[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1017.3 +10.90 (1.08%)
L: 1000 H: 1020.8

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Historical option data for BAJFINANCE

12 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 1180 CE
Delta: 0.01
Vega: 0.08
Theta: -0.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 0.3 0 29.01 5 -1 167
11 Dec 1006.40 0.3 -0.15 29.64 17 -9 168
10 Dec 1010.30 0.45 0.05 30.13 32 -18 178
9 Dec 1016.70 0.4 0.05 27.55 6 -3 195
8 Dec 1026.40 0.35 -0.15 24.96 40 -29 200
5 Dec 1048.00 0.5 0.05 21.37 383 38 224
4 Dec 1029.10 0.45 0 23.54 81 15 184
3 Dec 1021.40 0.45 -0.1 23.81 32 -13 169
2 Dec 1025.50 0.55 0 23.56 115 -4 188
1 Dec 1021.10 0.55 -0.15 23.91 186 -42 173
28 Nov 1037.50 0.7 -0.05 20.80 126 19 215
27 Nov 1033.80 0.8 0.25 21.41 707 46 202
26 Nov 1010.70 0.55 0.15 23.08 52 20 148
25 Nov 986.20 0.4 -0.35 25.05 3 2 129
24 Nov 994.00 0.75 -0.1 25.80 7 -3 127
21 Nov 1004.10 0.85 -0.45 23.71 35 -6 131
20 Nov 1028.60 1.3 0.1 21.87 157 82 136
19 Nov 1005.60 1.15 -0.1 24.17 59 11 43
18 Nov 1013.60 0.75 -1.4 21.10 13 2 30
17 Nov 1026.80 2.15 0 23.45 29 6 28
14 Nov 1018.50 2.1 -0.3 23.84 5 1 21
13 Nov 1005.40 2.4 -0.1 25.73 6 2 20
12 Nov 1013.20 2.5 -0.5 24.98 12 4 18
11 Nov 1005.20 3 -10.15 25.92 33 -5 14
10 Nov 1085.00 13.45 2.5 24.87 26 8 18
7 Nov 1066.60 10.95 4.95 24.88 6 0 10
6 Nov 1041.90 6 -3 24.10 8 -3 10
4 Nov 1057.00 9 1.25 24.81 1 0 13
3 Nov 1043.10 7.75 -0.65 25.54 10 6 13
31 Oct 1042.80 8.15 -0.4 - 18 1 7
30 Oct 1052.30 8.55 -2.5 23.48 3 -1 6
29 Oct 1062.95 11.05 0 23.62 1 0 6
28 Oct 1072.75 11.05 -3.95 21.58 3 1 8
27 Oct 1084.40 15 -2.5 22.94 3 0 6
24 Oct 1089.75 17.5 0 22.63 2 1 5
23 Oct 1094.15 17.5 3.15 22.14 3 1 3
21 Oct 1086.50 14.35 -1 - 0 2 0
20 Oct 1081.00 14.35 -1 21.19 4 2 2


For Bajaj Finance Limited - strike price 1180 expiring on 30DEC2025

Delta for 1180 CE is 0.01

Historical price for 1180 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 29.01, the open interest changed by -1 which decreased total open position to 167


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 29.64, the open interest changed by -9 which decreased total open position to 168


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 30.13, the open interest changed by -18 which decreased total open position to 178


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by -3 which decreased total open position to 195


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by -29 which decreased total open position to 200


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 21.37, the open interest changed by 38 which increased total open position to 224


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 23.54, the open interest changed by 15 which increased total open position to 184


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 23.81, the open interest changed by -13 which decreased total open position to 169


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 23.56, the open interest changed by -4 which decreased total open position to 188


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 23.91, the open interest changed by -42 which decreased total open position to 173


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 20.80, the open interest changed by 19 which increased total open position to 215


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 21.41, the open interest changed by 46 which increased total open position to 202


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 23.08, the open interest changed by 20 which increased total open position to 148


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 2 which increased total open position to 129


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 25.80, the open interest changed by -3 which decreased total open position to 127


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 23.71, the open interest changed by -6 which decreased total open position to 131


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 21.87, the open interest changed by 82 which increased total open position to 136


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 24.17, the open interest changed by 11 which increased total open position to 43


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 0.75, which was -1.4 lower than the previous day. The implied volatity was 21.10, the open interest changed by 2 which increased total open position to 30


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 23.45, the open interest changed by 6 which increased total open position to 28


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 2.1, which was -0.3 lower than the previous day. The implied volatity was 23.84, the open interest changed by 1 which increased total open position to 21


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 2.4, which was -0.1 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 20


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 18


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 3, which was -10.15 lower than the previous day. The implied volatity was 25.92, the open interest changed by -5 which decreased total open position to 14


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 13.45, which was 2.5 higher than the previous day. The implied volatity was 24.87, the open interest changed by 8 which increased total open position to 18


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 10.95, which was 4.95 higher than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 10


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 6, which was -3 lower than the previous day. The implied volatity was 24.10, the open interest changed by -3 which decreased total open position to 10


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 9, which was 1.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by 0 which decreased total open position to 13


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 7.75, which was -0.65 lower than the previous day. The implied volatity was 25.54, the open interest changed by 6 which increased total open position to 13


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 8.15, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 8.55, which was -2.5 lower than the previous day. The implied volatity was 23.48, the open interest changed by -1 which decreased total open position to 6


On 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 23.62, the open interest changed by 0 which decreased total open position to 6


On 28 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 11.05, which was -3.95 lower than the previous day. The implied volatity was 21.58, the open interest changed by 1 which increased total open position to 8


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 15, which was -2.5 lower than the previous day. The implied volatity was 22.94, the open interest changed by 0 which decreased total open position to 6


On 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 17.5, which was 0 lower than the previous day. The implied volatity was 22.63, the open interest changed by 1 which increased total open position to 5


On 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 17.5, which was 3.15 higher than the previous day. The implied volatity was 22.14, the open interest changed by 1 which increased total open position to 3


On 21 Oct BAJFINANCE was trading at 1086.50. The strike last trading price was 14.35, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 20 Oct BAJFINANCE was trading at 1081.00. The strike last trading price was 14.35, which was -1 lower than the previous day. The implied volatity was 21.19, the open interest changed by 2 which increased total open position to 2


BAJFINANCE 30DEC2025 1180 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 124.5 -21.75 - 0 0 378
11 Dec 1006.40 124.5 -21.75 - 0 0 378
10 Dec 1010.30 124.5 -21.75 - 0 0 378
9 Dec 1016.70 124.5 -21.75 - 0 0 0
8 Dec 1026.40 124.5 -21.75 - 0 0 378
5 Dec 1048.00 124.5 -21.75 - 5 0 377
4 Dec 1029.10 146.25 8.9 - 0 0 0
3 Dec 1021.40 146.25 8.9 - 0 0 0
2 Dec 1025.50 146.25 8.9 - 0 -1 0
1 Dec 1021.10 146.25 8.9 - 11 -1 377
28 Nov 1037.50 137.35 -2.45 32.82 20 -14 377
27 Nov 1033.80 139.75 -7.75 32.82 28 -8 395
26 Nov 1010.70 147.5 -3.45 - 0 0 0
25 Nov 986.20 147.5 -3.45 - 0 0 0
24 Nov 994.00 147.5 -3.45 - 0 1 0
21 Nov 1004.10 147.5 -3.45 - 1 0 402
20 Nov 1028.60 150.95 -12.9 39.26 17 15 400
19 Nov 1005.60 163.5 6.45 28.05 169 128 344
18 Nov 1013.60 156 15.45 29.28 207 171 180
17 Nov 1026.80 140.55 -17.45 21.42 8 5 8
14 Nov 1018.50 158 28.1 - 0 0 0
13 Nov 1005.40 158 28.1 - 0 0 0
12 Nov 1013.20 158 28.1 - 0 1 0
11 Nov 1005.20 158 28.1 25.65 3 0 2
10 Nov 1085.00 129.9 12.3 - 0 0 0
7 Nov 1066.60 129.9 12.3 - 0 0 0
6 Nov 1041.90 129.9 12.3 - 0 0 0
4 Nov 1057.00 129.9 12.3 - 0 0 0
3 Nov 1043.10 129.9 12.3 26.60 2 0 2
31 Oct 1042.80 117.6 -61 - 0 2 0
30 Oct 1052.30 117.6 -61 24.64 2 0 0
29 Oct 1062.95 178.6 0 - 0 0 0
28 Oct 1072.75 0 0 - 0 0 0
27 Oct 1084.40 0 0 - 0 0 0
24 Oct 1089.75 0 0 - 0 0 0
23 Oct 1094.15 0 0 - 0 0 0
21 Oct 1086.50 0 0 - 0 0 0
20 Oct 1081.00 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 1180 expiring on 30DEC2025

Delta for 1180 PE is -

Historical price for 1180 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 124.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 378


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 124.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 378


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 124.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 378


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 124.5, which was -21.75 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 124.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 378


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 124.5, which was -21.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 377


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 146.25, which was 8.9 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 146.25, which was 8.9 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 146.25, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 146.25, which was 8.9 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 377


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 137.35, which was -2.45 lower than the previous day. The implied volatity was 32.82, the open interest changed by -14 which decreased total open position to 377


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 139.75, which was -7.75 lower than the previous day. The implied volatity was 32.82, the open interest changed by -8 which decreased total open position to 395


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 147.5, which was -3.45 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 147.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 147.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 147.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 402


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 150.95, which was -12.9 lower than the previous day. The implied volatity was 39.26, the open interest changed by 15 which increased total open position to 400


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 163.5, which was 6.45 higher than the previous day. The implied volatity was 28.05, the open interest changed by 128 which increased total open position to 344


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 156, which was 15.45 higher than the previous day. The implied volatity was 29.28, the open interest changed by 171 which increased total open position to 180


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 140.55, which was -17.45 lower than the previous day. The implied volatity was 21.42, the open interest changed by 5 which increased total open position to 8


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 158, which was 28.1 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 158, which was 28.1 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 158, which was 28.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 158, which was 28.1 higher than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 2


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 129.9, which was 12.3 higher 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 129.9, which was 12.3 higher 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 129.9, which was 12.3 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 129.9, which was 12.3 higher 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 129.9, which was 12.3 higher than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 2


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 117.6, which was -61 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 117.6, which was -61 lower than the previous day. The implied volatity was 24.64, 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 178.6, 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 28 Oct BAJFINANCE was trading at 1072.75. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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