BAJFINANCE

Bajaj Finance Limited

1011.7 +0.30 (0.03%)

L: 1006 H: 1037.4

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Historical option data for BAJFINANCE
24 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 27-JAN-2026 1010 CE
Delta: 0.57 Vega: 1.21 Theta: -0.50 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1011.70	28.45 ₹ 21,337.5	-2.35 -1762.50	19.46	496 3,72,000	4 3,000	213 1,59,750
23 Dec	1011.40	30.4 ₹ 22,800	-0.1 -75.00	19.66	281 2,10,750	68 51,000	209 1,56,750
22 Dec	1007.80	30.35 ₹ 22,762.5	-1.6 -1200.00	20.92	127 95,250	54 40,500	141 1,05,750
19 Dec	1008.30	32.05 ₹ 24,037.5	3.85 2887.50	21.76	96 72,000	10 7,500	89 66,750
18 Dec	1000.30	28.35 ₹ 21,262.5	-0.65 -487.50	20.70	46 34,500	5 3,750	79 59,250
17 Dec	999.60	29 ₹ 21,750	1.55 1162.50	21.19	39 29,250	15 11,250	73 54,750
16 Dec	998.40	27.45 ₹ 20,587.5	-8.55 -6412.50	20.83	23 17,250	10 7,500	58 43,500
15 Dec	1012.70	36 ₹ 27,000	-1.85 -1387.50	20.71	3 2,250	-1 -750	47 35,250

12 Dec	1017.30	37.85 ₹ 28,387.5	2.05 1537.50	19.36	3 2,250	0 0	48 36,000
11 Dec	1006.40	35.15 ₹ 26,362.5	-0.5 -375.00	20.30	51 38,250	41 30,750	48 36,000
10 Dec	1010.30	34.35 ₹ 25,762.5	-10.65 -7987.50	18.94	7 5,250	4 3,000	6 4,500
9 Dec	1016.70	45 ₹ 33,750	-18 -13500.00	23.31	2 1,500	0 0	2 1,500
8 Dec	1026.40	63 ₹ 47,250	18 13500.00	-	0 0	0 0	2 1,500
5 Dec	1048.00	63 ₹ 47,250	18 13500.00	-	2 1,500	0 0	2 1,500
4 Dec	1029.10	45 ₹ 33,750	-10 -7500.00	-	0 0	0 0	0 0
3 Dec	1021.40	45 ₹ 33,750	-10 -7500.00	18.89	1 750	0 0	2 1,500
2 Dec	1025.50	55 ₹ 41,250	0 0.00	-	0 0	1 750	0 0
1 Dec	1021.10	55 ₹ 41,250	0 0.00	25.81	1 750	0 0	1 750
28 Nov	1037.50	55 ₹ 41,250	15 11250.00	-	0 0	0 0	0 0
27 Nov	1033.80	55 ₹ 41,250	15 11250.00	17.25	1 750	0 0	1 750
26 Nov	1010.70	40 ₹ 30,000	-6.65 -4987.50	18.30	1 750	0 0	0 0

For Bajaj Finance Limited - strike price 1010 expiring on 27JAN2026

Delta for 1010 CE is 0.57

Historical price for 1010 CE is as follows

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 28.45, which was -2.35 lower than the previous day. The implied volatity was 19.46, the open interest changed by 4 which increased total open position to 213

On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 30.4, which was -0.1 lower than the previous day. The implied volatity was 19.66, the open interest changed by 68 which increased total open position to 209

On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 30.35, which was -1.6 lower than the previous day. The implied volatity was 20.92, the open interest changed by 54 which increased total open position to 141

On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 32.05, which was 3.85 higher than the previous day. The implied volatity was 21.76, the open interest changed by 10 which increased total open position to 89

On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 28.35, which was -0.65 lower than the previous day. The implied volatity was 20.70, the open interest changed by 5 which increased total open position to 79

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 29, which was 1.55 higher than the previous day. The implied volatity was 21.19, the open interest changed by 15 which increased total open position to 73

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 27.45, which was -8.55 lower than the previous day. The implied volatity was 20.83, the open interest changed by 10 which increased total open position to 58

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 36, which was -1.85 lower than the previous day. The implied volatity was 20.71, the open interest changed by -1 which decreased total open position to 47

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 37.85, which was 2.05 higher than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 48

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 35.15, which was -0.5 lower than the previous day. The implied volatity was 20.30, the open interest changed by 41 which increased total open position to 48

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 34.35, which was -10.65 lower than the previous day. The implied volatity was 18.94, the open interest changed by 4 which increased total open position to 6

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 45, which was -18 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 2

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 63, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 63, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 45, which was -10 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 BAJFINANCE was trading at 1021.40. The strike last trading price was 45, which was -10 lower than the previous day. The implied volatity was 18.89, the open interest changed by 0 which decreased total open position to 2

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 25.81, the open interest changed by 0 which decreased total open position to 1

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 55, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 55, which was 15 higher than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 1

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 40, which was -6.65 lower than the previous day. The implied volatity was 18.30, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 27JAN2026 1010 PE
Delta: -0.44 Vega: 1.21 Theta: -0.30 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	1011.70	25.15 ₹ 18,862.5	3.25 2437.50	23.97	499 3,74,250	119 89,250	273 2,04,750
23 Dec	1011.40	21.95 ₹ 16,462.5	-2.05 -1537.50	21.86	146 1,09,500	68 51,000	152 1,14,000
22 Dec	1007.80	24.15 ₹ 18,112.5	-0.65 -487.50	22.14	73 54,750	44 33,000	83 62,250
19 Dec	1008.30	25 ₹ 18,750	-0.55 -412.50	21.67	44 33,000	15 11,250	39 29,250
18 Dec	1000.30	25.55 ₹ 19,162.5	-4.05 -3037.50	20.10	19 14,250	11 8,250	23 17,250
17 Dec	999.60	29.6 ₹ 22,200	4.1 3075.00	22.67	4 3,000	2 1,500	12 9,000
16 Dec	998.40	25.5 ₹ 19,125	2.5 1875.00	-	0 0	0 0	10 7,500
15 Dec	1012.70	25.5 ₹ 19,125	2.5 1875.00	-	0 0	0 0	0 0
12 Dec	1017.30	25.5 ₹ 19,125	2.5 1875.00	-	0 0	0 0	10 7,500
11 Dec	1006.40	25.5 ₹ 19,125	2.5 1875.00	-	0 0	0 0	10 7,500
10 Dec	1010.30	25.5 ₹ 19,125	2.5 1875.00	21.70	2 1,500	0 0	10 7,500
9 Dec	1016.70	23 ₹ 17,250	8.6 6450.00	22.03	6 4,500	3 2,250	7 5,250
8 Dec	1026.40	14.4 ₹ 10,800	-45.5 -34125.00	-	0 0	0 0	4 3,000
5 Dec	1048.00	14.4 ₹ 10,800	-45.5 -34125.00	-	4 3,000	3 2,250	3 2,250
4 Dec	1029.10	59.9 ₹ 44,925	0 0.00	2.32	0 0	0 0	0 0
3 Dec	1021.40	59.9 ₹ 44,925	0 0.00	2.04	0 0	0 0	0 0
2 Dec	1025.50	59.9 ₹ 44,925	0 0.00	2.25	0 0	0 0	0 0
1 Dec	1021.10	59.9 ₹ 44,925	0 0.00	-	0 0	0 0	0 0
28 Nov	1037.50	59.9 ₹ 44,925	0 0.00	3.05	0 0	0 0	0 0
27 Nov	1033.80	59.9 ₹ 44,925	0 0.00	2.92	0 0	0 0	0 0
26 Nov	1010.70	59.9 ₹ 44,925	0 0.00	1.28	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1010 expiring on 27JAN2026

Delta for 1010 PE is -0.44

Historical price for 1010 PE is as follows

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 25.15, which was 3.25 higher than the previous day. The implied volatity was 23.97, the open interest changed by 119 which increased total open position to 273

On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 21.95, which was -2.05 lower than the previous day. The implied volatity was 21.86, the open interest changed by 68 which increased total open position to 152

On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 24.15, which was -0.65 lower than the previous day. The implied volatity was 22.14, the open interest changed by 44 which increased total open position to 83

On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was 21.67, the open interest changed by 15 which increased total open position to 39

On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 25.55, which was -4.05 lower than the previous day. The implied volatity was 20.10, the open interest changed by 11 which increased total open position to 23

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 29.6, which was 4.1 higher than the previous day. The implied volatity was 22.67, the open interest changed by 2 which increased total open position to 12

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 10

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 23, which was 8.6 higher than the previous day. The implied volatity was 22.03, the open interest changed by 3 which increased total open position to 7

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 14.4, which was -45.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 14.4, which was -45.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 59.9, 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 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 59.9, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0

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