BAJFINANCE

Bajaj Finance Limited

1048.7 +19.60 (1.90%)

L: 1026.5 H: 1061

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Historical option data for BAJFINANCE
05 Dec 2025 02:47 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 30-DEC-2025 1030 CE
Delta: 0.69 Vega: 0.96 Theta: -0.57 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1048.50	36.5 ₹ 27,375	12.05 9037.50	19.66	4,831 36,23,250	-971 -7,28,250	1,431 10,73,250
4 Dec	1029.10	23.85 ₹ 17,887.5	2.4 1800.00	19.77	2,731 20,48,250	75 56,250	2,409 18,06,750
3 Dec	1021.40	21.9 ₹ 16,425	-2.8 -2100.00	19.93	1,960 14,70,000	219 1,64,250	2,349 17,61,750
2 Dec	1025.50	24.8 ₹ 18,600	2.6 1950.00	20.50	3,699 27,74,250	274 2,05,500	2,135 16,01,250
1 Dec	1021.10	21.9 ₹ 16,425	-9.7 -7275.00	19.96	2,295 17,21,250	455 3,41,250	1,858 13,93,500
28 Nov	1037.50	31.7 ₹ 23,775	1.15 862.50	18.24	1,860 13,95,000	-34 -25,500	1,406 10,54,500
27 Nov	1033.80	31.5 ₹ 23,625	13.2 9900.00	19.06	9,011 67,58,250	-51 -38,250	1,438 10,78,500
26 Nov	1010.70	18.25 ₹ 13,687.5	6.7 5025.00	18.33	1,843 13,82,250	56 42,000	1,478 11,08,500
25 Nov	986.20	11.4 ₹ 8,550	-3.4 -2550.00	20.33	672 5,04,000	79 59,250	1,420 10,65,000
24 Nov	994.00	14.25 ₹ 10,687.5	-4.85 -3637.50	19.90	818 6,13,500	285 2,13,750	1,339 10,04,250
21 Nov	1004.10	19.05 ₹ 14,287.5	-11.6 -8700.00	19.30	865 6,48,750	332 2,49,000	1,048 7,86,000
20 Nov	1028.60	31.05 ₹ 23,287.5	9.4 7050.00	19.07	659 4,94,250	58 43,500	714 5,35,500
19 Nov	1005.60	21.7 ₹ 16,275	-3.5 -2625.00	20.39	270 2,02,500	64 48,000	653 4,89,750
18 Nov	1013.60	25.3 ₹ 18,975	-7.3 -5475.00	19.75	582 4,36,500	419 3,14,250	591 4,43,250
17 Nov	1026.80	32.2 ₹ 24,150	1.55 1162.50	19.60	221 1,65,750	119 89,250	171 1,28,250
14 Nov	1018.50	30.5 ₹ 22,875	1.25 937.50	21.53	30 22,500	5 3,750	52 39,000
13 Nov	1005.40	29.25 ₹ 21,937.5	0.05 37.50	23.63	12 9,000	-1 -750	48 36,000
12 Nov	1013.20	29 ₹ 21,750	0.4 300.00	21.62	95 71,250	-26 -19,500	49 36,750
11 Nov	1005.20	28.45 ₹ 21,337.5	-43.55 -32662.50	21.56	112 84,000	73 54,750	74 55,500
10 Nov	1085.00	72 ₹ 54,000	-12.85 -9637.50	13.27	1 750	0 0	0 0
7 Nov	1066.60	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0

3 Nov	1043.10	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	84.85 ₹ 63,637.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1030 expiring on 30DEC2025

Delta for 1030 CE is 0.69

Historical price for 1030 CE is as follows

On 5 Dec BAJFINANCE was trading at 1048.50. The strike last trading price was 36.5, which was 12.05 higher than the previous day. The implied volatity was 19.66, the open interest changed by -971 which decreased total open position to 1431

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 23.85, which was 2.4 higher than the previous day. The implied volatity was 19.77, the open interest changed by 75 which increased total open position to 2409

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 21.9, which was -2.8 lower than the previous day. The implied volatity was 19.93, the open interest changed by 219 which increased total open position to 2349

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 24.8, which was 2.6 higher than the previous day. The implied volatity was 20.50, the open interest changed by 274 which increased total open position to 2135

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 21.9, which was -9.7 lower than the previous day. The implied volatity was 19.96, the open interest changed by 455 which increased total open position to 1858

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 31.7, which was 1.15 higher than the previous day. The implied volatity was 18.24, the open interest changed by -34 which decreased total open position to 1406

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 31.5, which was 13.2 higher than the previous day. The implied volatity was 19.06, the open interest changed by -51 which decreased total open position to 1438

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 18.25, which was 6.7 higher than the previous day. The implied volatity was 18.33, the open interest changed by 56 which increased total open position to 1478

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 11.4, which was -3.4 lower than the previous day. The implied volatity was 20.33, the open interest changed by 79 which increased total open position to 1420

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 14.25, which was -4.85 lower than the previous day. The implied volatity was 19.90, the open interest changed by 285 which increased total open position to 1339

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 19.05, which was -11.6 lower than the previous day. The implied volatity was 19.30, the open interest changed by 332 which increased total open position to 1048

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 31.05, which was 9.4 higher than the previous day. The implied volatity was 19.07, the open interest changed by 58 which increased total open position to 714

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 21.7, which was -3.5 lower than the previous day. The implied volatity was 20.39, the open interest changed by 64 which increased total open position to 653

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 25.3, which was -7.3 lower than the previous day. The implied volatity was 19.75, the open interest changed by 419 which increased total open position to 591

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 32.2, which was 1.55 higher than the previous day. The implied volatity was 19.60, the open interest changed by 119 which increased total open position to 171

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 30.5, which was 1.25 higher than the previous day. The implied volatity was 21.53, the open interest changed by 5 which increased total open position to 52

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 29.25, which was 0.05 higher than the previous day. The implied volatity was 23.63, the open interest changed by -1 which decreased total open position to 48

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 29, which was 0.4 higher than the previous day. The implied volatity was 21.62, the open interest changed by -26 which decreased total open position to 49

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 28.45, which was -43.55 lower than the previous day. The implied volatity was 21.56, the open interest changed by 73 which increased total open position to 74

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 72, which was -12.85 lower than the previous day. The implied volatity was 13.27, 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 84.85, 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 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 84.85, 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 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 84.85, 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 84.85, 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 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 84.85, 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 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 84.85, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 84.85, 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

BAJFINANCE 30DEC2025 1030 PE
Delta: -0.31 Vega: 0.97 Theta: -0.31 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	1048.50	11.9 ₹ 8,925	-9.45 -7087.50	20.73	3,952 29,64,000	271 2,03,250	1,566 11,74,500
4 Dec	1029.10	22.3 ₹ 16,725	-3.5 -2625.00	22.40	1,025 7,68,750	165 1,23,750	1,296 9,72,000
3 Dec	1021.40	25.1 ₹ 18,825	0.8 600.00	22.45	534 4,00,500	41 30,750	1,132 8,49,000
2 Dec	1025.50	23.85 ₹ 17,887.5	-2.95 -2212.50	22.46	1,446 10,84,500	81 60,750	1,100 8,25,000
1 Dec	1021.10	27.5 ₹ 20,625	8.95 6712.50	23.06	2,531 18,98,250	76 57,000	1,024 7,68,000
28 Nov	1037.50	18.25 ₹ 13,687.5	-0.55 -412.50	21.27	1,581 11,85,750	39 29,250	953 7,14,750
27 Nov	1033.80	18.1 ₹ 13,575	-11.9 -8925.00	20.04	3,338 25,03,500	420 3,15,000	917 6,87,750
26 Nov	1010.70	29.95 ₹ 22,462.5	-18 -13500.00	20.17	258 1,93,500	60 45,000	493 3,69,750
25 Nov	986.20	47.95 ₹ 35,962.5	5.5 4125.00	21.62	55 41,250	10 7,500	432 3,24,000
24 Nov	994.00	43.8 ₹ 32,850	6.7 5025.00	23.02	150 1,12,500	13 9,750	422 3,16,500
21 Nov	1004.10	36.55 ₹ 27,412.5	13.05 9787.50	21.97	361 2,70,750	96 72,000	408 3,06,000
20 Nov	1028.60	23.65 ₹ 17,737.5	-13 -9750.00	20.96	147 1,10,250	54 40,500	313 2,34,750
19 Nov	1005.60	36.45 ₹ 27,337.5	3.2 2400.00	21.93	119 89,250	59 44,250	253 1,89,750
18 Nov	1013.60	33.35 ₹ 25,012.5	7.9 5925.00	22.84	173 1,29,750	68 51,000	193 1,44,750
17 Nov	1026.80	25.75 ₹ 19,312.5	-10.95 -8212.50	21.48	147 1,10,250	119 89,250	122 91,500
14 Nov	1018.50	36.7 ₹ 27,525	-0.3 -225.00	26.21	2 1,500	-1 -750	4 3,000
13 Nov	1005.40	37 ₹ 27,750	-4.6 -3450.00	-	0 0	0 0	0 0
12 Nov	1013.20	37 ₹ 27,750	-4.6 -3450.00	23.30	2 1,500	-1 -750	4 3,000
11 Nov	1005.20	41.6 ₹ 31,200	10.3 7725.00	25.62	5 3,750	4 3,000	4 3,000
10 Nov	1085.00	31.3 ₹ 23,475	0 0.00	5.00	0 0	0 0	0 0
7 Nov	1066.60	31.3 ₹ 23,475	0 0.00	3.83	0 0	0 0	0 0
6 Nov	1041.90	31.3 ₹ 23,475	0 0.00	1.96	0 0	0 0	0 0
4 Nov	1057.00	31.3 ₹ 23,475	0 0.00	2.85	0 0	0 0	0 0
3 Nov	1043.10	31.3 ₹ 23,475	0 0.00	1.86	0 0	0 0	0 0
31 Oct	1042.80	31.3 ₹ 23,475	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	31.3 ₹ 23,475	0 0.00	2.68	0 0	0 0	0 0
29 Oct	1062.95	31.3 ₹ 23,475	0 0.00	3.36	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1030 expiring on 30DEC2025

Delta for 1030 PE is -0.31

Historical price for 1030 PE is as follows

On 5 Dec BAJFINANCE was trading at 1048.50. The strike last trading price was 11.9, which was -9.45 lower than the previous day. The implied volatity was 20.73, the open interest changed by 271 which increased total open position to 1566

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 22.3, which was -3.5 lower than the previous day. The implied volatity was 22.40, the open interest changed by 165 which increased total open position to 1296

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 25.1, which was 0.8 higher than the previous day. The implied volatity was 22.45, the open interest changed by 41 which increased total open position to 1132

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 23.85, which was -2.95 lower than the previous day. The implied volatity was 22.46, the open interest changed by 81 which increased total open position to 1100

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 27.5, which was 8.95 higher than the previous day. The implied volatity was 23.06, the open interest changed by 76 which increased total open position to 1024

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 18.25, which was -0.55 lower than the previous day. The implied volatity was 21.27, the open interest changed by 39 which increased total open position to 953

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 18.1, which was -11.9 lower than the previous day. The implied volatity was 20.04, the open interest changed by 420 which increased total open position to 917

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 29.95, which was -18 lower than the previous day. The implied volatity was 20.17, the open interest changed by 60 which increased total open position to 493

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 47.95, which was 5.5 higher than the previous day. The implied volatity was 21.62, the open interest changed by 10 which increased total open position to 432

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 43.8, which was 6.7 higher than the previous day. The implied volatity was 23.02, the open interest changed by 13 which increased total open position to 422

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 36.55, which was 13.05 higher than the previous day. The implied volatity was 21.97, the open interest changed by 96 which increased total open position to 408

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 23.65, which was -13 lower than the previous day. The implied volatity was 20.96, the open interest changed by 54 which increased total open position to 313

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 36.45, which was 3.2 higher than the previous day. The implied volatity was 21.93, the open interest changed by 59 which increased total open position to 253

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 33.35, which was 7.9 higher than the previous day. The implied volatity was 22.84, the open interest changed by 68 which increased total open position to 193

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 25.75, which was -10.95 lower than the previous day. The implied volatity was 21.48, the open interest changed by 119 which increased total open position to 122

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 36.7, which was -0.3 lower than the previous day. The implied volatity was 26.21, the open interest changed by -1 which decreased total open position to 4

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 37, which was -4.6 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 37, which was -4.6 lower than the previous day. The implied volatity was 23.30, the open interest changed by -1 which decreased total open position to 4

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 41.6, which was 10.3 higher than the previous day. The implied volatity was 25.62, the open interest changed by 4 which increased total open position to 4

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 31.3, which was 0 lower than the previous day. The implied volatity was 5.00, 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 31.3, which was 0 lower than the previous day. The implied volatity was 3.83, 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 31.3, which was 0 lower than the previous day. The implied volatity was 1.96, 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 31.3, which was 0 lower than the previous day. The implied volatity was 2.85, 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 31.3, which was 0 lower than the previous day. The implied volatity was 1.86, 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 31.3, 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 31.3, which was 0 lower than the previous day. The implied volatity was 2.68, 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 31.3, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0

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