Bajaj Auto (BAJAJ-AUTO) Option Chain
10,499.00+109.00 (1.05%)
Previous close: .
23 Nov
| 1D Build | Volume (K) | OI (K) | LTP (₹) |
|---|---|---|---|
| Long build | 1.275 | 1.875+19.05% | 1,069.00+16.06% |
| Neutral | 0 | 0.375 | 595.50 |
| Neutral | 0 | 0.900 | 711.00 |
| Neutral | 0 | 3.825 | 726.30 |
| Short cover | 1.65 | 4.050-1.82% | 717.00+11.43% |
| Short cover | 29.1 | 56.325-3.72% | 618.90+3.18% |
| Short cover | 6.75 | 10.800-8.28% | 540.00+1.63% |
| Short cover | 50.7 | 47.100-11.05% | 469.00+1.43% |
| Long unwind | 109.425 | 48.150-3.46% | 404.50-1.23% |
| Long unwind | 226.95 | 56.475-1.83% | 341.55-1.75% |
| Short build | 683.475 | 138.000+1.66% | 286.00-5.70% |
| Short build | 603.375 | 78.525+46.64% | 237.30-8.31% |
| Short build | 889.875 | 111.300+211.76% | 200.40-8.09% |
| Short build | 860.4 | 118.800+307.20% | 162.40-13.69% |
| Short build | 353.25 | 38.925+103.53% | 134.60-15.53% |
| Short build | 1,860 | 249.450+11.69% | 109.00-18.01% |
| Short build | 279.9 | 31.875+28.01% | 90.45-19.96% |
| Short build | 415.2 | 66.075+45.14% | 71.90-25.38% |
| Short build | 258.45 | 23.700+62.05% | 58.35-24.90% |
| Short build | 166.95 | 20.400+117.60% | 46.85-29.55% |
| Short build | 751.875 | 125.475+49.91% | 38.00-32.80% |
| Strike |
|---|
| 9,500.00 |
| 9,600.00 |
| 9,700.00 |
| 9,800.00 |
| 9,900.00 |
| 10,000.00 |
| 10,100.00 |
| 10,200.00 |
| 10,300.00 |
| 10,400.00 |
Max Pain |
| 10,600.00 |
| 10,700.00 |
| 10,800.00 |
| 10,900.00 |
| 11,000.00 |
| 11,100.00 |
| 11,200.00 |
| 11,300.00 |
| 11,400.00 |
| 11,500.00 |
| LTP (₹) | OI (K) | Volume (K) | 1D Build |
|---|---|---|---|
| 30.00-52.83% | 31.050-10.20% | 216.15 | Long unwind |
| 36.20-53.23% | 13.425+72.12% | 58.275 | Short build |
| 44.65-51.36% | 45.150+108.30% | 224.1 | Short build |
| 55.30-49.36% | 18.900+25.37% | 196.05 | Short build |
| 68.40-44.84% | 27.750-17.59% | 221.85 | Long unwind |
| 81.70-43.71% | 196.950+53.93% | 1,063.575 | Short build |
| 107.05-38.10% | 30.975+29.06% | 337.575 | Short build |
| 131.95-39.76% | 63.075+0.48% | 294.525 | Short build |
| 163.25-34.08% | 43.800+3.73% | 298.725 | Short build |
| 202.05-33.28% | 73.500+6.87% | 325.95 | Short build |
| 246.75-26.33% | 219.300+6.40% | 701.25 | Short build |
| 302.35-22.20% | 32.775+214.39% | 379.125 | Short build |
| 361.90-20.31% | 22.350+462.26% | 343.875 | Short build |
| 420.95-15.84% | 24.225+30.77% | 161.175 | Short build |
| 495.15-12.78% | 23.475+24.70% | 56.25 | Short build |
| 564.00-14.68% | 26.925+15.43% | 51.9 | Short build |
| 644.65+9.42% | 2.025 | 6 | Long build |
| 726.75-23.50% | 1.800+2,300.00% | 5.475 | Short build |
| 965.00 | 0.225 | 0 | Neutral |
| 1,040.00 | 2.100 | 0 | Neutral |
| 1,004.00-12.70% | 4.575 | 1.125 | Neutral |
FAQs
What is the put-call ratio (PCR) of Bajaj Auto (BAJAJ-AUTO) today?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) put-call ratio (PCR) for the 23 Nov expiry is 0.67. Put open interest stands at 9,99,900 shares against 14,95,575 shares on the call side. PCR is total put open interest divided by total call open interest: above 1 leans bullish, below about 0.7 leans bearish, and roughly 0.8–1.0 is neutral.
What is the max pain for Bajaj Auto (BAJAJ-AUTO) options for the 23 Nov expiry?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) max pain for the 23 Nov expiry is 10,500.00. Spot is 10,499.00, 1.00 points (0.01%) below it, with 26 days to expiry. Max pain is the strike at which option buyers would lose the most at expiry, and price often drifts towards it in the final days.
Which Bajaj Auto (BAJAJ-AUTO) strike has the highest call and put open interest?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) has its highest call open interest at the 11,000.00 strike (2,49,450 shares) and its highest put open interest at the 10,500.00 strike (2,19,300 shares) for the 23 Nov expiry. These are the peaks among the near-the-money strikes on this chain. Heavy call open interest often caps the price as resistance, and heavy put open interest often holds it as support.
What are the support and resistance levels of Bajaj Auto (BAJAJ-AUTO) from the option chain?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) option chain marks support at 10,400.00 and resistance at 10,500.00 for the 23 Nov expiry. Spot is 10,499.00, 99.00 points (0.95%) above support and 1.00 points (0.01%) below resistance, with 26 days to expiry. Sahi scores the strikes near spot by open interest, fresh build-up and distance from the price, so these levels can differ from the single highest open-interest strikes. Put writers tend to defend support and call writers tend to defend resistance.
What is the expected move for Bajaj Auto (BAJAJ-AUTO) by the 23 Nov expiry?
As of 15:40 IST on 28 Oct 2026, the expected move for Bajaj Auto (BAJAJ-AUTO) by the 23 Nov expiry is ±532.75 (5.07%). From the spot price of 10,499.00, that puts the range at 9,966.25 to 11,031.75, with 26 days to expiry. The expected move is estimated from the at-the-money straddle premium — the 10,500 call plus the 10,500 put — which is what options traders are paying for BAJAJ-AUTO to move in either direction before expiry.
What is the ATM straddle premium for Bajaj Auto (BAJAJ-AUTO) today?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) ATM straddle premium for the 23 Nov expiry is 532.75, with 26 days to expiry: the 10,500.00 call at 286.00 plus the 10,500.00 put at 246.75. One lot of the straddle costs ₹39,956. A long straddle profits only if the price moves further than the premium in either direction by expiry.
What is the ATM implied volatility of Bajaj Auto (BAJAJ-AUTO) today?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) ATM implied volatility for the 23 Nov expiry is 23.53% at the 10,500.00 strike. Implied volatility is the annualised move that option premiums are pricing in: higher IV makes options dearer to buy and pays sellers more premium.
Which Bajaj Auto (BAJAJ-AUTO) strikes saw the biggest OI build-up or unwinding today?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) has its biggest open-interest build-up at the 10,800.00 call (+89,625 shares) and its biggest unwinding at the 9,900.00 put (−5,925 shares) for the 23 Nov expiry. Change in open interest is measured against the previous session's close. A build-up means fresh positions are being written at that strike; unwinding means traders are closing them out.
What is the lot size of Bajaj Auto (BAJAJ-AUTO), and what is one contract worth at today's price?
As of 15:40 IST on 28 Oct 2026, Bajaj Auto (BAJAJ-AUTO) lot size for the 23 Nov expiry is 75 shares. At a spot price of 10,499.00, one contract is worth ₹7,87,425. Options trade only in whole lots, so premium × lot size is the rupee cost of one lot. NSE revises stock lot sizes from time to time, so confirm it before you place an order.
When do Bajaj Auto (BAJAJ-AUTO) options expire?
Stock options on NSE have monthly expiries only — there are no weekly contracts on individual stocks. The Bajaj Auto (BAJAJ-AUTO) expiry shown on this chain is 23 Nov 2026. Three monthly expiries trade at a time — near, next and far month — and the expiry selector above the chain switches between them. Time value decays fastest in the final days, so near-month premiums fall quickly as expiry approaches.
How are Bajaj Auto (BAJAJ-AUTO) options settled at expiry?
Stock options on NSE are physically settled. An in-the-money Bajaj Auto (BAJAJ-AUTO) option held to expiry becomes a delivery obligation: a long Call or a short Put means you take delivery of BAJAJ-AUTO shares and pay their full value, while a long Put or a short Call means you deliver the shares. Out-of-the-money options expire worthless. To avoid delivery, square off or roll the position before expiry.
How much margin do you need to trade Bajaj Auto (BAJAJ-AUTO) options?
Buying a Bajaj Auto (BAJAJ-AUTO) Call or Put needs only the premium — option price × lot size, paid upfront. Selling (writing) an option needs SPAN plus exposure margin set by the exchange, which is usually far larger than the premium because the seller's risk is open-ended. In-the-money positions also attract additional delivery margin in the last few days before expiry, because stock options settle by physical delivery.