BAJFINANCE

Bajaj Finance Limited

1017.3 +10.90 (1.08%)

L: 1000 H: 1020.8

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Historical option data for BAJFINANCE
12 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 30-DEC-2025 1010 CE
Delta: 0.61 Vega: 0.87 Theta: -0.63 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	23.25 ₹ 17,437.5	4 3000.00	19.37	1,736 13,02,000	-103 -77,250	1,091 8,18,250
11 Dec	1006.40	19.25 ₹ 14,437.5	-3 -2250.00	18.96	3,239 24,29,250	236 1,77,000	1,178 8,83,500
10 Dec	1010.30	21.85 ₹ 16,387.5	-5.05 -3787.50	20.40	2,248 16,86,000	199 1,49,250	944 7,08,000
9 Dec	1016.70	27.15 ₹ 20,362.5	-5.2 -3900.00	20.47	578 4,33,500	87 65,250	747 5,60,250
8 Dec	1026.40	31.2 ₹ 23,400	-19.45 -14587.50	17.85	556 4,17,000	29 21,750	662 4,96,500
5 Dec	1048.00	49.75 ₹ 37,312.5	13.8 10350.00	19.70	341 2,55,750	-64 -48,000	632 4,74,000
4 Dec	1029.10	35 ₹ 26,250	3.1 2325.00	19.10	365 2,73,750	7 5,250	700 5,25,000
3 Dec	1021.40	32.45 ₹ 24,337.5	-3.3 -2475.00	19.43	367 2,75,250	69 51,750	692 5,19,000
2 Dec	1025.50	35.75 ₹ 26,812.5	3.1 2325.00	19.99	305 2,28,750	56 42,000	624 4,68,000
1 Dec	1021.10	32.25 ₹ 24,187.5	-12.45 -9337.50	19.56	278 2,08,500	-8 -6,000	569 4,26,750
28 Nov	1037.50	44.65 ₹ 33,487.5	1.95 1462.50	17.76	188 1,41,000	-24 -18,000	578 4,33,500
27 Nov	1033.80	44 ₹ 33,000	15.9 11925.00	18.67	1,590 11,92,500	-324 -2,43,000	602 4,51,500
26 Nov	1010.70	27.6 ₹ 20,700	9.45 7087.50	17.99	2,952 22,14,000	47 35,250	932 6,99,000
25 Nov	986.20	17.7 ₹ 13,275	-4.6 -3450.00	20.08	1,071 8,03,250	222 1,66,500	881 6,60,750
24 Nov	994.00	22 ₹ 16,500	-6 -4500.00	19.96	852 6,39,000	280 2,10,000	649 4,86,750
21 Nov	1004.10	28 ₹ 21,000	-14.4 -10800.00	19.16	544 4,08,000	227 1,70,250	366 2,74,500
20 Nov	1028.60	42.95 ₹ 32,212.5	12 9000.00	18.96	411 3,08,250	-26 -19,500	139 1,04,250
19 Nov	1005.60	31.25 ₹ 23,437.5	-4 -3000.00	20.57	187 1,40,250	78 58,500	165 1,23,750
18 Nov	1013.60	35.25 ₹ 26,437.5	-8.9 -6675.00	19.47	69 51,750	9 6,750	87 65,250
17 Nov	1026.80	44.15 ₹ 33,112.5	2.85 2137.50	19.73	67 50,250	-11 -8,250	75 56,250
14 Nov	1018.50	41.5 ₹ 31,125	5.35 4012.50	21.91	71 53,250	3 2,250	85 63,750
13 Nov	1005.40	36.4 ₹ 27,300	-3.2 -2400.00	21.75	44 33,000	21 15,750	81 60,750

12 Nov	1013.20	39.3 ₹ 29,475	0.75 562.50	21.83	47 35,250	6 4,500	60 45,000
11 Nov	1005.20	38.95 ₹ 29,212.5	-58.9 -44175.00	22.03	92 69,000	55 41,250	55 41,250
10 Nov	1085.00	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	97.85 ₹ 73,387.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1010 expiring on 30DEC2025

Delta for 1010 CE is 0.61

Historical price for 1010 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 23.25, which was 4 higher than the previous day. The implied volatity was 19.37, the open interest changed by -103 which decreased total open position to 1091

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 19.25, which was -3 lower than the previous day. The implied volatity was 18.96, the open interest changed by 236 which increased total open position to 1178

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 21.85, which was -5.05 lower than the previous day. The implied volatity was 20.40, the open interest changed by 199 which increased total open position to 944

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 27.15, which was -5.2 lower than the previous day. The implied volatity was 20.47, the open interest changed by 87 which increased total open position to 747

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 31.2, which was -19.45 lower than the previous day. The implied volatity was 17.85, the open interest changed by 29 which increased total open position to 662

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 49.75, which was 13.8 higher than the previous day. The implied volatity was 19.70, the open interest changed by -64 which decreased total open position to 632

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 35, which was 3.1 higher than the previous day. The implied volatity was 19.10, the open interest changed by 7 which increased total open position to 700

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 32.45, which was -3.3 lower than the previous day. The implied volatity was 19.43, the open interest changed by 69 which increased total open position to 692

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 35.75, which was 3.1 higher than the previous day. The implied volatity was 19.99, the open interest changed by 56 which increased total open position to 624

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 32.25, which was -12.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by -8 which decreased total open position to 569

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 44.65, which was 1.95 higher than the previous day. The implied volatity was 17.76, the open interest changed by -24 which decreased total open position to 578

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 44, which was 15.9 higher than the previous day. The implied volatity was 18.67, the open interest changed by -324 which decreased total open position to 602

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 27.6, which was 9.45 higher than the previous day. The implied volatity was 17.99, the open interest changed by 47 which increased total open position to 932

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 17.7, which was -4.6 lower than the previous day. The implied volatity was 20.08, the open interest changed by 222 which increased total open position to 881

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 22, which was -6 lower than the previous day. The implied volatity was 19.96, the open interest changed by 280 which increased total open position to 649

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 28, which was -14.4 lower than the previous day. The implied volatity was 19.16, the open interest changed by 227 which increased total open position to 366

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 42.95, which was 12 higher than the previous day. The implied volatity was 18.96, the open interest changed by -26 which decreased total open position to 139

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 31.25, which was -4 lower than the previous day. The implied volatity was 20.57, the open interest changed by 78 which increased total open position to 165

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 35.25, which was -8.9 lower than the previous day. The implied volatity was 19.47, the open interest changed by 9 which increased total open position to 87

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 44.15, which was 2.85 higher than the previous day. The implied volatity was 19.73, the open interest changed by -11 which decreased total open position to 75

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 41.5, which was 5.35 higher than the previous day. The implied volatity was 21.91, the open interest changed by 3 which increased total open position to 85

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 36.4, which was -3.2 lower than the previous day. The implied volatity was 21.75, the open interest changed by 21 which increased total open position to 81

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 39.3, which was 0.75 higher than the previous day. The implied volatity was 21.83, the open interest changed by 6 which increased total open position to 60

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 38.95, which was -58.9 lower than the previous day. The implied volatity was 22.03, the open interest changed by 55 which increased total open position to 55

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 97.85, 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 BAJFINANCE was trading at 1066.60. The strike last trading price was 97.85, 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 BAJFINANCE was trading at 1041.90. The strike last trading price was 97.85, 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 BAJFINANCE was trading at 1057.00. The strike last trading price was 97.85, 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 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 97.85, 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 BAJFINANCE was trading at 1042.80. The strike last trading price was 97.85, 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 BAJFINANCE was trading at 1052.30. The strike last trading price was 97.85, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 97.85, 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 30DEC2025 1010 PE
Delta: -0.38 Vega: 0.86 Theta: -0.37 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	12.55 ₹ 9,412.5	-5 -3750.00	20.12	1,625 12,18,750	68 51,000	1,284 9,63,000
11 Dec	1006.40	17.6 ₹ 13,200	0.85 637.50	21.14	2,692 20,19,000	211 1,58,250	1,215 9,11,250
10 Dec	1010.30	17.05 ₹ 12,787.5	2.45 1837.50	20.74	2,298 17,23,500	193 1,44,750	1,003 7,52,250
9 Dec	1016.70	14.7 ₹ 11,025	2.1 1575.00	21.37	1,796 13,47,000	-89 -66,750	810 6,07,500
8 Dec	1026.40	13.05 ₹ 9,787.5	6.35 4762.50	22.66	1,820 13,65,000	-47 -35,250	891 6,68,250
5 Dec	1048.00	6.65 ₹ 4,987.5	-6.55 -4912.50	20.48	1,872 14,04,000	118 88,500	944 7,08,000
4 Dec	1029.10	13.7 ₹ 10,275	-2.9 -2175.00	22.12	848 6,36,000	-80 -60,000	825 6,18,750
3 Dec	1021.40	15.8 ₹ 11,850	0.25 187.50	22.12	1,245 9,33,750	68 51,000	912 6,84,000
2 Dec	1025.50	15.35 ₹ 11,512.5	-2.05 -1537.50	22.50	760 5,70,000	51 38,250	847 6,35,250
1 Dec	1021.10	17.9 ₹ 13,425	6.3 4725.00	22.72	896 6,72,000	38 28,500	796 5,97,000
28 Nov	1037.50	11.3 ₹ 8,475	-0.5 -375.00	21.27	798 5,98,500	27 20,250	762 5,71,500
27 Nov	1033.80	11.05 ₹ 8,287.5	-8.6 -6450.00	20.07	2,284 17,13,000	37 27,750	735 5,51,250
26 Nov	1010.70	19.95 ₹ 14,962.5	-13.8 -10350.00	20.24	1,037 7,77,750	214 1,60,500	705 5,28,750
25 Nov	986.20	34.35 ₹ 25,762.5	4.1 3075.00	21.16	247 1,85,250	61 45,750	490 3,67,500
24 Nov	994.00	30.85 ₹ 23,137.5	5.35 4012.50	22.18	432 3,24,000	175 1,31,250	427 3,20,250
21 Nov	1004.10	25.5 ₹ 19,125	10 7500.00	21.64	483 3,62,250	19 14,250	249 1,86,750
20 Nov	1028.60	15.85 ₹ 11,887.5	-10.1 -7575.00	21.11	383 2,87,250	63 47,250	230 1,72,500
19 Nov	1005.60	25.75 ₹ 19,312.5	2.35 1762.50	21.76	98 73,500	12 9,000	167 1,25,250
18 Nov	1013.60	23 ₹ 17,250	5.7 4275.00	22.26	155 1,16,250	104 78,000	155 1,16,250
17 Nov	1026.80	17.15 ₹ 12,862.5	-6 -4500.00	21.17	57 42,750	20 15,000	50 37,500
14 Nov	1018.50	22.25 ₹ 16,687.5	-6.55 -4912.50	21.55	32 24,000	-14 -10,500	30 22,500
13 Nov	1005.40	27.8 ₹ 20,850	2.8 2100.00	22.68	14 10,500	10 7,500	44 33,000
12 Nov	1013.20	25 ₹ 18,750	-7 -5250.00	21.76	28 21,000	-6 -4,500	37 27,750
11 Nov	1005.20	30.2 ₹ 22,650	17.2 12900.00	24.66	30 22,500	22 16,500	43 32,250
10 Nov	1085.00	13 ₹ 9,750	-2 -1500.00	28.81	21 15,750	19 14,250	20 15,000
7 Nov	1066.60	15 ₹ 11,250	-9.5 -7125.00	26.84	1 750	0 0	0 0
6 Nov	1041.90	24.5 ₹ 18,375	0 0.00	3.39	0 0	0 0	0 0
4 Nov	1057.00	24.5 ₹ 18,375	0 0.00	4.16	0 0	0 0	0 0
3 Nov	1043.10	24.5 ₹ 18,375	0 0.00	3.23	0 0	0 0	0 0
31 Oct	1042.80	24.5 ₹ 18,375	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	24.5 ₹ 18,375	0 0.00	3.98	0 0	0 0	0 0
29 Oct	1062.95	24.5 ₹ 18,375	0 0.00	4.62	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1010 expiring on 30DEC2025

Delta for 1010 PE is -0.38

Historical price for 1010 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 12.55, which was -5 lower than the previous day. The implied volatity was 20.12, the open interest changed by 68 which increased total open position to 1284

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 17.6, which was 0.85 higher than the previous day. The implied volatity was 21.14, the open interest changed by 211 which increased total open position to 1215

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 17.05, which was 2.45 higher than the previous day. The implied volatity was 20.74, the open interest changed by 193 which increased total open position to 1003

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 14.7, which was 2.1 higher than the previous day. The implied volatity was 21.37, the open interest changed by -89 which decreased total open position to 810

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 13.05, which was 6.35 higher than the previous day. The implied volatity was 22.66, the open interest changed by -47 which decreased total open position to 891

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 6.65, which was -6.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 118 which increased total open position to 944

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 13.7, which was -2.9 lower than the previous day. The implied volatity was 22.12, the open interest changed by -80 which decreased total open position to 825

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 15.8, which was 0.25 higher than the previous day. The implied volatity was 22.12, the open interest changed by 68 which increased total open position to 912

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 15.35, which was -2.05 lower than the previous day. The implied volatity was 22.50, the open interest changed by 51 which increased total open position to 847

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 17.9, which was 6.3 higher than the previous day. The implied volatity was 22.72, the open interest changed by 38 which increased total open position to 796

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 11.3, which was -0.5 lower than the previous day. The implied volatity was 21.27, the open interest changed by 27 which increased total open position to 762

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 11.05, which was -8.6 lower than the previous day. The implied volatity was 20.07, the open interest changed by 37 which increased total open position to 735

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 19.95, which was -13.8 lower than the previous day. The implied volatity was 20.24, the open interest changed by 214 which increased total open position to 705

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 34.35, which was 4.1 higher than the previous day. The implied volatity was 21.16, the open interest changed by 61 which increased total open position to 490

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 30.85, which was 5.35 higher than the previous day. The implied volatity was 22.18, the open interest changed by 175 which increased total open position to 427

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 25.5, which was 10 higher than the previous day. The implied volatity was 21.64, the open interest changed by 19 which increased total open position to 249

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 15.85, which was -10.1 lower than the previous day. The implied volatity was 21.11, the open interest changed by 63 which increased total open position to 230

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 25.75, which was 2.35 higher than the previous day. The implied volatity was 21.76, the open interest changed by 12 which increased total open position to 167

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 23, which was 5.7 higher than the previous day. The implied volatity was 22.26, the open interest changed by 104 which increased total open position to 155

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 17.15, which was -6 lower than the previous day. The implied volatity was 21.17, the open interest changed by 20 which increased total open position to 50

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 22.25, which was -6.55 lower than the previous day. The implied volatity was 21.55, the open interest changed by -14 which decreased total open position to 30

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 27.8, which was 2.8 higher than the previous day. The implied volatity was 22.68, the open interest changed by 10 which increased total open position to 44

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 25, which was -7 lower than the previous day. The implied volatity was 21.76, the open interest changed by -6 which decreased total open position to 37

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 30.2, which was 17.2 higher than the previous day. The implied volatity was 24.66, the open interest changed by 22 which increased total open position to 43

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 28.81, the open interest changed by 19 which increased total open position to 20

On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 15, which was -9.5 lower than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 0

On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0

On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0

On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0

On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 24.5, 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 BAJFINANCE was trading at 1052.30. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0

On 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 24.5, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0

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