Historical option data for BAJFINANCE
29 Jun 2026 10:50 AM IST
| BAJFINANCE 28-Jul-2026 (27d) 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.01
Theta: -0.57
Gamma: 0.00527
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 988.10 | 26.8 | 2.8 (11.67%) | 26.88 | 646 | 154 | 2,227 | |||||||||
| 25 Jun | 980.40 | 24.95 | -2.05 (-7.59%) | 26.26 | 3,018 | 885 | 2,070 | |||||||||
| 24 Jun | 990.95 | 27 | 11 (68.75%) | 24.18 | 1,982 | 203 | 1,179 | |||||||||
| 23 Jun | 962.40 | 16.15 | -1.85 (-10.28%) | 24.41 | 574 | 86 | 975 | |||||||||
| 22 Jun | 968.30 | 18.1 | 2.1 (13.13%) | 23.9 | 766 | 302 | 889 | |||||||||
| 19 Jun | 961.80 | 16.45 | 0.2 (1.23%) | 22.66 | 479 | 109 | 588 | |||||||||
| 18 Jun | 958.85 | 16.15 | 0.15 (0.94%) | 23.77 | 152 | 51 | 481 | |||||||||
| 17 Jun | 958.40 | 15.8 | -1.3 (-7.60%) | 23.07 | 152 | 1 | 429 | |||||||||
| 16 Jun | 959.65 | 17.1 | 3.85 (29.06%) | 23.49 | 254 | 20 | 429 | |||||||||
| 15 Jun | 942.30 | 12.7 | 3.5 (38.04%) | 24.63 | 684 | 261 | 408 | |||||||||
| 12 Jun | 918.30 | 9.25 | 4.6 (98.92%) | 25.02 | 274 | -81 | 147 | |||||||||
| 11 Jun | 870.55 | 4.65 | -1.35 (-22.50%) | 28.64 | 108 | 58 | 227 | |||||||||
| 10 Jun | 884.10 | 5.9 | -0.1 (-1.67%) | 27.6 | 89 | 31 | 164 | |||||||||
| 9 Jun | 886.90 | 6.5 | 0.5 (8.33%) | 27.55 | 95 | -13 | 135 | |||||||||
| 8 Jun | 871.10 | 6.25 | -1.75 (-21.88%) | 29.92 | 167 | -15 | 146 | |||||||||
| 5 Jun | 889.40 | 7.5 | 1.5 (25.00%) | 27.51 | 274 | 25 | 160 | |||||||||
| 4 Jun | 874.40 | 6.5 | -1 (-13.33%) | 28.39 | 39 | 3 | 137 | |||||||||
| 3 Jun | 876.80 | 7.3 | 0.25 (3.55%) | 28.92 | 38 | 18 | 134 | |||||||||
| 2 Jun | 882.00 | 7.1 | -0.65 (-8.39%) | 27.38 | 109 | 55 | 115 | |||||||||
| 1 Jun | 889.05 | 7.8 | -4.2 (-35.00%) | 26.87 | 75 | 30 | 56 | |||||||||
| 29 May | 908.25 | 10.6 | -4.15 (-28.14%) | 26.46 | 29 | 1 | 25 | |||||||||
| 27 May | 931.15 | 14.75 | -1.05 (-6.65%) | 23.83 | 20 | 8 | 24 | |||||||||
| 26 May | 930.20 | 15.75 | -4.25 (-21.25%) | 24.18 | 5 | 0 | 15 | |||||||||
| 25 May | 941.90 | 20 | 4.95 (32.89%) | 24.54 | 12 | 9 | 15 | |||||||||
| 22 May | 916.55 | 15.05 | 0.5 (3.44%) | 24.99 | 6 | 2 | 6 | |||||||||
| 21 May | 907.65 | 14.55 | -26.65 (-64.68%) | 26.9 | 4 | 4 | 4 | |||||||||
| 18 May | 921.10 | 0 | -41.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 910.45 | 0 | -41.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 912.15 | 0 | -41 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 896.15 | 0 | -41.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 904.20 | 0 | -41 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 936.05 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 30 Apr | 937.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1000 expiring on 28JUL2026
Delta for 1000 CE is 0.48
Historical price for 1000 CE is as follows
On 29 Jun BAJFINANCE was trading at 988.10. The strike last trading price was 26.8, which was 2.8 higher than the previous day. The implied volatity was 26.88, the open interest changed by 154 which increased total open position to 2227
On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 24.95, which was -2.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 885 which increased total open position to 2070
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 27, which was 11 higher than the previous day. The implied volatity was 24.18, the open interest changed by 203 which increased total open position to 1179
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 16.15, which was -1.85 lower than the previous day. The implied volatity was 24.41, the open interest changed by 86 which increased total open position to 975
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 18.1, which was 2.1 higher than the previous day. The implied volatity was 23.9, the open interest changed by 302 which increased total open position to 889
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 16.45, which was 0.2 higher than the previous day. The implied volatity was 22.66, the open interest changed by 109 which increased total open position to 588
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 16.15, which was 0.15 higher than the previous day. The implied volatity was 23.77, the open interest changed by 51 which increased total open position to 481
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 15.8, which was -1.3 lower than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 429
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 17.1, which was 3.85 higher than the previous day. The implied volatity was 23.49, the open interest changed by 20 which increased total open position to 429
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 12.7, which was 3.5 higher than the previous day. The implied volatity was 24.63, the open interest changed by 261 which increased total open position to 408
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 9.25, which was 4.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by -81 which decreased total open position to 147
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 4.65, which was -1.35 lower than the previous day. The implied volatity was 28.64, the open interest changed by 58 which increased total open position to 227
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 27.6, the open interest changed by 31 which increased total open position to 164
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 27.55, the open interest changed by -13 which decreased total open position to 135
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 29.92, the open interest changed by -15 which decreased total open position to 146
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 7.5, which was 1.5 higher than the previous day. The implied volatity was 27.51, the open interest changed by 25 which increased total open position to 160
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 6.5, which was -1 lower than the previous day. The implied volatity was 28.39, the open interest changed by 3 which increased total open position to 137
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 7.3, which was 0.25 higher than the previous day. The implied volatity was 28.92, the open interest changed by 18 which increased total open position to 134
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 7.1, which was -0.65 lower than the previous day. The implied volatity was 27.38, the open interest changed by 55 which increased total open position to 115
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 7.8, which was -4.2 lower than the previous day. The implied volatity was 26.87, the open interest changed by 30 which increased total open position to 56
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 10.6, which was -4.15 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 25
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 14.75, which was -1.05 lower than the previous day. The implied volatity was 23.83, the open interest changed by 8 which increased total open position to 24
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 15.75, which was -4.25 lower than the previous day. The implied volatity was 24.18, the open interest changed by 0 which decreased total open position to 15
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 20, which was 4.95 higher than the previous day. The implied volatity was 24.54, the open interest changed by 9 which increased total open position to 15
On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 15.05, which was 0.5 higher than the previous day. The implied volatity was 24.99, the open interest changed by 2 which increased total open position to 6
On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 14.55, which was -26.65 lower than the previous day. The implied volatity was 26.9, the open interest changed by 4 which increased total open position to 4
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 0, which was -41.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 0, which was -41.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 0, which was -41 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 0, which was -41.2 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 0, which was -41 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr BAJFINANCE was trading at 937.00. 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
| BAJFINANCE 28-Jul-2026 (27d) 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.01
Theta: -0.48
Gamma: 0.00474
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 988.10 | 37.9 | -4.1 (-9.76%) | 29.95 | 72 | 8 | 679 |
| 25 Jun | 980.40 | 41.55 | 6.85 (19.74%) | 28.92 | 879 | 181 | 670 |
| 24 Jun | 990.95 | 34.6 | -17.6 (-33.72%) | 26.88 | 313 | 160 | 485 |
| 23 Jun | 962.40 | 52.1 | 4.05 (8.43%) | 27.71 | 151 | 104 | 325 |
| 22 Jun | 968.30 | 48.1 | -3.8 (-7.32%) | 26.72 | 73 | 56 | 221 |
| 19 Jun | 961.80 | 51.8 | -6.2 (-10.69%) | 25.81 | 104 | 87 | 164 |
| 18 Jun | 958.85 | 58 | 1 (1.75%) | 26.62 | 13 | 10 | 77 |
| 17 Jun | 958.40 | 57 | -1 (-1.72%) | 28.19 | 7 | 5 | 66 |
| 16 Jun | 959.65 | 57.2 | -9.8 (-14.63%) | 28.32 | 17 | 13 | 61 |
| 15 Jun | 942.30 | 66.95 | -25.05 (-27.23%) | 27.82 | 45 | 42 | 47 |
| 12 Jun | 918.30 | 91.65 | -30.35 (-24.88%) | 29.14 | 2 | 0 | 3 |
| 11 Jun | 870.55 | 122 | 122 | - | 1 | 0 | 3 |
| 10 Jun | 884.10 | 122 | 122 (-3.94%) | 30.04 | 1 | 0 | 3 |
| 9 Jun | 886.90 | 122 | -5 (-3.94%) | 30.04 | 1 | 1 | 3 |
| 8 Jun | 871.10 | 127 | 48 (60.76%) | 30.95 | 1 | 1 | 2 |
| 5 Jun | 889.40 | 79 | 79 | - | 1 | 0 | 1 |
| 4 Jun | 874.40 | 79 | 79 | - | 1 | 0 | 1 |
| 3 Jun | 876.80 | 79 | 79 | - | 1 | 0 | 1 |
| 2 Jun | 882.00 | 79 | 79 | - | 1 | 0 | 1 |
| 1 Jun | 889.05 | 79 | 79 (-23.45%) | 24.93 | 1 | 0 | 1 |
| 29 May | 908.25 | 79 | -24.2 (-23.45%) | 24.93 | 1 | 1 | 1 |
| 27 May | 931.15 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 930.20 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 941.90 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 916.55 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 907.65 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 921.10 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 910.45 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 912.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 896.15 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 904.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 936.05 | 0 | 0 | - | 0 | 10 | 10 |
| 30 Apr | 937.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1000 expiring on 28JUL2026
Delta for 1000 PE is -0.52
Historical price for 1000 PE is as follows
On 29 Jun BAJFINANCE was trading at 988.10. The strike last trading price was 37.9, which was -4.1 lower than the previous day. The implied volatity was 29.95, the open interest changed by 8 which increased total open position to 679
On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 41.55, which was 6.85 higher than the previous day. The implied volatity was 28.92, the open interest changed by 181 which increased total open position to 670
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 34.6, which was -17.6 lower than the previous day. The implied volatity was 26.88, the open interest changed by 160 which increased total open position to 485
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 52.1, which was 4.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by 104 which increased total open position to 325
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 48.1, which was -3.8 lower than the previous day. The implied volatity was 26.72, the open interest changed by 56 which increased total open position to 221
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 51.8, which was -6.2 lower than the previous day. The implied volatity was 25.81, the open interest changed by 87 which increased total open position to 164
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 58, which was 1 higher than the previous day. The implied volatity was 26.62, the open interest changed by 10 which increased total open position to 77
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 57, which was -1 lower than the previous day. The implied volatity was 28.19, the open interest changed by 5 which increased total open position to 66
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 57.2, which was -9.8 lower than the previous day. The implied volatity was 28.32, the open interest changed by 13 which increased total open position to 61
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 66.95, which was -25.05 lower than the previous day. The implied volatity was 27.82, the open interest changed by 42 which increased total open position to 47
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 91.65, which was -30.35 lower than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 3
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 122, which was 122 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 122, which was 122 higher than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 3
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 122, which was -5 lower than the previous day. The implied volatity was 30.04, the open interest changed by 1 which increased total open position to 3
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 127, which was 48 higher than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 2
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 79, which was 79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 79, which was 79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 79, which was 79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 79, which was 79 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 79, which was 79 higher than the previous day. The implied volatity was 24.93, the open interest changed by 0 which decreased total open position to 1
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 79, which was -24.2 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 1
On 27 May BAJFINANCE was trading at 931.15. 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
On 26 May BAJFINANCE was trading at 930.20. 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
On 25 May BAJFINANCE was trading at 941.90. 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
On 22 May BAJFINANCE was trading at 916.55. 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
On 21 May BAJFINANCE was trading at 907.65. 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
On 18 May BAJFINANCE was trading at 921.10. 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
On 15 May BAJFINANCE was trading at 910.45. 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
On 14 May BAJFINANCE was trading at 912.15. 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
On 13 May BAJFINANCE was trading at 896.15. 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
On 12 May BAJFINANCE was trading at 904.20. 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
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr BAJFINANCE was trading at 937.00. 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
