[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1012.7 -4.60 (-0.45%)
L: 1008 H: 1016.5

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Historical option data for BAJFINANCE

15 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1070 CE
Delta: 0.13
Vega: 0.43
Theta: -0.35
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 1012.70 2.8 -1.2 21.89 1,181 198 2,017
12 Dec 1017.30 3.9 0.6 20.43 1,231 -44 1,818
11 Dec 1006.40 3.4 -1 21.37 1,596 235 1,863
10 Dec 1010.30 4.4 -1.3 22.24 1,389 193 1,625
9 Dec 1016.70 5.65 -1.75 21.35 1,131 243 1,429
8 Dec 1026.40 7.2 -8.05 20.22 1,826 1 1,187
5 Dec 1048.00 14.6 4.95 19.64 5,041 275 1,190
4 Dec 1029.10 9.45 1.25 20.59 336 -37 914
3 Dec 1021.40 8.35 -1.65 20.41 712 111 953
2 Dec 1025.50 10.05 1.3 20.84 690 55 847
1 Dec 1021.10 8.85 -4.8 20.69 1,214 2 811
28 Nov 1037.50 13.75 0.6 18.84 1,234 66 804
27 Nov 1033.80 13.6 6.75 19.17 2,882 257 740
26 Nov 1010.70 6.7 2.2 18.67 567 -27 483
25 Nov 986.20 4.55 -1.5 21.32 579 137 511
24 Nov 994.00 5.9 -2.3 20.88 306 62 374
21 Nov 1004.10 8.2 -6.05 20.03 210 78 308
20 Nov 1028.60 14.4 4.6 19.33 256 30 228
19 Nov 1005.60 9.85 -2.05 20.83 157 52 196
18 Nov 1013.60 11.6 -4.2 20.06 87 60 143
17 Nov 1026.80 15.55 0.5 19.77 88 22 81
14 Nov 1018.50 15.2 1.5 21.39 61 -12 60
13 Nov 1005.40 13.7 -2.05 22.08 35 8 72
12 Nov 1013.20 15.75 0.45 22.46 47 11 64
11 Nov 1005.20 16.45 -36.35 23.15 96 30 53
10 Nov 1085.00 52.8 8.95 22.16 47 11 24
7 Nov 1066.60 43.95 8.95 22.27 12 -5 13
6 Nov 1041.90 35 -3.75 25.26 1 0 18
4 Nov 1057.00 38.75 5.75 23.23 12 7 18
3 Nov 1043.10 33 -2.1 23.68 7 -5 10
31 Oct 1042.80 35.1 -2.4 - 6 4 13
30 Oct 1052.30 37.5 -24.65 21.79 11 7 7
29 Oct 1062.95 62.15 0 - 0 0 0


For Bajaj Finance Limited - strike price 1070 expiring on 30DEC2025

Delta for 1070 CE is 0.13

Historical price for 1070 CE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 21.89, the open interest changed by 198 which increased total open position to 2017


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 3.9, which was 0.6 higher than the previous day. The implied volatity was 20.43, the open interest changed by -44 which decreased total open position to 1818


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 3.4, which was -1 lower than the previous day. The implied volatity was 21.37, the open interest changed by 235 which increased total open position to 1863


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 4.4, which was -1.3 lower than the previous day. The implied volatity was 22.24, the open interest changed by 193 which increased total open position to 1625


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 5.65, which was -1.75 lower than the previous day. The implied volatity was 21.35, the open interest changed by 243 which increased total open position to 1429


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 7.2, which was -8.05 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1 which increased total open position to 1187


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 14.6, which was 4.95 higher than the previous day. The implied volatity was 19.64, the open interest changed by 275 which increased total open position to 1190


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 9.45, which was 1.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -37 which decreased total open position to 914


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 8.35, which was -1.65 lower than the previous day. The implied volatity was 20.41, the open interest changed by 111 which increased total open position to 953


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 10.05, which was 1.3 higher than the previous day. The implied volatity was 20.84, the open interest changed by 55 which increased total open position to 847


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 8.85, which was -4.8 lower than the previous day. The implied volatity was 20.69, the open interest changed by 2 which increased total open position to 811


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 13.75, which was 0.6 higher than the previous day. The implied volatity was 18.84, the open interest changed by 66 which increased total open position to 804


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 13.6, which was 6.75 higher than the previous day. The implied volatity was 19.17, the open interest changed by 257 which increased total open position to 740


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 6.7, which was 2.2 higher than the previous day. The implied volatity was 18.67, the open interest changed by -27 which decreased total open position to 483


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 4.55, which was -1.5 lower than the previous day. The implied volatity was 21.32, the open interest changed by 137 which increased total open position to 511


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 5.9, which was -2.3 lower than the previous day. The implied volatity was 20.88, the open interest changed by 62 which increased total open position to 374


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 8.2, which was -6.05 lower than the previous day. The implied volatity was 20.03, the open interest changed by 78 which increased total open position to 308


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 14.4, which was 4.6 higher than the previous day. The implied volatity was 19.33, the open interest changed by 30 which increased total open position to 228


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 9.85, which was -2.05 lower than the previous day. The implied volatity was 20.83, the open interest changed by 52 which increased total open position to 196


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 11.6, which was -4.2 lower than the previous day. The implied volatity was 20.06, the open interest changed by 60 which increased total open position to 143


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 15.55, which was 0.5 higher than the previous day. The implied volatity was 19.77, the open interest changed by 22 which increased total open position to 81


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 15.2, which was 1.5 higher than the previous day. The implied volatity was 21.39, the open interest changed by -12 which decreased total open position to 60


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 13.7, which was -2.05 lower than the previous day. The implied volatity was 22.08, the open interest changed by 8 which increased total open position to 72


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 15.75, which was 0.45 higher than the previous day. The implied volatity was 22.46, the open interest changed by 11 which increased total open position to 64


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 16.45, which was -36.35 lower than the previous day. The implied volatity was 23.15, the open interest changed by 30 which increased total open position to 53


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 52.8, which was 8.95 higher than the previous day. The implied volatity was 22.16, the open interest changed by 11 which increased total open position to 24


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 43.95, which was 8.95 higher than the previous day. The implied volatity was 22.27, the open interest changed by -5 which decreased total open position to 13


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 35, which was -3.75 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 18


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 38.75, which was 5.75 higher than the previous day. The implied volatity was 23.23, the open interest changed by 7 which increased total open position to 18


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 33, which was -2.1 lower than the previous day. The implied volatity was 23.68, the open interest changed by -5 which decreased total open position to 10


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 35.1, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 13


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 37.5, which was -24.65 lower than the previous day. The implied volatity was 21.79, the open interest changed by 7 which increased total open position to 7


On 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 62.15, 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 1070 PE
Delta: -0.89
Vega: 0.37
Theta: 0.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 1012.70 55.55 4.05 20.00 15 -2 982
12 Dec 1017.30 51.5 -13.1 18.26 10 1 984
11 Dec 1006.40 64.6 9.6 29.84 12 0 983
10 Dec 1010.30 55 2.1 12.57 23 -17 984
9 Dec 1016.70 53 5.25 22.77 27 -18 1,001
8 Dec 1026.40 48.9 18.15 25.64 84 -12 1,020
5 Dec 1048.00 31.15 -17.85 20.26 888 352 1,032
4 Dec 1029.10 49 -3.85 - 0 0 0
3 Dec 1021.40 49 -3.85 - 0 -4 0
2 Dec 1025.50 49 -3.85 23.32 11 -5 679
1 Dec 1021.10 53.7 13.25 23.96 110 32 684
28 Nov 1037.50 40.3 -0.85 22.19 259 138 651
27 Nov 1033.80 40.05 -18.2 20.36 405 75 511
26 Nov 1010.70 58.25 -20.25 21.33 8 0 436
25 Nov 986.20 78.45 4.85 19.96 409 369 436
24 Nov 994.00 73.6 9.35 23.49 11 6 63
21 Nov 1004.10 65.25 18.5 23.36 22 7 56
20 Nov 1028.60 46.75 -14.85 21.48 31 24 49
19 Nov 1005.60 61.6 4.65 20.36 13 6 25
18 Nov 1013.60 56.95 11.35 21.76 10 -3 18
17 Nov 1026.80 45.6 -11.4 19.45 6 2 21
14 Nov 1018.50 57 -15.2 22.39 16 13 19
13 Nov 1005.40 72.2 42.2 - 0 0 0
12 Nov 1013.20 72.2 42.2 - 0 2 0
11 Nov 1005.20 72.2 42.2 29.95 12 2 6
10 Nov 1085.00 30 -0.8 27.73 5 1 3
7 Nov 1066.60 30.8 -17.4 23.44 2 1 1
6 Nov 1041.90 48.2 0 - 0 0 0
4 Nov 1057.00 48.2 0 0.09 0 0 0
3 Nov 1043.10 48.2 0 - 0 0 0
31 Oct 1042.80 48.2 0 - 0 0 0
30 Oct 1052.30 48.2 0 0.06 0 0 0
29 Oct 1062.95 48.2 0 0.85 0 0 0


For Bajaj Finance Limited - strike price 1070 expiring on 30DEC2025

Delta for 1070 PE is -0.89

Historical price for 1070 PE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 55.55, which was 4.05 higher than the previous day. The implied volatity was 20.00, the open interest changed by -2 which decreased total open position to 982


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 51.5, which was -13.1 lower than the previous day. The implied volatity was 18.26, the open interest changed by 1 which increased total open position to 984


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 64.6, which was 9.6 higher than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 983


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 55, which was 2.1 higher than the previous day. The implied volatity was 12.57, the open interest changed by -17 which decreased total open position to 984


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 53, which was 5.25 higher than the previous day. The implied volatity was 22.77, the open interest changed by -18 which decreased total open position to 1001


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 48.9, which was 18.15 higher than the previous day. The implied volatity was 25.64, the open interest changed by -12 which decreased total open position to 1020


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 31.15, which was -17.85 lower than the previous day. The implied volatity was 20.26, the open interest changed by 352 which increased total open position to 1032


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 49, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 49, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 49, which was -3.85 lower than the previous day. The implied volatity was 23.32, the open interest changed by -5 which decreased total open position to 679


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 53.7, which was 13.25 higher than the previous day. The implied volatity was 23.96, the open interest changed by 32 which increased total open position to 684


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 40.3, which was -0.85 lower than the previous day. The implied volatity was 22.19, the open interest changed by 138 which increased total open position to 651


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 40.05, which was -18.2 lower than the previous day. The implied volatity was 20.36, the open interest changed by 75 which increased total open position to 511


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 58.25, which was -20.25 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 436


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 78.45, which was 4.85 higher than the previous day. The implied volatity was 19.96, the open interest changed by 369 which increased total open position to 436


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 73.6, which was 9.35 higher than the previous day. The implied volatity was 23.49, the open interest changed by 6 which increased total open position to 63


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 65.25, which was 18.5 higher than the previous day. The implied volatity was 23.36, the open interest changed by 7 which increased total open position to 56


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 46.75, which was -14.85 lower than the previous day. The implied volatity was 21.48, the open interest changed by 24 which increased total open position to 49


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 61.6, which was 4.65 higher than the previous day. The implied volatity was 20.36, the open interest changed by 6 which increased total open position to 25


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 56.95, which was 11.35 higher than the previous day. The implied volatity was 21.76, the open interest changed by -3 which decreased total open position to 18


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 45.6, which was -11.4 lower than the previous day. The implied volatity was 19.45, the open interest changed by 2 which increased total open position to 21


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 57, which was -15.2 lower than the previous day. The implied volatity was 22.39, the open interest changed by 13 which increased total open position to 19


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 72.2, which was 42.2 higher 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 72.2, which was 42.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 72.2, which was 42.2 higher than the previous day. The implied volatity was 29.95, the open interest changed by 2 which increased total open position to 6


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 30, which was -0.8 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 3


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 30.8, which was -17.4 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 1


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 48.2, 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 48.2, which was 0 lower than the previous day. The implied volatity was 0.09, 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 48.2, 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 48.2, 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 48.2, which was 0 lower than the previous day. The implied volatity was 0.06, 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 48.2, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0