BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
24 Dec 2025 04:12 PM IST
| BAJFINANCE 27-JAN-2026 1020 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.23
Theta: -0.49
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.49
Vega: 1.23
Theta: -0.30
Gamma: 0.01
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| 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































































































































































































































