Hello nilesh

Since I am also from physics background so I would like to share my opinion. First Olympiad you should be focussing on is KVPY which you can attempt in your bsc 1st and 2nd year (or maybe 3rd year ) .There is also an Olympiad called NGPE  which is also a good exam .There are many Olympiads held in the college itself so keep checking the college info bulletin . You can also join your college's societies or groups or club .You should also focus on JAM and GATE which will help you in getting very good colleges .

Best wishes