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 1130 CE
Delta: 0.03 Vega: 0.14 Theta: -0.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1012.70	0.65 ₹ 487.5	-0.25 -187.50	27.49	366 2,74,500	-66 -49,500	385 2,88,750
12 Dec	1017.30	0.9 ₹ 675	0.05 37.50	25.32	392 2,94,000	57 42,750	452 3,39,000
11 Dec	1006.40	0.8 ₹ 600	-0.3 -225.00	25.82	732 5,49,000	-51 -38,250	396 2,97,000
10 Dec	1010.30	1.05 ₹ 787.5	-0.05 -37.50	26.14	370 2,77,500	-9 -6,750	448 3,36,000
9 Dec	1016.70	1.1 ₹ 825	-0.2 -150.00	24.14	182 1,36,500	-19 -14,250	456 3,42,000
8 Dec	1026.40	1.3 ₹ 975	-1.15 -862.50	22.58	889 6,66,750	-417 -3,12,750	475 3,56,250
5 Dec	1048.00	2.4 ₹ 1,800	0.6 450.00	19.96	1,580 11,85,000	590 4,42,500	891 6,68,250
4 Dec	1029.10	1.75 ₹ 1,312.5	0.15 112.50	21.79	107 80,250	-1 -750	299 2,24,250
3 Dec	1021.40	1.6 ₹ 1,200	-0.4 -300.00	21.85	82 61,500	-22 -16,500	301 2,25,750
2 Dec	1025.50	2 ₹ 1,500	0.25 187.50	21.88	255 1,91,250	14 10,500	323 2,42,250
1 Dec	1021.10	1.75 ₹ 1,312.5	-1.05 -787.50	21.79	219 1,64,250	1 750	309 2,31,750
28 Nov	1037.50	2.7 ₹ 2,025	0.05 37.50	19.46	258 1,93,500	10 7,500	308 2,31,000
27 Nov	1033.80	2.85 ₹ 2,137.5	1.35 1012.50	19.88	925 6,93,750	147 1,10,250	297 2,22,750
26 Nov	1010.70	1.5 ₹ 1,125	0.2 150.00	20.67	227 1,70,250	89 66,750	150 1,12,500
25 Nov	986.20	1.3 ₹ 975	-0.45 -337.50	23.79	70 52,500	2 1,500	60 45,000
24 Nov	994.00	1.75 ₹ 1,312.5	-0.4 -300.00	23.39	124 93,000	2 1,500	59 44,250
21 Nov	1004.10	2.25 ₹ 1,687.5	-1.65 -1237.50	21.83	109 81,750	26 19,500	56 42,000
20 Nov	1028.60	3.9 ₹ 2,925	0.9 675.00	20.51	47 35,250	3 2,250	30 22,500
19 Nov	1005.60	3 ₹ 2,250	-33.6 -25200.00	22.57	60 45,000	27 20,250	27 20,250
18 Nov	1013.60	36.6 ₹ 27,450	0 0.00	7.56	0 0	0 0	0 0
17 Nov	1026.80	36.6 ₹ 27,450	0 0.00	6.58	0 0	0 0	0 0

14 Nov	1018.50	36.6 ₹ 27,450	0 0.00	7.07	0 0	0 0	0 0
13 Nov	1005.40	36.6 ₹ 27,450	0 0.00	7.62	0 0	0 0	0 0
12 Nov	1013.20	36.6 ₹ 27,450	0 0.00	7.23	0 0	0 0	0 0
11 Nov	1005.20	36.6 ₹ 27,450	0 0.00	7.30	0 0	0 0	0 0
10 Nov	1085.00	36.6 ₹ 27,450	0 0.00	2.01	0 0	0 0	0 0
7 Nov	1066.60	36.6 ₹ 27,450	0 0.00	2.99	0 0	0 0	0 0
6 Nov	1041.90	36.6 ₹ 27,450	0 0.00	4.73	0 0	0 0	0 0
4 Nov	1057.00	36.6 ₹ 27,450	0 0.00	3.78	0 0	0 0	0 0
3 Nov	1043.10	36.6 ₹ 27,450	0 0.00	4.67	0 0	0 0	0 0
31 Oct	1042.80	36.6 ₹ 27,450	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	36.6 ₹ 27,450	0 0.00	3.72	0 0	0 0	0 0
29 Oct	1062.95	36.6 ₹ 27,450	0 0.00	2.97	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1130 expiring on 30DEC2025

Delta for 1130 CE is 0.03

Historical price for 1130 CE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 27.49, the open interest changed by -66 which decreased total open position to 385

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 25.32, the open interest changed by 57 which increased total open position to 452

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 25.82, the open interest changed by -51 which decreased total open position to 396

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by -9 which decreased total open position to 448

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by -19 which decreased total open position to 456

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 1.3, which was -1.15 lower than the previous day. The implied volatity was 22.58, the open interest changed by -417 which decreased total open position to 475

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 2.4, which was 0.6 higher than the previous day. The implied volatity was 19.96, the open interest changed by 590 which increased total open position to 891

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 21.79, the open interest changed by -1 which decreased total open position to 299

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 1.6, which was -0.4 lower than the previous day. The implied volatity was 21.85, the open interest changed by -22 which decreased total open position to 301

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 21.88, the open interest changed by 14 which increased total open position to 323

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 1.75, which was -1.05 lower than the previous day. The implied volatity was 21.79, the open interest changed by 1 which increased total open position to 309

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 19.46, the open interest changed by 10 which increased total open position to 308

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 2.85, which was 1.35 higher than the previous day. The implied volatity was 19.88, the open interest changed by 147 which increased total open position to 297

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 20.67, the open interest changed by 89 which increased total open position to 150

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 23.79, the open interest changed by 2 which increased total open position to 60

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 23.39, the open interest changed by 2 which increased total open position to 59

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 2.25, which was -1.65 lower than the previous day. The implied volatity was 21.83, the open interest changed by 26 which increased total open position to 56

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 3.9, which was 0.9 higher than the previous day. The implied volatity was 20.51, the open interest changed by 3 which increased total open position to 30

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 3, which was -33.6 lower than the previous day. The implied volatity was 22.57, the open interest changed by 27 which increased total open position to 27

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 36.6, which was 0 lower than the previous day. The implied volatity was 7.56, 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 36.6, which was 0 lower than the previous day. The implied volatity was 6.58, 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 36.6, which was 0 lower than the previous day. The implied volatity was 7.07, 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 36.6, which was 0 lower than the previous day. The implied volatity was 7.62, 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 36.6, which was 0 lower than the previous day. The implied volatity was 7.23, 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 36.6, which was 0 lower than the previous day. The implied volatity was 7.30, 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 36.6, which was 0 lower than the previous day. The implied volatity was 2.01, 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 36.6, which was 0 lower than the previous day. The implied volatity was 2.99, 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 36.6, which was 0 lower than the previous day. The implied volatity was 4.73, 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 36.6, which was 0 lower than the previous day. The implied volatity was 3.78, 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 36.6, which was 0 lower than the previous day. The implied volatity was 4.67, 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 36.6, 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 36.6, which was 0 lower than the previous day. The implied volatity was 3.72, 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 36.6, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 30DEC2025 1130 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
15 Dec	1012.70	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	0 0
12 Dec	1017.30	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	4 3,000
11 Dec	1006.40	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	4 3,000
10 Dec	1010.30	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	4 3,000
9 Dec	1016.70	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	0 0
8 Dec	1026.40	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	4 3,000
5 Dec	1048.00	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	0 0	0 0
4 Dec	1029.10	105.75 ₹ 79,312.5	9.85 7387.50	-	0 0	-1 -750	0 0
3 Dec	1021.40	105.75 ₹ 79,312.5	9.85 7387.50	30.89	10 7,500	0 0	5 3,750
2 Dec	1025.50	95.9 ₹ 71,925	2.6 1950.00	-	0 0	4 3,000	0 0
1 Dec	1021.10	95.9 ₹ 71,925	2.6 1950.00	-	4 3,000	3 2,250	4 3,000
28 Nov	1037.50	93.3 ₹ 69,975	11.3 8475.00	30.87	1 750	0 0	0 0
27 Nov	1033.80	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
26 Nov	1010.70	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
25 Nov	986.20	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
24 Nov	994.00	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
21 Nov	1004.10	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
20 Nov	1028.60	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
19 Nov	1005.60	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
17 Nov	1026.80	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
14 Nov	1018.50	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
13 Nov	1005.40	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
12 Nov	1013.20	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
11 Nov	1005.20	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
10 Nov	1085.00	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	82 ₹ 61,500	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1130 expiring on 30DEC2025

Delta for 1130 PE is -

Historical price for 1130 PE is as follows

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 105.75, which was 9.85 higher 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 105.75, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 105.75, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 105.75, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 105.75, which was 9.85 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 105.75, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 105.75, which was 9.85 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 105.75, which was 9.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 105.75, which was 9.85 higher than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 5

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 95.9, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 95.9, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 93.3, which was 11.3 higher than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 82, 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 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 82, 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 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 82, 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 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 82, 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 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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 82, 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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