BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
12 Dec 2025 04:11 PM IST
| BAJAJFINSV 30-DEC-2025 2100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 1.84
Theta: -1.18
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 2083.10 | 30.45 | 9.3 | 17.88 | 8,017 | 172 | 4,048 | |||||||||
| 11 Dec | 2065.80 | 20.65 | -3.65 | 16.50 | 4,982 | 139 | 3,877 | |||||||||
| 10 Dec | 2065.80 | 23.5 | -1.75 | 18.58 | 7,960 | 170 | 3,734 | |||||||||
| 9 Dec | 2069.50 | 24.1 | 0.9 | 17.19 | 5,017 | 112 | 3,585 | |||||||||
| 8 Dec | 2059.20 | 23.4 | -20.85 | 18.02 | 5,962 | 1,130 | 3,485 | |||||||||
| 5 Dec | 2096.50 | 42.3 | 17.8 | 17.69 | 9,939 | -498 | 2,373 | |||||||||
| 4 Dec | 2049.20 | 24.9 | 0.7 | 18.45 | 1,809 | -5 | 2,872 | |||||||||
| 3 Dec | 2046.00 | 23.65 | -11.45 | 18.88 | 2,860 | 150 | 2,877 | |||||||||
| 2 Dec | 2065.90 | 35.35 | -7.85 | 19.16 | 1,973 | 127 | 2,716 | |||||||||
| 1 Dec | 2081.80 | 43.7 | -5.3 | 18.95 | 2,176 | 209 | 2,588 | |||||||||
| 28 Nov | 2094.00 | 51.45 | -6.1 | 18.23 | 2,422 | 315 | 2,420 | |||||||||
| 27 Nov | 2103.20 | 59.35 | 13.55 | 18.49 | 7,473 | 477 | 2,104 | |||||||||
| 26 Nov | 2085.10 | 45.9 | 20 | 17.82 | 4,059 | 24 | 1,630 | |||||||||
| 25 Nov | 2030.20 | 26.1 | -5.35 | 18.17 | 1,639 | 220 | 1,616 | |||||||||
| 24 Nov | 2030.80 | 32.6 | -8.2 | 19.16 | 1,521 | 208 | 1,391 | |||||||||
| 21 Nov | 2052.40 | 41 | -21.8 | 18.82 | 1,497 | 209 | 1,199 | |||||||||
| 20 Nov | 2095.60 | 63.75 | 23.7 | 19.27 | 2,489 | 526 | 990 | |||||||||
| 19 Nov | 2050.20 | 40.1 | -2.2 | 19.76 | 246 | 38 | 464 | |||||||||
| 18 Nov | 2050.20 | 43.85 | -13.25 | 19.49 | 275 | 58 | 426 | |||||||||
| 17 Nov | 2079.60 | 56.55 | 3.3 | 19.06 | 339 | 124 | 367 | |||||||||
|
|
||||||||||||||||
| 14 Nov | 2065.80 | 54.05 | 1.9 | 19.91 | 103 | -9 | 243 | |||||||||
| 13 Nov | 2056.20 | 52.6 | 6.6 | 20.41 | 161 | 10 | 254 | |||||||||
| 12 Nov | 2035.50 | 45.5 | 12.5 | 20.45 | 460 | -32 | 244 | |||||||||
| 11 Nov | 1989.40 | 33.65 | -69.2 | 22.15 | 648 | 205 | 280 | |||||||||
| 10 Nov | 2118.30 | 97.9 | 14.95 | 22.93 | 49 | 35 | 75 | |||||||||
| 7 Nov | 2102.10 | 85.9 | 23.65 | 19.67 | 36 | 14 | 38 | |||||||||
| 6 Nov | 2063.20 | 62.25 | -6.75 | 20.14 | 23 | 10 | 25 | |||||||||
| 4 Nov | 2073.20 | 69 | -63.3 | 21.19 | 15 | 13 | 13 | |||||||||
| 3 Nov | 2081.60 | 132.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 2088.30 | 132.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 2114.60 | 132.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 2137.00 | 132.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2100 expiring on 30DEC2025
Delta for 2100 CE is 0.48
Historical price for 2100 CE is as follows
On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 30.45, which was 9.3 higher than the previous day. The implied volatity was 17.88, the open interest changed by 172 which increased total open position to 4048
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 20.65, which was -3.65 lower than the previous day. The implied volatity was 16.50, the open interest changed by 139 which increased total open position to 3877
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 23.5, which was -1.75 lower than the previous day. The implied volatity was 18.58, the open interest changed by 170 which increased total open position to 3734
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 24.1, which was 0.9 higher than the previous day. The implied volatity was 17.19, the open interest changed by 112 which increased total open position to 3585
On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 23.4, which was -20.85 lower than the previous day. The implied volatity was 18.02, the open interest changed by 1130 which increased total open position to 3485
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 42.3, which was 17.8 higher than the previous day. The implied volatity was 17.69, the open interest changed by -498 which decreased total open position to 2373
On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 24.9, which was 0.7 higher than the previous day. The implied volatity was 18.45, the open interest changed by -5 which decreased total open position to 2872
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 23.65, which was -11.45 lower than the previous day. The implied volatity was 18.88, the open interest changed by 150 which increased total open position to 2877
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 35.35, which was -7.85 lower than the previous day. The implied volatity was 19.16, the open interest changed by 127 which increased total open position to 2716
On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 43.7, which was -5.3 lower than the previous day. The implied volatity was 18.95, the open interest changed by 209 which increased total open position to 2588
On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 51.45, which was -6.1 lower than the previous day. The implied volatity was 18.23, the open interest changed by 315 which increased total open position to 2420
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 59.35, which was 13.55 higher than the previous day. The implied volatity was 18.49, the open interest changed by 477 which increased total open position to 2104
On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 45.9, which was 20 higher than the previous day. The implied volatity was 17.82, the open interest changed by 24 which increased total open position to 1630
On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 26.1, which was -5.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 220 which increased total open position to 1616
On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 32.6, which was -8.2 lower than the previous day. The implied volatity was 19.16, the open interest changed by 208 which increased total open position to 1391
On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 41, which was -21.8 lower than the previous day. The implied volatity was 18.82, the open interest changed by 209 which increased total open position to 1199
On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 63.75, which was 23.7 higher than the previous day. The implied volatity was 19.27, the open interest changed by 526 which increased total open position to 990
On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 40.1, which was -2.2 lower than the previous day. The implied volatity was 19.76, the open interest changed by 38 which increased total open position to 464
On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 43.85, which was -13.25 lower than the previous day. The implied volatity was 19.49, the open interest changed by 58 which increased total open position to 426
On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 56.55, which was 3.3 higher than the previous day. The implied volatity was 19.06, the open interest changed by 124 which increased total open position to 367
On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 54.05, which was 1.9 higher than the previous day. The implied volatity was 19.91, the open interest changed by -9 which decreased total open position to 243
On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 52.6, which was 6.6 higher than the previous day. The implied volatity was 20.41, the open interest changed by 10 which increased total open position to 254
On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 45.5, which was 12.5 higher than the previous day. The implied volatity was 20.45, the open interest changed by -32 which decreased total open position to 244
On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 33.65, which was -69.2 lower than the previous day. The implied volatity was 22.15, the open interest changed by 205 which increased total open position to 280
On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 97.9, which was 14.95 higher than the previous day. The implied volatity was 22.93, the open interest changed by 35 which increased total open position to 75
On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 85.9, which was 23.65 higher than the previous day. The implied volatity was 19.67, the open interest changed by 14 which increased total open position to 38
On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 62.25, which was -6.75 lower than the previous day. The implied volatity was 20.14, the open interest changed by 10 which increased total open position to 25
On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 69, which was -63.3 lower than the previous day. The implied volatity was 21.19, the open interest changed by 13 which increased total open position to 13
On 3 Nov BAJAJFINSV was trading at 2081.60. The strike last trading price was 132.3, 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 132.3, 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 132.3, 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 132.3, 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 2100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 1.84
Theta: -0.62
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 2083.10 | 36.1 | -12.6 | 18.04 | 923 | -101 | 728 |
| 11 Dec | 2065.80 | 49.3 | -0.15 | 19.06 | 787 | 24 | 829 |
| 10 Dec | 2065.80 | 51.1 | 2 | 18.07 | 1,510 | -125 | 805 |
| 9 Dec | 2069.50 | 50.05 | -10.05 | 19.01 | 474 | -25 | 942 |
| 8 Dec | 2059.20 | 57.9 | 22.6 | 20.20 | 1,207 | -124 | 966 |
| 5 Dec | 2096.50 | 35.2 | -29.3 | 17.75 | 2,822 | 154 | 1,109 |
| 4 Dec | 2049.20 | 64.65 | -4.2 | 19.97 | 185 | -21 | 955 |
| 3 Dec | 2046.00 | 70.85 | 15.85 | 20.18 | 363 | -7 | 976 |
| 2 Dec | 2065.90 | 55.3 | 7.5 | 19.87 | 613 | 74 | 982 |
| 1 Dec | 2081.80 | 47.7 | 4.8 | 20.07 | 1,254 | 32 | 911 |
| 28 Nov | 2094.00 | 41.25 | 3.45 | 19.14 | 1,586 | 21 | 883 |
| 27 Nov | 2103.20 | 36.25 | -9.75 | 18.82 | 2,453 | 273 | 861 |
| 26 Nov | 2085.10 | 46.1 | -36.25 | 18.48 | 714 | 169 | 586 |
| 25 Nov | 2030.20 | 80.55 | -2.8 | 20.96 | 202 | 62 | 421 |
| 24 Nov | 2030.80 | 83.5 | 12.55 | 24.20 | 307 | -45 | 359 |
| 21 Nov | 2052.40 | 70.8 | 22 | 22.20 | 348 | -28 | 417 |
| 20 Nov | 2095.60 | 48.9 | -27.4 | 21.19 | 477 | 200 | 445 |
| 19 Nov | 2050.20 | 77 | 0.2 | 21.75 | 22 | 7 | 244 |
| 18 Nov | 2050.20 | 74.85 | 11.75 | 22.50 | 26 | 8 | 236 |
| 17 Nov | 2079.60 | 63 | -12.25 | 22.95 | 249 | 175 | 226 |
| 14 Nov | 2065.80 | 71.7 | -6.75 | 22.94 | 21 | -7 | 51 |
| 13 Nov | 2056.20 | 78.45 | -13.85 | 23.72 | 17 | 1 | 58 |
| 12 Nov | 2035.50 | 92.3 | -29.7 | 25.00 | 28 | -1 | 57 |
| 11 Nov | 1989.40 | 122 | 70.05 | 25.59 | 61 | 19 | 59 |
| 10 Nov | 2118.30 | 51.35 | -13.65 | 24.08 | 32 | 20 | 39 |
| 7 Nov | 2102.10 | 65 | -15 | 26.33 | 6 | 5 | 18 |
| 6 Nov | 2063.20 | 80 | 6.4 | 24.71 | 2 | 0 | 12 |
| 4 Nov | 2073.20 | 73.6 | 7.6 | - | 0 | 2 | 0 |
| 3 Nov | 2081.60 | 73.6 | 7.6 | 24.49 | 4 | 1 | 11 |
| 31 Oct | 2088.30 | 66 | 6.8 | - | 6 | 4 | 9 |
| 30 Oct | 2114.60 | 59.2 | -10.9 | 24.33 | 10 | 6 | 6 |
| 29 Oct | 2137.00 | 70.1 | 0 | 2.16 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2100 expiring on 30DEC2025
Delta for 2100 PE is -0.52
Historical price for 2100 PE is as follows
On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 36.1, which was -12.6 lower than the previous day. The implied volatity was 18.04, the open interest changed by -101 which decreased total open position to 728
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 49.3, which was -0.15 lower than the previous day. The implied volatity was 19.06, the open interest changed by 24 which increased total open position to 829
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 51.1, which was 2 higher than the previous day. The implied volatity was 18.07, the open interest changed by -125 which decreased total open position to 805
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 50.05, which was -10.05 lower than the previous day. The implied volatity was 19.01, the open interest changed by -25 which decreased total open position to 942
On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 57.9, which was 22.6 higher than the previous day. The implied volatity was 20.20, the open interest changed by -124 which decreased total open position to 966
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 35.2, which was -29.3 lower than the previous day. The implied volatity was 17.75, the open interest changed by 154 which increased total open position to 1109
On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 64.65, which was -4.2 lower than the previous day. The implied volatity was 19.97, the open interest changed by -21 which decreased total open position to 955
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 70.85, which was 15.85 higher than the previous day. The implied volatity was 20.18, the open interest changed by -7 which decreased total open position to 976
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 55.3, which was 7.5 higher than the previous day. The implied volatity was 19.87, the open interest changed by 74 which increased total open position to 982
On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 47.7, which was 4.8 higher than the previous day. The implied volatity was 20.07, the open interest changed by 32 which increased total open position to 911
On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 41.25, which was 3.45 higher than the previous day. The implied volatity was 19.14, the open interest changed by 21 which increased total open position to 883
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 36.25, which was -9.75 lower than the previous day. The implied volatity was 18.82, the open interest changed by 273 which increased total open position to 861
On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 46.1, which was -36.25 lower than the previous day. The implied volatity was 18.48, the open interest changed by 169 which increased total open position to 586
On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 80.55, which was -2.8 lower than the previous day. The implied volatity was 20.96, the open interest changed by 62 which increased total open position to 421
On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 83.5, which was 12.55 higher than the previous day. The implied volatity was 24.20, the open interest changed by -45 which decreased total open position to 359
On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 70.8, which was 22 higher than the previous day. The implied volatity was 22.20, the open interest changed by -28 which decreased total open position to 417
On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 48.9, which was -27.4 lower than the previous day. The implied volatity was 21.19, the open interest changed by 200 which increased total open position to 445
On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 77, which was 0.2 higher than the previous day. The implied volatity was 21.75, the open interest changed by 7 which increased total open position to 244
On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 74.85, which was 11.75 higher than the previous day. The implied volatity was 22.50, the open interest changed by 8 which increased total open position to 236
On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 63, which was -12.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by 175 which increased total open position to 226
On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 71.7, which was -6.75 lower than the previous day. The implied volatity was 22.94, the open interest changed by -7 which decreased total open position to 51
On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 78.45, which was -13.85 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1 which increased total open position to 58
On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 92.3, which was -29.7 lower than the previous day. The implied volatity was 25.00, the open interest changed by -1 which decreased total open position to 57
On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 122, which was 70.05 higher than the previous day. The implied volatity was 25.59, the open interest changed by 19 which increased total open position to 59
On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 51.35, which was -13.65 lower than the previous day. The implied volatity was 24.08, the open interest changed by 20 which increased total open position to 39
On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 65, which was -15 lower than the previous day. The implied volatity was 26.33, the open interest changed by 5 which increased total open position to 18
On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 80, which was 6.4 higher than the previous day. The implied volatity was 24.71, the open interest changed by 0 which decreased total open position to 12
On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 73.6, which was 7.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov BAJAJFINSV was trading at 2081.60. The strike last trading price was 73.6, which was 7.6 higher than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 11
On 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 66, which was 6.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 30 Oct BAJAJFINSV was trading at 2114.60. The strike last trading price was 59.2, which was -10.9 lower than the previous day. The implied volatity was 24.33, the open interest changed by 6 which increased total open position to 6
On 29 Oct BAJAJFINSV was trading at 2137.00. The strike last trading price was 70.1, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0































































































































































































































