BAJAJFINSV

Bajaj Finserv Ltd.

2096.5 +47.30 (2.31%)

L: 2045.8 H: 2110

Back to Option Chain

Historical option data for BAJAJFINSV
05 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 2060 CE
Delta: 0.69 Vega: 1.93 Theta: -1.08 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2096.50	67.1 ₹ 16,775	25.9 6475.00	18.16	3,158 7,89,500	-295 -73,750	625 1,56,250
4 Dec	2049.20	41 ₹ 10,250	0.85 212.50	18.09	1,442 3,60,500	-87 -21,750	925 2,31,250
3 Dec	2046.00	38.95 ₹ 9,737.5	-15.4 -3850.00	18.64	1,985 4,96,250	231 57,750	1,007 2,51,750
2 Dec	2065.90	54.7 ₹ 13,675	-10.05 -2512.50	19.02	924 2,31,000	68 17,000	778 1,94,500
1 Dec	2081.80	65.95 ₹ 16,487.5	-6.25 -1562.50	19.05	841 2,10,250	-45 -11,250	710 1,77,500
28 Nov	2094.00	74.25 ₹ 18,562.5	-8.85 -2212.50	17.74	372 93,000	-10 -2,500	757 1,89,250
27 Nov	2103.20	84.5 ₹ 21,125	15.95 3987.50	18.46	1,133 2,83,250	46 11,500	759 1,89,750
26 Nov	2085.10	68.4 ₹ 17,100	27.35 6837.50	17.89	2,430 6,07,500	-91 -22,750	715 1,78,750
25 Nov	2030.20	41.9 ₹ 10,475	-5.6 -1400.00	18.25	1,320 3,30,000	268 67,000	816 2,04,000
24 Nov	2030.80	48 ₹ 12,000	-11 -2750.00	18.54	1,092 2,73,000	356 89,000	547 1,36,750
21 Nov	2052.40	59.35 ₹ 14,837.5	-26.1 -6525.00	18.50	266 66,500	66 16,500	190 47,500
20 Nov	2095.60	85.95 ₹ 21,487.5	28.2 7050.00	18.55	374 93,500	-23 -5,750	125 31,250
19 Nov	2050.20	57.5 ₹ 14,375	-3.4 -850.00	19.57	83 20,750	51 12,750	148 37,000
18 Nov	2050.20	62 ₹ 15,500	-15.95 -3987.50	19.21	74 18,500	25 6,250	93 23,250
17 Nov	2079.60	76.55 ₹ 19,137.5	1.7 425.00	18.28	94 23,500	32 8,000	69 17,250
14 Nov	2065.80	74.2 ₹ 18,550	4 1000.00	19.83	13 3,250	6 1,500	37 9,250
13 Nov	2056.20	71 ₹ 17,750	8 2000.00	20.01	20 5,000	7 1,750	30 7,500
12 Nov	2035.50	63 ₹ 15,750	17.5 4375.00	20.37	47 11,750	6 1,500	23 5,750
11 Nov	1989.40	45.5 ₹ 11,375	-66.5 -16625.00	21.54	26 6,500	14 3,500	16 4,000
10 Nov	2118.30	112 ₹ 28,000	-44.45 -11112.50	17.72	2 500	0 0	0 0
7 Nov	2102.10	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
6 Nov	2063.20	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
4 Nov	2073.20	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
3 Nov	2081.60	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
31 Oct	2088.30	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0
30 Oct	2114.60	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0

29 Oct	2137.00	156.45 ₹ 39,112.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2060 expiring on 30DEC2025

Delta for 2060 CE is 0.69

Historical price for 2060 CE is as follows

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 67.1, which was 25.9 higher than the previous day. The implied volatity was 18.16, the open interest changed by -295 which decreased total open position to 625

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 41, which was 0.85 higher than the previous day. The implied volatity was 18.09, the open interest changed by -87 which decreased total open position to 925

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 38.95, which was -15.4 lower than the previous day. The implied volatity was 18.64, the open interest changed by 231 which increased total open position to 1007

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 54.7, which was -10.05 lower than the previous day. The implied volatity was 19.02, the open interest changed by 68 which increased total open position to 778

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 65.95, which was -6.25 lower than the previous day. The implied volatity was 19.05, the open interest changed by -45 which decreased total open position to 710

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 74.25, which was -8.85 lower than the previous day. The implied volatity was 17.74, the open interest changed by -10 which decreased total open position to 757

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 84.5, which was 15.95 higher than the previous day. The implied volatity was 18.46, the open interest changed by 46 which increased total open position to 759

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 68.4, which was 27.35 higher than the previous day. The implied volatity was 17.89, the open interest changed by -91 which decreased total open position to 715

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 41.9, which was -5.6 lower than the previous day. The implied volatity was 18.25, the open interest changed by 268 which increased total open position to 816

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 48, which was -11 lower than the previous day. The implied volatity was 18.54, the open interest changed by 356 which increased total open position to 547

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 59.35, which was -26.1 lower than the previous day. The implied volatity was 18.50, the open interest changed by 66 which increased total open position to 190

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 85.95, which was 28.2 higher than the previous day. The implied volatity was 18.55, the open interest changed by -23 which decreased total open position to 125

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 57.5, which was -3.4 lower than the previous day. The implied volatity was 19.57, the open interest changed by 51 which increased total open position to 148

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 62, which was -15.95 lower than the previous day. The implied volatity was 19.21, the open interest changed by 25 which increased total open position to 93

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 76.55, which was 1.7 higher than the previous day. The implied volatity was 18.28, the open interest changed by 32 which increased total open position to 69

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 74.2, which was 4 higher than the previous day. The implied volatity was 19.83, the open interest changed by 6 which increased total open position to 37

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 71, which was 8 higher than the previous day. The implied volatity was 20.01, the open interest changed by 7 which increased total open position to 30

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 63, which was 17.5 higher than the previous day. The implied volatity was 20.37, the open interest changed by 6 which increased total open position to 23

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 45.5, which was -66.5 lower than the previous day. The implied volatity was 21.54, the open interest changed by 14 which increased total open position to 16

On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 112, which was -44.45 lower than the previous day. The implied volatity was 17.72, 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 156.45, 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 156.45, 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 156.45, 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 156.45, 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 156.45, 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 156.45, 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 156.45, 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 2060 PE
Delta: -0.31 Vega: 1.92 Theta: -0.51 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	2096.50	19.8 ₹ 4,950	-21.25 -5312.50	17.98	2,420 6,05,000	23 5,750	939 2,34,750
4 Dec	2049.20	40.8 ₹ 10,200	-3.9 -975.00	19.43	337 84,250	-29 -7,250	914 2,28,500
3 Dec	2046.00	45.4 ₹ 11,350	10.85 2712.50	19.38	1,097 2,74,250	175 43,750	958 2,39,500
2 Dec	2065.90	34.9 ₹ 8,725	5.25 1312.50	19.72	842 2,10,500	-94 -23,500	782 1,95,500
1 Dec	2081.80	29.65 ₹ 7,412.5	3.15 787.50	19.96	412 1,03,000	1 250	879 2,19,750
28 Nov	2094.00	25 ₹ 6,250	1.55 387.50	19.03	668 1,67,000	-13 -3,250	874 2,18,500
27 Nov	2103.20	22.4 ₹ 5,600	-6.9 -1725.00	19.13	1,187 2,96,750	113 28,250	881 2,20,250
26 Nov	2085.10	29 ₹ 7,250	-29.1 -7275.00	18.61	1,797 4,49,250	330 82,500	778 1,94,500
25 Nov	2030.20	57.45 ₹ 14,362.5	-3.2 -800.00	21.16	504 1,26,000	64 16,000	448 1,12,000
24 Nov	2030.80	57.6 ₹ 14,400	7.2 1800.00	22.77	1,287 3,21,750	164 41,000	385 96,250
21 Nov	2052.40	49.05 ₹ 12,262.5	16 4000.00	21.71	420 1,05,000	-37 -9,250	221 55,250
20 Nov	2095.60	33.25 ₹ 8,312.5	-20.5 -5125.00	21.35	327 81,750	132 33,000	261 65,250
19 Nov	2050.20	53.75 ₹ 13,437.5	-0.75 -187.50	21.14	40 10,000	17 4,250	128 32,000
18 Nov	2050.20	53.6 ₹ 13,400	8.75 2187.50	22.29	42 10,500	4 1,000	111 27,750
17 Nov	2079.60	44.95 ₹ 11,237.5	-8.8 -2200.00	22.94	52 13,000	13 3,250	107 26,750
14 Nov	2065.80	53 ₹ 13,250	-4.75 -1187.50	23.17	7 1,750	3 750	93 23,250
13 Nov	2056.20	57.75 ₹ 14,437.5	-10.85 -2712.50	23.50	96 24,000	61 15,250	91 22,750
12 Nov	2035.50	68.6 ₹ 17,150	14 3500.00	24.13	32 8,000	29 7,250	29 7,250
11 Nov	1989.40	54.6 ₹ 13,650	0 0.00	-	0 0	0 0	0 0
10 Nov	2118.30	54.6 ₹ 13,650	0 0.00	3.13	0 0	0 0	0 0
7 Nov	2102.10	54.6 ₹ 13,650	0 0.00	2.66	0 0	0 0	0 0
6 Nov	2063.20	54.6 ₹ 13,650	0 0.00	1.31	0 0	0 0	0 0
4 Nov	2073.20	54.6 ₹ 13,650	0 0.00	1.60	0 0	0 0	0 0
3 Nov	2081.60	54.6 ₹ 13,650	0 0.00	1.85	0 0	0 0	0 0
31 Oct	2088.30	54.6 ₹ 13,650	0 0.00	-	0 0	0 0	0 0
30 Oct	2114.60	54.6 ₹ 13,650	0 0.00	2.79	0 0	0 0	0 0
29 Oct	2137.00	54.6 ₹ 13,650	0 0.00	3.36	0 0	0 0	0 0

For Bajaj Finserv Ltd. - strike price 2060 expiring on 30DEC2025

Delta for 2060 PE is -0.31

Historical price for 2060 PE is as follows

On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 19.8, which was -21.25 lower than the previous day. The implied volatity was 17.98, the open interest changed by 23 which increased total open position to 939

On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 40.8, which was -3.9 lower than the previous day. The implied volatity was 19.43, the open interest changed by -29 which decreased total open position to 914

On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 45.4, which was 10.85 higher than the previous day. The implied volatity was 19.38, the open interest changed by 175 which increased total open position to 958

On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 34.9, which was 5.25 higher than the previous day. The implied volatity was 19.72, the open interest changed by -94 which decreased total open position to 782

On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 29.65, which was 3.15 higher than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 879

On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 25, which was 1.55 higher than the previous day. The implied volatity was 19.03, the open interest changed by -13 which decreased total open position to 874

On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 22.4, which was -6.9 lower than the previous day. The implied volatity was 19.13, the open interest changed by 113 which increased total open position to 881

On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 29, which was -29.1 lower than the previous day. The implied volatity was 18.61, the open interest changed by 330 which increased total open position to 778

On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 57.45, which was -3.2 lower than the previous day. The implied volatity was 21.16, the open interest changed by 64 which increased total open position to 448

On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 57.6, which was 7.2 higher than the previous day. The implied volatity was 22.77, the open interest changed by 164 which increased total open position to 385

On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 49.05, which was 16 higher than the previous day. The implied volatity was 21.71, the open interest changed by -37 which decreased total open position to 221

On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 33.25, which was -20.5 lower than the previous day. The implied volatity was 21.35, the open interest changed by 132 which increased total open position to 261

On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 53.75, which was -0.75 lower than the previous day. The implied volatity was 21.14, the open interest changed by 17 which increased total open position to 128

On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 53.6, which was 8.75 higher than the previous day. The implied volatity was 22.29, the open interest changed by 4 which increased total open position to 111

On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 44.95, which was -8.8 lower than the previous day. The implied volatity was 22.94, the open interest changed by 13 which increased total open position to 107

On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 53, which was -4.75 lower than the previous day. The implied volatity was 23.17, the open interest changed by 3 which increased total open position to 93

On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 57.75, which was -10.85 lower than the previous day. The implied volatity was 23.50, the open interest changed by 61 which increased total open position to 91

On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 68.6, which was 14 higher than the previous day. The implied volatity was 24.13, the open interest changed by 29 which increased total open position to 29

On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 54.6, 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 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 54.6, which was 0 lower than the previous day. The implied volatity was 3.13, 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 54.6, which was 0 lower than the previous day. The implied volatity was 2.66, 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 54.6, which was 0 lower than the previous day. The implied volatity was 1.31, 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 54.6, which was 0 lower than the previous day. The implied volatity was 1.60, 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 54.6, which was 0 lower than the previous day. The implied volatity was 1.85, 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 54.6, 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 54.6, 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 29 Oct BAJAJFINSV was trading at 2137.00. The strike last trading price was 54.6, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0

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