BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 1150 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 999.60 | 0.3 | 0 | 32.46 | 119 | -11 | 926 | |||||||||
| 16 Dec | 998.40 | 0.25 | -0.15 | 31.05 | 484 | -226 | 938 | |||||||||
| 15 Dec | 1012.70 | 0.4 | -0.2 | 28.94 | 546 | -110 | 1,165 | |||||||||
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| 12 Dec | 1017.30 | 0.6 | 0.1 | 26.95 | 848 | -7 | 1,270 | |||||||||
| 11 Dec | 1006.40 | 0.5 | -0.25 | 27.06 | 378 | -105 | 1,278 | |||||||||
| 10 Dec | 1010.30 | 0.7 | 0 | 27.55 | 650 | -36 | 1,383 | |||||||||
| 9 Dec | 1016.70 | 0.65 | -0.1 | 25.10 | 218 | -7 | 1,420 | |||||||||
| 8 Dec | 1026.40 | 0.8 | -0.45 | 23.75 | 1,386 | 119 | 1,420 | |||||||||
| 5 Dec | 1048.00 | 1.2 | 0.2 | 20.22 | 1,652 | 32 | 1,301 | |||||||||
| 4 Dec | 1029.10 | 1 | 0.1 | 22.43 | 713 | 29 | 1,260 | |||||||||
| 3 Dec | 1021.40 | 0.85 | -0.35 | 22.16 | 663 | -23 | 1,230 | |||||||||
| 2 Dec | 1025.50 | 1.1 | 0.05 | 22.21 | 436 | 36 | 1,254 | |||||||||
| 1 Dec | 1021.10 | 1 | -0.55 | 22.29 | 898 | 16 | 1,229 | |||||||||
| 28 Nov | 1037.50 | 1.6 | 0.05 | 20.11 | 516 | 33 | 1,213 | |||||||||
| 27 Nov | 1033.80 | 1.6 | 0.7 | 20.19 | 1,605 | 197 | 1,184 | |||||||||
| 26 Nov | 1010.70 | 0.85 | -0.1 | 21.07 | 1,444 | 667 | 987 | |||||||||
| 25 Nov | 986.20 | 0.9 | -0.3 | 24.72 | 192 | 18 | 322 | |||||||||
| 24 Nov | 994.00 | 1.15 | -0.35 | 24.06 | 156 | -7 | 305 | |||||||||
| 21 Nov | 1004.10 | 1.45 | -1 | 22.40 | 107 | 7 | 313 | |||||||||
| 20 Nov | 1028.60 | 2.5 | 0.45 | 21.02 | 273 | 18 | 306 | |||||||||
| 19 Nov | 1005.60 | 2 | -0.45 | 23.12 | 297 | -61 | 288 | |||||||||
| 18 Nov | 1013.60 | 2.4 | -1 | 22.42 | 208 | 118 | 350 | |||||||||
| 17 Nov | 1026.80 | 3.45 | 0.1 | 22.10 | 222 | 60 | 230 | |||||||||
| 14 Nov | 1018.50 | 3.45 | 0 | 22.93 | 257 | -102 | 169 | |||||||||
| 13 Nov | 1005.40 | 3.45 | -0.45 | 24.03 | 281 | 132 | 269 | |||||||||
| 12 Nov | 1013.20 | 3.8 | -0.6 | 23.71 | 93 | 20 | 136 | |||||||||
| 11 Nov | 1005.20 | 4.5 | -15.25 | 24.78 | 284 | -49 | 115 | |||||||||
| 10 Nov | 1085.00 | 20.35 | 5.6 | 24.25 | 233 | 102 | 162 | |||||||||
| 7 Nov | 1066.60 | 15 | 1.1 | 23.22 | 78 | 56 | 59 | |||||||||
| 6 Nov | 1041.90 | 13.9 | 1.25 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1057.00 | 13.9 | 1.25 | 24.46 | 1 | 0 | 3 | |||||||||
| 3 Nov | 1043.10 | 12.65 | -17.5 | 25.79 | 3 | 2 | 2 | |||||||||
| 31 Oct | 1042.80 | 30.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1052.30 | 30.15 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
| 29 Oct | 1062.95 | 30.15 | 0 | 4.11 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1150 expiring on 30DEC2025
Delta for 1150 CE is 0.01
Historical price for 1150 CE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 32.46, the open interest changed by -11 which decreased total open position to 926
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 31.05, the open interest changed by -226 which decreased total open position to 938
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 28.94, the open interest changed by -110 which decreased total open position to 1165
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 26.95, the open interest changed by -7 which decreased total open position to 1270
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 27.06, the open interest changed by -105 which decreased total open position to 1278
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 27.55, the open interest changed by -36 which decreased total open position to 1383
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 25.10, the open interest changed by -7 which decreased total open position to 1420
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 23.75, the open interest changed by 119 which increased total open position to 1420
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 20.22, the open interest changed by 32 which increased total open position to 1301
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 22.43, the open interest changed by 29 which increased total open position to 1260
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 22.16, the open interest changed by -23 which decreased total open position to 1230
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 22.21, the open interest changed by 36 which increased total open position to 1254
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 22.29, the open interest changed by 16 which increased total open position to 1229
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 20.11, the open interest changed by 33 which increased total open position to 1213
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 1.6, which was 0.7 higher than the previous day. The implied volatity was 20.19, the open interest changed by 197 which increased total open position to 1184
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 21.07, the open interest changed by 667 which increased total open position to 987
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 24.72, the open interest changed by 18 which increased total open position to 322
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 24.06, the open interest changed by -7 which decreased total open position to 305
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 1.45, which was -1 lower than the previous day. The implied volatity was 22.40, the open interest changed by 7 which increased total open position to 313
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 2.5, which was 0.45 higher than the previous day. The implied volatity was 21.02, the open interest changed by 18 which increased total open position to 306
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 23.12, the open interest changed by -61 which decreased total open position to 288
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 2.4, which was -1 lower than the previous day. The implied volatity was 22.42, the open interest changed by 118 which increased total open position to 350
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 3.45, which was 0.1 higher than the previous day. The implied volatity was 22.10, the open interest changed by 60 which increased total open position to 230
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 22.93, the open interest changed by -102 which decreased total open position to 169
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 24.03, the open interest changed by 132 which increased total open position to 269
On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 3.8, which was -0.6 lower than the previous day. The implied volatity was 23.71, the open interest changed by 20 which increased total open position to 136
On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 4.5, which was -15.25 lower than the previous day. The implied volatity was 24.78, the open interest changed by -49 which decreased total open position to 115
On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 20.35, which was 5.6 higher than the previous day. The implied volatity was 24.25, the open interest changed by 102 which increased total open position to 162
On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 15, which was 1.1 higher than the previous day. The implied volatity was 23.22, the open interest changed by 56 which increased total open position to 59
On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 13.9, which was 1.25 higher 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 13.9, which was 1.25 higher than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 3
On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 12.65, which was -17.5 lower than the previous day. The implied volatity was 25.79, the open interest changed by 2 which increased total open position to 2
On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 30.15, 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
On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 30.15, which was 0 lower than the previous day. The implied volatity was 4.85, 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 30.15, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30DEC2025 1150 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 999.60 | 127.1 | 36.7 | - | 0 | 0 | 96 |
| 16 Dec | 998.40 | 127.1 | 36.7 | - | 0 | 0 | 96 |
| 15 Dec | 1012.70 | 127.1 | 36.7 | - | 0 | 0 | 0 |
| 12 Dec | 1017.30 | 127.1 | 36.7 | - | 3 | 2 | 95 |
| 11 Dec | 1006.40 | 90.4 | -14.65 | - | 0 | 0 | 93 |
| 10 Dec | 1010.30 | 90.4 | -14.65 | - | 0 | 0 | 93 |
| 9 Dec | 1016.70 | 90.4 | -14.65 | - | 0 | 0 | 0 |
| 8 Dec | 1026.40 | 90.4 | -14.65 | - | 0 | 0 | 93 |
| 5 Dec | 1048.00 | 90.4 | -14.65 | - | 3 | 1 | 92 |
| 4 Dec | 1029.10 | 105.05 | -27.95 | - | 0 | 0 | 0 |
| 3 Dec | 1021.40 | 105.05 | -27.95 | - | 0 | 0 | 0 |
| 2 Dec | 1025.50 | 105.05 | -27.95 | - | 0 | 0 | 0 |
| 1 Dec | 1021.10 | 105.05 | -27.95 | - | 0 | 0 | 0 |
| 28 Nov | 1037.50 | 105.05 | -27.95 | - | 0 | -1 | 0 |
| 27 Nov | 1033.80 | 105.05 | -27.95 | 17.23 | 9 | 0 | 92 |
| 26 Nov | 1010.70 | 133 | -16.5 | 30.74 | 8 | 4 | 88 |
| 25 Nov | 986.20 | 149.5 | 1.3 | - | 58 | 39 | 72 |
| 24 Nov | 994.00 | 149 | 20.15 | 31.89 | 18 | 16 | 32 |
| 21 Nov | 1004.10 | 128.8 | 16.8 | - | 0 | 0 | 0 |
| 20 Nov | 1028.60 | 128.8 | 16.8 | - | 0 | 0 | 0 |
| 19 Nov | 1005.60 | 128.8 | 16.8 | - | 0 | 15 | 0 |
| 18 Nov | 1013.60 | 128.8 | 16.8 | 28.88 | 17 | 12 | 13 |
| 17 Nov | 1026.80 | 112 | 16.65 | 20.35 | 1 | 0 | 0 |
| 14 Nov | 1018.50 | 95.35 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1005.40 | 95.35 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1013.20 | 95.35 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1005.20 | 95.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1085.00 | 95.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1066.60 | 95.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1041.90 | 95.35 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1057.00 | 95.35 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1043.10 | 95.35 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1042.80 | 95.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1052.30 | 95.35 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1062.95 | 95.35 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1150 expiring on 30DEC2025
Delta for 1150 PE is -
Historical price for 1150 PE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 127.1, which was 36.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 127.1, which was 36.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 127.1, which was 36.7 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 127.1, which was 36.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 95
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 90.4, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 90.4, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 90.4, which was -14.65 lower 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 90.4, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 90.4, which was -14.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 92
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 105.05, which was -27.95 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 105.05, which was -27.95 lower 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 105.05, which was -27.95 lower 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 105.05, which was -27.95 lower 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 105.05, which was -27.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 105.05, which was -27.95 lower than the previous day. The implied volatity was 17.23, the open interest changed by 0 which decreased total open position to 92
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 133, which was -16.5 lower than the previous day. The implied volatity was 30.74, the open interest changed by 4 which increased total open position to 88
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 149.5, which was 1.3 higher than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 72
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 149, which was 20.15 higher than the previous day. The implied volatity was 31.89, the open interest changed by 16 which increased total open position to 32
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 128.8, which was 16.8 higher 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 128.8, which was 16.8 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 128.8, which was 16.8 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 128.8, which was 16.8 higher than the previous day. The implied volatity was 28.88, the open interest changed by 12 which increased total open position to 13
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 112, which was 16.65 higher than the previous day. The implied volatity was 20.35, 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 95.35, 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 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 95.35, 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 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 95.35, 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 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 95.35, 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 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 95.35, 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 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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 95.35, 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































































































































































































































