BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
17 Dec 2025 04:11 PM IST
| BAJAJFINSV 30-DEC-2025 2360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.07
Theta: -0.09
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 2021.20 | 0.25 | -0.05 | 31.95 | 10 | 6 | 164 | |||||||||
| 16 Dec | 2035.20 | 0.35 | 0.2 | - | 0 | 0 | 158 | |||||||||
| 15 Dec | 2070.50 | 0.35 | 0.2 | 26.44 | 13 | -9 | 159 | |||||||||
| 12 Dec | 2083.10 | 0.15 | -0.25 | 20.72 | 6 | 2 | 167 | |||||||||
| 11 Dec | 2065.80 | 0.4 | 0.1 | 24.03 | 4 | -2 | 166 | |||||||||
| 10 Dec | 2065.80 | 0.3 | -0.1 | - | 10 | -5 | 170 | |||||||||
| 9 Dec | 2069.50 | 0.4 | -0.05 | - | 8 | -3 | 175 | |||||||||
| 8 Dec | 2059.20 | 0.45 | -0.55 | 23.18 | 30 | -6 | 182 | |||||||||
| 5 Dec | 2096.50 | 1 | 0 | 21.38 | 10 | -8 | 188 | |||||||||
| 4 Dec | 2049.20 | 1 | 0.4 | 24.50 | 38 | -8 | 201 | |||||||||
| 3 Dec | 2046.00 | 0.6 | -0.4 | 22.76 | 28 | -4 | 211 | |||||||||
| 2 Dec | 2065.90 | 1 | 0.4 | 22.31 | 2 | 0 | 217 | |||||||||
| 1 Dec | 2081.80 | 0.6 | -0.75 | 19.04 | 2 | 0 | 217 | |||||||||
| 28 Nov | 2094.00 | 1.35 | -0.25 | 19.45 | 19 | -1 | 225 | |||||||||
| 27 Nov | 2103.20 | 1.7 | 0.15 | 19.16 | 366 | 40 | 227 | |||||||||
| 26 Nov | 2085.10 | 1.55 | -0.8 | 20.14 | 24 | 18 | 186 | |||||||||
| 25 Nov | 2030.20 | 1.4 | -0.1 | 23.03 | 24 | -1 | 167 | |||||||||
| 24 Nov | 2030.80 | 1.45 | -1.25 | 22.05 | 73 | 17 | 184 | |||||||||
| 21 Nov | 2052.40 | 2.7 | -1.15 | 22.38 | 92 | -4 | 168 | |||||||||
| 20 Nov | 2095.60 | 4 | 1.6 | 20.88 | 194 | 62 | 172 | |||||||||
| 19 Nov | 2050.20 | 2.4 | -0.4 | 22.08 | 19 | 0 | 109 | |||||||||
| 18 Nov | 2050.20 | 2.8 | -1.05 | 21.85 | 45 | 27 | 109 | |||||||||
| 17 Nov | 2079.60 | 3.8 | -0.4 | 21.01 | 75 | 51 | 81 | |||||||||
| 14 Nov | 2065.80 | 4.2 | -0.3 | 21.69 | 3 | 1 | 30 | |||||||||
| 13 Nov | 2056.20 | 4.5 | 0.45 | 22.29 | 14 | 2 | 28 | |||||||||
| 12 Nov | 2035.50 | 4.05 | -0.8 | 22.94 | 22 | 2 | 24 | |||||||||
| 11 Nov | 1989.40 | 5.6 | -6.4 | 27.35 | 32 | -3 | 13 | |||||||||
| 10 Nov | 2118.30 | 12 | 5.55 | 22.04 | 8 | 5 | 15 | |||||||||
| 7 Nov | 2102.10 | 6.45 | 0 | 18.88 | 2 | 1 | 9 | |||||||||
| 6 Nov | 2063.20 | 6.45 | -2.8 | 21.70 | 3 | -1 | 6 | |||||||||
|
|
||||||||||||||||
| 4 Nov | 2073.20 | 9.25 | -4.05 | 23.04 | 2 | 1 | 6 | |||||||||
| 31 Oct | 2088.30 | 13.3 | -2.25 | - | 1 | 0 | 5 | |||||||||
| 30 Oct | 2114.60 | 15.55 | -8.4 | 21.96 | 1 | 0 | 6 | |||||||||
| 27 Oct | 2170.20 | 23.95 | -0.1 | 20.67 | 3 | 4 | 4 | |||||||||
For Bajaj Finserv Ltd. - strike price 2360 expiring on 30DEC2025
Delta for 2360 CE is 0.01
Historical price for 2360 CE is as follows
On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by 6 which increased total open position to 164
On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 158
On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 26.44, the open interest changed by -9 which decreased total open position to 159
On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 20.72, the open interest changed by 2 which increased total open position to 167
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 24.03, the open interest changed by -2 which decreased total open position to 166
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 170
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 175
On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 0.45, which was -0.55 lower than the previous day. The implied volatity was 23.18, the open interest changed by -6 which decreased total open position to 182
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 21.38, the open interest changed by -8 which decreased total open position to 188
On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 1, which was 0.4 higher than the previous day. The implied volatity was 24.50, the open interest changed by -8 which decreased total open position to 201
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 22.76, the open interest changed by -4 which decreased total open position to 211
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 1, which was 0.4 higher than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 217
On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 0.6, which was -0.75 lower than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 217
On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 19.45, the open interest changed by -1 which decreased total open position to 225
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 19.16, the open interest changed by 40 which increased total open position to 227
On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 1.55, which was -0.8 lower than the previous day. The implied volatity was 20.14, the open interest changed by 18 which increased total open position to 186
On 25 Nov BAJAJFINSV was trading at 2030.20. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 23.03, the open interest changed by -1 which decreased total open position to 167
On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 22.05, the open interest changed by 17 which increased total open position to 184
On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 2.7, which was -1.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by -4 which decreased total open position to 168
On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 4, which was 1.6 higher than the previous day. The implied volatity was 20.88, the open interest changed by 62 which increased total open position to 172
On 19 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 2.4, which was -0.4 lower than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 109
On 18 Nov BAJAJFINSV was trading at 2050.20. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 21.85, the open interest changed by 27 which increased total open position to 109
On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 21.01, the open interest changed by 51 which increased total open position to 81
On 14 Nov BAJAJFINSV was trading at 2065.80. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 21.69, the open interest changed by 1 which increased total open position to 30
On 13 Nov BAJAJFINSV was trading at 2056.20. The strike last trading price was 4.5, which was 0.45 higher than the previous day. The implied volatity was 22.29, the open interest changed by 2 which increased total open position to 28
On 12 Nov BAJAJFINSV was trading at 2035.50. The strike last trading price was 4.05, which was -0.8 lower than the previous day. The implied volatity was 22.94, the open interest changed by 2 which increased total open position to 24
On 11 Nov BAJAJFINSV was trading at 1989.40. The strike last trading price was 5.6, which was -6.4 lower than the previous day. The implied volatity was 27.35, the open interest changed by -3 which decreased total open position to 13
On 10 Nov BAJAJFINSV was trading at 2118.30. The strike last trading price was 12, which was 5.55 higher than the previous day. The implied volatity was 22.04, the open interest changed by 5 which increased total open position to 15
On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 9
On 6 Nov BAJAJFINSV was trading at 2063.20. The strike last trading price was 6.45, which was -2.8 lower than the previous day. The implied volatity was 21.70, the open interest changed by -1 which decreased total open position to 6
On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 9.25, which was -4.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 6
On 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 13.3, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 30 Oct BAJAJFINSV was trading at 2114.60. The strike last trading price was 15.55, which was -8.4 lower than the previous day. The implied volatity was 21.96, the open interest changed by 0 which decreased total open position to 6
On 27 Oct BAJAJFINSV was trading at 2170.20. The strike last trading price was 23.95, which was -0.1 lower than the previous day. The implied volatity was 20.67, the open interest changed by 2 which increased total open position to 2
| BAJAJFINSV 30DEC2025 2360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.56
Theta: -0.57
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 2021.20 | 338 | 40.2 | 54.74 | 35 | 23 | 38 |
| 16 Dec | 2035.20 | 297.8 | 54 | - | 9 | 8 | 16 |
| 15 Dec | 2070.50 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 12 Dec | 2083.10 | 243.5 | -62.5 | - | 0 | 0 | 8 |
| 11 Dec | 2065.80 | 243.5 | -62.5 | - | 0 | 0 | 8 |
| 10 Dec | 2065.80 | 243.5 | -62.5 | - | 0 | 0 | 8 |
| 9 Dec | 2069.50 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 8 Dec | 2059.20 | 243.5 | -62.5 | - | 0 | 0 | 8 |
| 5 Dec | 2096.50 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 4 Dec | 2049.20 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 3 Dec | 2046.00 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 2 Dec | 2065.90 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 1 Dec | 2081.80 | 243.5 | -62.5 | - | 0 | 0 | 0 |
| 28 Nov | 2094.00 | 243.5 | -62.5 | - | 0 | 3 | 0 |
| 27 Nov | 2103.20 | 243.5 | -62.5 | 28.25 | 7 | -1 | 4 |
| 26 Nov | 2085.10 | 306 | 18 | - | 0 | 0 | 0 |
| 25 Nov | 2030.20 | 306 | 18 | 20.31 | 3 | 0 | 5 |
| 24 Nov | 2030.80 | 288 | -8.4 | - | 3 | 0 | 3 |
| 21 Nov | 2052.40 | 296.4 | 40.2 | - | 0 | 0 | 0 |
| 20 Nov | 2095.60 | 296.4 | 40.2 | - | 0 | 0 | 0 |
| 19 Nov | 2050.20 | 296.4 | 40.2 | - | 0 | 0 | 0 |
| 18 Nov | 2050.20 | 296.4 | 40.2 | 33.78 | 2 | 0 | 3 |
| 17 Nov | 2079.60 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 14 Nov | 2065.80 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 13 Nov | 2056.20 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 12 Nov | 2035.50 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 11 Nov | 1989.40 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 10 Nov | 2118.30 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 7 Nov | 2102.10 | 256.2 | -85.7 | - | 0 | 0 | 0 |
| 6 Nov | 2063.20 | 256.2 | -85.7 | - | 0 | 3 | 0 |
| 4 Nov | 2073.20 | 256.2 | -85.7 | 20.44 | 6 | 3 | 3 |
| 31 Oct | 2088.30 | 341.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 2114.60 | 341.9 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 2170.20 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2360 expiring on 30DEC2025
Delta for 2360 PE is -0.92
Historical price for 2360 PE is as follows
On 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 338, which was 40.2 higher than the previous day. The implied volatity was 54.74, the open interest changed by 23 which increased total open position to 38
On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 297.8, which was 54 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 16
On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 243.5, which was -62.5 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 243.5, which was -62.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 243.5, which was -62.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 243.5, which was -62.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 243.5, which was -62.5 lower 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 243.5, which was -62.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 243.5, which was -62.5 lower 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 243.5, which was -62.5 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 243.5, which was -62.5 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 243.5, which was -62.5 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 243.5, which was -62.5 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 243.5, which was -62.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 243.5, which was -62.5 lower than the previous day. The implied volatity was 28.25, the open interest changed by -1 which decreased total open position to 4
On 26 Nov BAJAJFINSV was trading at 2085.10. The strike last trading price was 306, which was 18 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 306, which was 18 higher than the previous day. The implied volatity was 20.31, the open interest changed by 0 which decreased total open position to 5
On 24 Nov BAJAJFINSV was trading at 2030.80. The strike last trading price was 288, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Nov BAJAJFINSV was trading at 2052.40. The strike last trading price was 296.4, which was 40.2 higher 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 296.4, which was 40.2 higher 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 296.4, which was 40.2 higher 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 296.4, which was 40.2 higher than the previous day. The implied volatity was 33.78, the open interest changed by 0 which decreased total open position to 3
On 17 Nov BAJAJFINSV was trading at 2079.60. The strike last trading price was 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 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 256.2, which was -85.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 4 Nov BAJAJFINSV was trading at 2073.20. The strike last trading price was 256.2, which was -85.7 lower than the previous day. The implied volatity was 20.44, the open interest changed by 3 which increased total open position to 3
On 31 Oct BAJAJFINSV was trading at 2088.30. The strike last trading price was 341.9, 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 341.9, 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 27 Oct BAJAJFINSV was trading at 2170.20. The strike last trading price was 0, 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































































































































































































































