BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
12 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 1050 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.75
Theta: -0.49
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.73
Vega: 0.75
Theta: -0.20
Gamma: 0.01
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| 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































































































































































































































