BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
15 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 1070 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.43
Theta: -0.35
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.89
Vega: 0.37
Theta: 0.01
Gamma: 0.00
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| 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































































































































































































































