BAJFINANCE

Bajaj Finance Limited

1017.3 +10.90 (1.08%)

L: 1000 H: 1020.8

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Historical option data for BAJFINANCE
12 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 1110 CE
Delta: 0.06 Vega: 0.27 Theta: -0.19 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	1.35 ₹ 1,012.5	0.1 75.00	23.47	374 2,80,500	-17 -12,750	1,180 8,85,000
11 Dec	1006.40	1.25 ₹ 937.5	-0.4 -300.00	24.33	334 2,50,500	48 36,000	1,195 8,96,250
10 Dec	1010.30	1.65 ₹ 1,237.5	-0.2 -150.00	24.82	275 2,06,250	-4 -3,000	1,147 8,60,250
9 Dec	1016.70	1.9 ₹ 1,425	-0.45 -337.50	23.23	504 3,78,000	-255 -1,91,250	1,152 8,64,000
8 Dec	1026.40	2.3 ₹ 1,725	-2.55 -1912.50	21.74	1,565 11,73,750	143 1,07,250	1,447 10,85,250
5 Dec	1048.00	4.75 ₹ 3,562.5	1.55 1162.50	19.95	2,055 15,41,250	463 3,47,250	1,304 9,78,000
4 Dec	1029.10	3.2 ₹ 2,400	0.35 262.50	21.45	247 1,85,250	65 48,750	844 6,33,000
3 Dec	1021.40	2.85 ₹ 2,137.5	-0.7 -525.00	21.38	414 3,10,500	-119 -89,250	779 5,84,250
2 Dec	1025.50	3.45 ₹ 2,587.5	0.45 337.50	21.38	954 7,15,500	551 4,13,250	901 6,75,750
1 Dec	1021.10	3.05 ₹ 2,287.5	-1.95 -1462.50	21.35	412 3,09,000	-87 -65,250	351 2,63,250
28 Nov	1037.50	5 ₹ 3,750	0.25 187.50	19.44	282 2,11,500	49 36,750	438 3,28,500
27 Nov	1033.80	4.95 ₹ 3,712.5	2.5 1875.00	19.59	1,092 8,19,000	194 1,45,500	390 2,92,500
26 Nov	1010.70	2.4 ₹ 1,800	0.55 412.50	19.85	352 2,64,000	44 33,000	194 1,45,500
25 Nov	986.20	1.9 ₹ 1,425	-0.65 -487.50	22.83	140 1,05,000	53 39,750	153 1,14,750
24 Nov	994.00	2.55 ₹ 1,912.5	-0.9 -675.00	22.45	90 67,500	8 6,000	97 72,750
21 Nov	1004.10	3.4 ₹ 2,550	-2.65 -1987.50	21.10	64 48,000	-10 -7,500	89 66,750
20 Nov	1028.60	6.2 ₹ 4,650	1.85 1387.50	20.17	66 49,500	21 15,750	97 72,750
19 Nov	1005.60	4.35 ₹ 3,262.5	-0.8 -600.00	21.81	78 58,500	15 11,250	77 57,750
18 Nov	1013.60	5.05 ₹ 3,787.5	-2.25 -1687.50	20.90	67 50,250	28 21,000	60 45,000
17 Nov	1026.80	7.3 ₹ 5,475	-0.05 -37.50	20.82	12 9,000	0 0	29 21,750
14 Nov	1018.50	7.2 ₹ 5,400	0.15 112.50	21.94	21 15,750	14 10,500	29 21,750
13 Nov	1005.40	7.05 ₹ 5,287.5	-1.1 -825.00	-	0 0	2 1,500	0 0
12 Nov	1013.20	7.05 ₹ 5,287.5	-1.1 -825.00	22.15	4 3,000	3 2,250	16 12,000
11 Nov	1005.20	8.15 ₹ 6,112.5	-25.55 -19162.50	23.38	21 15,750	5 3,750	12 9,000
10 Nov	1085.00	34.35 ₹ 25,762.5	6.1 4575.00	23.82	6 4,500	2 1,500	7 5,250

7 Nov	1066.60	28.25 ₹ 21,187.5	3.25 2437.50	23.88	3 2,250	2 1,500	4 3,000
6 Nov	1041.90	25 ₹ 18,750	-19.05 -14287.50	-	0 0	2 1,500	0 0
4 Nov	1057.00	25 ₹ 18,750	-19.05 -14287.50	24.54	3 2,250	1 750	1 750
3 Nov	1043.10	44.05 ₹ 33,037.5	0 0.00	3.47	0 0	0 0	0 0
31 Oct	1042.80	44.05 ₹ 33,037.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	44.05 ₹ 33,037.5	0 0.00	2.53	0 0	0 0	0 0
29 Oct	1062.95	44.05 ₹ 33,037.5	0 0.00	1.75	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1110 expiring on 30DEC2025

Delta for 1110 CE is 0.06

Historical price for 1110 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 23.47, the open interest changed by -17 which decreased total open position to 1180

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 1.25, which was -0.4 lower than the previous day. The implied volatity was 24.33, the open interest changed by 48 which increased total open position to 1195

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 24.82, the open interest changed by -4 which decreased total open position to 1147

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 23.23, the open interest changed by -255 which decreased total open position to 1152

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 2.3, which was -2.55 lower than the previous day. The implied volatity was 21.74, the open interest changed by 143 which increased total open position to 1447

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 4.75, which was 1.55 higher than the previous day. The implied volatity was 19.95, the open interest changed by 463 which increased total open position to 1304

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 21.45, the open interest changed by 65 which increased total open position to 844

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 2.85, which was -0.7 lower than the previous day. The implied volatity was 21.38, the open interest changed by -119 which decreased total open position to 779

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 3.45, which was 0.45 higher than the previous day. The implied volatity was 21.38, the open interest changed by 551 which increased total open position to 901

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 3.05, which was -1.95 lower than the previous day. The implied volatity was 21.35, the open interest changed by -87 which decreased total open position to 351

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by 49 which increased total open position to 438

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 4.95, which was 2.5 higher than the previous day. The implied volatity was 19.59, the open interest changed by 194 which increased total open position to 390

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 2.4, which was 0.55 higher than the previous day. The implied volatity was 19.85, the open interest changed by 44 which increased total open position to 194

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 22.83, the open interest changed by 53 which increased total open position to 153

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 2.55, which was -0.9 lower than the previous day. The implied volatity was 22.45, the open interest changed by 8 which increased total open position to 97

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 3.4, which was -2.65 lower than the previous day. The implied volatity was 21.10, the open interest changed by -10 which decreased total open position to 89

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 6.2, which was 1.85 higher than the previous day. The implied volatity was 20.17, the open interest changed by 21 which increased total open position to 97

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 4.35, which was -0.8 lower than the previous day. The implied volatity was 21.81, the open interest changed by 15 which increased total open position to 77

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 5.05, which was -2.25 lower than the previous day. The implied volatity was 20.90, the open interest changed by 28 which increased total open position to 60

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 7.3, which was -0.05 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 29

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 7.2, which was 0.15 higher than the previous day. The implied volatity was 21.94, the open interest changed by 14 which increased total open position to 29

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 7.05, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 7.05, which was -1.1 lower than the previous day. The implied volatity was 22.15, the open interest changed by 3 which increased total open position to 16

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 8.15, which was -25.55 lower than the previous day. The implied volatity was 23.38, the open interest changed by 5 which increased total open position to 12

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 34.35, which was 6.1 higher than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 7

On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 28.25, which was 3.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 2 which increased total open position to 4

On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 25, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 25, which was -19.05 lower than the previous day. The implied volatity was 24.54, the open interest changed by 1 which increased total open position to 1

On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 44.05, which was 0 lower than the previous day. The implied volatity was 3.47, 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 44.05, 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 44.05, which was 0 lower than the previous day. The implied volatity was 2.53, 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 44.05, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 30DEC2025 1110 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	92 ₹ 69,000	1.7 1275.00	-	0 0	0 0	24 18,000
11 Dec	1006.40	92 ₹ 69,000	1.7 1275.00	-	0 0	0 0	24 18,000
10 Dec	1010.30	92 ₹ 69,000	1.7 1275.00	-	1 750	0 0	24 18,000
9 Dec	1016.70	90.3 ₹ 67,725	13.35 10012.50	-	0 0	0 0	0 0
8 Dec	1026.40	90.3 ₹ 67,725	13.35 10012.50	-	0 0	0 0	24 18,000
5 Dec	1048.00	90.3 ₹ 67,725	13.35 10012.50	-	0 0	0 0	0 0
4 Dec	1029.10	90.3 ₹ 67,725	13.35 10012.50	-	0 0	3 2,250	0 0
3 Dec	1021.40	90.3 ₹ 67,725	13.35 10012.50	32.73	4 3,000	2 1,500	23 17,250
2 Dec	1025.50	76.95 ₹ 57,712.5	4.3 3225.00	-	0 0	0 0	0 0
1 Dec	1021.10	76.95 ₹ 57,712.5	4.3 3225.00	-	0 0	-1 -750	0 0
28 Nov	1037.50	76.95 ₹ 57,712.5	4.3 3225.00	30.05	1 750	0 0	22 16,500
27 Nov	1033.80	70.85 ₹ 53,137.5	-45.8 -34350.00	21.11	35 26,250	19 14,250	21 15,750
26 Nov	1010.70	117.3 ₹ 87,975	13.3 9975.00	-	0 0	1 750	0 0
25 Nov	986.20	117.3 ₹ 87,975	13.3 9975.00	25.14	3 2,250	1 750	2 1,500
24 Nov	994.00	104 ₹ 78,000	34.35 25762.50	-	1 750	0 0	0 0
21 Nov	1004.10	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
20 Nov	1028.60	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
19 Nov	1005.60	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1026.80	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
14 Nov	1018.50	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1005.40	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
12 Nov	1013.20	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1005.20	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
10 Nov	1085.00	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	69.65 ₹ 52,237.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1110 expiring on 30DEC2025

Delta for 1110 PE is -

Historical price for 1110 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 92, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 92, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 92, which was 1.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 90.3, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 90.3, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 90.3, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 90.3, which was 13.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 90.3, which was 13.35 higher than the previous day. The implied volatity was 32.73, the open interest changed by 2 which increased total open position to 23

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 76.95, which was 4.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 76.95, which was 4.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 76.95, which was 4.3 higher than the previous day. The implied volatity was 30.05, the open interest changed by 0 which decreased total open position to 22

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 70.85, which was -45.8 lower than the previous day. The implied volatity was 21.11, the open interest changed by 19 which increased total open position to 21

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 117.3, which was 13.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 117.3, which was 13.3 higher than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 2

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 104, which was 34.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 69.65, 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 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 69.65, 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 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 69.65, 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 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 69.65, 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 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 69.65, 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 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 69.65, 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 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 69.65, 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 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 69.65, 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 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 69.65, 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 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 69.65, 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 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 69.65, 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 69.65, 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 69.65, 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 69.65, 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 69.65, 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 69.65, 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 69.65, 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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