[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
2070.5 -12.60 (-0.60%)
L: 2061 H: 2080.8

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Historical option data for BAJAJFINSV

15 Dec 2025 04:11 PM IST
BAJAJFINSV 30-DEC-2025 2220 CE
Delta: 0.06
Vega: 0.48
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 2070.50 2.1 -1.45 20.76 109 6 514
12 Dec 2083.10 3.75 1.1 19.50 102 -11 509
11 Dec 2065.80 2.5 -0.85 19.12 156 9 520
10 Dec 2065.80 3.3 -0.5 20.36 172 8 511
9 Dec 2069.50 3.7 0.25 19.75 245 -23 504
8 Dec 2059.20 3.7 -4.05 20.14 542 18 528
5 Dec 2096.50 7.35 3.3 18.40 779 122 509
4 Dec 2049.20 4 -0.05 19.52 86 -3 387
3 Dec 2046.00 3.9 -2.65 19.81 275 -91 391
2 Dec 2065.90 6.5 -2.3 19.45 176 -30 483
1 Dec 2081.80 8.95 -1.8 19.20 108 19 512
28 Nov 2094.00 11.2 -2.25 18.21 221 33 493
27 Nov 2103.20 13.9 3.75 18.15 794 61 454
26 Nov 2085.10 10.2 4.5 18.24 324 87 391
25 Nov 2030.20 5.7 -2 19.47 160 -57 305
24 Nov 2030.80 7.9 -2.65 20.11 234 45 345
21 Nov 2052.40 11.05 -8.05 19.74 166 81 300
20 Nov 2095.60 19.7 8.35 19.64 93 18 218
19 Nov 2050.20 11.25 -1.2 20.40 61 20 199
18 Nov 2050.20 12.45 -5.4 20.01 51 15 179
17 Nov 2079.60 17.6 0.4 19.66 97 19 164
14 Nov 2065.80 17.2 1.75 - 0 0 0
13 Nov 2056.20 17.2 1.75 20.78 2 0 145
12 Nov 2035.50 15.8 4.8 21.46 192 144 146
11 Nov 1989.40 11 -18.9 22.64 3 -1 2
10 Nov 2118.30 29.9 -45.2 - 0 3 0
7 Nov 2102.10 29.9 -45.2 18.72 3 2 2
6 Nov 2063.20 75.1 0 4.02 0 0 0
4 Nov 2073.20 75.1 0 3.52 0 0 0
3 Nov 2081.60 75.1 0 3.26 0 0 0
31 Oct 2088.30 75.1 0 - 0 0 0
30 Oct 2114.60 75.1 0 2.05 0 0 0
29 Oct 2137.00 75.1 0 1.37 0 0 0


For Bajaj Finserv Ltd. - strike price 2220 expiring on 30DEC2025

Delta for 2220 CE is 0.06

Historical price for 2220 CE is as follows

On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 2.1, which was -1.45 lower than the previous day. The implied volatity was 20.76, the open interest changed by 6 which increased total open position to 514


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 3.75, which was 1.1 higher than the previous day. The implied volatity was 19.50, the open interest changed by -11 which decreased total open position to 509


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 19.12, the open interest changed by 9 which increased total open position to 520


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 3.3, which was -0.5 lower than the previous day. The implied volatity was 20.36, the open interest changed by 8 which increased total open position to 511


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 3.7, which was 0.25 higher than the previous day. The implied volatity was 19.75, the open interest changed by -23 which decreased total open position to 504


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 3.7, which was -4.05 lower than the previous day. The implied volatity was 20.14, the open interest changed by 18 which increased total open position to 528


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 7.35, which was 3.3 higher than the previous day. The implied volatity was 18.40, the open interest changed by 122 which increased total open position to 509


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 4, which was -0.05 lower than the previous day. The implied volatity was 19.52, the open interest changed by -3 which decreased total open position to 387


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 3.9, which was -2.65 lower than the previous day. The implied volatity was 19.81, the open interest changed by -91 which decreased total open position to 391


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 6.5, which was -2.3 lower than the previous day. The implied volatity was 19.45, the open interest changed by -30 which decreased total open position to 483


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 8.95, which was -1.8 lower than the previous day. The implied volatity was 19.20, the open interest changed by 19 which increased total open position to 512


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 11.2, which was -2.25 lower than the previous day. The implied volatity was 18.21, the open interest changed by 33 which increased total open position to 493


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 13.9, which was 3.75 higher than the previous day. The implied volatity was 18.15, the open interest changed by 61 which increased total open position to 454


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 10.2, which was 4.5 higher than the previous day. The implied volatity was 18.24, the open interest changed by 87 which increased total open position to 391


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 5.7, which was -2 lower than the previous day. The implied volatity was 19.47, the open interest changed by -57 which decreased total open position to 305


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 7.9, which was -2.65 lower than the previous day. The implied volatity was 20.11, the open interest changed by 45 which increased total open position to 345


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 11.05, which was -8.05 lower than the previous day. The implied volatity was 19.74, the open interest changed by 81 which increased total open position to 300


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 19.7, which was 8.35 higher than the previous day. The implied volatity was 19.64, the open interest changed by 18 which increased total open position to 218


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 11.25, which was -1.2 lower than the previous day. The implied volatity was 20.40, the open interest changed by 20 which increased total open position to 199


On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 12.45, which was -5.4 lower than the previous day. The implied volatity was 20.01, the open interest changed by 15 which increased total open position to 179


On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 17.6, which was 0.4 higher than the previous day. The implied volatity was 19.66, the open interest changed by 19 which increased total open position to 164


On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 17.2, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 17.2, which was 1.75 higher than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 145


On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 15.8, which was 4.8 higher than the previous day. The implied volatity was 21.46, the open interest changed by 144 which increased total open position to 146


On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 11, which was -18.9 lower than the previous day. The implied volatity was 22.64, the open interest changed by -1 which decreased total open position to 2


On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 29.9, which was -45.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 29.9, which was -45.2 lower than the previous day. The implied volatity was 18.72, the open interest changed by 2 which increased total open position to 2


On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 75.1, which was 0 lower than the previous day. The implied volatity was 4.02, 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 75.1, which was 0 lower than the previous day. The implied volatity was 3.52, 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 75.1, which was 0 lower than the previous day. The implied volatity was 3.26, 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 75.1, 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 30 Oct BAJAJFINSV was trading at 2114.60. The strike last trading price was 75.1, which was 0 lower than the previous day. The implied volatity was 2.05, 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 75.1, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


BAJAJFINSV 30DEC2025 2220 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 2070.50 147.3 30.95 - 0 0 0
12 Dec 2083.10 147.3 30.95 - 0 0 13
11 Dec 2065.80 147.3 30.95 - 0 0 13
10 Dec 2065.80 147.3 30.95 - 0 0 13
9 Dec 2069.50 147.3 30.95 - 0 0 0
8 Dec 2059.20 147.3 30.95 - 0 0 13
5 Dec 2096.50 147.3 30.95 - 0 0 0
4 Dec 2049.20 147.3 30.95 - 0 0 0
3 Dec 2046.00 147.3 30.95 - 0 1 0
2 Dec 2065.90 147.3 30.95 22.12 2 0 12
1 Dec 2081.80 116.35 -15.65 - 0 0 0
28 Nov 2094.00 116.35 -15.65 - 0 8 0
27 Nov 2103.20 116.35 -15.65 21.93 20 8 12
26 Nov 2085.10 132 0.4 20.81 4 0 0
25 Nov 2030.20 131.6 0 - 0 0 0
24 Nov 2030.80 131.6 0 - 0 0 0
21 Nov 2052.40 131.6 0 - 0 0 0
20 Nov 2095.60 131.6 0 - 0 0 0
19 Nov 2050.20 131.6 0 - 0 0 0
18 Nov 2050.20 131.6 0 - 0 0 0
17 Nov 2079.60 131.6 0 - 0 0 0
14 Nov 2065.80 131.6 0 - 0 0 0
13 Nov 2056.20 131.6 0 - 0 0 0
12 Nov 2035.50 131.6 0 - 0 0 0
11 Nov 1989.40 131.6 0 - 0 0 0
10 Nov 2118.30 131.6 0 - 0 0 0
7 Nov 2102.10 131.6 0 - 0 0 0
6 Nov 2063.20 131.6 0 - 0 0 0
4 Nov 2073.20 131.6 0 - 0 0 0
3 Nov 2081.60 131.6 0 - 0 0 0
31 Oct 2088.30 131.6 0 - 0 0 0
30 Oct 2114.60 131.6 0 - 0 0 0
29 Oct 2137.00 131.6 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2220 expiring on 30DEC2025

Delta for 2220 PE is -

Historical price for 2220 PE is as follows

On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 147.3, which was 30.95 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 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 147.3, which was 30.95 higher 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 147.3, which was 30.95 higher 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 147.3, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 147.3, which was 30.95 higher than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 12


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 116.35, which was -15.65 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 116.35, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 116.35, which was -15.65 lower than the previous day. The implied volatity was 21.93, the open interest changed by 8 which increased total open position to 12


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 132, which was 0.4 higher than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 131.6, 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 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 131.6, 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 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 131.6, 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 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 131.6, 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 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 131.6, 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 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 131.6, 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 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 131.6, 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 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 131.6, 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 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 131.6, 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 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 131.6, 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 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 131.6, 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 131.6, 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 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 131.6, 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 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 131.6, 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 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 131.6, 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 3 Nov BAJAJFINSV was trading at 2081.60. The strike last trading price was 131.6, 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 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 131.6, 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 131.6, 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 29 Oct BAJAJFINSV was trading at 2137.00. The strike last trading price was 131.6, 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