BAJAJFINSV options
Bajaj Finserv option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹23.10 | ±1.40% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹1,631.90 – ₹1,678.10 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹1,720 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹1,700 | 6,36,000 contracts — the largest put position on the chain |
| Heaviest call strike | ₹1,900 | 8,68,200 contracts — the largest call position on the chain |
| Put-call ratio | 0.63 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 16.18% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹23.10
- Implied range
- ₹1,632 – ₹1,678
- Max pain
- ₹1,720
- Implied volatility
- 16.18%
±1.40% over 4 days, from the ₹1,660 straddle
What option prices imply, not a forecast of where the stock will trade
₹65 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹1,700Heaviest call ₹1,900ATM ₹1,660 · PCR 0.63
At the close on Friday, 23 October 2026, Bajaj Finserv options were pricing a move of ±₹23.10 by the Tuesday, 27 October 2026 expiry — a range of ₹1,631.90 to ₹1,678.10 against a closing price of ₹1,655.00. The figure is the at-the-money straddle at the ₹1,660 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 ₹1,720, ₹65.00 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 ₹1,700 with 6,36,000 contracts, and the heaviest call position at ₹1,900 with 8,68,200 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 16.18% for the Tuesday, 27 October 2026 expiry. Realised volatility for Bajaj Finserv is not yet available for comparison.
This page is a record of where Bajaj Finserv'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 Finserv options pricing this expiry?
- ±₹23.10, or 1.40%, giving a range of ₹1,631.90 to ₹1,678.10 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹1,660 strike.
- What is Bajaj Finserv's max pain?
- ₹1,720 at the last close, against a closing price of ₹1,655.00. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Bajaj Finserv option chain?
- The largest put position sits at ₹1,700 with 6,36,000 contracts, and the largest call position at ₹1,900 with 8,68,200 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 Finserv options?
- 300 shares per lot, with strikes in steps of ₹20. At the implied move of ±₹23.10, one lot corresponds to ±₹6,930 of notional movement.