BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Feb 2026 04:12 PM IST
| BAJFINANCE 24-FEB-2026 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.39
Theta: -0.87
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1030.20 | 9.55 | 3.85 | 14.06 | 7,699 | -695 | 1,260 | |||||||||
| 19 Feb | 1017.05 | 4.3 | -7.9 | 18.88 | 7,547 | 182 | 1,963 | |||||||||
| 18 Feb | 1023.80 | 11.5 | 0.6 | 19.9 | 11,355 | -565 | 1,802 | |||||||||
| 17 Feb | 1014.15 | 9.8 | -3.5 | 22.46 | 4,650 | 123 | 2,347 | |||||||||
| 16 Feb | 1012.75 | 13.1 | -7.55 | 25.62 | 9,575 | 742 | 2,223 | |||||||||
| 13 Feb | 1024.75 | 23.45 | 12.7 | 22.68 | 26,882 | 309 | 1,631 | |||||||||
| 12 Feb | 999.10 | 11.9 | 8.7 | 25.62 | 11,991 | 327 | 1,322 | |||||||||
| 11 Feb | 968.95 | 3.15 | -0.25 | 24.14 | 1,568 | -22 | 997 | |||||||||
| 10 Feb | 965.60 | 3.3 | -2.7 | 24.12 | 1,603 | 211 | 1,017 | |||||||||
| 9 Feb | 983.15 | 5.95 | -0.8 | 22.52 | 1,911 | 35 | 829 | |||||||||
| 6 Feb | 981.70 | 6.6 | 2 | 21.06 | 4,719 | -2 | 805 | |||||||||
| 5 Feb | 964.75 | 4.55 | -0.75 | 22.86 | 2,009 | 12 | 824 | |||||||||
| 4 Feb | 963.30 | 5.1 | -4.5 | 23.34 | 5,477 | -15 | 813 | |||||||||
| 3 Feb | 964.40 | 9.85 | 7.5 | 29.69 | 3,283 | 385 | 789 | |||||||||
| 2 Feb | 903.70 | 2.4 | -0.6 | 31 | 475 | -115 | 409 | |||||||||
| 1 Feb | 902.35 | 2.95 | -2.5 | 32.67 | 408 | 16 | 522 | |||||||||
| 30 Jan | 929.85 | 5.55 | -0.7 | 30.15 | 545 | 27 | 506 | |||||||||
| 29 Jan | 935.15 | 6.3 | 0.25 | 29.05 | 360 | -10 | 480 | |||||||||
| 28 Jan | 935.15 | 6.1 | 0.95 | 28.46 | 380 | 47 | 489 | |||||||||
| 27 Jan | 914.70 | 5.25 | -2.1 | 30.99 | 468 | 114 | 440 | |||||||||
| 23 Jan | 927.85 | 7.55 | -1.8 | 29.49 | 266 | 34 | 329 | |||||||||
| 22 Jan | 942.85 | 9.35 | -0.15 | 27.36 | 161 | 65 | 296 | |||||||||
| 21 Jan | 936.25 | 9.4 | 0.25 | 28.74 | 199 | 21 | 231 | |||||||||
| 20 Jan | 933.20 | 9 | -6.8 | 29.34 | 138 | 59 | 212 | |||||||||
| 19 Jan | 969.45 | 15.4 | 3.85 | 25.94 | 146 | 23 | 152 | |||||||||
| 16 Jan | 950.25 | 11.55 | -0.9 | 25.63 | 58 | 17 | 129 | |||||||||
| 14 Jan | 945.95 | 12.45 | 0.8 | 27.3 | 9 | 2 | 112 | |||||||||
| 13 Jan | 949.00 | 11.65 | -0.85 | 25 | 77 | 6 | 109 | |||||||||
| 12 Jan | 951.90 | 12.5 | -4.6 | 25.31 | 70 | -27 | 103 | |||||||||
| 9 Jan | 959.60 | 17.1 | -4.75 | 25.38 | 34 | 1 | 129 | |||||||||
| 8 Jan | 971.95 | 21.95 | -1.05 | 26.53 | 51 | 27 | 109 | |||||||||
| 7 Jan | 968.80 | 23 | -3.65 | 27.09 | 69 | 42 | 81 | |||||||||
| 6 Jan | 977.35 | 26.65 | 0.4 | 27.36 | 1 | 0 | 39 | |||||||||
| 5 Jan | 978.75 | 26.25 | -4.85 | 26.53 | 20 | 10 | 38 | |||||||||
| 2 Jan | 990.45 | 31.1 | 6.45 | 25.07 | 20 | 13 | 28 | |||||||||
| 1 Jan | 973.10 | 24.65 | -6.35 | 24.72 | 11 | 2 | 14 | |||||||||
| 31 Dec | 986.80 | 31 | -24.1 | 25.72 | 13 | 12 | 12 | |||||||||
| 30 Dec | 989.30 | 55.1 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
| 29 Dec | 998.00 | 55.1 | 0 | 0.45 | 0 | 0 | 0 | |||||||||
| 26 Dec | 1000.00 | 55.1 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 24 Dec | 1011.70 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 1011.40 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 1007.80 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 1008.30 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 1000.30 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 999.60 | 55.1 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 16 Dec | 998.40 | 55.1 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 15 Dec | 1012.70 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 1017.30 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 1006.40 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 1010.30 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1016.70 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 1026.40 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 1048.00 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1029.10 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1021.40 | 55.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1025.50 | - | - | - | 0 | 0 | 0 | |||||||||
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| 1 Dec | 1021.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1037.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1033.80 | - | - | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1020 expiring on 24FEB2026
Delta for 1020 CE is 0.66
Historical price for 1020 CE is as follows
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 9.55, which was 3.85 higher than the previous day. The implied volatity was 14.06, the open interest changed by -695 which decreased total open position to 1260
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 4.3, which was -7.9 lower than the previous day. The implied volatity was 18.88, the open interest changed by 182 which increased total open position to 1963
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 11.5, which was 0.6 higher than the previous day. The implied volatity was 19.9, the open interest changed by -565 which decreased total open position to 1802
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 9.8, which was -3.5 lower than the previous day. The implied volatity was 22.46, the open interest changed by 123 which increased total open position to 2347
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 13.1, which was -7.55 lower than the previous day. The implied volatity was 25.62, the open interest changed by 742 which increased total open position to 2223
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 23.45, which was 12.7 higher than the previous day. The implied volatity was 22.68, the open interest changed by 309 which increased total open position to 1631
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 11.9, which was 8.7 higher than the previous day. The implied volatity was 25.62, the open interest changed by 327 which increased total open position to 1322
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 24.14, the open interest changed by -22 which decreased total open position to 997
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 3.3, which was -2.7 lower than the previous day. The implied volatity was 24.12, the open interest changed by 211 which increased total open position to 1017
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 5.95, which was -0.8 lower than the previous day. The implied volatity was 22.52, the open interest changed by 35 which increased total open position to 829
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 6.6, which was 2 higher than the previous day. The implied volatity was 21.06, the open interest changed by -2 which decreased total open position to 805
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 4.55, which was -0.75 lower than the previous day. The implied volatity was 22.86, the open interest changed by 12 which increased total open position to 824
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 5.1, which was -4.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by -15 which decreased total open position to 813
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 9.85, which was 7.5 higher than the previous day. The implied volatity was 29.69, the open interest changed by 385 which increased total open position to 789
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 31, the open interest changed by -115 which decreased total open position to 409
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 2.95, which was -2.5 lower than the previous day. The implied volatity was 32.67, the open interest changed by 16 which increased total open position to 522
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 5.55, which was -0.7 lower than the previous day. The implied volatity was 30.15, the open interest changed by 27 which increased total open position to 506
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 6.3, which was 0.25 higher than the previous day. The implied volatity was 29.05, the open interest changed by -10 which decreased total open position to 480
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 6.1, which was 0.95 higher than the previous day. The implied volatity was 28.46, the open interest changed by 47 which increased total open position to 489
On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 5.25, which was -2.1 lower than the previous day. The implied volatity was 30.99, the open interest changed by 114 which increased total open position to 440
On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 7.55, which was -1.8 lower than the previous day. The implied volatity was 29.49, the open interest changed by 34 which increased total open position to 329
On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 9.35, which was -0.15 lower than the previous day. The implied volatity was 27.36, the open interest changed by 65 which increased total open position to 296
On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 9.4, which was 0.25 higher than the previous day. The implied volatity was 28.74, the open interest changed by 21 which increased total open position to 231
On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 9, which was -6.8 lower than the previous day. The implied volatity was 29.34, the open interest changed by 59 which increased total open position to 212
On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 15.4, which was 3.85 higher than the previous day. The implied volatity was 25.94, the open interest changed by 23 which increased total open position to 152
On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 11.55, which was -0.9 lower than the previous day. The implied volatity was 25.63, the open interest changed by 17 which increased total open position to 129
On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 12.45, which was 0.8 higher than the previous day. The implied volatity was 27.3, the open interest changed by 2 which increased total open position to 112
On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 11.65, which was -0.85 lower than the previous day. The implied volatity was 25, the open interest changed by 6 which increased total open position to 109
On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 12.5, which was -4.6 lower than the previous day. The implied volatity was 25.31, the open interest changed by -27 which decreased total open position to 103
On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 17.1, which was -4.75 lower than the previous day. The implied volatity was 25.38, the open interest changed by 1 which increased total open position to 129
On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 21.95, which was -1.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by 27 which increased total open position to 109
On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 23, which was -3.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 42 which increased total open position to 81
On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 26.65, which was 0.4 higher than the previous day. The implied volatity was 27.36, the open interest changed by 0 which decreased total open position to 39
On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 26.25, which was -4.85 lower than the previous day. The implied volatity was 26.53, the open interest changed by 10 which increased total open position to 38
On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 31.1, which was 6.45 higher than the previous day. The implied volatity was 25.07, the open interest changed by 13 which increased total open position to 28
On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 24.65, which was -6.35 lower than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 14
On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 31, which was -24.1 lower than the previous day. The implied volatity was 25.72, the open interest changed by 12 which increased total open position to 12
On 30 Dec BAJFINANCE was trading at 989.30. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 29 Dec BAJFINANCE was trading at 998.00. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BAJFINANCE was trading at 1000.00. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 55.1, 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 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 55.1, 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 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 55.1, 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 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 55.1, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 55.1, 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 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 55.1, 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 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was -, which was - 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 BAJFINANCE was trading at 1021.10. The strike last trading price was -, which was - 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 -, which was - lower 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 24FEB2026 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.41
Theta: -0.93
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1030.20 | 5.95 | -8.1 | 20.31 | 5,428 | 175 | 1,305 |
| 19 Feb | 1017.05 | 17.95 | 7.65 | 23.7 | 5,273 | 42 | 1,178 |
| 18 Feb | 1023.80 | 10.45 | -7.4 | 22.07 | 3,970 | 299 | 1,131 |
| 17 Feb | 1014.15 | 19.75 | 0.75 | 29.52 | 973 | 34 | 846 |
| 16 Feb | 1012.75 | 18.75 | 1.65 | 27.11 | 4,247 | -225 | 813 |
| 13 Feb | 1024.75 | 15.4 | -13.4 | 30.05 | 6,002 | 741 | 1,035 |
| 12 Feb | 999.10 | 27.25 | -26.35 | 25.18 | 943 | 137 | 286 |
| 11 Feb | 968.95 | 54 | -1.15 | 27.59 | 55 | 4 | 148 |
| 10 Feb | 965.60 | 55.15 | 13.65 | 26.45 | 50 | -4 | 143 |
| 9 Feb | 983.15 | 41.4 | -2.6 | 24.35 | 136 | -30 | 146 |
| 6 Feb | 981.70 | 43.7 | -14.15 | 26.73 | 193 | -31 | 176 |
| 5 Feb | 964.75 | 57.8 | 1.3 | 28.06 | 57 | -16 | 206 |
| 4 Feb | 963.30 | 57.9 | -5.4 | 27.08 | 103 | 15 | 222 |
| 3 Feb | 964.40 | 62.6 | -51.65 | 33.14 | 88 | 13 | 207 |
| 2 Feb | 903.70 | 112.75 | 19.5 | 41.39 | 24 | -3 | 192 |
| 1 Feb | 902.35 | 93.25 | 7.95 | - | 0 | 0 | 195 |
| 30 Jan | 929.85 | 93.25 | 7.95 | 38.66 | 25 | -4 | 197 |
| 29 Jan | 935.15 | 85.75 | -0.6 | 34.82 | 28 | 13 | 200 |
| 28 Jan | 935.15 | 86.4 | -17.2 | 34.02 | 72 | 21 | 187 |
| 27 Jan | 914.70 | 103.6 | 11.25 | 37.55 | 17 | 10 | 165 |
| 23 Jan | 927.85 | 93.2 | 15.5 | 34.74 | 34 | 29 | 154 |
| 22 Jan | 942.85 | 77 | -1.65 | 29.49 | 90 | 18 | 123 |
| 21 Jan | 936.25 | 78.65 | 0.65 | 24.5 | 6 | 5 | 104 |
| 20 Jan | 933.20 | 78 | 18 | 16.81 | 33 | 0 | 99 |
| 19 Jan | 969.45 | 60 | -13.25 | 28.32 | 26 | 21 | 98 |
| 16 Jan | 950.25 | 73.25 | -0.25 | 29.09 | 77 | 38 | 38 |
| 14 Jan | 945.95 | 73.5 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 949.00 | 73.5 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 951.90 | 73.5 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 959.60 | 73.5 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 971.95 | 73.5 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 968.80 | 73.5 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 977.35 | 73.5 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 978.75 | 73.5 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 990.45 | 73.5 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 973.10 | 73.5 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 986.80 | 73.5 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 989.30 | 73.5 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 998.00 | 73.5 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 1000.00 | 73.5 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 1011.70 | 73.5 | 0 | 0.3 | 0 | 0 | 0 |
| 23 Dec | 1011.40 | 73.5 | 0 | 0.67 | 0 | 0 | 0 |
| 22 Dec | 1007.80 | 73.5 | 0 | 0.44 | 0 | 0 | 0 |
| 19 Dec | 1008.30 | 73.5 | 0 | 0.38 | 0 | 0 | 0 |
| 18 Dec | 1000.30 | 73.5 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 999.60 | 73.5 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 998.40 | 73.5 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 1012.70 | 73.5 | 0 | 0.83 | 0 | 0 | 0 |
| 12 Dec | 1017.30 | 73.5 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1006.40 | 73.5 | 0 | 0.57 | 0 | 0 | 0 |
| 10 Dec | 1010.30 | 73.5 | 0 | 0.75 | 0 | 0 | 0 |
| 9 Dec | 1016.70 | 73.5 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1026.40 | 73.5 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1048.00 | 73.5 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1029.10 | 73.5 | 0 | 1.83 | 0 | 0 | 0 |
| 3 Dec | 1021.40 | 73.5 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1025.50 | - | - | - | 0 | 0 | 0 |
| 1 Dec | 1021.10 | - | - | - | 0 | 0 | 0 |
| 28 Nov | 1037.50 | - | - | - | 0 | 0 | 0 |
| 27 Nov | 1033.80 | - | - | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1020 expiring on 24FEB2026
Delta for 1020 PE is -0.39
Historical price for 1020 PE is as follows
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 5.95, which was -8.1 lower than the previous day. The implied volatity was 20.31, the open interest changed by 175 which increased total open position to 1305
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 17.95, which was 7.65 higher than the previous day. The implied volatity was 23.7, the open interest changed by 42 which increased total open position to 1178
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 10.45, which was -7.4 lower than the previous day. The implied volatity was 22.07, the open interest changed by 299 which increased total open position to 1131
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 19.75, which was 0.75 higher than the previous day. The implied volatity was 29.52, the open interest changed by 34 which increased total open position to 846
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 18.75, which was 1.65 higher than the previous day. The implied volatity was 27.11, the open interest changed by -225 which decreased total open position to 813
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 15.4, which was -13.4 lower than the previous day. The implied volatity was 30.05, the open interest changed by 741 which increased total open position to 1035
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 27.25, which was -26.35 lower than the previous day. The implied volatity was 25.18, the open interest changed by 137 which increased total open position to 286
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 54, which was -1.15 lower than the previous day. The implied volatity was 27.59, the open interest changed by 4 which increased total open position to 148
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 55.15, which was 13.65 higher than the previous day. The implied volatity was 26.45, the open interest changed by -4 which decreased total open position to 143
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 41.4, which was -2.6 lower than the previous day. The implied volatity was 24.35, the open interest changed by -30 which decreased total open position to 146
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 43.7, which was -14.15 lower than the previous day. The implied volatity was 26.73, the open interest changed by -31 which decreased total open position to 176
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 57.8, which was 1.3 higher than the previous day. The implied volatity was 28.06, the open interest changed by -16 which decreased total open position to 206
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 57.9, which was -5.4 lower than the previous day. The implied volatity was 27.08, the open interest changed by 15 which increased total open position to 222
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 62.6, which was -51.65 lower than the previous day. The implied volatity was 33.14, the open interest changed by 13 which increased total open position to 207
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 112.75, which was 19.5 higher than the previous day. The implied volatity was 41.39, the open interest changed by -3 which decreased total open position to 192
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 93.25, which was 7.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 93.25, which was 7.95 higher than the previous day. The implied volatity was 38.66, the open interest changed by -4 which decreased total open position to 197
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 85.75, which was -0.6 lower than the previous day. The implied volatity was 34.82, the open interest changed by 13 which increased total open position to 200
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 86.4, which was -17.2 lower than the previous day. The implied volatity was 34.02, the open interest changed by 21 which increased total open position to 187
On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 103.6, which was 11.25 higher than the previous day. The implied volatity was 37.55, the open interest changed by 10 which increased total open position to 165
On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 93.2, which was 15.5 higher than the previous day. The implied volatity was 34.74, the open interest changed by 29 which increased total open position to 154
On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 77, which was -1.65 lower than the previous day. The implied volatity was 29.49, the open interest changed by 18 which increased total open position to 123
On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 78.65, which was 0.65 higher than the previous day. The implied volatity was 24.5, the open interest changed by 5 which increased total open position to 104
On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 78, which was 18 higher than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 99
On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 60, which was -13.25 lower than the previous day. The implied volatity was 28.32, the open interest changed by 21 which increased total open position to 98
On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 73.25, which was -0.25 lower than the previous day. The implied volatity was 29.09, the open interest changed by 38 which increased total open position to 38
On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 73.5, 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 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 73.5, 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 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 73.5, 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 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 73.5, 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 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 73.5, 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 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 73.5, 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 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 73.5, 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 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 73.5, 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 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 73.5, 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 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 73.5, 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 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 73.5, 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 Dec BAJFINANCE was trading at 989.30. The strike last trading price was 73.5, 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 29 Dec BAJFINANCE was trading at 998.00. The strike last trading price was 73.5, 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 26 Dec BAJFINANCE was trading at 1000.00. The strike last trading price was 73.5, 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 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 73.5, 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 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 73.5, 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 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 73.5, 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 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.83, 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 73.5, 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 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 73.5, 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 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 73.5, 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 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 73.5, 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 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 73.5, which was 0 lower than the previous day. The implied volatity was 1.83, 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 73.5, 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 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was -, which was - 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 BAJFINANCE was trading at 1021.10. The strike last trading price was -, which was - 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 -, which was - lower 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 -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
