[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1017.3 +10.90 (1.08%)
L: 1000 H: 1020.8

Back to Option Chain


Historical option data for BAJFINANCE

12 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1050 CE
Delta: 0.27
Vega: 0.75
Theta: -0.49
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 7.35 1.1 20.08 3,005 -102 4,086
11 Dec 1006.40 6.35 -1.65 20.62 4,037 140 4,171
10 Dec 1010.30 7.8 -2.4 21.56 3,675 433 4,014
9 Dec 1016.70 10.2 -2.45 21.11 3,902 677 3,571
8 Dec 1026.40 12.2 -11.95 19.38 5,208 611 3,012
5 Dec 1048.00 23.4 7.65 19.58 18,966 -183 2,422
4 Dec 1029.10 15.4 1.75 20.22 1,935 -258 2,605
3 Dec 1021.40 13.9 -2.25 20.18 1,599 218 2,876
2 Dec 1025.50 16.15 1.9 20.63 2,702 102 2,675
1 Dec 1021.10 14.25 -7.15 20.36 2,748 408 2,567
28 Nov 1037.50 21.35 0.9 18.52 4,004 181 2,168
27 Nov 1033.80 21.3 9.95 19.14 11,138 323 1,984
26 Nov 1010.70 11.2 4 18.36 2,600 45 1,662
25 Nov 986.20 7.15 -2.35 20.68 2,233 224 1,610
24 Nov 994.00 9.25 -3.4 20.37 1,001 321 1,380
21 Nov 1004.10 12.7 -8.5 19.68 1,084 302 1,041
20 Nov 1028.60 21.5 6.8 19.15 849 46 739
19 Nov 1005.60 14.9 -2.45 20.65 466 138 678
18 Nov 1013.60 17.1 -5.95 19.65 376 -7 534
17 Nov 1026.80 22.8 1.2 19.69 494 86 539
14 Nov 1018.50 21.4 2.4 21.10 228 29 456
13 Nov 1005.40 18.9 -2.45 21.54 184 0 428
12 Nov 1013.20 21.3 -0.05 21.87 340 1 428
11 Nov 1005.20 22.2 -43.15 22.73 845 205 428
10 Nov 1085.00 65.55 10.95 21.88 162 21 230
7 Nov 1066.60 53.85 14.05 21.06 47 2 208
6 Nov 1041.90 39.8 -9.8 22.41 254 191 206
4 Nov 1057.00 50.05 8.05 23.81 17 0 14
3 Nov 1043.10 42 -1.65 23.53 24 12 12
31 Oct 1042.80 43.65 -29.3 - 2 1 1
30 Oct 1052.30 72.95 0 - 0 0 0
29 Oct 1062.95 72.95 0 - 0 0 0


For Bajaj Finance Limited - strike price 1050 expiring on 30DEC2025

Delta for 1050 CE is 0.27

Historical price for 1050 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 7.35, which was 1.1 higher than the previous day. The implied volatity was 20.08, the open interest changed by -102 which decreased total open position to 4086


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 6.35, which was -1.65 lower than the previous day. The implied volatity was 20.62, the open interest changed by 140 which increased total open position to 4171


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 7.8, which was -2.4 lower than the previous day. The implied volatity was 21.56, the open interest changed by 433 which increased total open position to 4014


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 10.2, which was -2.45 lower than the previous day. The implied volatity was 21.11, the open interest changed by 677 which increased total open position to 3571


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 12.2, which was -11.95 lower than the previous day. The implied volatity was 19.38, the open interest changed by 611 which increased total open position to 3012


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 23.4, which was 7.65 higher than the previous day. The implied volatity was 19.58, the open interest changed by -183 which decreased total open position to 2422


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 15.4, which was 1.75 higher than the previous day. The implied volatity was 20.22, the open interest changed by -258 which decreased total open position to 2605


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 13.9, which was -2.25 lower than the previous day. The implied volatity was 20.18, the open interest changed by 218 which increased total open position to 2876


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 16.15, which was 1.9 higher than the previous day. The implied volatity was 20.63, the open interest changed by 102 which increased total open position to 2675


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 14.25, which was -7.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 408 which increased total open position to 2567


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 21.35, which was 0.9 higher than the previous day. The implied volatity was 18.52, the open interest changed by 181 which increased total open position to 2168


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 21.3, which was 9.95 higher than the previous day. The implied volatity was 19.14, the open interest changed by 323 which increased total open position to 1984


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 11.2, which was 4 higher than the previous day. The implied volatity was 18.36, the open interest changed by 45 which increased total open position to 1662


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 7.15, which was -2.35 lower than the previous day. The implied volatity was 20.68, the open interest changed by 224 which increased total open position to 1610


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 9.25, which was -3.4 lower than the previous day. The implied volatity was 20.37, the open interest changed by 321 which increased total open position to 1380


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 12.7, which was -8.5 lower than the previous day. The implied volatity was 19.68, the open interest changed by 302 which increased total open position to 1041


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 21.5, which was 6.8 higher than the previous day. The implied volatity was 19.15, the open interest changed by 46 which increased total open position to 739


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 14.9, which was -2.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 138 which increased total open position to 678


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 17.1, which was -5.95 lower than the previous day. The implied volatity was 19.65, the open interest changed by -7 which decreased total open position to 534


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 22.8, which was 1.2 higher than the previous day. The implied volatity was 19.69, the open interest changed by 86 which increased total open position to 539


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 21.4, which was 2.4 higher than the previous day. The implied volatity was 21.10, the open interest changed by 29 which increased total open position to 456


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 18.9, which was -2.45 lower than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 428


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 21.3, which was -0.05 lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 428


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 22.2, which was -43.15 lower than the previous day. The implied volatity was 22.73, the open interest changed by 205 which increased total open position to 428


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 65.55, which was 10.95 higher than the previous day. The implied volatity was 21.88, the open interest changed by 21 which increased total open position to 230


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 53.85, which was 14.05 higher than the previous day. The implied volatity was 21.06, the open interest changed by 2 which increased total open position to 208


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 39.8, which was -9.8 lower than the previous day. The implied volatity was 22.41, the open interest changed by 191 which increased total open position to 206


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 50.05, which was 8.05 higher than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 14


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 42, which was -1.65 lower than the previous day. The implied volatity was 23.53, the open interest changed by 12 which increased total open position to 12


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 43.65, which was -29.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 72.95, 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 72.95, 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 1050 PE
Delta: -0.73
Vega: 0.75
Theta: -0.20
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 36.35 -8.2 20.03 201 -58 1,045
11 Dec 1006.40 43.9 1.7 22.56 98 4 1,103
10 Dec 1010.30 42.6 4.75 21.74 185 -11 1,099
9 Dec 1016.70 37.65 4.8 22.22 367 6 1,109
8 Dec 1026.40 33.9 14.2 23.96 1,430 -119 1,104
5 Dec 1048.00 20.1 -12.6 20.19 4,810 -10 1,243
4 Dec 1029.10 33.6 -4.35 22.81 109 -19 1,253
3 Dec 1021.40 36.85 1.25 22.73 232 31 1,273
2 Dec 1025.50 35.3 -3.5 22.87 251 28 1,243
1 Dec 1021.10 39.3 11.25 23.26 567 -16 1,216
28 Nov 1037.50 27.6 -0.95 21.31 706 2 1,233
27 Nov 1033.80 27.6 -14.45 19.99 2,010 360 1,231
26 Nov 1010.70 42.9 -19.4 20.55 291 93 870
25 Nov 986.20 63 6.4 21.66 298 186 777
24 Nov 994.00 56.8 6.95 22.20 125 88 590
21 Nov 1004.10 49.6 15.7 22.26 228 67 501
20 Nov 1028.60 34.05 -15.05 21.14 231 54 434
19 Nov 1005.60 49.35 4.4 22.25 90 53 378
18 Nov 1013.60 44.85 9.35 22.81 127 6 315
17 Nov 1026.80 35.6 -7.1 21.19 98 25 304
14 Nov 1018.50 42.65 -8.35 21.46 104 85 279
13 Nov 1005.40 51 6.35 23.26 5 0 194
12 Nov 1013.20 44.65 -8.05 20.50 17 -3 194
11 Nov 1005.20 52 30.6 24.77 120 -4 198
10 Nov 1085.00 22.3 -3.7 27.49 248 113 202
7 Nov 1066.60 26 -12 25.68 62 21 88
6 Nov 1041.90 38 4.05 26.27 85 63 68
4 Nov 1057.00 34 -2.6 26.71 7 1 3
3 Nov 1043.10 36.6 -2.55 - 0 2 0
31 Oct 1042.80 36.6 -2.55 - 2 1 1
30 Oct 1052.30 39.15 0 1.37 0 0 0
29 Oct 1062.95 39.15 0 2.09 0 0 0


For Bajaj Finance Limited - strike price 1050 expiring on 30DEC2025

Delta for 1050 PE is -0.73

Historical price for 1050 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 36.35, which was -8.2 lower than the previous day. The implied volatity was 20.03, the open interest changed by -58 which decreased total open position to 1045


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 43.9, which was 1.7 higher than the previous day. The implied volatity was 22.56, the open interest changed by 4 which increased total open position to 1103


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 42.6, which was 4.75 higher than the previous day. The implied volatity was 21.74, the open interest changed by -11 which decreased total open position to 1099


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 37.65, which was 4.8 higher than the previous day. The implied volatity was 22.22, the open interest changed by 6 which increased total open position to 1109


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 33.9, which was 14.2 higher than the previous day. The implied volatity was 23.96, the open interest changed by -119 which decreased total open position to 1104


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 20.1, which was -12.6 lower than the previous day. The implied volatity was 20.19, the open interest changed by -10 which decreased total open position to 1243


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 33.6, which was -4.35 lower than the previous day. The implied volatity was 22.81, the open interest changed by -19 which decreased total open position to 1253


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 36.85, which was 1.25 higher than the previous day. The implied volatity was 22.73, the open interest changed by 31 which increased total open position to 1273


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 35.3, which was -3.5 lower than the previous day. The implied volatity was 22.87, the open interest changed by 28 which increased total open position to 1243


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 39.3, which was 11.25 higher than the previous day. The implied volatity was 23.26, the open interest changed by -16 which decreased total open position to 1216


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 27.6, which was -0.95 lower than the previous day. The implied volatity was 21.31, the open interest changed by 2 which increased total open position to 1233


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 27.6, which was -14.45 lower than the previous day. The implied volatity was 19.99, the open interest changed by 360 which increased total open position to 1231


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 42.9, which was -19.4 lower than the previous day. The implied volatity was 20.55, the open interest changed by 93 which increased total open position to 870


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 63, which was 6.4 higher than the previous day. The implied volatity was 21.66, the open interest changed by 186 which increased total open position to 777


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 56.8, which was 6.95 higher than the previous day. The implied volatity was 22.20, the open interest changed by 88 which increased total open position to 590


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 49.6, which was 15.7 higher than the previous day. The implied volatity was 22.26, the open interest changed by 67 which increased total open position to 501


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 34.05, which was -15.05 lower than the previous day. The implied volatity was 21.14, the open interest changed by 54 which increased total open position to 434


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 49.35, which was 4.4 higher than the previous day. The implied volatity was 22.25, the open interest changed by 53 which increased total open position to 378


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 44.85, which was 9.35 higher than the previous day. The implied volatity was 22.81, the open interest changed by 6 which increased total open position to 315


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 35.6, which was -7.1 lower than the previous day. The implied volatity was 21.19, the open interest changed by 25 which increased total open position to 304


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 42.65, which was -8.35 lower than the previous day. The implied volatity was 21.46, the open interest changed by 85 which increased total open position to 279


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 51, which was 6.35 higher than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 194


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 44.65, which was -8.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by -3 which decreased total open position to 194


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 52, which was 30.6 higher than the previous day. The implied volatity was 24.77, the open interest changed by -4 which decreased total open position to 198


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 22.3, which was -3.7 lower than the previous day. The implied volatity was 27.49, the open interest changed by 113 which increased total open position to 202


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 26, which was -12 lower than the previous day. The implied volatity was 25.68, the open interest changed by 21 which increased total open position to 88


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 38, which was 4.05 higher than the previous day. The implied volatity was 26.27, the open interest changed by 63 which increased total open position to 68


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 34, which was -2.6 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 3


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 36.6, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 36.6, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.37, 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 39.15, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0