[--[65.84.65.76]--]

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
BAJFINANCE 27-JAN-2026 1020 CE
Delta: 0.50
Vega: 1.23
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1011.70 24 -1.7 19.98 1,923 464 943
23 Dec 1011.40 25.65 0.1 20.04 633 131 472
22 Dec 1007.80 25.5 -1.55 21.03 286 67 335
19 Dec 1008.30 26.2 2.95 21.05 299 100 267
18 Dec 1000.30 23.15 -1.75 20.28 92 15 166
17 Dec 999.60 24.9 1 21.57 55 -2 152
16 Dec 998.40 23.8 -7.5 21.43 69 28 153
15 Dec 1012.70 31.3 -2.6 21.14 27 12 125
12 Dec 1017.30 33.75 3.4 20.43 48 2 115
11 Dec 1006.40 30.5 -2.95 20.64 42 22 113
10 Dec 1010.30 33.45 -3.5 21.92 30 21 89
9 Dec 1016.70 37.25 -4.9 21.23 52 34 67
8 Dec 1026.40 42.15 -15.25 20.64 12 5 32
5 Dec 1048.00 57.4 12.3 20.86 19 1 20
4 Dec 1029.10 44.9 5.8 20.97 4 1 18
3 Dec 1021.40 39.1 -3.7 18.92 2 0 17
2 Dec 1025.50 42.8 0.95 19.73 2 -1 17
1 Dec 1021.10 41 -13.65 20.44 8 4 17
28 Nov 1037.50 54.65 16 - 0 3 0
27 Nov 1033.80 54.65 16 21.85 13 2 12
26 Nov 1010.70 38.65 -65.35 20.79 12 10 10
25 Nov 986.20 104 0 1.27 0 0 0
24 Nov 994.00 104 0 0.62 0 0 0
21 Nov 1004.10 104 0 - 0 0 0
20 Nov 1028.60 104 0 - 0 0 0
19 Nov 1005.60 104 0 - 0 0 0
18 Nov 1013.60 104 0 - 0 0 0
17 Nov 1026.80 104 0 - 0 0 0
14 Nov 1018.50 104 0 - 0 0 0
13 Nov 1005.40 104 0 - 0 0 0
12 Nov 1013.20 104 0 - 0 0 0
11 Nov 1005.20 104 0 - 0 0 0
10 Nov 1085.00 104 0 - 0 0 0
6 Nov 1041.90 104 0 - 0 0 0
3 Nov 1043.10 104 0 - 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 27JAN2026

Delta for 1020 CE is 0.50

Historical price for 1020 CE is as follows

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 24, which was -1.7 lower than the previous day. The implied volatity was 19.98, the open interest changed by 464 which increased total open position to 943


On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 25.65, which was 0.1 higher than the previous day. The implied volatity was 20.04, the open interest changed by 131 which increased total open position to 472


On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 25.5, which was -1.55 lower than the previous day. The implied volatity was 21.03, the open interest changed by 67 which increased total open position to 335


On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 26.2, which was 2.95 higher than the previous day. The implied volatity was 21.05, the open interest changed by 100 which increased total open position to 267


On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 23.15, which was -1.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 15 which increased total open position to 166


On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 24.9, which was 1 higher than the previous day. The implied volatity was 21.57, the open interest changed by -2 which decreased total open position to 152


On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 23.8, which was -7.5 lower than the previous day. The implied volatity was 21.43, the open interest changed by 28 which increased total open position to 153


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 31.3, which was -2.6 lower than the previous day. The implied volatity was 21.14, the open interest changed by 12 which increased total open position to 125


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 33.75, which was 3.4 higher than the previous day. The implied volatity was 20.43, the open interest changed by 2 which increased total open position to 115


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 30.5, which was -2.95 lower than the previous day. The implied volatity was 20.64, the open interest changed by 22 which increased total open position to 113


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 33.45, which was -3.5 lower than the previous day. The implied volatity was 21.92, the open interest changed by 21 which increased total open position to 89


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 37.25, which was -4.9 lower than the previous day. The implied volatity was 21.23, the open interest changed by 34 which increased total open position to 67


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 42.15, which was -15.25 lower than the previous day. The implied volatity was 20.64, the open interest changed by 5 which increased total open position to 32


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 57.4, which was 12.3 higher than the previous day. The implied volatity was 20.86, the open interest changed by 1 which increased total open position to 20


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 44.9, which was 5.8 higher than the previous day. The implied volatity was 20.97, the open interest changed by 1 which increased total open position to 18


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 39.1, which was -3.7 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 17


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 42.8, which was 0.95 higher than the previous day. The implied volatity was 19.73, the open interest changed by -1 which decreased total open position to 17


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 41, which was -13.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by 4 which increased total open position to 17


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 54.65, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 54.65, which was 16 higher than the previous day. The implied volatity was 21.85, the open interest changed by 2 which increased total open position to 12


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 38.65, which was -65.35 lower than the previous day. The implied volatity was 20.79, the open interest changed by 10 which increased total open position to 10


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 104, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 104, 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 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 104, 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 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 104, 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 104, 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 104, 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 27JAN2026 1020 PE
Delta: -0.49
Vega: 1.23
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1011.70 30.55 3.8 24.38 1,261 311 680
23 Dec 1011.40 26.75 -1.95 21.92 274 147 370
22 Dec 1007.80 28.5 -0.75 21.67 104 40 223
19 Dec 1008.30 28.5 -5 20.55 100 41 182
18 Dec 1000.30 33.5 -2.4 22.15 7 3 142
17 Dec 999.60 35.9 -1.45 23.44 17 2 141
16 Dec 998.40 37.35 10.1 23.16 8 1 139
15 Dec 1012.70 27 1.1 20.96 8 0 138
12 Dec 1017.30 25.9 -5.15 20.94 1 0 137
11 Dec 1006.40 31.05 0.05 22.03 2 1 136
10 Dec 1010.30 31 3.4 22.25 7 3 135
9 Dec 1016.70 27.4 1.95 22.08 94 61 132
8 Dec 1026.40 25.55 8.1 23.17 48 15 71
5 Dec 1048.00 17.45 -9.05 21.99 163 24 56
4 Dec 1029.10 26.5 -2.25 23.38 3 0 30
3 Dec 1021.40 28.75 -0.25 23.42 6 4 31
2 Dec 1025.50 29 1 24.30 7 4 27
1 Dec 1021.10 28 5.4 - 9 1 21
28 Nov 1037.50 22.6 -1.35 22.66 2 1 19
27 Nov 1033.80 24 -16 22.84 21 9 17
26 Nov 1010.70 40 22.45 - 0 1 0
25 Nov 986.20 40 22.45 - 1 0 7
24 Nov 994.00 17.55 -18.3 - 0 0 0
21 Nov 1004.10 17.55 -18.3 - 0 0 0
20 Nov 1028.60 17.55 -18.3 - 0 0 0
19 Nov 1005.60 17.55 -18.3 - 0 0 0
18 Nov 1013.60 17.55 -18.3 - 0 0 0
17 Nov 1026.80 17.55 -18.3 - 0 0 0
14 Nov 1018.50 17.55 -18.3 - 0 0 0
13 Nov 1005.40 17.55 -18.3 - 0 0 0
12 Nov 1013.20 17.55 -18.3 - 0 0 0
11 Nov 1005.20 17.55 -18.3 - 0 7 0
10 Nov 1085.00 17.55 -18.3 25.76 7 5 5
6 Nov 1041.90 35.85 0 - 0 0 0
3 Nov 1043.10 35.85 0 2.54 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 27JAN2026

Delta for 1020 PE is -0.49

Historical price for 1020 PE is as follows

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 30.55, which was 3.8 higher than the previous day. The implied volatity was 24.38, the open interest changed by 311 which increased total open position to 680


On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 26.75, which was -1.95 lower than the previous day. The implied volatity was 21.92, the open interest changed by 147 which increased total open position to 370


On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 28.5, which was -0.75 lower than the previous day. The implied volatity was 21.67, the open interest changed by 40 which increased total open position to 223


On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 28.5, which was -5 lower than the previous day. The implied volatity was 20.55, the open interest changed by 41 which increased total open position to 182


On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 33.5, which was -2.4 lower than the previous day. The implied volatity was 22.15, the open interest changed by 3 which increased total open position to 142


On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 35.9, which was -1.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by 2 which increased total open position to 141


On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 37.35, which was 10.1 higher than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 139


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 27, which was 1.1 higher than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 138


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 25.9, which was -5.15 lower than the previous day. The implied volatity was 20.94, the open interest changed by 0 which decreased total open position to 137


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 31.05, which was 0.05 higher than the previous day. The implied volatity was 22.03, the open interest changed by 1 which increased total open position to 136


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 31, which was 3.4 higher than the previous day. The implied volatity was 22.25, the open interest changed by 3 which increased total open position to 135


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 27.4, which was 1.95 higher than the previous day. The implied volatity was 22.08, the open interest changed by 61 which increased total open position to 132


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 25.55, which was 8.1 higher than the previous day. The implied volatity was 23.17, the open interest changed by 15 which increased total open position to 71


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 17.45, which was -9.05 lower than the previous day. The implied volatity was 21.99, the open interest changed by 24 which increased total open position to 56


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 26.5, which was -2.25 lower than the previous day. The implied volatity was 23.38, the open interest changed by 0 which decreased total open position to 30


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 28.75, which was -0.25 lower than the previous day. The implied volatity was 23.42, the open interest changed by 4 which increased total open position to 31


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 29, which was 1 higher than the previous day. The implied volatity was 24.30, the open interest changed by 4 which increased total open position to 27


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 28, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 22.6, which was -1.35 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 19


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 24, which was -16 lower than the previous day. The implied volatity was 22.84, the open interest changed by 9 which increased total open position to 17


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 40, which was 22.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 40, which was 22.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 17.55, which was -18.3 lower than the previous day. The implied volatity was 25.76, the open interest changed by 5 which increased total open position to 5


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 35.85, 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 35.85, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0