BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
09 Jan 2026 04:11 PM IST
| BAJAJFINSV 27-JAN-2026 2060 CE | ||||||||||||||||
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Delta: 0.24
Vega: 1.37
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
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Delta: -0.72
Vega: 1.48
Theta: -0.48
Gamma: 0.00
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| 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































































































































































































































