[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
2021.2 -14.00 (-0.69%)
L: 2011.6 H: 2044

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Historical option data for BAJAJFINSV

17 Dec 2025 04:11 PM IST
BAJAJFINSV 30-DEC-2025 2300 CE
Delta: 0.01
Vega: 0.12
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2021.20 0.45 0.05 29.19 19 -1 1,347
16 Dec 2035.20 0.3 -0.2 25.52 198 -45 1,349
15 Dec 2070.50 0.5 -0.4 22.82 67 -3 1,394
12 Dec 2083.10 0.95 0.3 21.37 109 -25 1,397
11 Dec 2065.80 0.65 -0.3 21.18 284 -62 1,422
10 Dec 2065.80 1 0.15 22.50 182 -1 1,477
9 Dec 2069.50 0.85 -0.25 20.89 64 -4 1,476
8 Dec 2059.20 1.1 -0.75 21.93 306 -61 1,487
5 Dec 2096.50 1.6 0.55 18.76 619 107 1,549
4 Dec 2049.20 1.05 0 20.53 34 -6 1,442
3 Dec 2046.00 1 -0.7 20.59 193 -22 1,448
2 Dec 2065.90 1.75 -0.55 20.09 231 -11 1,470
1 Dec 2081.80 2.4 -0.55 19.55 437 183 1,481
28 Nov 2094.00 3 -0.9 18.36 281 12 1,298
27 Nov 2103.20 4.1 0.9 18.42 1,371 -186 1,286
26 Nov 2085.10 3.2 1.15 18.94 2,458 1,210 1,472
25 Nov 2030.20 1.95 -1.05 20.50 214 28 260
24 Nov 2030.80 3.15 -1.6 21.43 282 -5 232
21 Nov 2052.40 4.65 -3.2 21.01 234 14 233
20 Nov 2095.60 7.85 3.05 20.15 296 144 223
19 Nov 2050.20 4.8 -0.2 21.48 67 21 78
18 Nov 2050.20 5 -2.5 20.75 9 0 56
17 Nov 2079.60 7.5 0.4 20.46 42 11 56
14 Nov 2065.80 7 -41.75 20.47 86 38 38
13 Nov 2056.20 48.75 0 6.94 0 0 0
12 Nov 2035.50 48.75 0 7.40 0 0 0
11 Nov 1989.40 48.75 0 9.19 0 0 0
10 Nov 2118.30 48.75 0 4.72 0 0 0
7 Nov 2102.10 48.75 0 4.85 0 0 0
6 Nov 2063.20 48.75 0 6.10 0 0 0
4 Nov 2073.20 48.75 0 5.73 0 0 0
31 Oct 2088.30 48.75 0 - 0 0 0
30 Oct 2114.60 48.75 0 4.25 0 0 0


For Bajaj Finserv Ltd. - strike price 2300 expiring on 30DEC2025

Delta for 2300 CE is 0.01

Historical price for 2300 CE is as follows

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 29.19, the open interest changed by -1 which decreased total open position to 1347


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 25.52, the open interest changed by -45 which decreased total open position to 1349


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 22.82, the open interest changed by -3 which decreased total open position to 1394


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 21.37, the open interest changed by -25 which decreased total open position to 1397


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was 21.18, the open interest changed by -62 which decreased total open position to 1422


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 22.50, the open interest changed by -1 which decreased total open position to 1477


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 0.85, which was -0.25 lower than the previous day. The implied volatity was 20.89, the open interest changed by -4 which decreased total open position to 1476


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 21.93, the open interest changed by -61 which decreased total open position to 1487


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 1.6, which was 0.55 higher than the previous day. The implied volatity was 18.76, the open interest changed by 107 which increased total open position to 1549


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 20.53, the open interest changed by -6 which decreased total open position to 1442


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 1, which was -0.7 lower than the previous day. The implied volatity was 20.59, the open interest changed by -22 which decreased total open position to 1448


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 20.09, the open interest changed by -11 which decreased total open position to 1470


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 19.55, the open interest changed by 183 which increased total open position to 1481


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 18.36, the open interest changed by 12 which increased total open position to 1298


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 4.1, which was 0.9 higher than the previous day. The implied volatity was 18.42, the open interest changed by -186 which decreased total open position to 1286


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 3.2, which was 1.15 higher than the previous day. The implied volatity was 18.94, the open interest changed by 1210 which increased total open position to 1472


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by 28 which increased total open position to 260


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 3.15, which was -1.6 lower than the previous day. The implied volatity was 21.43, the open interest changed by -5 which decreased total open position to 232


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 4.65, which was -3.2 lower than the previous day. The implied volatity was 21.01, the open interest changed by 14 which increased total open position to 233


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 7.85, which was 3.05 higher than the previous day. The implied volatity was 20.15, the open interest changed by 144 which increased total open position to 223


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 4.8, which was -0.2 lower than the previous day. The implied volatity was 21.48, the open interest changed by 21 which increased total open position to 78


On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 5, which was -2.5 lower than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 56


On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 7.5, which was 0.4 higher than the previous day. The implied volatity was 20.46, the open interest changed by 11 which increased total open position to 56


On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 7, which was -41.75 lower than the previous day. The implied volatity was 20.47, the open interest changed by 38 which increased total open position to 38


On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 48.75, which was 0 lower than the previous day. The implied volatity was 6.94, 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 48.75, which was 0 lower than the previous day. The implied volatity was 7.40, 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 48.75, which was 0 lower than the previous day. The implied volatity was 9.19, 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 48.75, which was 0 lower than the previous day. The implied volatity was 4.72, 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 48.75, which was 0 lower than the previous day. The implied volatity was 4.85, 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 48.75, which was 0 lower than the previous day. The implied volatity was 6.10, 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 48.75, which was 0 lower than the previous day. The implied volatity was 5.73, 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 48.75, 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 48.75, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0


BAJAJFINSV 30DEC2025 2300 PE
Delta: -0.92
Vega: 0.54
Theta: -0.36
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 2021.20 277 38.85 45.23 4 0 128
16 Dec 2035.20 238.15 4.55 - 7 1 127
15 Dec 2070.50 233.6 39.45 - 0 0 0
12 Dec 2083.10 233.6 39.45 - 0 0 126
11 Dec 2065.80 233.6 39.45 - 0 0 126
10 Dec 2065.80 233.6 39.45 - 0 0 126
9 Dec 2069.50 233.6 39.45 - 0 3 0
8 Dec 2059.20 233.6 39.45 28.74 9 4 127
5 Dec 2096.50 194.15 13.45 20.85 11 -1 122
4 Dec 2049.20 180.7 -70 - 0 0 0
3 Dec 2046.00 180.7 -70 - 0 0 0
2 Dec 2065.90 180.7 -70 - 0 0 0
1 Dec 2081.80 180.7 -70 - 0 0 0
28 Nov 2094.00 180.7 -70 - 0 11 0
27 Nov 2103.20 180.7 -70 20.62 55 12 124
26 Nov 2085.10 250.7 59.7 - 0 55 0
25 Nov 2030.20 250.7 59.7 24.54 55 50 107
24 Nov 2030.80 191 -48 - 0 0 0
21 Nov 2052.40 191 -48 - 0 20 0
20 Nov 2095.60 191 -48 23.68 81 50 87
19 Nov 2050.20 239 17 25.68 8 1 30
18 Nov 2050.20 222 -0.45 - 0 1 0
17 Nov 2079.60 222 -0.45 32.31 1 0 28
14 Nov 2065.80 222.45 38 26.27 28 0 0
13 Nov 2056.20 184.45 0 - 0 0 0
12 Nov 2035.50 184.45 0 - 0 0 0
11 Nov 1989.40 184.45 0 - 0 0 0
10 Nov 2118.30 184.45 0 - 0 0 0
7 Nov 2102.10 184.45 0 - 0 0 0
6 Nov 2063.20 184.45 0 - 0 0 0
4 Nov 2073.20 184.45 0 - 0 0 0
31 Oct 2088.30 184.45 0 - 0 0 0
30 Oct 2114.60 184.45 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2300 expiring on 30DEC2025

Delta for 2300 PE is -0.92

Historical price for 2300 PE is as follows

On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 277, which was 38.85 higher than the previous day. The implied volatity was 45.23, the open interest changed by 0 which decreased total open position to 128


On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 238.15, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 127


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 233.6, which was 39.45 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 233.6, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 233.6, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 233.6, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 233.6, which was 39.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 233.6, which was 39.45 higher than the previous day. The implied volatity was 28.74, the open interest changed by 4 which increased total open position to 127


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 194.15, which was 13.45 higher than the previous day. The implied volatity was 20.85, the open interest changed by -1 which decreased total open position to 122


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 180.7, which was -70 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 180.7, which was -70 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 180.7, which was -70 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 180.7, which was -70 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 180.7, which was -70 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 180.7, which was -70 lower than the previous day. The implied volatity was 20.62, the open interest changed by 12 which increased total open position to 124


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 250.7, which was 59.7 higher than the previous day. The implied volatity was -, the open interest changed by 55 which increased total open position to 0


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 250.7, which was 59.7 higher than the previous day. The implied volatity was 24.54, the open interest changed by 50 which increased total open position to 107


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 191, which was -48 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 191, which was -48 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 191, which was -48 lower than the previous day. The implied volatity was 23.68, the open interest changed by 50 which increased total open position to 87


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 239, which was 17 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 30


On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 222, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 222, which was -0.45 lower than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 28


On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 222.45, which was 38 higher than the previous day. The implied volatity was 26.27, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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 184.45, 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