[--[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 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