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BAJFINANCE Bajaj Finance Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Financial Services · Nifty 50 Weight: 2.11%
₹ 871.10
-2.06%

Smart Money Verdict synthesis of derivatives, deals, and promoter files

No significant institutional activity detected
Derivative metrics and institutional flows are quiet. No recent bulk deals or insider disclosures have been reported.

Analysis what the data is telling us about BAJFINANCE

In the last completed session, Bajaj Finance Ltd. closed -2.32% with futures open interest moving +0.3%. Positioning is neutral — neither side is decisively adding or unwinding right now. The stock's option PCR sits at 0.67, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹900 sits 3.3% above the current price, a mild magnet near expiry.

There have been no notable bulk or block deals from FIIs, mutual funds, or insurance companies in Bajaj Finance Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for Bajaj Finance Ltd. lacks a clear directional bias.

F&O Positioning EOD derivatives setup

Buildup Class
Neutral
bias: neutral
Futures OI
78,272,250
+270000 (+0.3%)
Option PCR (OI)
0.67
neutral option setup
Max Pain Strike
₹ 900
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 889.40
yesterday's EOD close
Index Contribution
-0.043 pp
contribution to Nifty
Traded Volume
6,203,084
live shares traded today
Upcoming Earnings
no report scheduled

Technical Snapshot from 400 sessions of price history

RSI (14)
37.8
neutral momentum
52-Week High
₹ 1,102.50
-21.0% from high
52-Week Low
₹ 787.90
+10.6% above low
200-DMA
₹ 963.81
-9.6% · below trend
50-DMA
₹ 908.44
-4.1% from 50-DMA
1-Year Return
-3.0%
1M -8.8%

Key Fundamentals headline ratios · Financial Services

P/E (TTM)
28.6
price / earnings
P/B
4.8
price / book
ROE
17.9%
return on equity
Market Cap
₹ 541,639 Cr
total market value
Dividend Yield
0.61%
trailing yield
EPS (TTM)
₹ 30.51
earnings per share

Fundamental ratios sourced from public market data, refreshed periodically; verify against company filings before relying on them.

Institutional Deals last 30 sessions (bulk & block)

No institutional bulk or block deals recorded for this stock in the last 30 sessions.

Insider & Promoter Filings last 60 days

No insider disclosures filed for this stock in the last 60 days.

Option Chain Ladder nearest expiry 2026-06-30 · spot 871 · EOD 2026-06-08

Option writers expect range between 900 and 900+3.3% upside, +3.3% downside.
unbalanced
Call OI (writers) Strike Put OI (writers)
0
IV 120% Δ 0.66 θ -2.2 ν 1
810
115,500 +5k
IV 32% Δ -0.16 θ -0.3 ν 1
63,000 +2k
IV 22% Δ 0.89 θ -0.3 ν 0
820
767,250 +24k
IV 32% Δ -0.19 θ -0.4 ν 1
50,250 +6k
IV 24% Δ 0.82 θ -0.4 ν 1
830
506,250 +40k
IV 32% Δ -0.24 θ -0.4 ν 1
171,000 +6k
IV 24% Δ 0.76 θ -0.5 ν 1
840
365,250 +42k
IV 32% Δ -0.29 θ -0.5 ν 1
309,750 +45k
IV 25% Δ 0.69 θ -0.5 ν 1
850
1,190,250 +108k
IV 32% Δ -0.34 θ -0.5 ν 1
377,250 +38k
IV 26% Δ 0.62 θ -0.6 ν 1
860
705,000 +18k
IV 32% Δ -0.40 θ -0.5 ν 1
831,000 +266k
IV 26% Δ 0.54 θ -0.6 ν 1
870
666,750 +112k
IV 32% Δ -0.46 θ -0.5 ν 1
858,000 +285k
IV 26% Δ 0.47 θ -0.6 ν 1
880
937,500 +0k
IV 32% Δ -0.52 θ -0.5 ν 1
1,151,250 +40k
IV 27% Δ 0.41 θ -0.6 ν 1
890
727,500 -69k
IV 33% Δ -0.57 θ -0.5 ν 1
3,918,750 +274k
IV 27% Δ 0.35 θ -0.5 ν 1
900 R S MP
1,487,250 -154k
IV 34% Δ -0.62 θ -0.5 ν 1
815,250 +13k
IV 28% Δ 0.29 θ -0.5 ν 1
910
441,000 +4k
IV 34% Δ -0.67 θ -0.5 ν 1
1,074,750 +45k
IV 28% Δ 0.24 θ -0.5 ν 1
920
707,250 +3k
IV 35% Δ -0.71 θ -0.5 ν 1
1,263,000 +54k
IV 28% Δ 0.20 θ -0.4 ν 1
930
598,500 +5k
IV 36% Δ -0.74 θ -0.4 ν 1

Chain Interpretation

Spot Underlying 871.10
Key Resistance (R) 900
Key Support (S) 900
Max Pain Strike (MP) 900
Concentrations of Option open interest show strong barrier levels. Option writers defend these levels, especially heading into monthly derivatives expiry.

Strategy Builder multi-leg payoff for BAJFINANCE options · 2026-06-30 expiry

Underlying: BAJFINANCE · Spot: ₹ 871.10 · Expiry: 2026-06-30 · Lot: 750

Legs

Side
Type
Strike
Qty
Premium
Net premium
Max profit
Max loss
Breakevens
Position Delta
Position Theta/day
Position Vega/1% IV

Payoff at expiry

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