[--[65.84.65.76]--]

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
BAJAJFINSV 30-DEC-2025 2040 CE
Delta: 0.75
Vega: 1.48
Theta: -1.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2083.10 67.55 15.95 18.45 597 -32 364
11 Dec 2065.80 50.75 -3 15.85 705 -9 399
10 Dec 2065.80 54.35 -1.8 19.22 343 -31 405
9 Dec 2069.50 54.6 5 16.69 921 18 438
8 Dec 2059.20 51.55 -31 17.46 611 27 423
5 Dec 2096.50 82.25 30.45 18.76 1,171 -94 396
4 Dec 2049.20 52.9 2.85 18.62 1,104 0 487
3 Dec 2046.00 49 -18.25 18.61 1,222 214 481
2 Dec 2065.90 68 -9.5 19.65 226 15 267
1 Dec 2081.80 78.05 -6.4 18.56 48 0 256
28 Nov 2094.00 84.15 -13.75 15.55 32 -2 256
27 Nov 2103.20 99.15 18.5 18.56 246 -64 259
26 Nov 2085.10 81.95 31.7 18.06 1,227 -169 324
25 Nov 2030.20 51 -5.9 17.97 1,343 255 493
24 Nov 2030.80 58.65 -12.35 18.63 570 153 237
21 Nov 2052.40 71.2 -28.7 18.65 97 12 82
20 Nov 2095.60 101 32.25 19.10 125 -19 70
19 Nov 2050.20 68.5 -2.6 19.69 93 42 85
18 Nov 2050.20 72.7 -17.55 19.01 45 26 44
17 Nov 2079.60 90.85 5.35 18.86 12 6 17
14 Nov 2065.80 85.5 4 19.65 12 3 12
13 Nov 2056.20 81.5 11.5 19.93 9 2 7
12 Nov 2035.50 70 -42.5 19.78 5 4 4
11 Nov 1989.40 112.5 0 0.84 0 0 0
10 Nov 2118.30 112.5 0 - 0 0 0
7 Nov 2102.10 112.5 0 - 0 0 0
6 Nov 2063.20 112.5 0 - 0 0 0
4 Nov 2073.20 112.5 0 - 0 0 0
3 Nov 2081.60 112.5 0 - 0 0 0
31 Oct 2088.30 112.5 0 - 0 0 0
30 Oct 2114.60 112.5 0 - 0 0 0
29 Oct 2137.00 112.5 0 - 0 0 0
20 Oct 2139.80 112.5 0 - 0 0 0
17 Oct 2083.70 112.5 0 - 0 0 0
16 Oct 2090.20 112.5 0 - 0 0 0
14 Oct 2019.40 112.5 0 - 0 0 0
13 Oct 2020.40 112.5 0 - 0 0 0
10 Oct 2004.30 112.5 0 - 0 0 0
9 Oct 2014.60 112.5 0 - 0 0 0
8 Oct 2013.60 112.5 0 - 0 0 0
7 Oct 2032.60 112.5 0 - 0 0 0
6 Oct 2033.20 112.5 0 - 0 0 0
3 Oct 2000.90 112.5 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2040 expiring on 30DEC2025

Delta for 2040 CE is 0.75

Historical price for 2040 CE is as follows

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 67.55, which was 15.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by -32 which decreased total open position to 364


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 50.75, which was -3 lower than the previous day. The implied volatity was 15.85, the open interest changed by -9 which decreased total open position to 399


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 54.35, which was -1.8 lower than the previous day. The implied volatity was 19.22, the open interest changed by -31 which decreased total open position to 405


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 54.6, which was 5 higher than the previous day. The implied volatity was 16.69, the open interest changed by 18 which increased total open position to 438


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 51.55, which was -31 lower than the previous day. The implied volatity was 17.46, the open interest changed by 27 which increased total open position to 423


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 82.25, which was 30.45 higher than the previous day. The implied volatity was 18.76, the open interest changed by -94 which decreased total open position to 396


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 52.9, which was 2.85 higher than the previous day. The implied volatity was 18.62, the open interest changed by 0 which decreased total open position to 487


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 49, which was -18.25 lower than the previous day. The implied volatity was 18.61, the open interest changed by 214 which increased total open position to 481


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 68, which was -9.5 lower than the previous day. The implied volatity was 19.65, the open interest changed by 15 which increased total open position to 267


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 78.05, which was -6.4 lower than the previous day. The implied volatity was 18.56, the open interest changed by 0 which decreased total open position to 256


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 84.15, which was -13.75 lower than the previous day. The implied volatity was 15.55, the open interest changed by -2 which decreased total open position to 256


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 99.15, which was 18.5 higher than the previous day. The implied volatity was 18.56, the open interest changed by -64 which decreased total open position to 259


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 81.95, which was 31.7 higher than the previous day. The implied volatity was 18.06, the open interest changed by -169 which decreased total open position to 324


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 51, which was -5.9 lower than the previous day. The implied volatity was 17.97, the open interest changed by 255 which increased total open position to 493


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 58.65, which was -12.35 lower than the previous day. The implied volatity was 18.63, the open interest changed by 153 which increased total open position to 237


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 71.2, which was -28.7 lower than the previous day. The implied volatity was 18.65, the open interest changed by 12 which increased total open position to 82


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 101, which was 32.25 higher than the previous day. The implied volatity was 19.10, the open interest changed by -19 which decreased total open position to 70


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 68.5, which was -2.6 lower than the previous day. The implied volatity was 19.69, the open interest changed by 42 which increased total open position to 85


On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 72.7, which was -17.55 lower than the previous day. The implied volatity was 19.01, the open interest changed by 26 which increased total open position to 44


On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 90.85, which was 5.35 higher than the previous day. The implied volatity was 18.86, the open interest changed by 6 which increased total open position to 17


On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 85.5, which was 4 higher than the previous day. The implied volatity was 19.65, the open interest changed by 3 which increased total open position to 12


On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 81.5, which was 11.5 higher than the previous day. The implied volatity was 19.93, the open interest changed by 2 which increased total open position to 7


On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 70, which was -42.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 4 which increased total open position to 4


On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 112.5, which was 0 lower than the previous day. The implied volatity was 0.84, 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 112.5, 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 112.5, 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 112.5, 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 112.5, 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 112.5, 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 112.5, 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 112.5, 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 112.5, 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 20 Oct BAJAJFINSV was trading at 2139.80. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2083.70. The strike last trading price was 112.5, 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 16 Oct BAJAJFINSV was trading at 2090.20. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2019.40. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2020.40. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2004.30. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2014.60. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2013.60. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2032.60. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2033.20. The strike last trading price was 112.5, 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 Oct BAJAJFINSV was trading at 2000.90. The strike last trading price was 112.5, 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 2040 PE
Delta: -0.25
Vega: 1.48
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 2083.10 13 -6.6 18.31 857 28 1,088
11 Dec 2065.80 19.75 -1 18.63 940 19 1,061
10 Dec 2065.80 21.5 0.9 18.27 580 2 1,045
9 Dec 2069.50 22.1 -6 19.31 1,140 -64 1,046
8 Dec 2059.20 26.45 12.05 19.70 1,521 -52 1,208
5 Dec 2096.50 14.35 -17.6 18.13 1,766 65 1,261
4 Dec 2049.20 31.6 -2.95 19.41 625 -33 1,196
3 Dec 2046.00 36.2 9.55 19.64 971 -51 1,228
2 Dec 2065.90 26.35 3.6 19.43 746 97 1,279
1 Dec 2081.80 22.8 2.55 20.00 509 80 1,176
28 Nov 2094.00 19.35 1.15 19.24 699 124 1,095
27 Nov 2103.20 17.2 -5.9 19.30 1,037 68 973
26 Nov 2085.10 22.95 -24.95 18.94 1,339 146 905
25 Nov 2030.20 46.05 -4.05 20.63 1,131 366 760
24 Nov 2030.80 48.8 7.45 23.08 879 141 394
21 Nov 2052.40 40.5 13.85 21.74 281 1 243
20 Nov 2095.60 26.95 -18.05 21.45 247 111 242
19 Nov 2050.20 45.15 -1.35 21.36 106 23 128
18 Nov 2050.20 46 8.5 22.75 6 1 105
17 Nov 2079.60 37 -7.35 22.80 29 13 104
14 Nov 2065.80 44.3 -5.7 23.03 12 1 91
13 Nov 2056.20 50 -6 23.84 97 80 91
12 Nov 2035.50 56 -59.2 22.80 11 10 10
11 Nov 1989.40 115.2 0 - 0 0 0
10 Nov 2118.30 115.2 0 3.84 0 0 0
7 Nov 2102.10 115.2 0 3.32 0 0 0
6 Nov 2063.20 115.2 0 1.76 0 0 0
4 Nov 2073.20 115.2 0 2.31 0 0 0
3 Nov 2081.60 115.2 0 2.37 0 0 0
31 Oct 2088.30 115.2 0 - 0 0 0
30 Oct 2114.60 115.2 0 3.38 0 0 0
29 Oct 2137.00 115.2 0 4.08 0 0 0
20 Oct 2139.80 115.2 0 - 0 0 0
17 Oct 2083.70 115.2 0 2.44 0 0 0
16 Oct 2090.20 115.2 0 - 0 0 0
14 Oct 2019.40 115.2 0 0.70 0 0 0
13 Oct 2020.40 115.2 0 0.84 0 0 0
10 Oct 2004.30 115.2 0 - 0 0 0
9 Oct 2014.60 115.2 0 0.57 0 0 0
8 Oct 2013.60 115.2 0 0.60 0 0 0
7 Oct 2032.60 115.2 0 1.09 0 0 0
6 Oct 2033.20 0 0 - 0 0 0
3 Oct 2000.90 0 0 0.20 0 0 0


For Bajaj Finserv Ltd. - strike price 2040 expiring on 30DEC2025

Delta for 2040 PE is -0.25

Historical price for 2040 PE is as follows

On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 13, which was -6.6 lower than the previous day. The implied volatity was 18.31, the open interest changed by 28 which increased total open position to 1088


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 19.75, which was -1 lower than the previous day. The implied volatity was 18.63, the open interest changed by 19 which increased total open position to 1061


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 21.5, which was 0.9 higher than the previous day. The implied volatity was 18.27, the open interest changed by 2 which increased total open position to 1045


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 22.1, which was -6 lower than the previous day. The implied volatity was 19.31, the open interest changed by -64 which decreased total open position to 1046


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 26.45, which was 12.05 higher than the previous day. The implied volatity was 19.70, the open interest changed by -52 which decreased total open position to 1208


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 14.35, which was -17.6 lower than the previous day. The implied volatity was 18.13, the open interest changed by 65 which increased total open position to 1261


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 31.6, which was -2.95 lower than the previous day. The implied volatity was 19.41, the open interest changed by -33 which decreased total open position to 1196


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 36.2, which was 9.55 higher than the previous day. The implied volatity was 19.64, the open interest changed by -51 which decreased total open position to 1228


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 26.35, which was 3.6 higher than the previous day. The implied volatity was 19.43, the open interest changed by 97 which increased total open position to 1279


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 22.8, which was 2.55 higher than the previous day. The implied volatity was 20.00, the open interest changed by 80 which increased total open position to 1176


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 19.35, which was 1.15 higher than the previous day. The implied volatity was 19.24, the open interest changed by 124 which increased total open position to 1095


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 17.2, which was -5.9 lower than the previous day. The implied volatity was 19.30, the open interest changed by 68 which increased total open position to 973


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 22.95, which was -24.95 lower than the previous day. The implied volatity was 18.94, the open interest changed by 146 which increased total open position to 905


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 46.05, which was -4.05 lower than the previous day. The implied volatity was 20.63, the open interest changed by 366 which increased total open position to 760


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 48.8, which was 7.45 higher than the previous day. The implied volatity was 23.08, the open interest changed by 141 which increased total open position to 394


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 40.5, which was 13.85 higher than the previous day. The implied volatity was 21.74, the open interest changed by 1 which increased total open position to 243


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 26.95, which was -18.05 lower than the previous day. The implied volatity was 21.45, the open interest changed by 111 which increased total open position to 242


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 45.15, which was -1.35 lower than the previous day. The implied volatity was 21.36, the open interest changed by 23 which increased total open position to 128


On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 46, which was 8.5 higher than the previous day. The implied volatity was 22.75, the open interest changed by 1 which increased total open position to 105


On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 37, which was -7.35 lower than the previous day. The implied volatity was 22.80, the open interest changed by 13 which increased total open position to 104


On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 44.3, which was -5.7 lower than the previous day. The implied volatity was 23.03, the open interest changed by 1 which increased total open position to 91


On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 50, which was -6 lower than the previous day. The implied volatity was 23.84, the open interest changed by 80 which increased total open position to 91


On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 56, which was -59.2 lower than the previous day. The implied volatity was 22.80, 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 115.2, 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 115.2, which was 0 lower than the previous day. The implied volatity was 3.84, 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 115.2, which was 0 lower than the previous day. The implied volatity was 3.32, 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 115.2, which was 0 lower than the previous day. The implied volatity was 1.76, 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 115.2, which was 0 lower than the previous day. The implied volatity was 2.31, 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 115.2, which was 0 lower than the previous day. The implied volatity was 2.37, 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 115.2, 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 115.2, which was 0 lower than the previous day. The implied volatity was 3.38, 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 115.2, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0


On 20 Oct BAJAJFINSV was trading at 2139.80. The strike last trading price was 115.2, 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 Oct BAJAJFINSV was trading at 2083.70. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 16 Oct BAJAJFINSV was trading at 2090.20. The strike last trading price was 115.2, 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 Oct BAJAJFINSV was trading at 2019.40. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0


On 13 Oct BAJAJFINSV was trading at 2020.40. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


On 10 Oct BAJAJFINSV was trading at 2004.30. The strike last trading price was 115.2, 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 Oct BAJAJFINSV was trading at 2014.60. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 8 Oct BAJAJFINSV was trading at 2013.60. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0


On 7 Oct BAJAJFINSV was trading at 2032.60. The strike last trading price was 115.2, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 6 Oct BAJAJFINSV was trading at 2033.20. 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 Oct BAJAJFINSV was trading at 2000.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0