[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
999.6 +1.20 (0.12%)
L: 995.3 H: 1011.2

Back to Option Chain


Historical option data for BAJFINANCE

17 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1150 CE
Delta: 0.01
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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