BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
15 Dec 2025 09:02 AM IST
| BAJFINANCE 30-DEC-2025 1170 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 1017.30 | 0.4 | 0.1 | - | 30 | -4 | 904 | |||||||||
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| 12 Dec | 1017.30 | 0.4 | 0.1 | 28.69 | 30 | -4 | 904 | |||||||||
| 11 Dec | 1006.40 | 0.3 | -0.15 | 28.04 | 157 | -100 | 908 | |||||||||
| 10 Dec | 1010.30 | 0.45 | 0.05 | 28.67 | 57 | 0 | 1,008 | |||||||||
| 9 Dec | 1016.70 | 0.4 | 0 | 26.14 | 36 | 1 | 1,009 | |||||||||
| 8 Dec | 1026.40 | 0.45 | -0.15 | 24.48 | 428 | 2 | 1,010 | |||||||||
| 5 Dec | 1048.00 | 0.55 | 0.05 | 20.33 | 424 | 10 | 1,010 | |||||||||
| 4 Dec | 1029.10 | 0.5 | 0 | 22.60 | 49 | -1 | 1,000 | |||||||||
| 3 Dec | 1021.40 | 0.5 | -0.15 | 22.90 | 20 | 0 | 1,001 | |||||||||
| 2 Dec | 1025.50 | 0.6 | 0.05 | 22.59 | 85 | -13 | 1,001 | |||||||||
| 1 Dec | 1021.10 | 0.55 | -0.3 | 22.67 | 140 | -24 | 1,014 | |||||||||
| 28 Nov | 1037.50 | 0.85 | 0 | 20.35 | 194 | 17 | 1,038 | |||||||||
| 27 Nov | 1033.80 | 0.9 | -0.15 | 20.60 | 1,731 | 981 | 1,021 | |||||||||
| 26 Nov | 1010.70 | 1.05 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 986.20 | 1.05 | -0.55 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 994.00 | 1.05 | -0.55 | - | 0 | 2 | 0 | |||||||||
| 21 Nov | 1004.10 | 1.05 | -0.55 | 23.43 | 14 | 1 | 39 | |||||||||
| 20 Nov | 1028.60 | 1.6 | -0.15 | 21.54 | 43 | 25 | 39 | |||||||||
| 19 Nov | 1005.60 | 1.75 | -22.9 | 24.93 | 25 | 13 | 13 | |||||||||
| 18 Nov | 1013.60 | 24.65 | 0 | 10.06 | 0 | 0 | 0 | |||||||||
| 17 Nov | 1026.80 | 24.65 | 0 | 8.98 | 0 | 0 | 0 | |||||||||
| 14 Nov | 1018.50 | 24.65 | 0 | 9.14 | 0 | 0 | 0 | |||||||||
| 13 Nov | 1005.40 | 24.65 | 0 | 9.84 | 0 | 0 | 0 | |||||||||
| 12 Nov | 1013.20 | 24.65 | 0 | 9.45 | 0 | 0 | 0 | |||||||||
| 11 Nov | 1005.20 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1085.00 | 24.65 | 0 | 4.51 | 0 | 0 | 0 | |||||||||
| 7 Nov | 1066.60 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1041.90 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1057.00 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1043.10 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1042.80 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1052.30 | 24.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1062.95 | 24.65 | 0 | 5.21 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1170 expiring on 30DEC2025
Delta for 1170 CE is -
Historical price for 1170 CE is as follows
On 15 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 904
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 28.69, the open interest changed by -4 which decreased total open position to 904
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 28.04, the open interest changed by -100 which decreased total open position to 908
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 1008
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 26.14, the open interest changed by 1 which increased total open position to 1009
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.48, the open interest changed by 2 which increased total open position to 1010
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 20.33, the open interest changed by 10 which increased total open position to 1010
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 22.60, the open interest changed by -1 which decreased total open position to 1000
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 1001
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 22.59, the open interest changed by -13 which decreased total open position to 1001
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.55, which was -0.3 lower than the previous day. The implied volatity was 22.67, the open interest changed by -24 which decreased total open position to 1014
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 20.35, the open interest changed by 17 which increased total open position to 1038
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 20.60, the open interest changed by 981 which increased total open position to 1021
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.05, which was -0.55 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 1.05, which was -0.55 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 1.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 1.05, which was -0.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by 1 which increased total open position to 39
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 21.54, the open interest changed by 25 which increased total open position to 39
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 1.75, which was -22.9 lower than the previous day. The implied volatity was 24.93, the open interest changed by 13 which increased total open position to 13
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 10.06, 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 24.65, which was 0 lower than the previous day. The implied volatity was 8.98, 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 24.65, which was 0 lower than the previous day. The implied volatity was 9.14, 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 24.65, which was 0 lower than the previous day. The implied volatity was 9.84, 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 24.65, which was 0 lower than the previous day. The implied volatity was 9.45, 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 24.65, 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 24.65, which was 0 lower than the previous day. The implied volatity was 4.51, 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 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, 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 24.65, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30DEC2025 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 1017.30 | 109.65 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1017.30 | 109.65 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1006.40 | 109.65 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1010.30 | 109.65 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1016.70 | 109.65 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1026.40 | 109.65 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1048.00 | 109.65 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1029.10 | 109.65 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 1021.40 | 109.65 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1025.50 | 109.65 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1021.10 | 109.65 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1037.50 | 109.65 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1033.80 | 109.65 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 1010.70 | 109.65 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 986.20 | 109.65 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 994.00 | 109.65 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 1004.10 | 109.65 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 1028.60 | 109.65 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 1005.60 | 109.65 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 1013.60 | 109.65 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 1026.80 | 109.65 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 1018.50 | 109.65 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 1005.40 | 109.65 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 1013.20 | 109.65 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 1005.20 | 109.65 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 1085.00 | 109.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 1066.60 | 109.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 1041.90 | 109.65 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 1057.00 | 109.65 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 1043.10 | 109.65 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 1042.80 | 109.65 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1052.30 | 109.65 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1062.95 | 109.65 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1170 expiring on 30DEC2025
Delta for 1170 PE is -
Historical price for 1170 PE is as follows
On 15 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 109.65, 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 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 109.65, 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 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 109.65, 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 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 109.65, 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 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 109.65, 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 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 109.65, 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 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 109.65, 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 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 109.65, 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 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 109.65, 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 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 109.65, 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 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 109.65, 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 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 109.65, 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 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 109.65, 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 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 109.65, 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 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 109.65, 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 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 109.65, 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 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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 109.65, 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































































































































































































































