[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1015.95 -7.60 (-0.74%)
L: 1013.4 H: 1034

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Historical option data for BAJFINANCE

25 Feb 2026 02:22 PM IST
BAJFINANCE 30-MAR-2026 1020 CE
Delta: 0.55
Vega: 1.21
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 1016.60 28.3 -1.8 20.79 2,388 356 1,269
24 Feb 1023.55 29.55 -4.95 18.16 1,825 139 909
23 Feb 1031.00 34 0 17.78 1,333 -83 773
20 Feb 1030.20 33.3 6.25 18.9 2,501 189 861
19 Feb 1017.05 25.25 -7.65 20.02 662 74 672
18 Feb 1023.80 32.6 2.6 19.69 834 234 597
17 Feb 1014.15 29 -3.6 20.19 88 14 363
16 Feb 1012.75 32.4 -7.85 21.95 434 115 348
13 Feb 1024.75 43.05 15.2 21.37 471 87 199
12 Feb 999.10 28.75 14.4 22.34 104 32 112
11 Feb 968.95 14.15 -0.3 21.22 75 -20 79
10 Feb 965.60 14.1 -5.9 21.33 21 -1 98
9 Feb 983.15 20 0 21.25 11 6 99
6 Feb 981.70 20 4.8 20.28 28 4 91
5 Feb 964.75 15.2 -0.25 21 19 6 87
4 Feb 963.30 15.25 -3 20.94 31 2 79
3 Feb 964.40 18 11.45 22.72 30 -4 78
2 Feb 903.70 6.5 -6.2 24.03 42 25 80
1 Feb 902.35 12.7 -1.2 - 0 0 55
30 Jan 929.85 12.7 -1.2 24.95 75 9 55
29 Jan 935.15 14.15 0.45 24.56 30 19 45
28 Jan 935.15 13.7 -40.3 24.21 28 25 25
27 Jan 914.70 54 0 6.06 0 0 0
23 Jan 927.85 54 0 4.88 0 0 0
22 Jan 942.85 54 0 3.85 0 0 0
21 Jan 936.25 54 0 4.3 0 0 0
20 Jan 933.20 54 0 4.68 0 0 0
19 Jan 969.45 54 0 2.18 0 0 0
16 Jan 950.25 54 0 3.1 0 0 0
14 Jan 945.95 54 0 3.46 0 0 0
13 Jan 949.00 54 0 2.99 0 0 0
12 Jan 951.90 54 0 2.88 0 0 0
9 Jan 959.60 54 0 2.23 0 0 0
8 Jan 971.95 54 0 - 0 0 0
7 Jan 968.80 54 0 1.68 0 0 0
6 Jan 977.35 54 0 - 0 0 0
5 Jan 978.75 54 0 - 0 0 0
2 Jan 990.45 54 0 0.38 0 0 0
1 Jan 973.10 54 0 - 0 0 0
31 Dec 986.80 54 - - 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 30MAR2026

Delta for 1020 CE is 0.55

Historical price for 1020 CE is as follows

On 25 Feb BAJFINANCE was trading at 1016.60. The strike last trading price was 28.3, which was -1.8 lower than the previous day. The implied volatity was 20.79, the open interest changed by 356 which increased total open position to 1269


On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 29.55, which was -4.95 lower than the previous day. The implied volatity was 18.16, the open interest changed by 139 which increased total open position to 909


On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 17.78, the open interest changed by -83 which decreased total open position to 773


On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 33.3, which was 6.25 higher than the previous day. The implied volatity was 18.9, the open interest changed by 189 which increased total open position to 861


On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 25.25, which was -7.65 lower than the previous day. The implied volatity was 20.02, the open interest changed by 74 which increased total open position to 672


On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 32.6, which was 2.6 higher than the previous day. The implied volatity was 19.69, the open interest changed by 234 which increased total open position to 597


On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 29, which was -3.6 lower than the previous day. The implied volatity was 20.19, the open interest changed by 14 which increased total open position to 363


On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 32.4, which was -7.85 lower than the previous day. The implied volatity was 21.95, the open interest changed by 115 which increased total open position to 348


On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 43.05, which was 15.2 higher than the previous day. The implied volatity was 21.37, the open interest changed by 87 which increased total open position to 199


On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 28.75, which was 14.4 higher than the previous day. The implied volatity was 22.34, the open interest changed by 32 which increased total open position to 112


On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 14.15, which was -0.3 lower than the previous day. The implied volatity was 21.22, the open interest changed by -20 which decreased total open position to 79


On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 14.1, which was -5.9 lower than the previous day. The implied volatity was 21.33, the open interest changed by -1 which decreased total open position to 98


On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 21.25, the open interest changed by 6 which increased total open position to 99


On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 20, which was 4.8 higher than the previous day. The implied volatity was 20.28, the open interest changed by 4 which increased total open position to 91


On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 15.2, which was -0.25 lower than the previous day. The implied volatity was 21, the open interest changed by 6 which increased total open position to 87


On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 15.25, which was -3 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2 which increased total open position to 79


On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 18, which was 11.45 higher than the previous day. The implied volatity was 22.72, the open interest changed by -4 which decreased total open position to 78


On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 6.5, which was -6.2 lower than the previous day. The implied volatity was 24.03, the open interest changed by 25 which increased total open position to 80


On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 12.7, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 12.7, which was -1.2 lower than the previous day. The implied volatity was 24.95, the open interest changed by 9 which increased total open position to 55


On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 14.15, which was 0.45 higher than the previous day. The implied volatity was 24.56, the open interest changed by 19 which increased total open position to 45


On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 13.7, which was -40.3 lower than the previous day. The implied volatity was 24.21, the open interest changed by 25 which increased total open position to 25


On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0


On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 54, 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 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0


On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 3.1, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 54, which was 0 lower than the previous day. The implied volatity was 3.46, 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 54, which was 0 lower than the previous day. The implied volatity was 2.99, 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 54, which was 0 lower than the previous day. The implied volatity was 2.88, 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 54, which was 0 lower than the previous day. The implied volatity was 2.23, 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 54, 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 54, which was 0 lower than the previous day. The implied volatity was 1.68, 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 54, 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 54, 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 54, 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 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 54, 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 54, 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 30MAR2026 1020 PE
Delta: -0.46
Vega: 1.21
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 1016.60 25.4 2.4 23.07 1,749 232 1,308
24 Feb 1023.55 23.6 4.1 23.93 2,627 493 1,081
23 Feb 1031.00 19.5 -3 22.61 889 7 590
20 Feb 1030.20 22.9 -5.05 22.95 676 157 582
19 Feb 1017.05 30.85 6.85 22.64 684 199 431
18 Feb 1023.80 24 -5.75 21.98 284 73 232
17 Feb 1014.15 29.75 -1.9 23.26 27 5 158
16 Feb 1012.75 30.85 1.9 24.23 150 5 153
13 Feb 1024.75 28.65 -10.15 27.25 133 34 147
12 Feb 999.10 37.4 -17.6 24.05 53 13 112
11 Feb 968.95 55 -2.25 21.99 3 0 102
10 Feb 965.60 57.75 6.5 23.16 6 3 99
9 Feb 983.15 51.25 1.25 25.82 36 7 67
6 Feb 981.70 50 -13.8 24.75 62 3 19
5 Feb 964.75 63.8 6.45 26.6 1 0 15
4 Feb 963.30 57.35 -26.65 21.75 21 -3 14
3 Feb 964.40 84 9.95 - 0 0 17
2 Feb 903.70 84 9.95 - 0 0 17
1 Feb 902.35 84 9.95 - 0 0 17
30 Jan 929.85 84 9.95 22.56 16 0 1
29 Jan 935.15 74.05 4.45 - 0 0 0
28 Jan 935.15 74.05 4.45 - 0 0 1
27 Jan 914.70 74.05 4.45 - 0 0 1
23 Jan 927.85 74.05 4.45 - 0 0 1
22 Jan 942.85 74.05 4.45 - 0 0 1
21 Jan 936.25 74.05 4.45 19.03 1 0 0
20 Jan 933.20 69.6 0 - 0 0 0
19 Jan 969.45 69.6 0 - 0 0 0
16 Jan 950.25 69.6 0 - 0 0 0
14 Jan 945.95 69.6 0 - 0 0 0
13 Jan 949.00 69.6 0 - 0 0 0
12 Jan 951.90 69.6 0 - 0 0 0
9 Jan 959.60 69.6 0 - 0 0 0
8 Jan 971.95 69.6 0 - 0 0 0
7 Jan 968.80 69.6 0 - 0 0 0
6 Jan 977.35 69.6 0 - 0 0 0
5 Jan 978.75 69.6 0 - 0 0 0
2 Jan 990.45 69.6 0 - 0 0 0
1 Jan 973.10 69.6 0 - 0 0 0
31 Dec 986.80 69.6 - - 0 0 0


For Bajaj Finance Limited - strike price 1020 expiring on 30MAR2026

Delta for 1020 PE is -0.46

Historical price for 1020 PE is as follows

On 25 Feb BAJFINANCE was trading at 1016.60. The strike last trading price was 25.4, which was 2.4 higher than the previous day. The implied volatity was 23.07, the open interest changed by 232 which increased total open position to 1308


On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 23.6, which was 4.1 higher than the previous day. The implied volatity was 23.93, the open interest changed by 493 which increased total open position to 1081


On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 19.5, which was -3 lower than the previous day. The implied volatity was 22.61, the open interest changed by 7 which increased total open position to 590


On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 22.9, which was -5.05 lower than the previous day. The implied volatity was 22.95, the open interest changed by 157 which increased total open position to 582


On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 30.85, which was 6.85 higher than the previous day. The implied volatity was 22.64, the open interest changed by 199 which increased total open position to 431


On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 24, which was -5.75 lower than the previous day. The implied volatity was 21.98, the open interest changed by 73 which increased total open position to 232


On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 29.75, which was -1.9 lower than the previous day. The implied volatity was 23.26, the open interest changed by 5 which increased total open position to 158


On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 30.85, which was 1.9 higher than the previous day. The implied volatity was 24.23, the open interest changed by 5 which increased total open position to 153


On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 28.65, which was -10.15 lower than the previous day. The implied volatity was 27.25, the open interest changed by 34 which increased total open position to 147


On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 37.4, which was -17.6 lower than the previous day. The implied volatity was 24.05, the open interest changed by 13 which increased total open position to 112


On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 55, which was -2.25 lower than the previous day. The implied volatity was 21.99, the open interest changed by 0 which decreased total open position to 102


On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 57.75, which was 6.5 higher than the previous day. The implied volatity was 23.16, the open interest changed by 3 which increased total open position to 99


On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 51.25, which was 1.25 higher than the previous day. The implied volatity was 25.82, the open interest changed by 7 which increased total open position to 67


On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 50, which was -13.8 lower than the previous day. The implied volatity was 24.75, the open interest changed by 3 which increased total open position to 19


On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 63.8, which was 6.45 higher than the previous day. The implied volatity was 26.6, the open interest changed by 0 which decreased total open position to 15


On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 57.35, which was -26.65 lower than the previous day. The implied volatity was 21.75, the open interest changed by -3 which decreased total open position to 14


On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 84, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 84, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 84, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 84, which was 9.95 higher than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 1


On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 74.05, which was 4.45 higher than the previous day. The implied volatity was 19.03, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 69.6, 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 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 69.6, 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 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 69.6, 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 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, 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 69.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0