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

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 1090 CE
Delta: 0.08 Vega: 0.30 Theta: -0.26 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1012.70	1.7 ₹ 1,275	-0.55 -412.50	23.96	297 2,22,750	-22 -16,500	775 5,81,250
12 Dec	1017.30	2.15 ₹ 1,612.5	0.2 150.00	21.67	448 3,36,000	-32 -24,000	799 5,99,250

11 Dec	1006.40	2 ₹ 1,500	-0.65 -487.50	22.76	1,650 12,37,500	-134 -1,00,500	833 6,24,750
10 Dec	1010.30	2.65 ₹ 1,987.5	-0.6 -450.00	23.48	873 6,54,750	148 1,11,000	963 7,22,250
9 Dec	1016.70	3.25 ₹ 2,437.5	-1.1 -825.00	22.23	983 7,37,250	3 2,250	813 6,09,750
8 Dec	1026.40	4.05 ₹ 3,037.5	-5 -3750.00	20.88	1,994 14,95,500	189 1,41,750	812 6,09,000
5 Dec	1048.00	8.6 ₹ 6,450	2.95 2212.50	19.81	2,545 19,08,750	-91 -68,250	621 4,65,750
4 Dec	1029.10	5.4 ₹ 4,050	0.5 375.00	20.75	490 3,67,500	69 51,750	713 5,34,750
3 Dec	1021.40	4.85 ₹ 3,637.5	-1.25 -937.50	20.76	435 3,26,250	54 40,500	648 4,86,000
2 Dec	1025.50	5.9 ₹ 4,425	0.7 525.00	20.97	490 3,67,500	21 15,750	596 4,47,000
1 Dec	1021.10	5.1 ₹ 3,825	-3.35 -2512.50	20.76	771 5,78,250	55 41,250	572 4,29,000
28 Nov	1037.50	8.5 ₹ 6,375	0.6 450.00	19.18	568 4,26,000	35 26,250	516 3,87,000
27 Nov	1033.80	8.45 ₹ 6,337.5	4.3 3225.00	19.44	2,162 16,21,500	116 87,000	480 3,60,000
26 Nov	1010.70	4 ₹ 3,000	1.15 862.50	19.20	329 2,46,750	113 84,750	365 2,73,750
25 Nov	986.20	2.9 ₹ 2,175	-1.05 -787.50	22.01	249 1,86,750	-69 -51,750	252 1,89,000
24 Nov	994.00	3.9 ₹ 2,925	-1.45 -1087.50	21.71	202 1,51,500	7 5,250	327 2,45,250
21 Nov	1004.10	5.2 ₹ 3,900	-4.25 -3187.50	20.43	348 2,61,000	144 1,08,000	319 2,39,250
20 Nov	1028.60	9.35 ₹ 7,012.5	2.8 2100.00	19.57	250 1,87,500	41 30,750	172 1,29,000
19 Nov	1005.60	6.6 ₹ 4,950	-1.1 -825.00	21.34	119 89,250	31 23,250	129 96,750
18 Nov	1013.60	7.6 ₹ 5,700	-3.15 -2362.50	20.36	48 36,000	11 8,250	95 71,250
17 Nov	1026.80	10.75 ₹ 8,062.5	-0.05 -37.50	20.32	67 50,250	19 14,250	82 61,500
14 Nov	1018.50	10.25 ₹ 7,687.5	-2.15 -1612.50	21.38	8 6,000	2 1,500	64 48,000
13 Nov	1005.40	9.8 ₹ 7,350	-1.05 -787.50	22.57	9 6,750	3 2,250	63 47,250
12 Nov	1013.20	10.6 ₹ 7,950	-0.8 -600.00	22.19	27 20,250	10 7,500	59 44,250
11 Nov	1005.20	12 ₹ 9,000	-30.85 -23137.50	23.53	53 39,750	26 19,500	49 36,750
10 Nov	1085.00	43.45 ₹ 32,587.5	5.85 4387.50	23.73	25 18,750	14 10,500	20 15,000
7 Nov	1066.60	37.6 ₹ 28,200	-14.95 -11212.50	24.49	6 4,500	5 3,750	5 3,750
6 Nov	1041.90	52.55 ₹ 39,412.5	0 0.00	2.20	0 0	0 0	0 0
4 Nov	1057.00	52.55 ₹ 39,412.5	0 0.00	1.39	0 0	0 0	0 0
3 Nov	1043.10	52.55 ₹ 39,412.5	0 0.00	2.21	0 0	0 0	0 0
31 Oct	1042.80	52.55 ₹ 39,412.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	52.55 ₹ 39,412.5	0 0.00	1.28	0 0	0 0	0 0
29 Oct	1062.95	52.55 ₹ 39,412.5	0 0.00	0.54	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1090 expiring on 30DEC2025

Delta for 1090 CE is 0.08

Historical price for 1090 CE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by -22 which decreased total open position to 775

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 21.67, the open interest changed by -32 which decreased total open position to 799

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 22.76, the open interest changed by -134 which decreased total open position to 833

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 23.48, the open interest changed by 148 which increased total open position to 963

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 3.25, which was -1.1 lower than the previous day. The implied volatity was 22.23, the open interest changed by 3 which increased total open position to 813

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 4.05, which was -5 lower than the previous day. The implied volatity was 20.88, the open interest changed by 189 which increased total open position to 812

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 8.6, which was 2.95 higher than the previous day. The implied volatity was 19.81, the open interest changed by -91 which decreased total open position to 621

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 5.4, which was 0.5 higher than the previous day. The implied volatity was 20.75, the open interest changed by 69 which increased total open position to 713

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 4.85, which was -1.25 lower than the previous day. The implied volatity was 20.76, the open interest changed by 54 which increased total open position to 648

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 5.9, which was 0.7 higher than the previous day. The implied volatity was 20.97, the open interest changed by 21 which increased total open position to 596

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 5.1, which was -3.35 lower than the previous day. The implied volatity was 20.76, the open interest changed by 55 which increased total open position to 572

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 8.5, which was 0.6 higher than the previous day. The implied volatity was 19.18, the open interest changed by 35 which increased total open position to 516

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 8.45, which was 4.3 higher than the previous day. The implied volatity was 19.44, the open interest changed by 116 which increased total open position to 480

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 4, which was 1.15 higher than the previous day. The implied volatity was 19.20, the open interest changed by 113 which increased total open position to 365

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 22.01, the open interest changed by -69 which decreased total open position to 252

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 3.9, which was -1.45 lower than the previous day. The implied volatity was 21.71, the open interest changed by 7 which increased total open position to 327

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 5.2, which was -4.25 lower than the previous day. The implied volatity was 20.43, the open interest changed by 144 which increased total open position to 319

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 9.35, which was 2.8 higher than the previous day. The implied volatity was 19.57, the open interest changed by 41 which increased total open position to 172

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 6.6, which was -1.1 lower than the previous day. The implied volatity was 21.34, the open interest changed by 31 which increased total open position to 129

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 7.6, which was -3.15 lower than the previous day. The implied volatity was 20.36, the open interest changed by 11 which increased total open position to 95

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 10.75, which was -0.05 lower than the previous day. The implied volatity was 20.32, the open interest changed by 19 which increased total open position to 82

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 10.25, which was -2.15 lower than the previous day. The implied volatity was 21.38, the open interest changed by 2 which increased total open position to 64

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 9.8, which was -1.05 lower than the previous day. The implied volatity was 22.57, the open interest changed by 3 which increased total open position to 63

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 10.6, which was -0.8 lower than the previous day. The implied volatity was 22.19, the open interest changed by 10 which increased total open position to 59

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 12, which was -30.85 lower than the previous day. The implied volatity was 23.53, the open interest changed by 26 which increased total open position to 49

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 43.45, which was 5.85 higher than the previous day. The implied volatity was 23.73, the open interest changed by 14 which increased total open position to 20

On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 37.6, which was -14.95 lower than the previous day. The implied volatity was 24.49, the open interest changed by 5 which increased total open position to 5

On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 52.55, which was 0 lower than the previous day. The implied volatity was 2.20, 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 52.55, which was 0 lower than the previous day. The implied volatity was 1.39, 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 52.55, which was 0 lower than the previous day. The implied volatity was 2.21, 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 52.55, 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 52.55, which was 0 lower than the previous day. The implied volatity was 1.28, 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 52.55, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 30DEC2025 1090 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1012.70	70.45 ₹ 52,837.5	-4.3 -3225.00	-	0 0	0 0	0 0
12 Dec	1017.30	70.45 ₹ 52,837.5	-4.3 -3225.00	20.53	1 750	0 0	57 42,750
11 Dec	1006.40	74.75 ₹ 56,062.5	8.7 6525.00	-	0 0	0 0	57 42,750
10 Dec	1010.30	74.75 ₹ 56,062.5	8.7 6525.00	15.13	5 3,750	-2 -1,500	57 42,750
9 Dec	1016.70	66.05 ₹ 49,537.5	21.95 16462.50	-	0 0	-2 -1,500	0 0
8 Dec	1026.40	66.05 ₹ 49,537.5	21.95 16462.50	28.11	6 4,500	-1 -750	60 45,000
5 Dec	1048.00	44.1 ₹ 33,075	-17.8 -13350.00	19.52	63 47,250	14 10,500	61 45,750
4 Dec	1029.10	61.9 ₹ 46,425	-4.45 -3337.50	22.55	2 1,500	-1 -750	47 35,250
3 Dec	1021.40	66.35 ₹ 49,762.5	8.45 6337.50	-	0 0	-1 -750	0 0
2 Dec	1025.50	66.35 ₹ 49,762.5	8.45 6337.50	25.91	2 1,500	0 0	49 36,750
1 Dec	1021.10	57.9 ₹ 43,425	3.85 2887.50	-	0 0	0 0	0 0
28 Nov	1037.50	57.9 ₹ 43,425	3.85 2887.50	25.83	7 5,250	-1 -750	48 36,000
27 Nov	1033.80	54 ₹ 40,500	-21.35 -16012.50	20.12	4 3,000	1 750	46 34,500
26 Nov	1010.70	75.6 ₹ 56,700	-16.4 -12300.00	22.82	39 29,250	18 13,500	44 33,000
25 Nov	986.20	92 ₹ 69,000	0.45 337.50	-	1 750	0 0	25 18,750
24 Nov	994.00	91.55 ₹ 68,662.5	12.55 9412.50	25.11	3 2,250	2 1,500	25 18,750
21 Nov	1004.10	79 ₹ 59,250	4.95 3712.50	20.92	8 6,000	7 5,250	22 16,500
20 Nov	1028.60	74.05 ₹ 55,537.5	11.05 8287.50	-	0 0	0 0	0 0
19 Nov	1005.60	74.05 ₹ 55,537.5	11.05 8287.50	-	0 0	10 7,500	0 0
18 Nov	1013.60	74.05 ₹ 55,537.5	11.05 8287.50	23.62	10 7,500	0 0	5 3,750
17 Nov	1026.80	63 ₹ 47,250	-19 -14250.00	22.06	1 750	0 0	5 3,750
14 Nov	1018.50	82 ₹ 61,500	44.6 33450.00	-	0 0	0 0	0 0
13 Nov	1005.40	82 ₹ 61,500	44.6 33450.00	-	0 0	0 0	0 0
12 Nov	1013.20	82 ₹ 61,500	44.6 33450.00	-	0 0	0 0	0 0
11 Nov	1005.20	82 ₹ 61,500	44.6 33450.00	26.57	1 750	0 0	5 3,750
10 Nov	1085.00	37.55 ₹ 28,162.5	-20.8 -15600.00	26.97	8 6,000	5 3,750	5 3,750
7 Nov	1066.60	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	58.35 ₹ 43,762.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1090 expiring on 30DEC2025

Delta for 1090 PE is -

Historical price for 1090 PE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 70.45, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 70.45, which was -4.3 lower than the previous day. The implied volatity was 20.53, the open interest changed by 0 which decreased total open position to 57

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 74.75, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 74.75, which was 8.7 higher than the previous day. The implied volatity was 15.13, the open interest changed by -2 which decreased total open position to 57

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 66.05, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 66.05, which was 21.95 higher than the previous day. The implied volatity was 28.11, the open interest changed by -1 which decreased total open position to 60

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 44.1, which was -17.8 lower than the previous day. The implied volatity was 19.52, the open interest changed by 14 which increased total open position to 61

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 61.9, which was -4.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by -1 which decreased total open position to 47

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 66.35, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 66.35, which was 8.45 higher than the previous day. The implied volatity was 25.91, the open interest changed by 0 which decreased total open position to 49

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 57.9, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 57.9, which was 3.85 higher than the previous day. The implied volatity was 25.83, the open interest changed by -1 which decreased total open position to 48

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 54, which was -21.35 lower than the previous day. The implied volatity was 20.12, the open interest changed by 1 which increased total open position to 46

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 75.6, which was -16.4 lower than the previous day. The implied volatity was 22.82, the open interest changed by 18 which increased total open position to 44

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 92, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 91.55, which was 12.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by 2 which increased total open position to 25

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 79, which was 4.95 higher than the previous day. The implied volatity was 20.92, the open interest changed by 7 which increased total open position to 22

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 74.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 74.05, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 74.05, which was 11.05 higher than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 5

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 63, which was -19 lower than the previous day. The implied volatity was 22.06, the open interest changed by 0 which decreased total open position to 5

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 82, which was 44.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 82, which was 44.6 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 82, which was 44.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 82, which was 44.6 higher than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 5

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 37.55, which was -20.8 lower than the previous day. The implied volatity was 26.97, the open interest changed by 5 which increased total open position to 5

On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 58.35, 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 58.35, 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 58.35, 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 58.35, 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 58.35, 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 58.35, 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 58.35, 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

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