BAJAJ-AUTO options
Bajaj Auto option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹196.20 | ±1.95% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹9,875.80 – ₹10,268.20 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹10,400 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹10,400 | 95,550 contracts — the largest put position on the chain |
| Heaviest call strike | ₹11,000 | 2,49,900 contracts — the largest call position on the chain |
| Put-call ratio | 0.66 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 23.14% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹196.20
- Implied range
- ₹9,876 – ₹10,268
- Max pain
- ₹10,400
- Implied volatility
- 23.14%
±1.95% over 4 days, from the ₹10,100 straddle
What option prices imply, not a forecast of where the stock will trade
₹328 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹10,400Heaviest call ₹11,000ATM ₹10,100 · PCR 0.66
At the close on Friday, 23 October 2026, Bajaj Auto options were pricing a move of ±₹196.20 by the Tuesday, 27 October 2026 expiry — a range of ₹9,875.80 to ₹10,268.20 against a closing price of ₹10,072.00. The figure is the at-the-money straddle at the ₹10,100 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹10,400, ₹328.00 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹10,400 with 95,550 contracts, and the heaviest call position at ₹11,000 with 2,49,900 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 23.14% for the Tuesday, 27 October 2026 expiry. Realised volatility for Bajaj Auto is not yet available for comparison.
This page is a record of where Bajaj Auto's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Bajaj Auto options pricing this expiry?
- ±₹196.20, or 1.95%, giving a range of ₹9,875.80 to ₹10,268.20 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹10,100 strike.
- What is Bajaj Auto's max pain?
- ₹10,400 at the last close, against a closing price of ₹10,072.00. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Bajaj Auto option chain?
- The largest put position sits at ₹10,400 with 95,550 contracts, and the largest call position at ₹11,000 with 2,49,900 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Bajaj Auto options?
- 75 shares per lot, with strikes in steps of ₹100. At the implied move of ±₹196.20, one lot corresponds to ±₹14,715 of notional movement.