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

Sector: Financial Services · Nifty 50 Weight: 2.11%
₹ 1,078.00
-5.84%
1-year price · range ₹802–₹1,153

Live setups screens BAJFINANCE is on right now — tap to see every stock matching

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

Derivatives signal Short Buildup
Short sellers are loading fresh positions (OI up +3.7%) on price weakness (-5.9%).

Analysis what the data is telling us about BAJFINANCE

In the last completed session, Bajaj Finance Ltd. closed -5.88% with futures open interest moving +3.7%. That combination — price falling while OI builds — is classified as Short Buildup. Fresh short positions are being added on weakness, which historically prefaces further downside until shorts are forced to cover. The stock's option PCR sits at 0.68, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹1,100 sits 2.0% 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. points to a softer setup at the next open.

F&O Positioning EOD derivatives setup

Buildup Class
Short Buildup
bias: bearish
Futures OI
68,328,000
+2457750 (+3.7%)
Option PCR (OI)
0.68
neutral option setup
Max Pain Strike
₹ 1,100
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 1,144.80
yesterday's EOD close
Index Contribution
-0.123 pp
contribution to Nifty
Traded Volume
14,813,270
live shares traded today
Upcoming Earnings
no report scheduled

Technical Snapshot from 400 sessions of price history

RSI (14)
53.1
neutral momentum
52-Week High
₹ 1,176.40
-8.4% from high
52-Week Low
₹ 787.90
+36.8% above low
200-DMA
₹ 973.49
+10.7% · above trend
50-DMA
₹ 1,001.68
+7.6% from 50-DMA
1-Year Return
+21.8%
1M +7.4%

Key Fundamentals headline ratios · Financial Services

P/E (TTM)
33.2
price / earnings
P/B
5.9
price / book
ROE
return on equity
Market Cap
₹ 670,614 Cr
total market value
Dividend Yield
0.50%
trailing yield
EPS (TTM)
₹ 32.51
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)

Date Side Price Value (Cr) Counterparty
2026-06-24 BUY ₹ 962.40 35.33 THE MTBJ LTD. AS TRST FOR GOVRNMNT PENSION INVSTMNT FUND MUTB400045794
2026-06-24 SELL ₹ 962.40 35.33 THE MTBJ LTD. AS TRST FOR GOVRNMNT PENSION INVSTMNT FUND MTBJ400045828

Insider & Promoter Filings last 60 days

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

Option Chain Ladder nearest expiry 2026-08-25 · spot 1,078 · EOD 2026-08-07

Option writers expect range between 1,100 and 1,200+11.3% upside, +2.0% downside.
unbalanced
Call OI (writers) Strike Put OI (writers)
258,000 -5k
IV 36% Δ 0.78 θ -0.9 ν 1
1020
553,500 -2k
IV 28% Δ -0.16 θ -0.4 ν 1
193,500 -5k
IV 35% Δ 0.75 θ -0.9 ν 1
1030
449,250 +13k
IV 27% Δ -0.20 θ -0.5 ν 1
521,250 -27k
IV 34% Δ 0.71 θ -0.9 ν 1
1040
998,250 -165k
IV 27% Δ -0.24 θ -0.5 ν 1
657,750 -178k
IV 33% Δ 0.67 θ -0.9 ν 1
1050
1,482,000 -132k
IV 26% Δ -0.29 θ -0.6 ν 1
923,250 -33k
IV 32% Δ 0.63 θ -0.9 ν 1
1060
846,000 +122k
IV 25% Δ -0.35 θ -0.6 ν 1
531,000 +96k
IV 31% Δ 0.58 θ -0.9 ν 1
1070
955,500 +356k
IV 25% Δ -0.41 θ -0.6 ν 1
1,095,000 +498k
IV 30% Δ 0.52 θ -0.9 ν 1
1080
1,344,000 +528k
IV 24% Δ -0.48 θ -0.6 ν 1
1,020,000 +784k
IV 30% Δ 0.46 θ -0.9 ν 1
1090
837,000 +156k
IV 23% Δ -0.55 θ -0.5 ν 1
2,934,000 +1459k
IV 29% Δ 0.41 θ -0.8 ν 1
1100 S MP
2,874,000 -394k
IV 23% Δ -0.63 θ -0.5 ν 1
784,500 +394k
IV 29% Δ 0.35 θ -0.8 ν 1
1110
556,500 -164k
IV 22% Δ -0.70 θ -0.4 ν 1
1,423,500 +810k
IV 29% Δ 0.30 θ -0.7 ν 1
1120
728,250 -778k
IV 21% Δ -0.77 θ -0.3 ν 1
947,250 +234k
IV 29% Δ 0.25 θ -0.7 ν 1
1130
414,750 -131k
IV 21% Δ -0.83 θ -0.2 ν 1
1,686,750 +735k
IV 29% Δ 0.21 θ -0.6 ν 1
1140
496,500 -151k
IV 17% Δ -0.93 θ +0.0 ν 0

Chain Interpretation

Spot Underlying 1,078.04
Key Resistance (R) 1,200
Key Support (S) 1,100
Max Pain Strike (MP) 1,100
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 · 2026-08-25 expiry

Underlying: BAJFINANCE · Spot: ₹ 1,078.04 · Expiry: 2026-08-25 · 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

Latest News recent coverage from Reuters, Simply Wall St, MT Newswires and others

BAJFINANCE — frequently asked questions

What is the Bajaj Finance Ltd. share price today?

BAJFINANCE is trading at ₹1,078.00 (-5.84% vs previous close), per the latest update on this page.

What is the P/E ratio of Bajaj Finance Ltd.?

BAJFINANCE (Bajaj Finance Ltd.) has a trailing twelve-month P/E ratio of 33.2.

What is the market cap of Bajaj Finance Ltd.?

BAJFINANCE has a market capitalisation of approximately ₹670,614 crore.

Is BAJFINANCE near its 52-week high?

BAJFINANCE is trading -8.4% from its 52-week high of ₹1,176.40 as of 2026-08-07.

What is the RSI of BAJFINANCE?

The 14-day RSI of BAJFINANCE is 53.1, which is considered neutral.

Is BAJFINANCE above its 200-day moving average?

BAJFINANCE is trading above its 200-DMA of ₹973.49 (+10.7% away).

What is the F&O buildup in BAJFINANCE?

The latest end-of-day derivatives data classifies BAJFINANCE as Short Buildup (bias: bearish), based on the day's combined price and open-interest change.

What is the max pain and PCR for BAJFINANCE options?

BAJFINANCE's option-chain max pain strike is ₹1,100 and its put-call ratio (OI) is 0.68, from the latest end-of-day option chain.

Are FIIs or big investors buying BAJFINANCE?

Strota tracks every bulk and block deal in BAJFINANCE with named buyers and sellers, plus promoter and insider filings — the tables on this page list the most recent institutional activity as disclosed to the exchanges.