BAJFINANCE

Bajaj Finance Limited

999.6 +1.20 (0.12%)

L: 995.3 H: 1011.2

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Historical option data for BAJFINANCE
17 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 30-DEC-2025 1200 CE
Delta: 0.01 Vega: 0.04 Theta: -0.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	999.60	0.2 ₹ 150	-0.05 -37.50	38.99	162 1,21,500	-63 -47,250	369 2,76,750
16 Dec	998.40	0.2 ₹ 150	-0.05 -37.50	38.07	104 78,000	-10 -7,500	432 3,24,000
15 Dec	1012.70	0.25 ₹ 187.5	-0.1 -75.00	34.96	13 9,750	-8 -6,000	443 3,32,250
12 Dec	1017.30	0.35 ₹ 262.5	0.05 37.50	32.56	80 60,000	-66 -49,500	451 3,38,250
11 Dec	1006.40	0.3 ₹ 225	-0.1 -75.00	32.23	42 31,500	-18 -13,500	507 3,80,250
10 Dec	1010.30	0.35 ₹ 262.5	-0.05 -37.50	31.84	566 4,24,500	-72 -54,000	545 4,08,750
9 Dec	1016.70	0.4 ₹ 300	0.05 37.50	30.29	446 3,34,500	-27 -20,250	615 4,61,250
8 Dec	1026.40	0.4 ₹ 300	-0.05 -37.50	28.13	850 6,37,500	-135 -1,01,250	643 4,82,250
5 Dec	1048.00	0.4 ₹ 300	-0.05 -37.50	23.23	821 6,15,750	58 43,500	776 5,82,000
4 Dec	1029.10	0.45 ₹ 337.5	0 0.00	26.04	46 34,500	2 1,500	718 5,38,500
3 Dec	1021.40	0.45 ₹ 337.5	0 0.00	26.26	60 45,000	1 750	715 5,36,250
2 Dec	1025.50	0.45 ₹ 337.5	0 0.00	25.28	72 54,000	-1 -750	714 5,35,500
1 Dec	1021.10	0.4 ₹ 300	-0.15 -112.50	25.15	120 90,000	32 24,000	715 5,36,250
28 Nov	1037.50	0.5 ₹ 375	-0.1 -75.00	22.03	531 3,98,250	26 19,500	691 5,18,250
27 Nov	1033.80	0.6 ₹ 450	0.15 112.50	22.75	644 4,83,000	258 1,93,500	664 4,98,000
26 Nov	1010.70	0.45 ₹ 337.5	-0.05 -37.50	24.73	128 96,000	63 47,250	407 3,05,250
25 Nov	986.20	0.5 ₹ 375	-0.1 -75.00	27.96	61 45,750	-2 -1,500	344 2,58,000
24 Nov	994.00	0.6 ₹ 450	-0.05 -37.50	27.08	60 45,000	11 8,250	345 2,58,750
21 Nov	1004.10	0.6 ₹ 450	-0.35 -262.50	24.66	83 62,250	-2 -1,500	334 2,50,500
20 Nov	1028.60	0.95 ₹ 712.5	-0.05 -37.50	22.88	99 74,250	32 24,000	336 2,52,000
19 Nov	1005.60	0.95 ₹ 712.5	-0.2 -150.00	25.53	78 58,500	15 11,250	305 2,28,750
18 Nov	1013.60	1.1 ₹ 825	-0.5 -375.00	24.69	63 47,250	22 16,500	290 2,17,500
17 Nov	1026.80	1.55 ₹ 1,162.5	-0.1 -75.00	24.22	126 94,500	-19 -14,250	268 2,01,000
14 Nov	1018.50	1.55 ₹ 1,162.5	-0.15 -112.50	24.72	141 1,05,750	34 25,500	286 2,14,500
13 Nov	1005.40	1.7 ₹ 1,275	-0.15 -112.50	26.18	50 37,500	2 1,500	250 1,87,500
12 Nov	1013.20	1.8 ₹ 1,350	-0.55 -412.50	25.50	132 99,000	36 27,000	248 1,86,000
11 Nov	1005.20	2.35 ₹ 1,762.5	-7.4 -5550.00	26.84	413 3,09,750	82 61,500	214 1,60,500
10 Nov	1085.00	10.6 ₹ 7,950	3.2 2400.00	25.49	181 1,35,750	32 24,000	131 98,250
7 Nov	1066.60	7.4 ₹ 5,550	2.35 1762.50	24.35	89 66,750	69 51,750	98 73,500
6 Nov	1041.90	5.2 ₹ 3,900	-1.35 -1012.50	25.60	19 14,250	16 12,000	29 21,750

4 Nov	1057.00	6.55 ₹ 4,912.5	-6.1 -4575.00	24.91	15 11,250	11 8,250	11 8,250

For Bajaj Finance Limited - strike price 1200 expiring on 30DEC2025

Delta for 1200 CE is 0.01

Historical price for 1200 CE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.99, the open interest changed by -63 which decreased total open position to 369

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 38.07, the open interest changed by -10 which decreased total open position to 432

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 34.96, the open interest changed by -8 which decreased total open position to 443

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 32.56, the open interest changed by -66 which decreased total open position to 451

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 32.23, the open interest changed by -18 which decreased total open position to 507

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 31.84, the open interest changed by -72 which decreased total open position to 545

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 30.29, the open interest changed by -27 which decreased total open position to 615

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 28.13, the open interest changed by -135 which decreased total open position to 643

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by 58 which increased total open position to 776

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 26.04, the open interest changed by 2 which increased total open position to 718

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by 1 which increased total open position to 715

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 25.28, the open interest changed by -1 which decreased total open position to 714

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 25.15, the open interest changed by 32 which increased total open position to 715

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 22.03, the open interest changed by 26 which increased total open position to 691

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 22.75, the open interest changed by 258 which increased total open position to 664

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 24.73, the open interest changed by 63 which increased total open position to 407

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 27.96, the open interest changed by -2 which decreased total open position to 344

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 27.08, the open interest changed by 11 which increased total open position to 345

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 24.66, the open interest changed by -2 which decreased total open position to 334

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by 32 which increased total open position to 336

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 25.53, the open interest changed by 15 which increased total open position to 305

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 24.69, the open interest changed by 22 which increased total open position to 290

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 24.22, the open interest changed by -19 which decreased total open position to 268

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 24.72, the open interest changed by 34 which increased total open position to 286

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 2 which increased total open position to 250

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 25.50, the open interest changed by 36 which increased total open position to 248

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 2.35, which was -7.4 lower than the previous day. The implied volatity was 26.84, the open interest changed by 82 which increased total open position to 214

On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 10.6, which was 3.2 higher than the previous day. The implied volatity was 25.49, the open interest changed by 32 which increased total open position to 131

On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 7.4, which was 2.35 higher than the previous day. The implied volatity was 24.35, the open interest changed by 69 which increased total open position to 98

On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 5.2, which was -1.35 lower than the previous day. The implied volatity was 25.60, the open interest changed by 16 which increased total open position to 29

On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 6.55, which was -6.1 lower than the previous day. The implied volatity was 24.91, the open interest changed by 11 which increased total open position to 11

BAJFINANCE 30DEC2025 1200 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	999.60	192 ₹ 1,44,000	18.6 13950.00	-	1 750	0 0	122 91,500
16 Dec	998.40	173.4 ₹ 1,30,050	28.1 21075.00	-	0 0	0 0	122 91,500
15 Dec	1012.70	173.4 ₹ 1,30,050	28.1 21075.00	-	0 0	0 0	0 0
12 Dec	1017.30	173.4 ₹ 1,30,050	28.1 21075.00	-	0 0	0 0	122 91,500
11 Dec	1006.40	173.4 ₹ 1,30,050	28.1 21075.00	-	0 0	0 0	122 91,500
10 Dec	1010.30	173.4 ₹ 1,30,050	28.1 21075.00	-	1 750	0 0	121 90,750
9 Dec	1016.70	145.3 ₹ 1,08,975	-25.55 -19162.50	-	0 0	0 0	0 0
8 Dec	1026.40	145.3 ₹ 1,08,975	-25.55 -19162.50	-	0 0	0 0	121 90,750
5 Dec	1048.00	145.3 ₹ 1,08,975	-25.55 -19162.50	22.23	4 3,000	-1 -750	120 90,000
4 Dec	1029.10	170.85 ₹ 1,28,137.5	13.75 10312.50	-	0 0	0 0	0 0
3 Dec	1021.40	170.85 ₹ 1,28,137.5	13.75 10312.50	-	0 0	2 1,500	0 0
2 Dec	1025.50	170.85 ₹ 1,28,137.5	13.75 10312.50	40.66	4 3,000	3 2,250	122 91,500
1 Dec	1021.10	157.1 ₹ 1,17,825	0.55 412.50	-	1 750	0 0	118 88,500
28 Nov	1037.50	156.25 ₹ 1,17,187.5	-2.05 -1537.50	34.36	18 13,500	16 12,000	117 87,750
27 Nov	1033.80	158.25 ₹ 1,18,687.5	-29.25 -21937.50	33.56	10 7,500	3 2,250	98 73,500
26 Nov	1010.70	187.5 ₹ 1,40,625	-13.7 -10275.00	44.96	2 1,500	1 750	94 70,500
25 Nov	986.20	201.2 ₹ 1,50,900	14.2 10650.00	-	7 5,250	2 1,500	88 66,000
24 Nov	994.00	187 ₹ 1,40,250	25.8 19350.00	-	3 2,250	1 750	84 63,000
21 Nov	1004.10	161.5 ₹ 1,21,125	-34.05 -25537.50	-	0 0	83 62,250	0 0
20 Nov	1028.60	161.5 ₹ 1,21,125	-34.05 -25537.50	29.21	85 63,750	83 62,250	83 62,250
19 Nov	1005.60	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1026.80	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
14 Nov	1018.50	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1005.40	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
12 Nov	1013.20	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1005.20	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
10 Nov	1085.00	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	195.55 ₹ 1,46,662.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 1200 expiring on 30DEC2025

Delta for 1200 PE is -

Historical price for 1200 PE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 192, which was 18.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 173.4, 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 122

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 173.4, 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 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 173.4, 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 122

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 173.4, 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 122

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 173.4, 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 121

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 145.3, which was -25.55 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 145.3, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 145.3, which was -25.55 lower than the previous day. The implied volatity was 22.23, the open interest changed by -1 which decreased total open position to 120

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 170.85, which was 13.75 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 170.85, which was 13.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 170.85, which was 13.75 higher than the previous day. The implied volatity was 40.66, the open interest changed by 3 which increased total open position to 122

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 157.1, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 156.25, which was -2.05 lower than the previous day. The implied volatity was 34.36, the open interest changed by 16 which increased total open position to 117

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 158.25, which was -29.25 lower than the previous day. The implied volatity was 33.56, the open interest changed by 3 which increased total open position to 98

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 187.5, which was -13.7 lower than the previous day. The implied volatity was 44.96, the open interest changed by 1 which increased total open position to 94

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 201.2, which was 14.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 88

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 187, which was 25.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 84

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 161.5, which was -34.05 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 0

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 161.5, which was -34.05 lower than the previous day. The implied volatity was 29.21, the open interest changed by 83 which increased total open position to 83

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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 195.55, 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

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