[--[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 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