NSE: BAJAJ-AUTO · 27 October 2026
BAJAJ AUTO LIMITED F&O Intelligence
Data-mining view of cash participation, delivery, futures activity, open interest and recent positioning.
Last 3 Sessions: Cash Activity & Delivery
| Date | Cash Volume | Number of Trades | Shares Traded per Trade | Delivery % | Close / Change |
|---|---|---|---|---|---|
| 23 Oct | 2.51 L shares | 47,135 | 5.3 WittyTrades Proprietary |
58.82% | Rs 10,072.00 (-0.82%) |
| 26 Oct | 1.80 L shares | 26,273 | 6.9 WittyTrades Proprietary |
50.06% | Rs 10,071.00 (-0.01%) |
| 27 Oct | 3.40 L shares | 38,184 | 8.9 WittyTrades Proprietary |
46.19% | Rs 10,390.00 (+3.17%) |
Average number of shares traded per trade was 8.9 in the latest session versus a 7.0 3-session average. The latest average trade size was materially above its 3-session baseline, which can flag stronger larger-ticket or institutional-style participation. Latest delivery was 46.2% versus a 3-session average of 51.7%.
Last 3 Sessions: Futures vs Cash Participation
| Date | Near Future / Change | Futures Volume (Shares) | Cash Volume (Shares) | F&O/Cash Participation Ratio | Aggregate Futures OI | Positioning Read |
|---|---|---|---|---|---|---|
| 23 Oct | Rs 10,080.00 (-0.93%) | 13.98 L shares | 2.51 L shares | 5.57x WittyTrades Proprietary |
18.54 L shares (—) | Positioning unavailable |
| 26 Oct | Rs 10,096.00 (+0.16%) | 11.66 L shares | 1.80 L shares | 6.46x WittyTrades Proprietary |
19.19 L shares (+3.50%) | Long buildup |
| 27 Oct | Rs 10,370.00 (+2.71%) | 14.51 L shares | 3.40 L shares | 4.26x WittyTrades Proprietary |
22.74 L shares (+18.52%) | Long buildup |
- Whether aggregate futures OI expands or contracts alongside the next price move.
- Whether the WittyTrades F&O/Cash Participation Ratio remains elevated or normalises.
- Whether Shares Traded per Trade moves materially above or below its recent baseline.
- Whether delivery participation holds above or below the recent 3-session average of 51.7%.
Higher Shares Traded per Trade can flag larger-ticket participation, but exchange trade-count data does not identify the buyer or seller category. The F&O/Cash Participation Ratio measures participation intensity and does not by itself distinguish directional trading, hedging or arbitrage.
- Bajaj Auto Limited shares advanced 3.17% on Monday, closing at ₹10,390.00 after moving between an intraday low of ₹10,075.00 and a high of ₹10,390.00.
- The company intimated changes in its senior management team, designating Mr. Kailash Zanzari as Chief Operating Officer after previously serving as Chief Product Officer. Additionally, Mr. Madhusudan Gopalan was appointed as the new Chief Product Officer effective November 16, 2026, bringing over two decades of global business leadership experience from Procter & Gamble.
- Trading volume was 1.08 times the 20-day average daily volume.
Why is Bajaj Auto share price rising on 27 October 2026?
Bajaj Auto Limited shares advanced 3.17% on Monday, closing at ₹10,390.00 after moving between an intraday low of ₹10,075.00 and a high of ₹10,390.00.
The broader market benchmark Nifty slipped slightly by 0.02%, while the sector benchmark Nifty Auto outperformed with a gain of 1.48%. Bajaj Auto outpaced both the broader market and its sector index during the trading session, extending a modest 5-day return of 1.00% despite a 20-day decline of 7.90%.
The upward price action coincided with multiple corporate disclosures filed on October 27, 2026, including the board's approval for the appointment of Ms. Pallavi Joshi Bakhru as a Non-executive Independent Director effective January 1, 2027, changes in senior management designations, and the reporting of quarterly financial results. However, because these governance and operational updates arrived alongside routine trading activity, no single direct catalyst can be definitively proven to have caused today's specific price increase.
3.40 lakh shares traded by 27 October 2026 · 03:30 PM IST. This compares with a 20-day average daily volume of 3.16 lakh shares (1.08 times). The five-day average daily volume was 1.85 lakh shares. Separately, the NSE report for 27 October 2026 showed 1.57 lakh shares delivered, representing 46.19% of that day’s traded volume. The same report recorded 38,184 trades.
The stock moved higher alongside strength in the Nifty Auto sector index, supported by 1.08x average volume and steady cash delivery participation. While the company announced quarterly financial results, executive designations, and a board appointment on the same day, direct causality linking these filings to the exact percentage gain cannot be definitively proven.
Latest Company Developments
The company intimated changes in its senior management team, designating Mr. Kailash Zanzari as Chief Operating Officer after previously serving as Chief Product Officer. Additionally, Mr. Madhusudan Gopalan was appointed as the new Chief Product Officer effective November 16, 2026, bringing over two decades of global business leadership experience from Procter & Gamble.
Leadership realignments reflect internal restructuring aimed at executing go-to-market strategies and operational expansion.
Bajaj Auto submitted its financial results for the period ended September 30, 2026, following a board meeting held between 12:00 noon and 03:10 p.m. on October 27, 2026. The submission provides the formal earnings report for the second quarter of fiscal 2027.
Quarterly financial filings provide foundational figures for assessing revenue growth, operating margins, and overall profitability against market expectations.
intimation of change in designation of Senior Management Personnel
Outcome of Board Meeting – Change in Senior Management Personnel held on October 27, 2026.
Bajaj Auto Limited has submitted to the Exchange, the financial results for the period ended September 30, 2026.
Ownership & Transaction Activity
Mutual Fund Holdings
Mutual funds held 5.89% on 30 September 2026. This compares with 6.01% on 30 June 2026, a change of -0.12 percentage points.
The filing reported 48 MF/UTI holders.
Historical Bulk / Block Deals
What to Watch Next
- Execution of strategy and go-to-market initiatives under newly designated COO Kailash Zanzari and incoming CPO Madhusudan Gopalan
- Shareholder voting outcomes regarding the appointment of Ms. Pallavi Joshi Bakhru to the board
- Subsequent market reaction to the September quarter financial results announced on October 27, 2026
- Volume and delivery trends relative to the 20-day average of 1.08x in upcoming sessions
Other Dated Coverage
- Bajaj Auto Share Price Today: Why BAJAJ-AUTO Is Rising 0.82% | 22 October 2026 — 22 October 2026
- Bajaj Auto Share Price Today: Why BAJAJ-AUTO Is Rising 3.99% | 13 October 2026 — 13 October 2026
- Bajaj Auto Share Price Today: Why BAJAJ-AUTO Is Falling 1.33% | 7 October 2026 — 7 October 2026
More Bajaj Auto news and dated analysis →
Frequently Asked Questions
What is the latest Bajaj Auto company news?
The company intimated changes in its senior management team, designating Mr. Kailash Zanzari as Chief Operating Officer after previously serving as Chief Product Officer. Additionally, Mr. Madhusudan Gopalan was appointed as the new Chief Product Officer effective November 16, 2026, bringing over two decades of global business leadership experience from Procter & Gamble.
How strong was Bajaj Auto’s trading volume?
3.40 lakh shares traded, 1.08 times the 20-day average daily volume. The price and volume data are dated 27 October 2026 · 03:30 PM IST.
Do the mutual-fund figures show buying today?
They show holdings on 30 September 2026. Quarterly holdings do not identify purchases made on the article date.
Research & analysis: WittyTrades Research Desk
Reviewed by: Mohanish Sanghavi — SEBI Registered Research Analyst
SEBI Registration No.: INH000008172 · BSE Enlistment No.: 5430
Disclaimer: Investments in securities markets are subject to market risks. Registration with SEBI and NISM certification do not guarantee performance or returns. This article is for information and education, not personalised investment advice or a recommendation to buy, sell or hold.