BAJAJFINSV

Bajaj Finserv Ltd.

2021.2 -14.00 (-0.69%)

L: 2011.6 H: 2044

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Historical option data for BAJAJFINSV
17 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJAJFINSV 30-DEC-2025 1940 CE
Delta: 0.91 Vega: 0.60 Theta: -0.89 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

17 Dec	2021.20	90.1 ₹ 22,525	-49.6 -12400.00	17.45	8 2,000	0 0	26 6,500
16 Dec	2035.20	139.7 ₹ 34,925	-13.7 -3425.00	-	0 0	0 0	26 6,500
15 Dec	2070.50	139.7 ₹ 34,925	-13.7 -3425.00	25.52	2 500	1 250	26 6,500
12 Dec	2083.10	153.75 ₹ 38,437.5	23.7 5925.00	-	20 5,000	7 1,750	23 5,750
11 Dec	2065.80	130.05 ₹ 32,512.5	-25.65 -6412.50	-	1 250	0 0	16 4,000
10 Dec	2065.80	155.7 ₹ 38,925	30.05 7512.50	38.91	9 2,250	-2 -500	16 4,000
9 Dec	2069.50	128.6 ₹ 32,150	-43.2 -10800.00	-	0 0	3 750	0 0
8 Dec	2059.20	128.6 ₹ 32,150	-43.2 -10800.00	-	13 3,250	2 500	17 4,250
5 Dec	2096.50	168.55 ₹ 42,137.5	42.55 10637.50	19.75	2 500	1 250	15 3,750
4 Dec	2049.20	126 ₹ 31,500	-43.55 -10887.50	17.11	20 5,000	3 750	14 3,500
3 Dec	2046.00	169.55 ₹ 42,387.5	-16.6 -4150.00	-	0 0	0 0	0 0
2 Dec	2065.90	169.55 ₹ 42,387.5	-16.6 -4150.00	-	0 0	0 0	0 0
1 Dec	2081.80	169.55 ₹ 42,387.5	-16.6 -4150.00	-	0 0	1 250	0 0
28 Nov	2094.00	169.55 ₹ 42,387.5	-16.6 -4150.00	-	2 500	1 250	11 2,750
27 Nov	2103.20	186.15 ₹ 46,537.5	50.2 12550.00	20.26	3 750	0 0	11 2,750
26 Nov	2085.10	135.95 ₹ 33,987.5	4.8 1200.00	-	8 2,000	3 750	10 2,500
25 Nov	2030.20	131.15 ₹ 32,787.5	-23.6 -5900.00	24.75	3 750	2 500	7 1,750
24 Nov	2030.80	154.75 ₹ 38,687.5	-88.2 -22050.00	-	0 0	5 1,250	0 0
21 Nov	2052.40	154.75 ₹ 38,687.5	-88.2 -22050.00	24.60	5 1,250	4 1,000	4 1,000
20 Nov	2095.60	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
19 Nov	2050.20	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
18 Nov	2050.20	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
17 Nov	2079.60	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
14 Nov	2065.80	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
13 Nov	2056.20	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
12 Nov	2035.50	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1989.40	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
10 Nov	2118.30	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
7 Nov	2102.10	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
6 Nov	2063.20	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0
4 Nov	2073.20	242.95 ₹ 60,737.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 1940 expiring on 30DEC2025

Delta for 1940 CE is 0.91

Historical price for 1940 CE is as follows

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 90.1, which was -49.6 lower than the previous day. The implied volatity was 17.45, the open interest changed by 0 which decreased total open position to 26

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 139.7, which was -13.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 139.7, which was -13.7 lower than the previous day. The implied volatity was 25.52, the open interest changed by 1 which increased total open position to 26

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 153.75, which was 23.7 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 23

On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 130.05, which was -25.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16

On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 155.7, which was 30.05 higher than the previous day. The implied volatity was 38.91, the open interest changed by -2 which decreased total open position to 16

On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 128.6, which was -43.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 128.6, which was -43.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 168.55, which was 42.55 higher than the previous day. The implied volatity was 19.75, the open interest changed by 1 which increased total open position to 15

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 126, which was -43.55 lower than the previous day. The implied volatity was 17.11, the open interest changed by 3 which increased total open position to 14

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 169.55, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 169.55, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 169.55, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 169.55, which was -16.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 186.15, which was 50.2 higher than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 11

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 135.95, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 131.15, which was -23.6 lower than the previous day. The implied volatity was 24.75, the open interest changed by 2 which increased total open position to 7

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 154.75, which was -88.2 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 154.75, which was -88.2 lower than the previous day. The implied volatity was 24.60, the open interest changed by 4 which increased total open position to 4

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 242.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

BAJAJFINSV 30DEC2025 1940 PE
Delta: -0.11 Vega: 0.71 Theta: -0.47 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	2021.20	3.95 ₹ 987.5	-0.45 -112.50	19.34	462 1,15,500	86 21,500	917 2,29,250
16 Dec	2035.20	4.35 ₹ 1,087.5	2.2 550.00	21.37	365 91,250	21 5,250	828 2,07,000
15 Dec	2070.50	2.2 ₹ 550	0.1 25.00	21.35	76 19,000	8 2,000	807 2,01,750
12 Dec	2083.10	2.25 ₹ 562.5	-1.2 -300.00	21.61	87 21,750	11 2,750	797 1,99,250
11 Dec	2065.80	3.45 ₹ 862.5	-0.3 -75.00	21.06	120 30,000	25 6,250	790 1,97,500
10 Dec	2065.80	3.8 ₹ 950	0.3 75.00	20.52	231 57,750	-24 -6,000	767 1,91,750
9 Dec	2069.50	3.6 ₹ 900	-1.55 -387.50	20.41	422 1,05,500	31 7,750	790 1,97,500
8 Dec	2059.20	4.55 ₹ 1,137.5	2.05 512.50	20.30	265 66,250	0 0	758 1,89,500
5 Dec	2096.50	2.4 ₹ 600	-4.5 -1125.00	19.73	332 83,000	13 3,250	756 1,89,000
4 Dec	2049.20	6.8 ₹ 1,700	-0.75 -187.50	20.23	431 1,07,750	101 25,250	738 1,84,500
3 Dec	2046.00	7.8 ₹ 1,950	2.2 550.00	19.84	305 76,250	71 17,750	639 1,59,750
2 Dec	2065.90	5.5 ₹ 1,375	0.65 162.50	20.16	183 45,750	38 9,500	568 1,42,000
1 Dec	2081.80	4.9 ₹ 1,225	0.4 100.00	20.80	173 43,250	49 12,250	529 1,32,250
28 Nov	2094.00	4.45 ₹ 1,112.5	0.15 37.50	20.52	177 44,250	20 5,000	478 1,19,500
27 Nov	2103.20	4.1 ₹ 1,025	-2.25 -562.50	20.77	579 1,44,750	205 51,250	458 1,14,500
26 Nov	2085.10	6.25 ₹ 1,562.5	-9.6 -2400.00	20.76	526 1,31,500	147 36,750	252 63,000
25 Nov	2030.20	15.85 ₹ 3,962.5	-1.55 -387.50	22.16	168 42,000	29 7,250	104 26,000
24 Nov	2030.80	17.35 ₹ 4,337.5	3.7 925.00	23.75	173 43,250	-22 -5,500	74 18,500
21 Nov	2052.40	13.6 ₹ 3,400	4.75 1187.50	22.50	54 13,500	15 3,750	94 23,500
20 Nov	2095.60	8.8 ₹ 2,200	-7.1 -1775.00	22.73	38 9,500	10 2,500	77 19,250
19 Nov	2050.20	15.9 ₹ 3,975	0.4 100.00	22.18	14 3,500	0 0	66 16,500
18 Nov	2050.20	15.5 ₹ 3,875	2 500.00	22.58	5 1,250	0 0	66 16,500
17 Nov	2079.60	13.3 ₹ 3,325	-6 -1500.00	23.58	28 7,000	0 0	66 16,500
14 Nov	2065.80	18.85 ₹ 4,712.5	-0.25 -62.50	24.63	4 1,000	-1 -250	66 16,500
13 Nov	2056.20	19.1 ₹ 4,775	-3.1 -775.00	23.71	6 1,500	0 0	67 16,750
12 Nov	2035.50	22.2 ₹ 5,550	-16 -4000.00	23.25	63 15,750	26 6,500	68 17,000
11 Nov	1989.40	36.5 ₹ 9,125	22.75 5687.50	24.12	72 18,000	13 3,250	42 10,500
10 Nov	2118.30	13.95 ₹ 3,487.5	-10.35 -2587.50	25.83	41 10,250	23 5,750	28 7,000
7 Nov	2102.10	24.3 ₹ 6,075	2.3 575.00	29.81	12 3,000	0 0	2 500
6 Nov	2063.20	22 ₹ 5,500	0 0.00	-	0 0	1 250	0 0
4 Nov	2073.20	22 ₹ 5,500	0 0.00	25.02	1 250	0 0	1 250

For Bajaj Finserv Ltd. - strike price 1940 expiring on 30DEC2025

Delta for 1940 PE is -0.11

Historical price for 1940 PE is as follows

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 3.95, which was -0.45 lower than the previous day. The implied volatity was 19.34, the open interest changed by 86 which increased total open position to 917

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 4.35, which was 2.2 higher than the previous day. The implied volatity was 21.37, the open interest changed by 21 which increased total open position to 828

On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 21.35, the open interest changed by 8 which increased total open position to 807

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 2.25, which was -1.2 lower than the previous day. The implied volatity was 21.61, the open interest changed by 11 which increased total open position to 797

On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 21.06, the open interest changed by 25 which increased total open position to 790

On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 3.8, which was 0.3 higher than the previous day. The implied volatity was 20.52, the open interest changed by -24 which decreased total open position to 767

On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was 20.41, the open interest changed by 31 which increased total open position to 790

On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 4.55, which was 2.05 higher than the previous day. The implied volatity was 20.30, the open interest changed by 0 which decreased total open position to 758

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 2.4, which was -4.5 lower than the previous day. The implied volatity was 19.73, the open interest changed by 13 which increased total open position to 756

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 6.8, which was -0.75 lower than the previous day. The implied volatity was 20.23, the open interest changed by 101 which increased total open position to 738

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 7.8, which was 2.2 higher than the previous day. The implied volatity was 19.84, the open interest changed by 71 which increased total open position to 639

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 5.5, which was 0.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by 38 which increased total open position to 568

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 4.9, which was 0.4 higher than the previous day. The implied volatity was 20.80, the open interest changed by 49 which increased total open position to 529

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 4.45, which was 0.15 higher than the previous day. The implied volatity was 20.52, the open interest changed by 20 which increased total open position to 478

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 4.1, which was -2.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 205 which increased total open position to 458

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 6.25, which was -9.6 lower than the previous day. The implied volatity was 20.76, the open interest changed by 147 which increased total open position to 252

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 15.85, which was -1.55 lower than the previous day. The implied volatity was 22.16, the open interest changed by 29 which increased total open position to 104

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 17.35, which was 3.7 higher than the previous day. The implied volatity was 23.75, the open interest changed by -22 which decreased total open position to 74

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 13.6, which was 4.75 higher than the previous day. The implied volatity was 22.50, the open interest changed by 15 which increased total open position to 94

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 8.8, which was -7.1 lower than the previous day. The implied volatity was 22.73, the open interest changed by 10 which increased total open position to 77

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 15.9, which was 0.4 higher than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 66

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 15.5, which was 2 higher than the previous day. The implied volatity was 22.58, the open interest changed by 0 which decreased total open position to 66

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 13.3, which was -6 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 66

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 18.85, which was -0.25 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1 which decreased total open position to 66

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 19.1, which was -3.1 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 67

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 22.2, which was -16 lower than the previous day. The implied volatity was 23.25, the open interest changed by 26 which increased total open position to 68

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 36.5, which was 22.75 higher than the previous day. The implied volatity was 24.12, the open interest changed by 13 which increased total open position to 42

On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 13.95, which was -10.35 lower than the previous day. The implied volatity was 25.83, the open interest changed by 23 which increased total open position to 28

On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 24.3, which was 2.3 higher than the previous day. The implied volatity was 29.81, the open interest changed by 0 which decreased total open position to 2

On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 25.02, the open interest changed by 0 which decreased total open position to 1

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