[--[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 2400 CE
Delta: 0.01
Vega: 0.09
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2035.20 0.35 -0.05 33.73 2 -1 56
15 Dec 2070.50 0.35 -0.1 29.46 3 2 56
12 Dec 2083.10 0.45 0.1 26.43 8 0 46
11 Dec 2065.80 0.35 0.1 26.32 16 -4 40
10 Dec 2065.80 0.2 -0.4 24.26 12 3 43
9 Dec 2069.50 0.65 0.2 27.08 8 0 36
8 Dec 2059.20 0.45 -0.2 - 33 -14 34
5 Dec 2096.50 0.6 0.3 22.32 26 19 48
4 Dec 2049.20 0.3 -0.05 22.97 5 2 31
3 Dec 2046.00 0.35 -0.1 23.35 14 7 28
2 Dec 2065.90 0.5 -0.2 22.51 32 -27 21
1 Dec 2081.80 0.7 -0.7 21.80 8 1 47
28 Nov 2094.00 1.4 0.3 22.15 5 4 45
27 Nov 2103.20 1.05 -18.15 19.99 70 41 41
20 Nov 2095.60 19.2 0 9.64 0 0 0
7 Nov 2102.10 19.2 0 7.41 0 0 0


For Bajaj Finserv Ltd. - strike price 2400 expiring on 30DEC2025

Delta for 2400 CE is 0.01

Historical price for 2400 CE is as follows

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by -1 which decreased total open position to 56


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.46, the open interest changed by 2 which increased total open position to 56


On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 46


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 26.32, the open interest changed by -4 which decreased total open position to 40


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 43


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 36


On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 34


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 22.32, the open interest changed by 19 which increased total open position to 48


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 22.97, the open interest changed by 2 which increased total open position to 31


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 7 which increased total open position to 28


On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 22.51, the open interest changed by -27 which decreased total open position to 21


On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 21.80, the open interest changed by 1 which increased total open position to 47


On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 22.15, the open interest changed by 4 which increased total open position to 45


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 1.05, which was -18.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 41 which increased total open position to 41


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 9.64, 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 19.2, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0


BAJAJFINSV 30DEC2025 2400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 2035.20 292.1 -37.9 - 0 0 203
15 Dec 2070.50 292.1 -37.9 - 0 0 0
12 Dec 2083.10 292.1 -37.9 - 0 0 203
11 Dec 2065.80 292.1 -37.9 - 0 0 203
10 Dec 2065.80 292.1 -37.9 - 0 0 203
9 Dec 2069.50 292.1 -37.9 - 0 0 0
8 Dec 2059.20 292.1 -37.9 - 0 0 203
5 Dec 2096.50 292.1 -37.9 25.31 21 -4 206
4 Dec 2049.20 330 48.95 - 7 3 210
3 Dec 2046.00 281.05 -5.8 - 0 0 0
2 Dec 2065.90 281.05 -5.8 - 0 0 0
1 Dec 2081.80 281.05 -5.8 - 0 0 0
28 Nov 2094.00 281.05 -5.8 - 0 -29 0
27 Nov 2103.20 281.05 -5.8 29.50 46 -30 206
20 Nov 2095.60 286.85 2.85 29.21 236 235 237
7 Nov 2102.10 284 -19 33.38 1 0 1


For Bajaj Finserv Ltd. - strike price 2400 expiring on 30DEC2025

Delta for 2400 PE is -

Historical price for 2400 PE is as follows

On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 292.1, which was -37.9 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 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 292.1, which was -37.9 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 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203


On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was 25.31, the open interest changed by -4 which decreased total open position to 206


On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 330, which was 48.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 210


On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 281.05, which was -5.8 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 281.05, which was -5.8 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 281.05, which was -5.8 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 281.05, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 0


On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 281.05, which was -5.8 lower than the previous day. The implied volatity was 29.50, the open interest changed by -30 which decreased total open position to 206


On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 286.85, which was 2.85 higher than the previous day. The implied volatity was 29.21, the open interest changed by 235 which increased total open position to 237


On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 284, which was -19 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 1