BAJAJFINSV

Bajaj Finserv Ltd.

2083.1 +17.30 (0.84%)

L: 2069.2 H: 2093

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Historical option data for BAJAJFINSV
12 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 2020 CE
Delta: 0.84 Vega: 1.14 Theta: -1.00 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2083.10	81.2 ₹ 20,300	15.75 3937.50	17.03	105 26,250	2 500	116 29,000
11 Dec	2065.80	64.7 ₹ 16,175	-2.8 -700.00	15.51	157 39,250	6 1,500	115 28,750
10 Dec	2065.80	67.5 ₹ 16,875	-2.6 -650.00	19.18	41 10,250	4 1,000	109 27,250
9 Dec	2069.50	68 ₹ 17,000	6.05 1512.50	16.20	126 31,500	-3 -750	107 26,750
8 Dec	2059.20	65.6 ₹ 16,400	-32.3 -8075.00	17.94	108 27,000	6 1,500	109 27,250
5 Dec	2096.50	97 ₹ 24,250	32.35 8087.50	18.40	57 14,250	3 750	102 25,500
4 Dec	2049.20	64.45 ₹ 16,112.5	2.75 687.50	18.25	82 20,500	-13 -3,250	100 25,000
3 Dec	2046.00	60.1 ₹ 15,025	-22.25 -5562.50	18.35	121 30,250	24 6,000	111 27,750
2 Dec	2065.90	81.3 ₹ 20,325	-11.65 -2912.50	19.68	10 2,500	0 0	87 21,750
1 Dec	2081.80	92.95 ₹ 23,237.5	-7.05 -1762.50	18.82	14 3,500	0 0	88 22,000
28 Nov	2094.00	100 ₹ 25,000	-10.95 -2737.50	15.55	17 4,250	-7 -1,750	84 21,000
27 Nov	2103.20	114.25 ₹ 28,562.5	17.3 4325.00	18.30	183 45,750	-36 -9,000	91 22,750
26 Nov	2085.10	96.8 ₹ 24,200	35.05 8762.50	18.30	140 35,000	-18 -4,500	128 32,000
25 Nov	2030.20	61.45 ₹ 15,362.5	-6.3 -1575.00	17.66	160 40,000	13 3,250	146 36,500
24 Nov	2030.80	68 ₹ 17,000	-28 -7000.00	17.64	50 12,500	6 1,500	127 31,750
21 Nov	2052.40	96 ₹ 24,000	-20.35 -5087.50	23.65	6 1,500	5 1,250	120 30,000
20 Nov	2095.60	116.35 ₹ 29,087.5	36.4 9100.00	19.42	141 35,250	105 26,250	114 28,500
19 Nov	2050.20	79.95 ₹ 19,987.5	-5.85 -1462.50	19.54	3 750	0 0	9 2,250
18 Nov	2050.20	85.8 ₹ 21,450	-11 -2750.00	19.30	5 1,250	3 750	9 2,250
17 Nov	2079.60	96.8 ₹ 24,200	-1.15 -287.50	15.23	2 500	0 0	7 1,750
14 Nov	2065.80	97.95 ₹ 24,487.5	16.95 4237.50	-	0 0	-3 -750	0 0
13 Nov	2056.20	97.95 ₹ 24,487.5	16.95 4237.50	21.21	4 1,000	0 0	10 2,500
12 Nov	2035.50	81 ₹ 20,250	-102 -25500.00	19.22	15 3,750	10 2,500	10 2,500
11 Nov	1989.40	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
10 Nov	2118.30	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
7 Nov	2102.10	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
6 Nov	2063.20	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
4 Nov	2073.20	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
3 Nov	2081.60	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
31 Oct	2088.30	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0

30 Oct	2114.60	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0
29 Oct	2137.00	183 ₹ 45,750	0 0.00	-	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2020 expiring on 30DEC2025

Delta for 2020 CE is 0.84

Historical price for 2020 CE is as follows

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 81.2, which was 15.75 higher than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 116

On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 64.7, which was -2.8 lower than the previous day. The implied volatity was 15.51, the open interest changed by 6 which increased total open position to 115

On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 67.5, which was -2.6 lower than the previous day. The implied volatity was 19.18, the open interest changed by 4 which increased total open position to 109

On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 68, which was 6.05 higher than the previous day. The implied volatity was 16.20, the open interest changed by -3 which decreased total open position to 107

On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 65.6, which was -32.3 lower than the previous day. The implied volatity was 17.94, the open interest changed by 6 which increased total open position to 109

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 97, which was 32.35 higher than the previous day. The implied volatity was 18.40, the open interest changed by 3 which increased total open position to 102

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 64.45, which was 2.75 higher than the previous day. The implied volatity was 18.25, the open interest changed by -13 which decreased total open position to 100

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 60.1, which was -22.25 lower than the previous day. The implied volatity was 18.35, the open interest changed by 24 which increased total open position to 111

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 81.3, which was -11.65 lower than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 87

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 92.95, which was -7.05 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 88

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 100, which was -10.95 lower than the previous day. The implied volatity was 15.55, the open interest changed by -7 which decreased total open position to 84

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 114.25, which was 17.3 higher than the previous day. The implied volatity was 18.30, the open interest changed by -36 which decreased total open position to 91

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 96.8, which was 35.05 higher than the previous day. The implied volatity was 18.30, the open interest changed by -18 which decreased total open position to 128

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 61.45, which was -6.3 lower than the previous day. The implied volatity was 17.66, the open interest changed by 13 which increased total open position to 146

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 68, which was -28 lower than the previous day. The implied volatity was 17.64, the open interest changed by 6 which increased total open position to 127

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 96, which was -20.35 lower than the previous day. The implied volatity was 23.65, the open interest changed by 5 which increased total open position to 120

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 116.35, which was 36.4 higher than the previous day. The implied volatity was 19.42, the open interest changed by 105 which increased total open position to 114

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 79.95, which was -5.85 lower than the previous day. The implied volatity was 19.54, the open interest changed by 0 which decreased total open position to 9

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 85.8, which was -11 lower than the previous day. The implied volatity was 19.30, the open interest changed by 3 which increased total open position to 9

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 96.8, which was -1.15 lower than the previous day. The implied volatity was 15.23, the open interest changed by 0 which decreased total open position to 7

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 97.95, which was 16.95 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 97.95, which was 16.95 higher than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 10

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 81, which was -102 lower than the previous day. The implied volatity was 19.22, the open interest changed by 10 which increased total open position to 10

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 183, 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 183, 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 183, 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 183, 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 183, 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 183, 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 183, 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 183, 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 29 Oct BAJAJFINSV was trading at 2137.00. The strike last trading price was 183, 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 2020 PE
Delta: -0.19 Vega: 1.24 Theta: -0.54 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	2083.10	9.1 ₹ 2,275	-4.6 -1150.00	18.81	631 1,57,750	11 2,750	558 1,39,500
11 Dec	2065.80	13.5 ₹ 3,375	-1.6 -400.00	18.54	708 1,77,000	50 12,500	548 1,37,000
10 Dec	2065.80	15.5 ₹ 3,875	0.5 125.00	18.59	661 1,65,250	9 2,250	499 1,24,750
9 Dec	2069.50	15.4 ₹ 3,850	-5.75 -1437.50	19.08	613 1,53,250	-46 -11,500	492 1,23,000
8 Dec	2059.20	19.1 ₹ 4,775	8.75 2187.50	19.52	789 1,97,250	-9 -2,250	541 1,35,250
5 Dec	2096.50	10.2 ₹ 2,550	-14.05 -3512.50	18.33	823 2,05,750	-32 -8,000	551 1,37,750
4 Dec	2049.20	23.95 ₹ 5,987.5	-2.55 -637.50	19.43	199 49,750	16 4,000	586 1,46,500
3 Dec	2046.00	28 ₹ 7,000	7.7 1925.00	19.70	1,009 2,52,250	282 70,500	569 1,42,250
2 Dec	2065.90	19.8 ₹ 4,950	2.45 612.50	19.44	346 86,500	19 4,750	288 72,000
1 Dec	2081.80	17.15 ₹ 4,287.5	1.8 450.00	20.03	188 47,000	15 3,750	266 66,500
28 Nov	2094.00	14.6 ₹ 3,650	1 250.00	19.37	119 29,750	19 4,750	250 62,500
27 Nov	2103.20	13.2 ₹ 3,300	-4.8 -1200.00	19.58	586 1,46,500	-20 -5,000	211 52,750
26 Nov	2085.10	17.85 ₹ 4,462.5	-20.95 -5237.50	19.21	501 1,25,250	52 13,000	234 58,500
25 Nov	2030.20	37.6 ₹ 9,400	-3.9 -975.00	20.79	293 73,250	16 4,000	182 45,500
24 Nov	2030.80	39.9 ₹ 9,975	5.85 1462.50	22.93	142 35,500	19 4,750	165 41,250
21 Nov	2052.40	32.75 ₹ 8,187.5	11.35 2837.50	21.66	101 25,250	13 3,250	146 36,500
20 Nov	2095.60	22 ₹ 5,500	-12.55 -3137.50	21.74	92 23,000	65 16,250	131 32,750
19 Nov	2050.20	36.75 ₹ 9,187.5	-1.95 -487.50	21.25	16 4,000	0 0	65 16,250
18 Nov	2050.20	38.65 ₹ 9,662.5	7.85 1962.50	22.95	12 3,000	5 1,250	64 16,000
17 Nov	2079.60	30.45 ₹ 7,612.5	-5.75 -1437.50	22.85	46 11,500	37 9,250	59 14,750
14 Nov	2065.80	36.2 ₹ 9,050	-43.8 -10950.00	22.76	1 250	0 0	22 5,500
13 Nov	2056.20	47.85 ₹ 11,962.5	-32.15 -8037.50	-	0 0	21 5,250	0 0
12 Nov	2035.50	47.85 ₹ 11,962.5	-32.15 -8037.50	23.24	33 8,250	20 5,000	21 5,250
11 Nov	1989.40	80 ₹ 20,000	51 12750.00	27.44	1 250	0 0	1 250
10 Nov	2118.30	29 ₹ 7,250	-12.6 -3150.00	25.54	1 250	0 0	0 0
7 Nov	2102.10	41.6 ₹ 10,400	0 0.00	3.97	0 0	0 0	0 0
6 Nov	2063.20	41.6 ₹ 10,400	0 0.00	2.56	0 0	0 0	0 0
4 Nov	2073.20	41.6 ₹ 10,400	0 0.00	2.79	0 0	0 0	0 0
3 Nov	2081.60	41.6 ₹ 10,400	0 0.00	3.01	0 0	0 0	0 0
31 Oct	2088.30	41.6 ₹ 10,400	0 0.00	-	0 0	0 0	0 0
30 Oct	2114.60	41.6 ₹ 10,400	0 0.00	4.00	0 0	0 0	0 0
29 Oct	2137.00	41.6 ₹ 10,400	0 0.00	4.68	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2020 expiring on 30DEC2025

Delta for 2020 PE is -0.19

Historical price for 2020 PE is as follows

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 9.1, which was -4.6 lower than the previous day. The implied volatity was 18.81, the open interest changed by 11 which increased total open position to 558

On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 13.5, which was -1.6 lower than the previous day. The implied volatity was 18.54, the open interest changed by 50 which increased total open position to 548

On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 18.59, the open interest changed by 9 which increased total open position to 499

On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 15.4, which was -5.75 lower than the previous day. The implied volatity was 19.08, the open interest changed by -46 which decreased total open position to 492

On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 19.1, which was 8.75 higher than the previous day. The implied volatity was 19.52, the open interest changed by -9 which decreased total open position to 541

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 10.2, which was -14.05 lower than the previous day. The implied volatity was 18.33, the open interest changed by -32 which decreased total open position to 551

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 23.95, which was -2.55 lower than the previous day. The implied volatity was 19.43, the open interest changed by 16 which increased total open position to 586

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 28, which was 7.7 higher than the previous day. The implied volatity was 19.70, the open interest changed by 282 which increased total open position to 569

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 19.8, which was 2.45 higher than the previous day. The implied volatity was 19.44, the open interest changed by 19 which increased total open position to 288

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 17.15, which was 1.8 higher than the previous day. The implied volatity was 20.03, the open interest changed by 15 which increased total open position to 266

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 14.6, which was 1 higher than the previous day. The implied volatity was 19.37, the open interest changed by 19 which increased total open position to 250

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 13.2, which was -4.8 lower than the previous day. The implied volatity was 19.58, the open interest changed by -20 which decreased total open position to 211

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 17.85, which was -20.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by 52 which increased total open position to 234

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 37.6, which was -3.9 lower than the previous day. The implied volatity was 20.79, the open interest changed by 16 which increased total open position to 182

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 39.9, which was 5.85 higher than the previous day. The implied volatity was 22.93, the open interest changed by 19 which increased total open position to 165

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 32.75, which was 11.35 higher than the previous day. The implied volatity was 21.66, the open interest changed by 13 which increased total open position to 146

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 22, which was -12.55 lower than the previous day. The implied volatity was 21.74, the open interest changed by 65 which increased total open position to 131

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 36.75, which was -1.95 lower than the previous day. The implied volatity was 21.25, the open interest changed by 0 which decreased total open position to 65

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 38.65, which was 7.85 higher than the previous day. The implied volatity was 22.95, the open interest changed by 5 which increased total open position to 64

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 30.45, which was -5.75 lower than the previous day. The implied volatity was 22.85, the open interest changed by 37 which increased total open position to 59

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 36.2, which was -43.8 lower than the previous day. The implied volatity was 22.76, the open interest changed by 0 which decreased total open position to 22

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 47.85, which was -32.15 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 0

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 47.85, which was -32.15 lower than the previous day. The implied volatity was 23.24, the open interest changed by 20 which increased total open position to 21

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 80, which was 51 higher than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 1

On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 29, which was -12.6 lower than the previous day. The implied volatity was 25.54, 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 41.6, which was 0 lower than the previous day. The implied volatity was 3.97, 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 41.6, which was 0 lower than the previous day. The implied volatity was 2.56, 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 41.6, which was 0 lower than the previous day. The implied volatity was 2.79, 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 41.6, which was 0 lower than the previous day. The implied volatity was 3.01, 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 41.6, 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 41.6, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0

On 29 Oct BAJAJFINSV was trading at 2137.00. The strike last trading price was 41.6, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0

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