BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Dec 2025 04:11 PM IST
| BAJAJFINSV 27-JAN-2026 2000 CE | ||||||||||||||||
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Delta: 0.71
Vega: 2.14
Theta: -0.92
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.32
Vega: 2.23
Theta: -0.50
Gamma: 0.00
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| 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































































































































































































































