BAJAJFINSV

Bajaj Finserv Ltd.

1992.4 -16.50 (-0.82%)

L: 1981.2 H: 2014.2

Back to Option Chain

Historical option data for BAJAJFINSV
09 Jan 2026 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 27-JAN-2026 2020 CE
Delta: 0.41 Vega: 1.71 Theta: -1.08 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1992.40	22.7 ₹ 5,675	-9.95 -2487.50	18.12	4,556 11,39,000	1,361 3,40,250	2,554 6,38,500
8 Jan	2008.90	32 ₹ 8,000	-16.55 -4137.50	18.73	2,438 6,09,500	222 55,500	1,199 2,99,750
7 Jan	2031.90	47.55 ₹ 11,887.5	-12.4 -3100.00	18.83	1,209 3,02,250	181 45,250	977 2,44,250
6 Jan	2044.60	59.35 ₹ 14,837.5	3.9 975.00	18.63	503 1,25,750	-30 -7,500	805 2,01,250
5 Jan	2039.20	55.15 ₹ 13,787.5	-0.9 -225.00	18.60	537 1,34,250	24 6,000	835 2,08,750
2 Jan	2038.40	56.5 ₹ 14,125	0.55 137.50	17.77	727 1,81,750	-32 -8,000	814 2,03,500
1 Jan	2037.00	54.85 ₹ 13,712.5	-3.65 -912.50	17.08	726 1,81,500	-62 -15,500	847 2,11,750
31 Dec	2039.90	56 ₹ 14,000	-1.3 -325.00	16.99	1,943 4,85,750	-36 -9,000	915 2,28,750
30 Dec	2026.40	63.05 ₹ 15,762.5	15.8 3950.00	19.20	2,798 6,99,500	297 74,250	1,008 2,52,000
29 Dec	2012.10	47.4 ₹ 11,850	-5.9 -1475.00	19.17	1,339 3,34,750	423 1,05,750	706 1,76,500
26 Dec	2017.60	53.85 ₹ 13,462.5	-9.85 -2462.50	18.73	425 1,06,250	194 48,500	288 72,000
24 Dec	2035.70	63.2 ₹ 15,800	-10.5 -2625.00	17.60	65 16,250	39 9,750	93 23,250
23 Dec	2047.60	73.7 ₹ 18,425	-1.5 -375.00	20.19	6 1,500	0 0	54 13,500
22 Dec	2049.80	75.4 ₹ 18,850	0 0.00	17.95	63 15,750	-12 -3,000	53 13,250
19 Dec	2043.80	75.4 ₹ 18,850	12.4 3100.00	18.71	97 24,250	-52 -13,000	65 16,250
18 Dec	2026.30	63 ₹ 15,750	-0.95 -237.50	17.95	95 23,750	67 16,750	116 29,000
17 Dec	2021.20	63.95 ₹ 15,987.5	-48.75 -12187.50	19.21	50 12,500	49 12,250	49 12,250
16 Dec	2035.20	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
15 Dec	2070.50	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
12 Dec	2083.10	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
11 Dec	2065.80	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
10 Dec	2065.80	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
9 Dec	2069.50	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
8 Dec	2059.20	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0

5 Dec	2096.50	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
4 Dec	2049.20	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
3 Dec	2046.00	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
2 Dec	2065.90	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
1 Dec	2081.80	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
28 Nov	2094.00	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
27 Nov	2103.20	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0
26 Nov	2085.10	112.7 ₹ 28,175	0 0.00	-	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2020 expiring on 27JAN2026

Delta for 2020 CE is 0.41

Historical price for 2020 CE is as follows

On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 22.7, which was -9.95 lower than the previous day. The implied volatity was 18.12, the open interest changed by 1361 which increased total open position to 2554

On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 32, which was -16.55 lower than the previous day. The implied volatity was 18.73, the open interest changed by 222 which increased total open position to 1199

On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 47.55, which was -12.4 lower than the previous day. The implied volatity was 18.83, the open interest changed by 181 which increased total open position to 977

On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 59.35, which was 3.9 higher than the previous day. The implied volatity was 18.63, the open interest changed by -30 which decreased total open position to 805

On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 55.15, which was -0.9 lower than the previous day. The implied volatity was 18.60, the open interest changed by 24 which increased total open position to 835

On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 56.5, which was 0.55 higher than the previous day. The implied volatity was 17.77, the open interest changed by -32 which decreased total open position to 814

On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 54.85, which was -3.65 lower than the previous day. The implied volatity was 17.08, the open interest changed by -62 which decreased total open position to 847

On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 56, which was -1.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by -36 which decreased total open position to 915

On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 63.05, which was 15.8 higher than the previous day. The implied volatity was 19.20, the open interest changed by 297 which increased total open position to 1008

On 29 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 47.4, which was -5.9 lower than the previous day. The implied volatity was 19.17, the open interest changed by 423 which increased total open position to 706

On 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 53.85, which was -9.85 lower than the previous day. The implied volatity was 18.73, the open interest changed by 194 which increased total open position to 288

On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 63.2, which was -10.5 lower than the previous day. The implied volatity was 17.60, the open interest changed by 39 which increased total open position to 93

On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 73.7, which was -1.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 54

On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 75.4, which was 0 lower than the previous day. The implied volatity was 17.95, the open interest changed by -12 which decreased total open position to 53

On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 75.4, which was 12.4 higher than the previous day. The implied volatity was 18.71, the open interest changed by -52 which decreased total open position to 65

On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 63, which was -0.95 lower than the previous day. The implied volatity was 17.95, the open interest changed by 67 which increased total open position to 116

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 63.95, which was -48.75 lower than the previous day. The implied volatity was 19.21, the open interest changed by 49 which increased total open position to 49

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 112.7, 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 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 112.7, 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 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 112.7, 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 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 112.7, 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 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 112.7, 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 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 112.7, 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 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 112.7, 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 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 112.7, 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 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 112.7, 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 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 112.7, 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 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 112.7, 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 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 112.7, 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 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 112.7, 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 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 112.7, 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 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 112.7, 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 2020 PE
Delta: -0.59 Vega: 1.72 Theta: -0.60 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	1992.40	46.1 ₹ 11,525	7.5 1875.00	19.54	751 1,87,750	-40 -10,000	1,155 2,88,750
8 Jan	2008.90	39.65 ₹ 9,912.5	8.25 2062.50	20.45	1,925 4,81,250	-160 -40,000	1,192 2,98,000
7 Jan	2031.90	32.15 ₹ 8,037.5	7 1750.00	22.38	1,333 3,33,250	141 35,250	1,352 3,38,000
6 Jan	2044.60	24.5 ₹ 6,125	-1.55 -387.50	21.29	1,025 2,56,250	-74 -18,500	1,209 3,02,250
5 Jan	2039.20	26.25 ₹ 6,562.5	-4.3 -1075.00	20.33	900 2,25,000	54 13,500	1,287 3,21,750
2 Jan	2038.40	29.85 ₹ 7,462.5	-1.2 -300.00	21.09	906 2,26,500	65 16,250	1,239 3,09,750
1 Jan	2037.00	31.7 ₹ 7,925	0.1 25.00	21.31	426 1,06,500	9 2,250	1,177 2,94,250
31 Dec	2039.90	32.7 ₹ 8,175	-1.6 -400.00	21.58	1,524 3,81,000	266 66,500	1,152 2,88,000
30 Dec	2026.40	29.85 ₹ 7,462.5	-14.1 -3525.00	20.35	1,707 4,26,750	156 39,000	909 2,27,250
29 Dec	2012.10	43.65 ₹ 10,912.5	-2.05 -512.50	21.06	1,345 3,36,250	570 1,42,500	750 1,87,500
26 Dec	2017.60	43.2 ₹ 10,800	7.6 1900.00	21.70	291 72,750	172 43,000	180 45,000
24 Dec	2035.70	35.6 ₹ 8,900	5.6 1400.00	20.89	7 1,750	4 1,000	9 2,250
23 Dec	2047.60	30 ₹ 7,500	-6.8 -1700.00	20.05	3 750	1 250	5 1,250
22 Dec	2049.80	36.8 ₹ 9,200	-10 -2500.00	-	0 0	0 0	4 1,000
19 Dec	2043.80	36.8 ₹ 9,200	-10 -2500.00	21.50	1 250	0 0	5 1,250
18 Dec	2026.30	46.8 ₹ 11,700	5.7 1425.00	22.50	1 250	0 0	4 1,000
17 Dec	2021.20	41.1 ₹ 10,275	13.1 3275.00	-	0 0	0 0	4 1,000
16 Dec	2035.20	41.1 ₹ 10,275	13.1 3275.00	21.32	3 750	2 500	4 1,000
15 Dec	2070.50	28 ₹ 7,000	2.65 662.50	-	0 0	0 0	0 0
12 Dec	2083.10	28 ₹ 7,000	2.65 662.50	21.79	2 500	-1 -250	3 750
11 Dec	2065.80	25.35 ₹ 6,337.5	-20.9 -5225.00	-	0 0	0 0	4 1,000
10 Dec	2065.80	25.35 ₹ 6,337.5	-20.9 -5225.00	-	0 0	0 0	4 1,000
9 Dec	2069.50	25.35 ₹ 6,337.5	-20.9 -5225.00	-	0 0	0 0	0 0
8 Dec	2059.20	25.35 ₹ 6,337.5	-20.9 -5225.00	-	0 0	0 0	4 1,000
5 Dec	2096.50	25.35 ₹ 6,337.5	-20.9 -5225.00	20.56	4 1,000	1 250	2 500
4 Dec	2049.20	46.25 ₹ 11,562.5	-35.15 -8787.50	23.01	1 250	0 0	0 0
3 Dec	2046.00	81.4 ₹ 20,350	0 0.00	1.83	0 0	0 0	0 0
2 Dec	2065.90	81.4 ₹ 20,350	0 0.00	2.46	0 0	0 0	0 0
1 Dec	2081.80	81.4 ₹ 20,350	0 0.00	3.01	0 0	0 0	0 0
28 Nov	2094.00	81.4 ₹ 20,350	0 0.00	3.39	0 0	0 0	0 0
27 Nov	2103.20	81.4 ₹ 20,350	0 0.00	3.78	0 0	0 0	0 0
26 Nov	2085.10	81.4 ₹ 20,350	0 0.00	3.08	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2020 expiring on 27JAN2026

Delta for 2020 PE is -0.59

Historical price for 2020 PE is as follows

On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 46.1, which was 7.5 higher than the previous day. The implied volatity was 19.54, the open interest changed by -40 which decreased total open position to 1155

On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 39.65, which was 8.25 higher than the previous day. The implied volatity was 20.45, the open interest changed by -160 which decreased total open position to 1192

On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 32.15, which was 7 higher than the previous day. The implied volatity was 22.38, the open interest changed by 141 which increased total open position to 1352

On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 24.5, which was -1.55 lower than the previous day. The implied volatity was 21.29, the open interest changed by -74 which decreased total open position to 1209

On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 26.25, which was -4.3 lower than the previous day. The implied volatity was 20.33, the open interest changed by 54 which increased total open position to 1287

On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 29.85, which was -1.2 lower than the previous day. The implied volatity was 21.09, the open interest changed by 65 which increased total open position to 1239

On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 31.7, which was 0.1 higher than the previous day. The implied volatity was 21.31, the open interest changed by 9 which increased total open position to 1177

On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 32.7, which was -1.6 lower than the previous day. The implied volatity was 21.58, the open interest changed by 266 which increased total open position to 1152

On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 29.85, which was -14.1 lower than the previous day. The implied volatity was 20.35, the open interest changed by 156 which increased total open position to 909

On 29 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 43.65, which was -2.05 lower than the previous day. The implied volatity was 21.06, the open interest changed by 570 which increased total open position to 750

On 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 43.2, which was 7.6 higher than the previous day. The implied volatity was 21.70, the open interest changed by 172 which increased total open position to 180

On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 35.6, which was 5.6 higher than the previous day. The implied volatity was 20.89, the open interest changed by 4 which increased total open position to 9

On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 30, which was -6.8 lower than the previous day. The implied volatity was 20.05, the open interest changed by 1 which increased total open position to 5

On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 36.8, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 36.8, which was -10 lower than the previous day. The implied volatity was 21.50, the open interest changed by 0 which decreased total open position to 5

On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 46.8, which was 5.7 higher than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 4

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 41.1, which was 13.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 41.1, which was 13.1 higher than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 4

On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 28, which was 2.65 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 28, which was 2.65 higher than the previous day. The implied volatity was 21.79, the open interest changed by -1 which decreased total open position to 3

On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 25.35, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 25.35, which was -20.9 lower 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 25.35, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 25.35, which was -20.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 25.35, which was -20.9 lower than the previous day. The implied volatity was 20.56, the open interest changed by 1 which increased total open position to 2

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 46.25, which was -35.15 lower than the previous day. The implied volatity was 23.01, 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 81.4, which was 0 lower than the previous day. The implied volatity was 1.83, 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 81.4, which was 0 lower than the previous day. The implied volatity was 2.46, 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 81.4, 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 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 81.4, which was 0 lower than the previous day. The implied volatity was 3.39, 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 81.4, which was 0 lower than the previous day. The implied volatity was 3.78, 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 81.4, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0

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