[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
1992.4 -16.50 (-0.82%)
L: 1981.2 H: 2014.2

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Historical option data for BAJAJFINSV

09 Jan 2026 04:11 PM IST
BAJAJFINSV 27-JAN-2026 2060 CE
Delta: 0.24
Vega: 1.37
Theta: -0.84
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1992.40 11.4 -5.75 18.64 2,521 287 1,965
8 Jan 2008.90 16.9 -11.65 18.77 2,297 28 1,677
7 Jan 2031.90 27.9 -8.85 18.96 1,825 209 1,650
6 Jan 2044.60 37 3.4 18.93 5,442 -210 1,451
5 Jan 2039.20 33.6 -1.15 18.63 2,209 205 1,664
2 Jan 2038.40 35 -0.15 17.88 3,202 329 1,465
1 Jan 2037.00 34.7 -2.9 17.72 805 -72 1,135
31 Dec 2039.90 36 -1.75 17.75 1,995 127 1,211
30 Dec 2026.40 42.45 12.7 19.70 1,893 60 1,087
29 Dec 2012.10 29.85 -6.05 19.25 1,024 658 1,025
26 Dec 2017.60 36 -7.2 19.25 231 75 367
24 Dec 2035.70 43 -6.6 18.18 520 149 294
23 Dec 2047.60 49 -3.85 19.10 186 88 146
22 Dec 2049.80 52.85 0.35 18.35 68 27 58
19 Dec 2043.80 53 8.65 18.77 25 1 28
18 Dec 2026.30 44.35 -2.8 18.60 63 16 27
17 Dec 2021.20 47.15 -12.85 20.28 20 9 11
16 Dec 2035.20 60 -13.9 22.06 1 0 2
15 Dec 2070.50 73.9 -34.1 19.74 2 0 2
12 Dec 2083.10 108 34.5 - 0 0 2
11 Dec 2065.80 108 34.5 - 0 0 2
10 Dec 2065.80 108 34.5 - 0 0 2
9 Dec 2069.50 108 34.5 - 0 0 0
8 Dec 2059.20 108 34.5 - 0 0 2
5 Dec 2096.50 108 34.5 - 1 0 3
4 Dec 2049.20 73.5 -19.6 - 0 3 0
3 Dec 2046.00 73.5 -19.6 21.16 3 1 1
2 Dec 2065.90 93.1 0 - 0 0 0
1 Dec 2081.80 93.1 0 - 0 0 0
28 Nov 2094.00 93.1 0 - 0 0 0
27 Nov 2103.20 93.1 0 - 0 0 0
26 Nov 2085.10 93.1 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2060 expiring on 27JAN2026

Delta for 2060 CE is 0.24

Historical price for 2060 CE is as follows

On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 11.4, which was -5.75 lower than the previous day. The implied volatity was 18.64, the open interest changed by 287 which increased total open position to 1965


On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 16.9, which was -11.65 lower than the previous day. The implied volatity was 18.77, the open interest changed by 28 which increased total open position to 1677


On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 27.9, which was -8.85 lower than the previous day. The implied volatity was 18.96, the open interest changed by 209 which increased total open position to 1650


On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 37, which was 3.4 higher than the previous day. The implied volatity was 18.93, the open interest changed by -210 which decreased total open position to 1451


On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 33.6, which was -1.15 lower than the previous day. The implied volatity was 18.63, the open interest changed by 205 which increased total open position to 1664


On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 35, which was -0.15 lower than the previous day. The implied volatity was 17.88, the open interest changed by 329 which increased total open position to 1465


On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 34.7, which was -2.9 lower than the previous day. The implied volatity was 17.72, the open interest changed by -72 which decreased total open position to 1135


On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 36, which was -1.75 lower than the previous day. The implied volatity was 17.75, the open interest changed by 127 which increased total open position to 1211


On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 42.45, which was 12.7 higher than the previous day. The implied volatity was 19.70, the open interest changed by 60 which increased total open position to 1087


On 29 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 29.85, which was -6.05 lower than the previous day. The implied volatity was 19.25, the open interest changed by 658 which increased total open position to 1025


On 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 36, which was -7.2 lower than the previous day. The implied volatity was 19.25, the open interest changed by 75 which increased total open position to 367


On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 43, which was -6.6 lower than the previous day. The implied volatity was 18.18, the open interest changed by 149 which increased total open position to 294


On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 49, which was -3.85 lower than the previous day. The implied volatity was 19.10, the open interest changed by 88 which increased total open position to 146


On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 52.85, which was 0.35 higher than the previous day. The implied volatity was 18.35, the open interest changed by 27 which increased total open position to 58


On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 53, which was 8.65 higher than the previous day. The implied volatity was 18.77, the open interest changed by 1 which increased total open position to 28


On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 44.35, which was -2.8 lower than the previous day. The implied volatity was 18.60, the open interest changed by 16 which increased total open position to 27


On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 47.15, which was -12.85 lower than the previous day. The implied volatity was 20.28, the open interest changed by 9 which increased total open position to 11


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 60, which was -13.9 lower than the previous day. The implied volatity was 22.06, the open interest changed by 0 which decreased total open position to 2


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 73.9, which was -34.1 lower than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 2


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 108, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 108, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 108, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 108, which was 34.5 higher 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 108, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 108, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 73.5, which was -19.6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 73.5, which was -19.6 lower than the previous day. The implied volatity was 21.16, the open interest changed by 1 which increased total open position to 1


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 93.1, 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 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 93.1, 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 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 93.1, 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 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 93.1, 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 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 93.1, 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


BAJAJFINSV 27JAN2026 2060 PE
Delta: -0.72
Vega: 1.48
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 1992.40 76.8 13.05 21.88 109 -18 724
8 Jan 2008.90 64.45 13.5 20.75 391 -12 748
7 Jan 2031.90 51.85 9.5 22.23 531 -13 759
6 Jan 2044.60 41.65 -1.65 21.21 2,228 -18 771
5 Jan 2039.20 43.75 -5.25 19.90 553 156 791
2 Jan 2038.40 48.2 -2 21.06 564 -55 641
1 Jan 2037.00 49.3 -0.75 20.82 193 8 697
31 Dec 2039.90 52.05 1 21.93 589 421 690
30 Dec 2026.40 48.35 -17.65 20.52 126 47 268
29 Dec 2012.10 66 -4.55 21.28 36 14 222
26 Dec 2017.60 70.55 15.3 24.55 73 26 207
24 Dec 2035.70 55.5 6.65 21.48 210 60 181
23 Dec 2047.60 48.7 -0.85 19.64 31 10 121
22 Dec 2049.80 49.55 -0.55 21.37 17 14 110
19 Dec 2043.80 50.05 -11 19.91 18 0 94
18 Dec 2026.30 61.05 -8.95 20.71 7 2 96
17 Dec 2021.20 70 8.9 22.64 1 0 93
16 Dec 2035.20 61.1 17.1 21.91 8 6 94
15 Dec 2070.50 44 0.4 20.75 1 0 87
12 Dec 2083.10 43.6 -7 22.47 3 0 87
11 Dec 2065.80 50.6 6.6 22.20 1 0 88
10 Dec 2065.80 44 -3.3 19.77 94 83 89
9 Dec 2069.50 47.3 1.2 - 0 2 0
8 Dec 2059.20 47.3 1.2 19.55 2 1 5
5 Dec 2096.50 46.1 -55.25 - 0 0 0
4 Dec 2049.20 46.1 -55.25 - 0 0 0
3 Dec 2046.00 46.1 -55.25 - 0 0 0
2 Dec 2065.90 46.1 -55.25 - 0 0 0
1 Dec 2081.80 46.1 -55.25 - 0 0 0
28 Nov 2094.00 46.1 -55.25 - 0 4 0
27 Nov 2103.20 46.1 -55.25 23.91 4 3 3
26 Nov 2085.10 101.35 0 1.99 0 0 0


For Bajaj Finserv Ltd. - strike price 2060 expiring on 27JAN2026

Delta for 2060 PE is -0.72

Historical price for 2060 PE is as follows

On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 76.8, which was 13.05 higher than the previous day. The implied volatity was 21.88, the open interest changed by -18 which decreased total open position to 724


On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 64.45, which was 13.5 higher than the previous day. The implied volatity was 20.75, the open interest changed by -12 which decreased total open position to 748


On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 51.85, which was 9.5 higher than the previous day. The implied volatity was 22.23, the open interest changed by -13 which decreased total open position to 759


On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 41.65, which was -1.65 lower than the previous day. The implied volatity was 21.21, the open interest changed by -18 which decreased total open position to 771


On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 43.75, which was -5.25 lower than the previous day. The implied volatity was 19.90, the open interest changed by 156 which increased total open position to 791


On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 48.2, which was -2 lower than the previous day. The implied volatity was 21.06, the open interest changed by -55 which decreased total open position to 641


On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 49.3, which was -0.75 lower than the previous day. The implied volatity was 20.82, the open interest changed by 8 which increased total open position to 697


On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 52.05, which was 1 higher than the previous day. The implied volatity was 21.93, the open interest changed by 421 which increased total open position to 690


On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 48.35, which was -17.65 lower than the previous day. The implied volatity was 20.52, the open interest changed by 47 which increased total open position to 268


On 29 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 66, which was -4.55 lower than the previous day. The implied volatity was 21.28, the open interest changed by 14 which increased total open position to 222


On 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 70.55, which was 15.3 higher than the previous day. The implied volatity was 24.55, the open interest changed by 26 which increased total open position to 207


On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 55.5, which was 6.65 higher than the previous day. The implied volatity was 21.48, the open interest changed by 60 which increased total open position to 181


On 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 48.7, which was -0.85 lower than the previous day. The implied volatity was 19.64, the open interest changed by 10 which increased total open position to 121


On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 49.55, which was -0.55 lower than the previous day. The implied volatity was 21.37, the open interest changed by 14 which increased total open position to 110


On 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 50.05, which was -11 lower than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 94


On 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 61.05, which was -8.95 lower than the previous day. The implied volatity was 20.71, the open interest changed by 2 which increased total open position to 96


On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 70, which was 8.9 higher than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 93


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 61.1, which was 17.1 higher than the previous day. The implied volatity was 21.91, the open interest changed by 6 which increased total open position to 94


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 44, which was 0.4 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 87


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 43.6, which was -7 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 87


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 50.6, which was 6.6 higher than the previous day. The implied volatity was 22.20, the open interest changed by 0 which decreased total open position to 88


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 44, which was -3.3 lower than the previous day. The implied volatity was 19.77, the open interest changed by 83 which increased total open position to 89


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 47.3, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 47.3, which was 1.2 higher than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 5


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 46.1, which was -55.25 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 46.1, which was -55.25 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 46.1, which was -55.25 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 46.1, which was -55.25 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 46.1, which was -55.25 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 46.1, which was -55.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 46.1, which was -55.25 lower than the previous day. The implied volatity was 23.91, the open interest changed by 3 which increased total open position to 3


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 101.35, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0