 0 |
| 1.7 L | −21.4% | 5.9 L | 34.3 | 0.85−0.45 | 1,240 | 165.850.00 | 117.7 | 0 | – | 0 |
| 0 | – | 0 | 0.0 | 0.000.00 | 1,250 | 0.000.00 | 0.0 | 0 | – | 0 |
| 0 | – | 0 | 101.3 | 27.450.00 | 1,260 | 181.300.00 | 118.4 | 0 | – | 0 |
| 0 | – | 0 | 0.0 | 0.000.00 | 1,270 | 0.000.00 | 0.0 | 0 | – | 0 |
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How to read the BAJFINANCE option chain
Calls are on the left, puts on the right and strikes down the middle, with the at-the-money strike highlighted. Calls below the price and puts above it are in the money (shaded). For each option you see its premium (LTP) and its change since the previous close, open interest and its change, volume and implied volatility.
Open interest shows where positions are held: large call OI above the price is usually read as resistance and large put OI below it as support. The ATM straddle - the call and the put at the ATM strike together - is what the market charges for a move either way, so its price over the underlying is the move the chain is pricing in by expiry.
Learn it on video
20:09Implied Volatility in the Option Chain: Why IV Matters
23:24How to Read the Option Chain: OI, Volume, IV and Greeks
24:00Option Chain, OI, Volume and Greeks: Reading AnalyticsFrequently asked questions
What is the ATM strike of BAJFINANCE today?
For the 23 Nov 2026 expiry, with the future at 1,116.85, the at-the-money strike is 1,120.
How much move is the BAJFINANCE option chain pricing in?
The ATM straddle (call + put at 1,120) costs 40.05: about ±3.6% by 23 Nov 2026, a range of roughly 1,077 to 1,157.
Where is the highest open interest in the BAJFINANCE option chain?
Calls: 1,100 (19.7 L shares). Puts: 1,000 (18.2 L). Across all 99 strikes the put-call ratio of OI is 0.94, and max pain is 1,050.
What is an option chain?
An option chain lists every call and put of an underlying for one expiry, strike by strike: the premium (LTP) and its change, open interest and its change, volume and implied volatility. Calls are on the left, puts on the right, strikes in the middle.
How do you read an option chain?
Start at the at-the-money strike, nearest the price. Calls below it and puts above it are in the money (shaded). Big open interest shows where writers hold positions - heavy call OI above the price is read as resistance, heavy put OI below it as support - and the ATM straddle premium shows how big a move the market expects by expiry.
How often does this option chain update?
Every minute during market hours. After the close it shows the last traded values of the day; the time of the data is shown above the table.
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Data is for information only and is not investment advice. Derivatives trading carries substantial risk. Disclaimer