[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1048 +18.90 (1.84%)
L: 1026.5 H: 1061

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Historical option data for BAJFINANCE

05 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1020 CE
Delta: 0.74
Vega: 0.88
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1048.00 42.45 12.65 19.98 2,120 -308 1,658
4 Dec 1029.10 29.2 2.85 19.58 1,978 82 1,971
3 Dec 1021.40 26.7 -3 19.58 2,287 400 1,897
2 Dec 1025.50 29.8 2.75 20.13 2,694 169 1,495
1 Dec 1021.10 26.6 -11.15 19.65 1,404 133 1,322
28 Nov 1037.50 37.9 1.25 18.07 988 -6 1,187
27 Nov 1033.80 37.55 14.75 18.98 6,562 -508 1,193
26 Nov 1010.70 22.75 8.2 18.30 3,403 129 1,701
25 Nov 986.20 14.3 -3.9 20.23 1,346 325 1,563
24 Nov 994.00 17.9 -5.35 19.99 983 309 1,235
21 Nov 1004.10 23.1 -13 19.13 1,116 257 921
20 Nov 1028.60 36.55 10.6 18.90 1,415 41 665
19 Nov 1005.60 26.45 -3.3 20.67 670 283 616
18 Nov 1013.60 29.3 -8.8 19.11 484 169 332
17 Nov 1026.80 38 2.45 19.74 157 -8 162
14 Nov 1018.50 35 4.2 21.19 170 31 168
13 Nov 1005.40 31 -3.55 21.49 153 39 136
12 Nov 1013.20 34.25 1.05 21.96 108 -2 98
11 Nov 1005.20 34.75 -25.5 22.67 255 99 99
10 Nov 1085.00 60.25 0 - 0 0 0
7 Nov 1066.60 60.25 0 - 0 0 0
6 Nov 1041.90 60.25 0 - 0 0 0
4 Nov 1057.00 60.25 0 - 0 0 0
3 Nov 1043.10 60.25 0 - 0 0 0
31 Oct 1042.80 60.25 0 - 0 0 0
30 Oct 1052.30 60.25 0 - 0 0 0
29 Oct 1062.95 60.25 0 - 0 0 0
28 Oct 1072.75 60.25 0 - 0 0 0
27 Oct 1084.40 60.25 0 - 0 0 0
24 Oct 1089.75 60.25 0 - 0 0 0
23 Oct 1094.15 60.25 0 - 0 0 0
21 Oct 1086.50 60.25 0 - 0 0 0
20 Oct 1081.00 60.25 0 - 0 0 0
17 Oct 1070.10 60.25 0 - 0 0 0
16 Oct 1065.75 60.25 0 - 0 0 0
15 Oct 1059.90 60.25 0 - 0 0 0
13 Oct 1036.75 60.25 0 - 0 0 0
10 Oct 1023.85 60.25 0 - 0 0 0
9 Oct 1024.10 60.25 0 - 0 0 0
3 Oct 989.75 0 0 0.39 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 30DEC2025

Delta for 1020 CE is 0.74

Historical price for 1020 CE is as follows

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 42.45, which was 12.65 higher than the previous day. The implied volatity was 19.98, the open interest changed by -308 which decreased total open position to 1658


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 29.2, which was 2.85 higher than the previous day. The implied volatity was 19.58, the open interest changed by 82 which increased total open position to 1971


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 26.7, which was -3 lower than the previous day. The implied volatity was 19.58, the open interest changed by 400 which increased total open position to 1897


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 29.8, which was 2.75 higher than the previous day. The implied volatity was 20.13, the open interest changed by 169 which increased total open position to 1495


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 26.6, which was -11.15 lower than the previous day. The implied volatity was 19.65, the open interest changed by 133 which increased total open position to 1322


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 37.9, which was 1.25 higher than the previous day. The implied volatity was 18.07, the open interest changed by -6 which decreased total open position to 1187


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 37.55, which was 14.75 higher than the previous day. The implied volatity was 18.98, the open interest changed by -508 which decreased total open position to 1193


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 22.75, which was 8.2 higher than the previous day. The implied volatity was 18.30, the open interest changed by 129 which increased total open position to 1701


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 14.3, which was -3.9 lower than the previous day. The implied volatity was 20.23, the open interest changed by 325 which increased total open position to 1563


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 17.9, which was -5.35 lower than the previous day. The implied volatity was 19.99, the open interest changed by 309 which increased total open position to 1235


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 23.1, which was -13 lower than the previous day. The implied volatity was 19.13, the open interest changed by 257 which increased total open position to 921


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 36.55, which was 10.6 higher than the previous day. The implied volatity was 18.90, the open interest changed by 41 which increased total open position to 665


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 26.45, which was -3.3 lower than the previous day. The implied volatity was 20.67, the open interest changed by 283 which increased total open position to 616


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 29.3, which was -8.8 lower than the previous day. The implied volatity was 19.11, the open interest changed by 169 which increased total open position to 332


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 38, which was 2.45 higher than the previous day. The implied volatity was 19.74, the open interest changed by -8 which decreased total open position to 162


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 35, which was 4.2 higher than the previous day. The implied volatity was 21.19, the open interest changed by 31 which increased total open position to 168


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 31, which was -3.55 lower than the previous day. The implied volatity was 21.49, the open interest changed by 39 which increased total open position to 136


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 34.25, which was 1.05 higher than the previous day. The implied volatity was 21.96, the open interest changed by -2 which decreased total open position to 98


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 34.75, which was -25.5 lower than the previous day. The implied volatity was 22.67, the open interest changed by 99 which increased total open position to 99


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 60.25, 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 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 60.25, 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 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1086.50. The strike last trading price was 60.25, 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 20 Oct BAJFINANCE was trading at 1081.00. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1065.75. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 989.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0


BAJFINANCE 30DEC2025 1020 PE
Delta: -0.26
Vega: 0.89
Theta: -0.28
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1048.00 9 -7.7 20.33 3,625 240 1,627
4 Dec 1029.10 17.55 -3 22.14 1,287 -56 1,394
3 Dec 1021.40 20.1 0.4 22.26 1,565 187 1,457
2 Dec 1025.50 19.35 -2.45 22.53 1,959 28 1,266
1 Dec 1021.10 22.35 7.65 22.85 2,135 174 1,238
28 Nov 1037.50 14.5 -0.35 21.28 1,134 85 1,062
27 Nov 1033.80 14.35 -10.1 20.12 4,182 -46 975
26 Nov 1010.70 24.4 -15.85 20.01 538 129 1,021
25 Nov 986.20 40.45 4.65 21.00 203 61 889
24 Nov 994.00 35.65 4.85 21.43 308 152 827
21 Nov 1004.10 30.6 11.4 21.68 883 152 668
20 Nov 1028.60 19.1 -11.9 20.74 621 144 517
19 Nov 1005.60 30.85 2.95 21.85 263 59 365
18 Nov 1013.60 28 7.15 22.61 397 178 300
17 Nov 1026.80 21.05 -6.25 21.22 174 -34 121
14 Nov 1018.50 27.35 -5.15 22.05 57 17 155
13 Nov 1005.40 32.5 1.2 22.23 84 32 138
12 Nov 1013.20 31.3 -3.6 22.90 78 23 106
11 Nov 1005.20 33.7 20.6 23.79 142 56 83
10 Nov 1085.00 18 -0.05 31.01 35 26 27
7 Nov 1066.60 18.05 -47.85 27.11 1 0 0
6 Nov 1041.90 65.9 0 2.69 0 0 0
4 Nov 1057.00 65.9 0 3.63 0 0 0
3 Nov 1043.10 65.9 0 2.55 0 0 0
31 Oct 1042.80 65.9 0 - 0 0 0
30 Oct 1052.30 65.9 0 3.30 0 0 0
29 Oct 1062.95 65.9 0 3.99 0 0 0
28 Oct 1072.75 65.9 0 4.67 0 0 0
27 Oct 1084.40 65.9 0 - 0 0 0
24 Oct 1089.75 65.9 0 5.41 0 0 0
23 Oct 1094.15 65.9 0 5.47 0 0 0
21 Oct 1086.50 65.9 0 5.19 0 0 0
20 Oct 1081.00 65.9 0 4.88 0 0 0
17 Oct 1070.10 65.9 0 4.19 0 0 0
16 Oct 1065.75 65.9 0 - 0 0 0
15 Oct 1059.90 65.9 0 - 0 0 0
13 Oct 1036.75 65.9 0 - 0 0 0
10 Oct 1023.85 65.9 0 - 0 0 0
9 Oct 1024.10 65.9 0 - 0 0 0
3 Oct 989.75 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 30DEC2025

Delta for 1020 PE is -0.26

Historical price for 1020 PE is as follows

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 9, which was -7.7 lower than the previous day. The implied volatity was 20.33, the open interest changed by 240 which increased total open position to 1627


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 17.55, which was -3 lower than the previous day. The implied volatity was 22.14, the open interest changed by -56 which decreased total open position to 1394


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 20.1, which was 0.4 higher than the previous day. The implied volatity was 22.26, the open interest changed by 187 which increased total open position to 1457


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 19.35, which was -2.45 lower than the previous day. The implied volatity was 22.53, the open interest changed by 28 which increased total open position to 1266


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 22.35, which was 7.65 higher than the previous day. The implied volatity was 22.85, the open interest changed by 174 which increased total open position to 1238


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was 21.28, the open interest changed by 85 which increased total open position to 1062


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 14.35, which was -10.1 lower than the previous day. The implied volatity was 20.12, the open interest changed by -46 which decreased total open position to 975


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 24.4, which was -15.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 129 which increased total open position to 1021


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 40.45, which was 4.65 higher than the previous day. The implied volatity was 21.00, the open interest changed by 61 which increased total open position to 889


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 35.65, which was 4.85 higher than the previous day. The implied volatity was 21.43, the open interest changed by 152 which increased total open position to 827


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 30.6, which was 11.4 higher than the previous day. The implied volatity was 21.68, the open interest changed by 152 which increased total open position to 668


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 19.1, which was -11.9 lower than the previous day. The implied volatity was 20.74, the open interest changed by 144 which increased total open position to 517


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 30.85, which was 2.95 higher than the previous day. The implied volatity was 21.85, the open interest changed by 59 which increased total open position to 365


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 28, which was 7.15 higher than the previous day. The implied volatity was 22.61, the open interest changed by 178 which increased total open position to 300


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 21.05, which was -6.25 lower than the previous day. The implied volatity was 21.22, the open interest changed by -34 which decreased total open position to 121


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 27.35, which was -5.15 lower than the previous day. The implied volatity was 22.05, the open interest changed by 17 which increased total open position to 155


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 32.5, which was 1.2 higher than the previous day. The implied volatity was 22.23, the open interest changed by 32 which increased total open position to 138


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 31.3, which was -3.6 lower than the previous day. The implied volatity was 22.90, the open interest changed by 23 which increased total open position to 106


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 33.7, which was 20.6 higher than the previous day. The implied volatity was 23.79, the open interest changed by 56 which increased total open position to 83


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 18, which was -0.05 lower than the previous day. The implied volatity was 31.01, the open interest changed by 26 which increased total open position to 27


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 18.05, which was -47.85 lower than the previous day. The implied volatity was 27.11, 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 65.9, which was 0 lower than the previous day. The implied volatity was 2.69, 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 65.9, which was 0 lower than the previous day. The implied volatity was 3.63, 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 65.9, which was 0 lower than the previous day. The implied volatity was 2.55, 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 65.9, 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 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 3.30, 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 65.9, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0


On 28 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 65.9, 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 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 5.41, the open interest changed by 0 which decreased total open position to 0


On 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 21 Oct BAJFINANCE was trading at 1086.50. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0


On 20 Oct BAJFINANCE was trading at 1081.00. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0


On 17 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 65.9, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0


On 16 Oct BAJFINANCE was trading at 1065.75. The strike last trading price was 65.9, 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 15 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 65.9, 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 13 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 65.9, 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 10 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 65.9, 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 9 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 65.9, 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 3 Oct BAJFINANCE was trading at 989.75. 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