[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
2035.2 -35.30 (-1.70%)
L: 2029 H: 2067.8

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Historical option data for BAJAJFINSV

16 Dec 2025 04:11 PM IST
BAJAJFINSV 30-DEC-2025 2340 CE
Delta: 0.01
Vega: 0.08
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2035.20 0.25 -0.1 28.21 31 -1 1,669
15 Dec 2070.50 0.35 -0.05 - 0 0 0
12 Dec 2083.10 0.35 -0.05 21.40 14 0 1,670
11 Dec 2065.80 0.4 0.05 22.65 312 -300 1,671
10 Dec 2065.80 0.35 -0.1 21.79 162 0 1,971
9 Dec 2069.50 0.45 0 21.81 26 0 1,971
8 Dec 2059.20 0.45 -0.4 21.90 57 5 1,971
5 Dec 2096.50 0.6 0.1 18.54 156 -5 1,966
4 Dec 2049.20 0.5 -0.1 20.88 3 0 1,971
3 Dec 2046.00 0.6 -0.15 21.56 72 0 1,970
2 Dec 2065.90 0.8 -0.4 20.17 79 -6 1,968
1 Dec 2081.80 1.15 -0.3 19.70 66 9 1,974
28 Nov 2094.00 1.4 -0.65 18.38 474 188 1,963
27 Nov 2103.20 2.05 0.1 18.52 2,589 1,694 1,778
26 Nov 2085.10 1.95 0.25 19.71 101 46 85
25 Nov 2030.20 1.7 0.1 22.44 8 1 38
24 Nov 2030.80 1.6 -1.3 21.25 5 1 37
21 Nov 2052.40 2.9 -2 21.47 81 -11 36
20 Nov 2095.60 5 -33.8 20.62 57 47 47
19 Nov 2050.20 38.8 0 9.50 0 0 0
18 Nov 2050.20 38.8 0 9.12 0 0 0
17 Nov 2079.60 38.8 0 7.67 0 0 0
14 Nov 2065.80 38.8 0 7.84 0 0 0
13 Nov 2056.20 38.8 0 8.02 0 0 0
12 Nov 2035.50 38.8 0 8.97 0 0 0
11 Nov 1989.40 38.8 0 10.22 0 0 0
10 Nov 2118.30 38.8 0 5.74 0 0 0
7 Nov 2102.10 38.8 0 5.93 0 0 0
6 Nov 2063.20 38.8 0 7.14 0 0 0
4 Nov 2073.20 38.8 0 6.75 0 0 0
31 Oct 2088.30 38.8 0 - 0 0 0
30 Oct 2114.60 38.8 0 5.28 0 0 0


For Bajaj Finserv Ltd. - strike price 2340 expiring on 30DEC2025

Delta for 2340 CE is 0.01

Historical price for 2340 CE is as follows

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 28.21, the open interest changed by -1 which decreased total open position to 1669


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 0.35, which was -0.05 lower 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 0.35, which was -0.05 lower than the previous day. The implied volatity was 21.40, the open interest changed by 0 which decreased total open position to 1670


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 22.65, the open interest changed by -300 which decreased total open position to 1671


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 1971


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 1971


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 0.45, which was -0.4 lower than the previous day. The implied volatity was 21.90, the open interest changed by 5 which increased total open position to 1971


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 18.54, the open interest changed by -5 which decreased total open position to 1966


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 20.88, the open interest changed by 0 which decreased total open position to 1971


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 1970


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 0.8, which was -0.4 lower than the previous day. The implied volatity was 20.17, the open interest changed by -6 which decreased total open position to 1968


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 19.70, the open interest changed by 9 which increased total open position to 1974


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 18.38, the open interest changed by 188 which increased total open position to 1963


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 2.05, which was 0.1 higher than the previous day. The implied volatity was 18.52, the open interest changed by 1694 which increased total open position to 1778


On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 19.71, the open interest changed by 46 which increased total open position to 85


On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 1.7, which was 0.1 higher than the previous day. The implied volatity was 22.44, the open interest changed by 1 which increased total open position to 38


On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 1.6, which was -1.3 lower than the previous day. The implied volatity was 21.25, the open interest changed by 1 which increased total open position to 37


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 2.9, which was -2 lower than the previous day. The implied volatity was 21.47, the open interest changed by -11 which decreased total open position to 36


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 5, which was -33.8 lower than the previous day. The implied volatity was 20.62, the open interest changed by 47 which increased total open position to 47


On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 38.8, which was 0 lower than the previous day. The implied volatity was 9.50, 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 38.8, which was 0 lower than the previous day. The implied volatity was 9.12, 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 38.8, which was 0 lower than the previous day. The implied volatity was 7.67, 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 38.8, which was 0 lower than the previous day. The implied volatity was 7.84, 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 38.8, which was 0 lower than the previous day. The implied volatity was 8.02, 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 38.8, which was 0 lower than the previous day. The implied volatity was 8.97, 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 38.8, which was 0 lower than the previous day. The implied volatity was 10.22, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.74, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.93, 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 38.8, which was 0 lower than the previous day. The implied volatity was 7.14, 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 38.8, which was 0 lower than the previous day. The implied volatity was 6.75, 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 38.8, 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 38.8, which was 0 lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0


BAJAJFINSV 30DEC2025 2340 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2035.20 285.9 18.4 - 0 0 2
15 Dec 2070.50 285.9 18.4 - 0 0 0
12 Dec 2083.10 285.9 18.4 - 0 0 2
11 Dec 2065.80 285.9 18.4 - 0 0 2
10 Dec 2065.80 285.9 18.4 - 0 0 2
9 Dec 2069.50 285.9 18.4 - 0 0 0
8 Dec 2059.20 285.9 18.4 - 0 0 2
5 Dec 2096.50 285.9 18.4 - 0 0 0
4 Dec 2049.20 285.9 18.4 - 0 1 0
3 Dec 2046.00 285.9 18.4 28.27 1 0 1
2 Dec 2065.90 267.5 53.45 - 0 0 0
1 Dec 2081.80 267.5 53.45 - 0 0 0
28 Nov 2094.00 267.5 53.45 - 0 0 0
27 Nov 2103.20 267.5 53.45 - 0 0 0
26 Nov 2085.10 267.5 53.45 - 0 0 0
25 Nov 2030.20 267.5 53.45 - 0 0 0
24 Nov 2030.80 267.5 53.45 - 0 1 0
21 Nov 2052.40 267.5 53.45 28.02 1 0 0
20 Nov 2095.60 214.05 0 - 0 0 0
19 Nov 2050.20 214.05 0 - 0 0 0
18 Nov 2050.20 214.05 0 - 0 0 0
17 Nov 2079.60 214.05 0 - 0 0 0
14 Nov 2065.80 214.05 0 - 0 0 0
13 Nov 2056.20 214.05 0 - 0 0 0
12 Nov 2035.50 214.05 0 - 0 0 0
11 Nov 1989.40 214.05 0 - 0 0 0
10 Nov 2118.30 214.05 0 - 0 0 0
7 Nov 2102.10 214.05 0 - 0 0 0
6 Nov 2063.20 214.05 0 - 0 0 0
4 Nov 2073.20 214.05 0 - 0 0 0
31 Oct 2088.30 214.05 0 - 0 0 0
30 Oct 2114.60 214.05 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 2340 expiring on 30DEC2025

Delta for 2340 PE is -

Historical price for 2340 PE is as follows

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 285.9, which was 18.4 higher than the previous day. The implied volatity was -, 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 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 285.9, which was 18.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 285.9, which was 18.4 higher than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 1


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 267.5, which was 53.45 higher 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 267.5, which was 53.45 higher 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 267.5, which was 53.45 higher 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 267.5, which was 53.45 higher 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 267.5, which was 53.45 higher than the previous day. The implied volatity was -, 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 267.5, which was 53.45 higher 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 267.5, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 267.5, which was 53.45 higher than the previous day. The implied volatity was 28.02, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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 214.05, 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