Option chain

BAJAJ-AUTO

29 Sept 2026 expiry · 21 strikes around the money

11,456.00

Forward estimate · 50 strikes analysed · Market closed · Snapshot

Ask PocketIQ

Put-call ratio0.77more calls open

Max pain11,800strike of least writer payout

ATM straddle₹373.55call + put at 11,700

Expected move± ₹373.553.20% by expiry

LiquidityThin72% of legs quoted

PositioningBearish positioning34% confidence

The chain prices a move to roughly ₹11,308.45 – ₹12,055.55 by expiry.

Option chain

Reference strike 11,500

BAJAJ-AUTO option chain for 2026-09-29. Calls on the left, puts on the right, strikes down the centre.
Calls					Puts
OI	Volume	IV	LTP	Strike	LTP	IV	Volume	OI
6,075	0	27.97%	₹1,010.00	10,500	₹3.50	27.97%	6,675	15,750
450	0	26.20%	₹1,415.00	10,600	₹4.30	26.20%	525	2,100
1,275	0	24.12%		CE10,700PE		24.12%	1,425	2,100
900	0	22.19%		CE10,800PE		22.19%	27,675	63,825
225	0	58.75%		CE10,900PE		58.75%	0	1,425
8,850	900	21.10%		CE11,000PE		21.10%	1.40 L	1.49 L
1,200	975	19.73%		CE11,100PE		19.73%	85,125	43,350
3,000	2,325	18.82%		CE11,200PE		18.82%	68,700	70,950
6,675	7,275	17.72%		CE11,300PE		17.72%	1.07 L	96,825
21,750	26,775	16.87%		CE11,400PE		16.87%	1.40 L	81,750
Spot ₹11,456.00
94,050	1.90 L	27.56%		CE11,500PES		27.56%	1.98 L	1.78 L
64,425	1.68 L	26.87%		CE11,600PE		26.87%	95,925	65,850
58,725	1.08 L	26.43%		CE11,700PE		26.43%	0	76,275
98,550	1.22 L	26.34%		CE11,800PEMP		26.34%	6,450	58,350
68,550	0	23.08%		CE11,900PE		23.08%	2,700	53,775
1.73 L	2.33 L	27.20%		CE12,000PE		27.20%	2,250	59,850
67,275	0	24.98%		CE12,100PE		24.98%	1,650	28,725
1.10 L	59,400	28.77%		CE12,200PE		28.77%	2,400	24,075
80,325	0	27.85%		CE12,300PE		27.85%	1,275	39,450
64,950	44,550	31.36%		CE12,400PE		31.36%	0	27,075
3.24 L	0	31.27%		CE12,500PER		31.27%	450	39,750

MP max painS open-interest supportR resistanceShaded cells are in the moneyChoose a premium to trade · CE / PE opens the contract

Build an exact-option strategy Choose the contract in the builder

Open interest by strike

where the writers are

Call OIPut OISpot ₹11,456.00

10,500

10,600

10,700

10,800

10,900

11,000

11,100

11,200

11,300

11,400

11,500

11,600

11,700

11,800

11,900

12,000

12,100

12,200

12,300

12,400

12,500

Support11,5001.78 L open · 14.8% of the side · distributed

Resistance12,5003.24 L open · 20.7% of the side · moderate

Chain totals

Across the chain	Calls	Puts	Put / call
Open interest	15.62 L	12.01 L	0.77
Volume	11.06 L	8.93 L	0.81
Premium turnover	₹9,14,03,692.50	₹7,90,22,036.25	0.86

Volatility

ATM IV+26.43%

Average IV+33.31%

Put wing+30.33%

Call wing+35.35%

Wing skew−5.01%

IV coverage70% of legs

Explanation, not advice

Bearish options positioning. Data quality is degraded.

The model was not reachable, so this is the deterministic summary.

Market data and analytics are shown as feed observations. They are not investment advice, recommendations, ratings, or a view on direction.