[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
2035.7 -11.90 (-0.58%)
L: 2024.3 H: 2064.5

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Historical option data for BAJAJFINSV

24 Dec 2025 04:11 PM IST
BAJAJFINSV 27-JAN-2026 2000 CE
Delta: 0.71
Vega: 2.14
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2035.70 75.8 -8.35 17.45 146 57 177
23 Dec 2047.60 84 -3 19.05 17 6 120
22 Dec 2049.80 87 2 16.92 80 30 116
19 Dec 2043.80 85 6.5 17.18 15 -1 88
18 Dec 2026.30 78 0.5 19.12 18 8 89
17 Dec 2021.20 77.5 -9.45 19.97 136 69 81
16 Dec 2035.20 86.95 -40.55 19.58 157 9 12
15 Dec 2070.50 129.95 18.85 - 0 0 0
12 Dec 2083.10 129.95 18.85 20.92 3 1 5
11 Dec 2065.80 111.1 -6.5 18.71 3 1 5
10 Dec 2065.80 117.6 11.6 - 0 0 4
9 Dec 2069.50 117.6 11.6 20.57 1 0 3
8 Dec 2059.20 106 -44 18.03 4 1 3
5 Dec 2096.50 150 35 - 0 0 0
4 Dec 2049.20 150 35 - 0 0 0
3 Dec 2046.00 150 35 - 0 0 0
2 Dec 2065.90 150 35 - 0 0 0
1 Dec 2081.80 150 35 - 0 0 0
28 Nov 2094.00 150 35 - 0 0 0
27 Nov 2103.20 150 35 - 0 0 0
26 Nov 2085.10 150 35 - 0 0 0
25 Nov 2030.20 150 35 - 0 0 0
24 Nov 2030.80 150 35 - 0 0 0
21 Nov 2052.40 150 35 - 0 1 0
20 Nov 2095.60 150 35 - 1 0 1
19 Nov 2050.20 115 -104.55 - 0 0 0
13 Nov 2056.20 115 -104.55 - 0 1 0
12 Nov 2035.50 115 -104.55 18.76 1 0 0
11 Nov 1989.40 219.55 0 - 0 0 0
10 Nov 2118.30 219.55 0 - 0 0 0
6 Nov 2063.20 0 0 - 0 0 0
4 Nov 2073.20 0 0 - 0 0 0
3 Nov 2081.60 0 0 - 0 0 0
31 Oct 2088.30 0 0 - 0 0 0
30 Oct 2114.60 0 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2000 expiring on 27JAN2026

Delta for 2000 CE is 0.71

Historical price for 2000 CE is as follows

On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 75.8, which was -8.35 lower than the previous day. The implied volatity was 17.45, the open interest changed by 57 which increased total open position to 177


On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 84, which was -3 lower than the previous day. The implied volatity was 19.05, the open interest changed by 6 which increased total open position to 120


On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 87, which was 2 higher than the previous day. The implied volatity was 16.92, the open interest changed by 30 which increased total open position to 116


On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 85, which was 6.5 higher than the previous day. The implied volatity was 17.18, the open interest changed by -1 which decreased total open position to 88


On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 78, which was 0.5 higher than the previous day. The implied volatity was 19.12, the open interest changed by 8 which increased total open position to 89


On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 77.5, which was -9.45 lower than the previous day. The implied volatity was 19.97, the open interest changed by 69 which increased total open position to 81


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 86.95, which was -40.55 lower than the previous day. The implied volatity was 19.58, the open interest changed by 9 which increased total open position to 12


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 129.95, which was 18.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 129.95, which was 18.85 higher than the previous day. The implied volatity was 20.92, the open interest changed by 1 which increased total open position to 5


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 111.1, which was -6.5 lower than the previous day. The implied volatity was 18.71, the open interest changed by 1 which increased total open position to 5


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 117.6, which was 11.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 117.6, which was 11.6 higher than the previous day. The implied volatity was 20.57, the open interest changed by 0 which decreased total open position to 3


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 106, which was -44 lower than the previous day. The implied volatity was 18.03, the open interest changed by 1 which increased total open position to 3


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 150, which was 35 higher 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 150, which was 35 higher 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 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 150, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 115, which was -104.55 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 115, which was -104.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 115, which was -104.55 lower than the previous day. The implied volatity was 18.76, 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 219.55, 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 219.55, 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 0, 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 0, 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 3 Nov BAJAJFINSV was trading at 2081.60. The strike last trading price was 0, 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 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 0, 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 30 Oct BAJAJFINSV was trading at 2114.60. The strike last trading price was 0, 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 27JAN2026 2000 PE
Delta: -0.32
Vega: 2.23
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 2035.70 28.4 4 20.99 343 112 461
23 Dec 2047.60 24.85 -0.65 19.93 198 130 349
22 Dec 2049.80 25.5 -2 21.22 127 89 220
19 Dec 2043.80 27 -9.05 20.37 57 23 130
18 Dec 2026.30 35.5 -2.5 21.26 19 -2 108
17 Dec 2021.20 38 2.8 21.28 35 14 110
16 Dec 2035.20 34.95 10.6 21.90 35 7 94
15 Dec 2070.50 24.5 3.3 21.34 46 5 86
12 Dec 2083.10 21.5 -4.7 21.32 60 -13 81
11 Dec 2065.80 26.2 -1.85 21.15 15 -6 93
10 Dec 2065.80 28.05 0.05 21.19 34 6 100
9 Dec 2069.50 28 -6.15 21.61 7 3 93
8 Dec 2059.20 31.5 8.9 21.91 24 4 88
5 Dec 2096.50 22.6 -14.4 21.53 54 7 82
4 Dec 2049.20 37 -2.05 22.41 11 1 76
3 Dec 2046.00 39.05 6.05 22.26 20 9 74
2 Dec 2065.90 33 2.5 22.51 3 1 63
1 Dec 2081.80 30.5 1.95 23.07 9 4 61
28 Nov 2094.00 28.55 1.9 23.12 22 6 57
27 Nov 2103.20 26.65 -6.35 23.13 23 -4 50
26 Nov 2085.10 32.35 -19.3 23.07 58 33 55
25 Nov 2030.20 51.65 1.65 24.31 16 14 22
24 Nov 2030.80 50 2.7 24.64 1 0 7
21 Nov 2052.40 47 14 24.95 2 1 7
20 Nov 2095.60 33 -21 23.87 4 1 3
19 Nov 2050.20 54 -5.45 25.69 1 0 1
13 Nov 2056.20 59.45 10.35 - 0 1 0
12 Nov 2035.50 59.45 10.35 25.80 1 0 0
11 Nov 1989.40 49.1 0 1.10 0 0 0
10 Nov 2118.30 49.1 0 4.55 0 0 0
6 Nov 2063.20 49.1 0 - 0 0 0
4 Nov 2073.20 49.1 0 3.23 0 0 0
3 Nov 2081.60 49.1 0 3.41 0 0 0
31 Oct 2088.30 49.1 0 - 0 0 0
30 Oct 2114.60 49.1 0 4.26 0 0 0


For Bajaj Finserv Ltd. - strike price 2000 expiring on 27JAN2026

Delta for 2000 PE is -0.32

Historical price for 2000 PE is as follows

On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 28.4, which was 4 higher than the previous day. The implied volatity was 20.99, the open interest changed by 112 which increased total open position to 461


On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 24.85, which was -0.65 lower than the previous day. The implied volatity was 19.93, the open interest changed by 130 which increased total open position to 349


On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 25.5, which was -2 lower than the previous day. The implied volatity was 21.22, the open interest changed by 89 which increased total open position to 220


On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 27, which was -9.05 lower than the previous day. The implied volatity was 20.37, the open interest changed by 23 which increased total open position to 130


On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 35.5, which was -2.5 lower than the previous day. The implied volatity was 21.26, the open interest changed by -2 which decreased total open position to 108


On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 38, which was 2.8 higher than the previous day. The implied volatity was 21.28, the open interest changed by 14 which increased total open position to 110


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 34.95, which was 10.6 higher than the previous day. The implied volatity was 21.90, the open interest changed by 7 which increased total open position to 94


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 24.5, which was 3.3 higher than the previous day. The implied volatity was 21.34, the open interest changed by 5 which increased total open position to 86


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 21.5, which was -4.7 lower than the previous day. The implied volatity was 21.32, the open interest changed by -13 which decreased total open position to 81


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 26.2, which was -1.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by -6 which decreased total open position to 93


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 28.05, which was 0.05 higher than the previous day. The implied volatity was 21.19, the open interest changed by 6 which increased total open position to 100


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 28, which was -6.15 lower than the previous day. The implied volatity was 21.61, the open interest changed by 3 which increased total open position to 93


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 31.5, which was 8.9 higher than the previous day. The implied volatity was 21.91, the open interest changed by 4 which increased total open position to 88


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 22.6, which was -14.4 lower than the previous day. The implied volatity was 21.53, the open interest changed by 7 which increased total open position to 82


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 37, which was -2.05 lower than the previous day. The implied volatity was 22.41, the open interest changed by 1 which increased total open position to 76


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 39.05, which was 6.05 higher than the previous day. The implied volatity was 22.26, the open interest changed by 9 which increased total open position to 74


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 33, which was 2.5 higher than the previous day. The implied volatity was 22.51, the open interest changed by 1 which increased total open position to 63


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 30.5, which was 1.95 higher than the previous day. The implied volatity was 23.07, the open interest changed by 4 which increased total open position to 61


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 28.55, which was 1.9 higher than the previous day. The implied volatity was 23.12, the open interest changed by 6 which increased total open position to 57


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 26.65, which was -6.35 lower than the previous day. The implied volatity was 23.13, the open interest changed by -4 which decreased total open position to 50


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 32.35, which was -19.3 lower than the previous day. The implied volatity was 23.07, the open interest changed by 33 which increased total open position to 55


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 51.65, which was 1.65 higher than the previous day. The implied volatity was 24.31, the open interest changed by 14 which increased total open position to 22


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 50, which was 2.7 higher than the previous day. The implied volatity was 24.64, the open interest changed by 0 which decreased total open position to 7


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 47, which was 14 higher than the previous day. The implied volatity was 24.95, the open interest changed by 1 which increased total open position to 7


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 33, which was -21 lower than the previous day. The implied volatity was 23.87, the open interest changed by 1 which increased total open position to 3


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 54, which was -5.45 lower than the previous day. The implied volatity was 25.69, the open interest changed by 0 which decreased total open position to 1


On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 59.45, which was 10.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 59.45, which was 10.35 higher than the previous day. The implied volatity was 25.80, 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 49.1, which was 0 lower than the previous day. The implied volatity was 1.10, 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 49.1, which was 0 lower than the previous day. The implied volatity was 4.55, 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 49.1, 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 49.1, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0


On 3 Nov BAJAJFINSV was trading at 2081.60. The strike last trading price was 49.1, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0


On 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 49.1, 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 30 Oct BAJAJFINSV was trading at 2114.60. The strike last trading price was 49.1, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0