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BAJAJFINSV Bajaj Finserv Ltd. — Smart-Money Activity, F&O Buildup & Bulk Deals

Sector: Financial Services · Nifty 50 Weight: 0.92%
₹ 1,734.40
-0.40%

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

Derivatives signal Long Unwinding
Longs are exiting (OI down -0.9%) as price declines (-0.7%), indicating lack of holding support.

Analysis what the data is telling us about BAJAJFINSV

In the last completed session, Bajaj Finserv Ltd. closed -0.68% with futures open interest moving -0.9%. That combination — price falling while OI shrinks — is classified as Long Unwinding. Existing longs are exiting rather than new shorts being added; the move down lacks the conviction of fresh selling. The stock's option PCR sits at 0.61, indicating heavy call-side writing — option dealers see resistance overhead. Max-pain strike at ₹1,780 sits 2.6% 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 Finserv Ltd. over the last 30 sessions.

Putting it together, the smart-money picture for Bajaj Finserv Ltd. suggests further downside pressure is likely.

F&O Positioning EOD derivatives setup

Buildup Class
Long Unwinding
bias: bearish
Futures OI
10,935,200
-101000 (-0.9%)
Option PCR (OI)
0.61
heavy call writing
Max Pain Strike
₹ 1,780
writer loss minimized strike

Quote Details key metrics & weights

Previous Close
₹ 1,741.40
yesterday's EOD close
Index Contribution
-0.004 pp
contribution to Nifty
Traded Volume
561,611
live shares traded today
Upcoming Earnings
no report scheduled

Key Fundamentals headline ratios · Financial Services

P/E (TTM)
28.5
price / earnings
P/B
3.5
price / book
ROE
14.6%
return on equity
Market Cap
₹ 277,245 Cr
total market value
Dividend Yield
0.07%
trailing yield
EPS (TTM)
₹ 60.95
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 1,734 · EOD 2026-06-03

Option writers expect range between 1,700 and 1,780+2.6% upside, -2.0% downside.
roughly symmetric
Call OI (writers) Strike Put OI (writers)
750 +0k
IV 25% Δ 0.86 θ -0.7 ν 1
1620
47,000 -12k
IV 26% Δ -0.14 θ -0.5 ν 1
1,250
IV 19% Δ 0.89 θ -0.6 ν 1
1640
353,000 +0k
IV 25% Δ -0.18 θ -0.5 ν 1
0
IV 59% Δ 0.65 θ -2.1 ν 2
1660
58,750 +13k
IV 25% Δ -0.23 θ -0.6 ν 1
1,000
IV 29% Δ 0.69 θ -1.1 ν 2
1680
79,000 +9k
IV 25% Δ -0.28 θ -0.6 ν 2
128,500 +27k
IV 25% Δ 0.66 θ -1.0 ν 2
1700 S
601,500 +47k
IV 24% Δ -0.34 θ -0.7 ν 2
99,250 +22k
IV 24% Δ 0.59 θ -1.0 ν 2
1720
205,000 +2k
IV 24% Δ -0.41 θ -0.7 ν 2
94,750 -18k
IV 23% Δ 0.52 θ -0.9 ν 2
1740
163,750 -27k
IV 23% Δ -0.48 θ -0.6 ν 2
216,750 +2k
IV 23% Δ 0.45 θ -0.9 ν 2
1760
61,250 -16k
IV 22% Δ -0.55 θ -0.6 ν 2
1,275,000 +2k
IV 22% Δ 0.37 θ -0.8 ν 2
1780 R MP
156,750 +2k
IV 21% Δ -0.63 θ -0.5 ν 2
339,250 +3k
IV 22% Δ 0.30 θ -0.8 ν 2
1800
289,500 -2k
IV 22% Δ -0.70 θ -0.4 ν 2
276,000 -10k
IV 22% Δ 0.24 θ -0.7 ν 1
1820
99,000
IV 13% Δ -0.88 θ +0.1 ν 1
564,750 -3k
IV 22% Δ 0.19 θ -0.6 ν 1
1840
76,750 -1k
IV 23% Δ -0.80 θ -0.3 ν 1
360,750 +31k
IV 22% Δ 0.14 θ -0.5 ν 1
1860
18,750

Chain Interpretation

Spot Underlying 1,734.40
Key Resistance (R) 1,780
Key Support (S) 1,700
Max Pain Strike (MP) 1,780
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 BAJAJFINSV options · 2026-06-30 expiry

Underlying: BAJAJFINSV · Spot: ₹ 1,734.40 · Expiry: 2026-06-30 · Lot: 250

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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