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Bajaj Finance Limited (BAJFINANCE) F&O

Financial Services · end-of-day data for Monday, 26 October 2026

Bajaj Finance Limited is in the NSE futures and options segment. Below are its F&O contract details and the facts from the last trading session: closing price, day and 52-week range, volume, delivery and futures open interest.

Last close
₹918.70 -1.10%
Mon, 26 Oct
Lot size
750 shares
Contract value about ₹6.89 lakh at the last close
Next expiry
Tue, 27 Oct
Monthly stock F&O · today
F&O ban
Not in ban
For Tue, 27 Oct

BAJFINANCE session facts

Close₹918.70 (-1.10%)
Previous close₹928.95
Open₹920.00
Day range₹906.20 – ₹926.70
Volume39,76,714 shares
52-week range₹787.90 – ₹1,176.40
From 52-week high-21.91%
Market cap₹5,77,146 Cr
Futures open interest-5.60% in the session · Long unwinding

Long unwinding means futures open interest fell while the price fell during the session. Read more about open interest.

  • Traded volume of 39,76,714 shares was 0.5× the 20-day average of 87,57,176 shares.
  • The session opened -0.96% from the previous close.
  • It closed in the middle part of the day's range.

BAJFINANCE delivery data

Delivery share
51.4%
of traded quantity · 26 Oct
Delivered quantity
20,45,309
shares
20-day average
60.9%
delivery share, previous 20 sessions

Delivery of 51.4% on 26 Oct was below its 20-day average of 60.9%. Delivery percentage is the share of traded quantity that was taken or given as delivery instead of being squared off the same day.

BAJFINANCE delivery percentage history (last 20 sessions)

DateCloseChangeVolumeDeliveredDelivery %
26 Oct 2026₹918.70-1.10%39,76,71420,45,30951.4%
23 Oct 2026₹928.95-1.40%62,70,76032,50,69951.8%
22 Oct 2026₹942.10+1.74%1,06,21,52363,86,29960.1%
21 Oct 2026₹926.00-3.27%1,85,57,0701,03,32,87655.7%
19 Oct 2026₹957.35-2.52%83,08,85246,40,39955.9%
16 Oct 2026₹982.10+1.75%78,10,80950,82,77265.1%
15 Oct 2026₹965.25+0.86%1,08,02,45072,49,88267.1%
14 Oct 2026₹957.00-2.62%71,39,30546,57,26365.2%
13 Oct 2026₹982.75+2.66%75,59,51546,57,81361.6%
12 Oct 2026₹957.25-0.29%50,44,92530,67,95260.8%
9 Oct 2026₹960.00+0.42%76,84,27550,00,25565.1%
8 Oct 2026₹955.95-0.82%93,68,41259,46,04563.5%
7 Oct 2026₹963.85+0.08%1,14,15,15563,78,24955.9%
6 Oct 2026₹963.10-0.71%43,80,40624,97,51357.0%
5 Oct 2026₹970.00+2.29%1,26,82,66962,93,25749.6%
1 Oct 2026₹948.30-1.16%56,98,76933,84,03559.4%
30 Sept 2026₹959.40-1.48%66,25,61643,64,56265.9%
29 Sept 2026₹973.80-1.14%86,12,12358,35,95467.8%
28 Sept 2026₹985.00-1.19%77,07,44353,45,11869.4%
25 Sept 2026₹996.90+1.52%54,67,79437,71,74969.0%

Source: NSE security-wise delivery data, updated every trading evening. See today's highest delivery F&O stocks.

BAJFINANCE F&O expiry dates

ExpiryDayWhen
27 October 2026Tuesdaytoday
23 November 2026Mondayin 27 days
29 December 2026Tuesdayin 63 days

Stock futures and options expire monthly. See the F&O expiry calendar for all dates.

Other Financial Services F&O stocks

StockCompanyCloseChangeLot size
LICILife Insurance Corp. of India₹380.95-0.14%1,400
BAJAJFINSVBajaj Finserv Limited₹1,670.90+0.96%300
SHRIRAMFINShriram Finance Limited₹825.00-4.62%825
SBILIFESBI Life Insurance Co. Ltd.₹1,643.70+0.23%375
JIOFINJio Financial Services Limited₹205.23+0.10%2,350
BSEBSE Ltd.₹3,359.00+3.97%200
CHOLAFINCholamandalam Investment and Finance Co. Ltd.₹1,447.90-1.09%625
BAJAJHLDNGBajaj Holdings & Investment Limited.₹11,050.00-1.12%75

Frequently asked questions

What is the lot size of BAJFINANCE?

The F&O lot size of Bajaj Finance Limited (BAJFINANCE) is 750 shares per contract.

When is the next BAJFINANCE F&O expiry?

The next monthly expiry for BAJFINANCE futures and options is Tuesday, 27 October 2026.

Is BAJFINANCE in the F&O ban list?

No, BAJFINANCE is not in the NSE F&O ban list for 27 October 2026.

What is the delivery percentage of BAJFINANCE?

On 26 October 2026, 51.4% of BAJFINANCE's traded quantity was marked for delivery (20,45,309 shares). The 20-day average delivery is 60.9%.

What was the 52-week range of BAJFINANCE?

In the last 52 weeks BAJFINANCE traded between ₹787.90 and ₹1,176.40, as of the session of 26 October 2026.

End-of-day data from the last trading session, not live prices. Browse all F&O stocks.

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For information and education only — not investment advice. Please confirm contract details with your broker or the exchange before trading.