BAJAJHLDNG BAJAJ HOLDINGS & INVS LTD
BAJAJ HOLDINGS & INVS LTD — on this desk since 2 Jan 2006.
Results meeting in 18 days Tue 3 Nov 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 1,148.58 | 0 | 375 | 10,100 | — | — | — | — |
| — | 956.22 | 0 | 375 | 10,300 | 1,575 | 0 | 11.88 | — |
| — | — | — | — | 10,400 | 975 | 0 | 18.18 | — |
| short covering | 800.00 | −75 | 1,200 | 10,500 | 3,750 | +1,725 | 39.35 | short build-up |
| — | 684.03 | 0 | 675 | 10,600 | 1,350 | −375 | 53.05 | long unwinding |
| short covering | 600.21 | −75 | 4,050 | 10,700 | wall21,225 | +150 | 65.70 | short build-up |
| long build-up | 521.02 | +150 | 3,375 | 10,800 | 2,025 | +450 | 82.20 | short build-up |
| long build-up | 400.35 | +75 | 1,950 | 10,900 | 1,200 | +525 | 110.00 | short build-up |
| short covering | 369.25 | −4,200 | 8,550 | 11,000 | 6,225 | +3,000 | 137.70 | short build-up |
| — | — | — | — | 11,100 | 1,050 | +825 | 174.35 | short build-up |
| — | 241.60 | +1,125 | 1,125 | 11,200at the money | 375 | +375 | 227.60 | — |
| long build-up | 197.05 | +4,800 | 6,675 | 11,300 | 150 | 0 | 267.19 | — |
| — | 171.38 | 0 | 450 | 11,400 | 75 | 0 | 324.96 | — |
| long build-up | 118.65 | +8,475 | 13,050 | 11,500 | 225 | 0 | 389.01 | — |
| — | 105.73 | +825 | 825 | 11,600 | — | — | — | — |
| long build-up | 81.19 | +1,425 | 1,500 | 11,700 | — | — | — | — |
| — | 61.39 | 0 | 225 | 11,800 | — | — | — | — |
| — | 45.71 | 0 | 150 | 11,900 | — | — | — | — |
| long build-up | 31.35 | +2,550 | 14,175wall | 12,000 | — | — | — | — |
| — | 17.18 | 0 | 1,500 | 12,200 | — | — | — | — |
| — | 8.28 | 0 | 1,800 | 12,400 | — | — | — | — |
The options were priced for a move of about 4.2% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 22 of 42 times the close 5 sessions later was higher.
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 0.12% above the share.
Not in the F&O ban this session; open interest stood at 6% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.2% by 27 Oct; over the sessions the desk holds it ranged 2.1–8.7%.
Option prices were dearer than 47 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
Show the recordHide the record
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 | 4.2% | 0.12% | |
| Wed 14 Oct | long unwind | 4.4% | 0.58% | |
| Tue 13 Oct | short cover | 4.6% | 1.06% | |
| Mon 12 Oct | short build | 4.7% | -0.55% | |
| Fri 9 Oct | short cover | 4.8% | -0.08% | |
| Thu 8 Oct | long unwind | 5.3% | 0.48% | |
| Wed 7 Oct | short build | 4.5% | -0.06% | |
| Tue 6 Oct | short build | 5.4% | 0.58% | |
| Mon 5 Oct | long build | 5.8% | 0.42% | |
| Thu 1 Oct | long unwind | 5.7% | 0.02% | |
| Wed 30 Sep | long build | 5.7% | 0.44% | |
| Tue 29 Sep | long unwind | 6.8% | 1.91% | |
| Mon 28 Sep | long unwind | 6.4% | 0.09% | |
| Fri 25 Sep | short cover | 2.4% | 0.69% | |
| Thu 24 Sep | short build | 3.0% | -0.68% | |
| Wed 23 Sep | short cover | 2.1% | -0.17% | |
| Tue 22 Sep | short build | 2.4% | 0.44% | |
| Mon 21 Sep | long build | 2.6% | -0.06% | |
| Fri 18 Sep | long build | 3.4% | 0.30% | |
| Thu 17 Sep | short cover | 2.7% | 0.64% |
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.
The lot size changed from 50 to 75 on 29 Apr 2026; contracts either side are compared in shares, not lots.