BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
04 Mar 2026 01:22 PM IST
| BAJFINANCE 30-MAR-2026 1010 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 0.78
Theta: -0.44
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 951.85 | 8.55 | -6.15 | 25.51 | 702 | 16 | 678 | |||||||||
|
|
||||||||||||||||
| 2 Mar | 978.25 | 14.35 | -8.05 | 23.55 | 1,378 | 154 | 656 | |||||||||
| 27 Feb | 995.90 | 23.3 | -8.8 | 22.03 | 1,538 | 237 | 503 | |||||||||
| 26 Feb | 1012.95 | 33 | -3.5 | 21.85 | 950 | 25 | 256 | |||||||||
| 25 Feb | 1021.05 | 35.55 | -0.45 | 20.28 | 383 | 26 | 230 | |||||||||
| 24 Feb | 1023.55 | 35.2 | -6.25 | 17.77 | 702 | 5 | 204 | |||||||||
| 23 Feb | 1031.00 | 40.1 | -1.05 | 17.35 | 296 | 9 | 205 | |||||||||
| 20 Feb | 1030.20 | 38.35 | 6.35 | 18 | 194 | 25 | 196 | |||||||||
| 19 Feb | 1017.05 | 30 | -8.5 | 19.84 | 102 | 4 | 171 | |||||||||
| 18 Feb | 1023.80 | 38.1 | 2.8 | 19.46 | 88 | 4 | 164 | |||||||||
| 17 Feb | 1014.15 | 34 | -3.5 | 19.97 | 194 | 79 | 160 | |||||||||
| 16 Feb | 1012.75 | 37.65 | -9.05 | 21.91 | 61 | 16 | 81 | |||||||||
| 13 Feb | 1024.75 | 49 | 15.95 | 21.19 | 163 | 61 | 65 | |||||||||
| 12 Feb | 999.10 | 34 | 16.6 | 22.72 | 4 | 2 | 2 | |||||||||
| 11 Feb | 968.95 | 17.4 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
| 10 Feb | 965.60 | 17.4 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 9 Feb | 983.15 | 17.4 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 6 Feb | 981.70 | 17.4 | 0 | 1.14 | 0 | 0 | 0 | |||||||||
| 5 Feb | 964.75 | 17.4 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 4 Feb | 963.30 | 17.4 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | 17.4 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 17.4 | 0 | 6.3 | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 17.4 | 0 | 6.47 | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 17.4 | 0 | 4.51 | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 17.4 | 0 | 4.01 | 0 | 0 | 0 | |||||||||
| 28 Jan | 935.15 | 17.4 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1010 expiring on 30MAR2026
Delta for 1010 CE is 0.23
Historical price for 1010 CE is as follows
On 4 Mar BAJFINANCE was trading at 951.85. The strike last trading price was 8.55, which was -6.15 lower than the previous day. The implied volatity was 25.51, the open interest changed by 16 which increased total open position to 678
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 14.35, which was -8.05 lower than the previous day. The implied volatity was 23.55, the open interest changed by 154 which increased total open position to 656
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 23.3, which was -8.8 lower than the previous day. The implied volatity was 22.03, the open interest changed by 237 which increased total open position to 503
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 33, which was -3.5 lower than the previous day. The implied volatity was 21.85, the open interest changed by 25 which increased total open position to 256
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 35.55, which was -0.45 lower than the previous day. The implied volatity was 20.28, the open interest changed by 26 which increased total open position to 230
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 35.2, which was -6.25 lower than the previous day. The implied volatity was 17.77, the open interest changed by 5 which increased total open position to 204
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 40.1, which was -1.05 lower than the previous day. The implied volatity was 17.35, the open interest changed by 9 which increased total open position to 205
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 38.35, which was 6.35 higher than the previous day. The implied volatity was 18, the open interest changed by 25 which increased total open position to 196
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 30, which was -8.5 lower than the previous day. The implied volatity was 19.84, the open interest changed by 4 which increased total open position to 171
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 38.1, which was 2.8 higher than the previous day. The implied volatity was 19.46, the open interest changed by 4 which increased total open position to 164
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 34, which was -3.5 lower than the previous day. The implied volatity was 19.97, the open interest changed by 79 which increased total open position to 160
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 37.65, which was -9.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by 16 which increased total open position to 81
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 49, which was 15.95 higher than the previous day. The implied volatity was 21.19, the open interest changed by 61 which increased total open position to 65
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 34, which was 16.6 higher than the previous day. The implied volatity was 22.72, the open interest changed by 2 which increased total open position to 2
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6.3, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 4.51, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 17.4, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30MAR2026 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.84
Theta: -0.27
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 951.85 | 62.8 | 18.9 | 29.75 | 41 | -16 | 561 |
| 2 Mar | 978.25 | 44.35 | 13.6 | 26.25 | 353 | -50 | 578 |
| 27 Feb | 995.90 | 30.05 | 7.7 | 23.79 | 1,854 | 85 | 630 |
| 26 Feb | 1012.95 | 21.05 | 1.85 | 22.72 | 1,112 | 74 | 526 |
| 25 Feb | 1021.05 | 19.45 | 0.3 | 23.21 | 1,060 | 134 | 451 |
| 24 Feb | 1023.55 | 19.6 | 3.6 | 24.06 | 1,370 | 55 | 315 |
| 23 Feb | 1031.00 | 15.75 | -2.6 | 22.58 | 427 | 41 | 260 |
| 20 Feb | 1030.20 | 18.45 | -4.7 | 22.6 | 268 | 37 | 218 |
| 19 Feb | 1017.05 | 25.5 | 5.65 | 22.33 | 305 | 105 | 180 |
| 18 Feb | 1023.80 | 20 | -5.7 | 22.14 | 48 | 12 | 74 |
| 17 Feb | 1014.15 | 25.7 | -0.55 | 23.74 | 25 | 2 | 62 |
| 16 Feb | 1012.75 | 26.25 | 0.25 | 24.27 | 37 | -4 | 60 |
| 13 Feb | 1024.75 | 26 | -76.15 | 28.27 | 91 | 61 | 61 |
| 12 Feb | 999.10 | 102.15 | 0 | 0.35 | 0 | 0 | 0 |
| 11 Feb | 968.95 | 102.15 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 965.60 | 102.15 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 983.15 | 102.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 981.70 | 102.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 964.75 | 102.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 963.30 | 102.15 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 964.40 | 102.15 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 903.70 | 102.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 902.35 | 102.15 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 929.85 | 102.15 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 935.15 | 102.15 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 935.15 | 102.15 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1010 expiring on 30MAR2026
Delta for 1010 PE is -0.73
Historical price for 1010 PE is as follows
On 4 Mar BAJFINANCE was trading at 951.85. The strike last trading price was 62.8, which was 18.9 higher than the previous day. The implied volatity was 29.75, the open interest changed by -16 which decreased total open position to 561
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 44.35, which was 13.6 higher than the previous day. The implied volatity was 26.25, the open interest changed by -50 which decreased total open position to 578
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 30.05, which was 7.7 higher than the previous day. The implied volatity was 23.79, the open interest changed by 85 which increased total open position to 630
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 21.05, which was 1.85 higher than the previous day. The implied volatity was 22.72, the open interest changed by 74 which increased total open position to 526
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 19.45, which was 0.3 higher than the previous day. The implied volatity was 23.21, the open interest changed by 134 which increased total open position to 451
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 19.6, which was 3.6 higher than the previous day. The implied volatity was 24.06, the open interest changed by 55 which increased total open position to 315
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 15.75, which was -2.6 lower than the previous day. The implied volatity was 22.58, the open interest changed by 41 which increased total open position to 260
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 18.45, which was -4.7 lower than the previous day. The implied volatity was 22.6, the open interest changed by 37 which increased total open position to 218
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 25.5, which was 5.65 higher than the previous day. The implied volatity was 22.33, the open interest changed by 105 which increased total open position to 180
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 20, which was -5.7 lower than the previous day. The implied volatity was 22.14, the open interest changed by 12 which increased total open position to 74
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 25.7, which was -0.55 lower than the previous day. The implied volatity was 23.74, the open interest changed by 2 which increased total open position to 62
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 26.25, which was 0.25 higher than the previous day. The implied volatity was 24.27, the open interest changed by -4 which decreased total open position to 60
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 26, which was -76.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 61 which increased total open position to 61
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 102.15, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 102.15, 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 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 102.15, 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 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 102.15, 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 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 102.15, 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 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 102.15, 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 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 102.15, 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 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 102.15, 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 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 102.15, 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 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 102.15, 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 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 102.15, 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 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 102.15, 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 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 102.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
