BAJAJ-AUTO BAJAJ AUTO LIMITED
BAJAJ AUTO LIMITED — on this desk since 26 May 2008.
Results meeting in 11 days Tue 27 Oct 2026, as the company announced it to NSE
Prices before Wed 24 Jun 2026 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 | |
| — | 1,004.75 | 0 | 1,575 | 9,400 | 36,600 | +300 | 7.80 | short build-up |
| — | 907.07 | 0 | 6,450 | 9,500 | 48,675 | +2,625 | 9.90 | short build-up |
| — | 810.84 | 0 | 16,125 | 9,600 | 54,675 | −32,325 | 12.10 | long unwinding |
| short covering | 653.55 | −150 | 30,900 | 9,700 | 52,950 | +6,600 | 15.30 | short build-up |
| short covering | 567.75 | −225 | 66,450 | 9,800 | 74,025 | +8,400 | 21.20 | short build-up |
| short covering | 500.40 | −525 | 67,875 | 9,900 | 57,900 | +6,375 | 30.20 | short build-up |
| short covering | 404.45 | −6,150 | 1,33,200 | 10,000 | wall1,76,925 | −9,075 | 43.10 | long unwinding |
| short covering | 324.90 | −1,050 | 86,625 | 10,100 | 1,08,750 | +1,500 | 62.15 | short build-up |
| short covering | 252.60 | −15,375 | 79,875 | 10,200 | 1,35,150 | +11,100 | 91.45 | short build-up |
| short covering | 193.30 | −11,925 | 1,00,725 | 10,300 | 1,00,950 | +14,925 | 130.05 | short build-up |
| short covering | 140.75 | −6,600 | 1,14,975 | 10,400at the money | 1,00,575 | +6,450 | 178.40 | short build-up |
| short covering | 99.55 | −23,775 | 1,49,325 | 10,500 | 51,075 | −2,175 | 237.90 | long unwinding |
| short covering | 67.20 | −3,300 | 80,400 | 10,600 | 23,475 | 0 | 308.96 | — |
| short covering | 48.00 | −16,800 | 77,550 | 10,700 | 32,100 | −900 | 387.65 | long unwinding |
| short covering | 30.85 | −4,425 | 94,200 | 10,800 | 24,525 | 0 | 454.99 | — |
| long build-up | 19.40 | +7,350 | 2,73,750 | 10,900 | 39,150 | 0 | 536.89 | — |
| long build-up | 13.75 | +12,375 | 4,00,200wall | 11,000 | 1,08,375 | −900 | 637.60 | long unwinding |
| long unwinding | 9.25 | −1,050 | 42,975 | 11,100 | 72,150 | −225 | 754.10 | long unwinding |
| short covering | 7.95 | −1,200 | 70,725 | 11,200 | 44,775 | 0 | 806.83 | — |
| short build-up | 6.40 | +1,950 | 93,225 | 11,300 | 14,100 | 0 | 902.09 | — |
| long unwinding | 5.55 | −1,950 | 32,325 | 11,400 | 9,900 | 0 | 998.89 | — |
The options were priced for a move of about 3.1% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 17 of 22 times the close 5 sessions later was higher — too few to read much into.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.16% below the share.
Not in the F&O ban this session; open interest stood at 48% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.1% by 27 Oct; over the sessions the desk holds it ranged 0.9–6.7%.
Option prices were dearer than 35 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.1% | -0.16% | |
| Wed 14 Oct | long unwind | 3.4% | -0.13% | |
| Tue 13 Oct | long build | 3.4% | 0.64% | |
| Mon 12 Oct | short cover | 3.6% | 0.41% | |
| Fri 9 Oct | short cover | 3.8% | 0.69% | |
| Thu 8 Oct | short build | 4.3% | 0.52% | |
| Wed 7 Oct | short build | 4.0% | -0.17% | |
| Tue 6 Oct | short build | 4.1% | 0.14% | |
| Mon 5 Oct | short build | 4.4% | 0.23% | |
| Thu 1 Oct | long unwind | 4.9% | 0.27% | |
| Wed 30 Sep | long build | 4.7% | 0.41% | |
| Tue 29 Sep | short build | 4.5% | 0.60% | |
| Mon 28 Sep | short build | 4.4% | 0.26% | |
| Fri 25 Sep | long build | 0.9% | 0.35% | |
| Thu 24 Sep | short build | 1.4% | 0.32% | |
| Wed 23 Sep | long build | 1.5% | 0.41% | |
| Tue 22 Sep | short build | 1.8% | 0.46% | |
| Mon 21 Sep | long build | 2.1% | 0.20% | |
| Fri 18 Sep | short build | 2.4% | 0.48% | |
| Thu 17 Sep | short build | 2.6% | 0.25% |
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.