[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
998.4 -14.30 (-1.41%)
L: 996.5 H: 1010.6

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Historical option data for BAJFINANCE

16 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1140 CE
Delta: 0.01
Vega: 0.07
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 0.3 -0.3 30.09 186 -88 634
15 Dec 1012.70 0.55 -0.2 28.57 46 -4 726
12 Dec 1017.30 0.75 0.1 26.25 394 30 731
11 Dec 1006.40 0.65 -0.25 26.57 144 -2 703
10 Dec 1010.30 0.9 0.05 27.09 103 -20 702
9 Dec 1016.70 0.85 -0.15 24.65 256 2 726
8 Dec 1026.40 0.95 -0.85 22.87 309 -70 727
5 Dec 1048.00 1.7 0.35 20.07 1,153 201 799
4 Dec 1029.10 1.3 0.1 22.03 129 6 598
3 Dec 1021.40 1.2 -0.35 22.11 70 6 592
2 Dec 1025.50 1.5 0.15 22.08 237 17 591
1 Dec 1021.10 1.35 -0.7 22.12 633 91 585
28 Nov 1037.50 2.1 0.05 19.83 642 55 482
27 Nov 1033.80 2.15 1 20.05 803 106 431
26 Nov 1010.70 1.1 0.05 20.76 463 146 325
25 Nov 986.20 1.05 -0.35 24.14 57 -11 180
24 Nov 994.00 1.45 -0.3 23.83 69 1 191
21 Nov 1004.10 1.75 -1.35 21.97 107 21 190
20 Nov 1028.60 3.05 0.65 20.63 105 35 168
19 Nov 1005.60 2.4 -0.45 22.74 85 6 133
18 Nov 1013.60 2.85 -1.15 21.98 88 32 127
17 Nov 1026.80 4 0.1 21.54 81 -2 95
14 Nov 1018.50 3.85 -0.2 22.22 46 0 97
13 Nov 1005.40 4.05 -0.5 23.85 15 -5 98
12 Nov 1013.20 4.55 -0.45 23.50 38 9 104
11 Nov 1005.20 5 -17.35 24.08 137 31 95
10 Nov 1085.00 22.6 3.85 23.67 48 20 64
7 Nov 1066.60 18.75 5.65 24.06 5 -1 44
6 Nov 1041.90 13.1 -2.3 25.13 7 4 44
4 Nov 1057.00 15.8 2.4 24.21 18 13 41
3 Nov 1043.10 13.4 -0.5 24.82 32 8 9
31 Oct 1042.80 13.9 -8.45 - 0 0 0
30 Oct 1052.30 13.9 -8.45 - 0 0 0
29 Oct 1062.95 13.9 -8.45 - 0 0 0
28 Oct 1072.75 13.9 -8.45 - 0 0 0
27 Oct 1084.40 13.9 -8.45 - 0 0 0
24 Oct 1089.75 13.9 -8.45 - 0 0 0
23 Oct 1094.15 13.9 -8.45 - 0 0 0
21 Oct 1086.50 13.9 -8.45 - 0 0 0
20 Oct 1081.00 13.9 -8.45 - 0 0 0
16 Oct 1065.75 13.9 -8.45 - 0 1 0


For Bajaj Finance Limited - strike price 1140 expiring on 30DEC2025

Delta for 1140 CE is 0.01

Historical price for 1140 CE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 30.09, the open interest changed by -88 which decreased total open position to 634


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 28.57, the open interest changed by -4 which decreased total open position to 726


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 26.25, the open interest changed by 30 which increased total open position to 731


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.57, the open interest changed by -2 which decreased total open position to 703


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 27.09, the open interest changed by -20 which decreased total open position to 702


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by 2 which increased total open position to 726


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 22.87, the open interest changed by -70 which decreased total open position to 727


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 20.07, the open interest changed by 201 which increased total open position to 799


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 22.03, the open interest changed by 6 which increased total open position to 598


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 22.11, the open interest changed by 6 which increased total open position to 592


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 22.08, the open interest changed by 17 which increased total open position to 591


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 1.35, which was -0.7 lower than the previous day. The implied volatity was 22.12, the open interest changed by 91 which increased total open position to 585


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 19.83, the open interest changed by 55 which increased total open position to 482


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 2.15, which was 1 higher than the previous day. The implied volatity was 20.05, the open interest changed by 106 which increased total open position to 431


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 20.76, the open interest changed by 146 which increased total open position to 325


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 24.14, the open interest changed by -11 which decreased total open position to 180


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 191


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 1.75, which was -1.35 lower than the previous day. The implied volatity was 21.97, the open interest changed by 21 which increased total open position to 190


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 3.05, which was 0.65 higher than the previous day. The implied volatity was 20.63, the open interest changed by 35 which increased total open position to 168


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 22.74, the open interest changed by 6 which increased total open position to 133


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by 32 which increased total open position to 127


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 21.54, the open interest changed by -2 which decreased total open position to 95


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 3.85, which was -0.2 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 97


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 4.05, which was -0.5 lower than the previous day. The implied volatity was 23.85, the open interest changed by -5 which decreased total open position to 98


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 4.55, which was -0.45 lower than the previous day. The implied volatity was 23.50, the open interest changed by 9 which increased total open position to 104


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 5, which was -17.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 31 which increased total open position to 95


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 22.6, which was 3.85 higher than the previous day. The implied volatity was 23.67, the open interest changed by 20 which increased total open position to 64


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 18.75, which was 5.65 higher than the previous day. The implied volatity was 24.06, the open interest changed by -1 which decreased total open position to 44


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 13.1, which was -2.3 lower than the previous day. The implied volatity was 25.13, the open interest changed by 4 which increased total open position to 44


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 15.8, which was 2.4 higher than the previous day. The implied volatity was 24.21, the open interest changed by 13 which increased total open position to 41


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 13.4, which was -0.5 lower than the previous day. The implied volatity was 24.82, the open interest changed by 8 which increased total open position to 9


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 13.9, which was -8.45 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 13.9, which was -8.45 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 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct BAJFINANCE was trading at 1086.50. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct BAJFINANCE was trading at 1081.00. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct BAJFINANCE was trading at 1065.75. The strike last trading price was 13.9, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


BAJFINANCE 30DEC2025 1140 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 129.2 16.5 - 0 0 5
15 Dec 1012.70 129.2 16.5 - 0 0 0
12 Dec 1017.30 129.2 16.5 - 0 0 5
11 Dec 1006.40 129.2 16.5 - 0 0 5
10 Dec 1010.30 129.2 16.5 - 0 0 5
9 Dec 1016.70 129.2 16.5 - 0 0 0
8 Dec 1026.40 129.2 16.5 - 0 0 5
5 Dec 1048.00 129.2 16.5 - 0 0 0
4 Dec 1029.10 129.2 16.5 - 0 0 0
3 Dec 1021.40 129.2 16.5 - 0 0 0
2 Dec 1025.50 129.2 16.5 - 0 0 0
1 Dec 1021.10 129.2 16.5 - 0 0 0
28 Nov 1037.50 129.2 16.5 - 0 0 0
27 Nov 1033.80 129.2 16.5 - 0 0 0
26 Nov 1010.70 129.2 16.5 - 0 0 0
25 Nov 986.20 129.2 16.5 - 0 4 0
24 Nov 994.00 129.2 16.5 - 4 3 4
21 Nov 1004.10 112.7 -12.1 - 1 0 1
20 Nov 1028.60 124.8 -5.2 - 0 1 0
19 Nov 1005.60 124.8 -5.2 24.59 1 0 0
18 Nov 1013.60 130 65 - 0 0 0
17 Nov 1026.80 130 65 - 0 0 0
14 Nov 1018.50 130 65 - 0 0 0
13 Nov 1005.40 130 65 - 0 0 0
12 Nov 1013.20 130 65 - 0 -1 0
11 Nov 1005.20 130 65 34.55 1 0 1
10 Nov 1085.00 65 -30.95 26.63 4 -3 0
7 Nov 1066.60 95.95 -50.25 - 0 3 0
6 Nov 1041.90 95.95 -50.25 25.88 3 0 0
4 Nov 1057.00 146.2 0 - 0 0 0
3 Nov 1043.10 146.2 0 - 0 0 0
31 Oct 1042.80 146.2 0 - 0 0 0
30 Oct 1052.30 146.2 0 - 0 0 0
29 Oct 1062.95 146.2 0 - 0 0 0
28 Oct 1072.75 146.2 0 - 0 0 0
27 Oct 1084.40 146.2 0 - 0 0 0
24 Oct 1089.75 146.2 0 - 0 0 0
23 Oct 1094.15 146.2 0 - 0 0 0
21 Oct 1086.50 146.2 0 - 0 0 0
20 Oct 1081.00 146.2 0 - 0 0 0
16 Oct 1065.75 146.2 0 - 0 0 0


For Bajaj Finance Limited - strike price 1140 expiring on 30DEC2025

Delta for 1140 PE is -

Historical price for 1140 PE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 129.2, which was 16.5 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 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 129.2, which was 16.5 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 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 129.2, which was 16.5 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 129.2, which was 16.5 higher 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 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 129.2, which was 16.5 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 129.2, which was 16.5 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 129.2, which was 16.5 higher than the previous day. The implied volatity was -, 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 129.2, which was 16.5 higher 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 129.2, which was 16.5 higher 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 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 129.2, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 112.7, which was -12.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 124.8, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 124.8, which was -5.2 lower than the previous day. The implied volatity was 24.59, 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 130, which was 65 higher 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 130, which was 65 higher 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 130, which was 65 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 130, which was 65 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 130, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 130, which was 65 higher than the previous day. The implied volatity was 34.55, the open interest changed by 0 which decreased total open position to 1


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 65, which was -30.95 lower than the previous day. The implied volatity was 26.63, the open interest changed by -3 which decreased total open position to 0


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 95.95, which was -50.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 95.95, which was -50.25 lower than the previous day. The implied volatity was 25.88, 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 146.2, 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 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 146.2, 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 146.2, 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 146.2, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 146.2, 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 28 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 146.2, 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 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 146.2, 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 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 146.2, 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 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 146.2, 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 21 Oct BAJFINANCE was trading at 1086.50. The strike last trading price was 146.2, 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 20 Oct BAJFINANCE was trading at 1081.00. The strike last trading price was 146.2, 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 16 Oct BAJFINANCE was trading at 1065.75. The strike last trading price was 146.2, 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