BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
02 Apr 2026 04:12 PM IST
| BAJFINANCE 28-Apr-2026 (24d) 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.8
Theta: -0.74
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 826.85 | 54.25 | 3.95 | 39.62 | 2,114 | 137 | 1,683 | |||||||||
| 1 Apr | 817.30 | 50.85 | 7.05 | 42.4 | 653 | -105 | 1,549 | |||||||||
| 30 Mar | 801.55 | 44.9 | -25.8 | 45.28 | 947 | 348 | 1,642 | |||||||||
| 27 Mar | 843.80 | 72.2 | -24.65 | 41.23 | 311 | 211 | 1,293 | |||||||||
| 25 Mar | 882.75 | 96.25 | 24.1 | 32.53 | 226 | 83 | 1,080 | |||||||||
| 24 Mar | 849.00 | 75.95 | 24.55 | 37.65 | 1,320 | 660 | 998 | |||||||||
| 23 Mar | 812.60 | 51.9 | -8.35 | 41.29 | 606 | 178 | 335 | |||||||||
| 20 Mar | 830.55 | 60.1 | -5.7 | 35.54 | 184 | 90 | 161 | |||||||||
| 19 Mar | 832.20 | 66.8 | -23.95 | 37.3 | 40 | 31 | 70 | |||||||||
| 18 Mar | 880.10 | 90.75 | 3.25 | 19.04 | 9 | 7 | 38 | |||||||||
| 17 Mar | 868.60 | 87.5 | -9.85 | 31.71 | 25 | 13 | 31 | |||||||||
| 16 Mar | 878.15 | 96.1 | 14.85 | 36.97 | 14 | 8 | 18 | |||||||||
| 13 Mar | 855.05 | 81.25 | -6.6 | 33.81 | 2 | 5 | 0 | |||||||||
| 12 Mar | 863.10 | 87.85 | -32 | 35.01 | 9 | 4 | 9 | |||||||||
| 11 Mar | 893.65 | 119.85 | -18.55 | 42.58 | 5 | 4 | 4 | |||||||||
| 27 Feb | 995.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1012.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1021.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1023.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1031.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 20 Feb | 1030.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1017.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1023.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1014.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1012.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1024.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 999.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 968.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 965.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 983.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 981.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 964.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 963.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 800 expiring on 28APR2026
Delta for 800 CE is 0.68
Historical price for 800 CE is as follows
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 54.25, which was 3.95 higher than the previous day. The implied volatity was 39.62, the open interest changed by 137 which increased total open position to 1683
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 50.85, which was 7.05 higher than the previous day. The implied volatity was 42.4, the open interest changed by -105 which decreased total open position to 1549
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 44.9, which was -25.8 lower than the previous day. The implied volatity was 45.28, the open interest changed by 348 which increased total open position to 1642
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 72.2, which was -24.65 lower than the previous day. The implied volatity was 41.23, the open interest changed by 211 which increased total open position to 1293
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 96.25, which was 24.1 higher than the previous day. The implied volatity was 32.53, the open interest changed by 83 which increased total open position to 1080
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 75.95, which was 24.55 higher than the previous day. The implied volatity was 37.65, the open interest changed by 660 which increased total open position to 998
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 51.9, which was -8.35 lower than the previous day. The implied volatity was 41.29, the open interest changed by 178 which increased total open position to 335
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 60.1, which was -5.7 lower than the previous day. The implied volatity was 35.54, the open interest changed by 90 which increased total open position to 161
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 66.8, which was -23.95 lower than the previous day. The implied volatity was 37.3, the open interest changed by 31 which increased total open position to 70
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 90.75, which was 3.25 higher than the previous day. The implied volatity was 19.04, the open interest changed by 7 which increased total open position to 38
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 87.5, which was -9.85 lower than the previous day. The implied volatity was 31.71, the open interest changed by 13 which increased total open position to 31
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 96.1, which was 14.85 higher than the previous day. The implied volatity was 36.97, the open interest changed by 8 which increased total open position to 18
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 81.25, which was -6.6 lower than the previous day. The implied volatity was 33.81, the open interest changed by 5 which increased total open position to 0
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 87.85, which was -32 lower than the previous day. The implied volatity was 35.01, the open interest changed by 4 which increased total open position to 9
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 119.85, which was -18.55 lower than the previous day. The implied volatity was 42.58, the open interest changed by 4 which increased total open position to 4
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. 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
| BAJFINANCE 28-Apr-2026 (24d) 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.81
Theta: -0.62
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 826.85 | 24.3 | -3.05 | 45.38 | 3,673 | 391 | 3,129 |
| 1 Apr | 817.30 | 26.05 | -12.45 | 42.51 | 3,191 | 686 | 2,739 |
| 30 Mar | 801.55 | 37.75 | 15.35 | 46.61 | 3,027 | 173 | 2,051 |
| 27 Mar | 843.80 | 21.7 | 9.5 | 44.75 | 2,157 | 613 | 1,881 |
| 25 Mar | 882.75 | 12.1 | -7.2 | 42.23 | 1,909 | -66 | 1,267 |
| 24 Mar | 849.00 | 19 | -16.35 | 42 | 1,760 | 481 | 1,332 |
| 23 Mar | 812.60 | 36.5 | 11.7 | 45.4 | 839 | 178 | 846 |
| 20 Mar | 830.55 | 25.3 | 0.2 | 39.63 | 434 | 61 | 679 |
| 19 Mar | 832.20 | 24 | 14.45 | 39.99 | 857 | 481 | 618 |
| 18 Mar | 880.10 | 9.3 | -2.85 | 35.15 | 157 | 28 | 137 |
| 17 Mar | 868.60 | 12.1 | -0.5 | 35.18 | 67 | 1 | 108 |
| 16 Mar | 878.15 | 13.25 | -5.05 | 37.36 | 239 | -83 | 108 |
| 13 Mar | 855.05 | 17.55 | 0.45 | 36.79 | 141 | -5 | 192 |
| 12 Mar | 863.10 | 18 | 6.6 | 38.55 | 336 | 132 | 195 |
| 11 Mar | 893.65 | 11.25 | -0.2 | 37.58 | 94 | 56 | 56 |
| 27 Feb | 995.90 | - | - | - | 0 | 0 | 0 |
| 26 Feb | 1012.95 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 1021.05 | - | - | - | 0 | 0 | 0 |
| 24 Feb | 1023.55 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 1031.00 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 1030.20 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 1017.05 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 1023.80 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 1014.15 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 1012.75 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 1024.75 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 999.10 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 968.95 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 965.60 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 983.15 | - | - | - | 0 | 0 | 0 |
| 6 Feb | 981.70 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 964.75 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 963.30 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 964.40 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 903.70 | - | - | - | 0 | 0 | 0 |
| 1 Feb | 902.35 | 11.45 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 800 expiring on 28APR2026
Delta for 800 PE is -0.34
Historical price for 800 PE is as follows
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 24.3, which was -3.05 lower than the previous day. The implied volatity was 45.38, the open interest changed by 391 which increased total open position to 3129
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 26.05, which was -12.45 lower than the previous day. The implied volatity was 42.51, the open interest changed by 686 which increased total open position to 2739
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 37.75, which was 15.35 higher than the previous day. The implied volatity was 46.61, the open interest changed by 173 which increased total open position to 2051
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 21.7, which was 9.5 higher than the previous day. The implied volatity was 44.75, the open interest changed by 613 which increased total open position to 1881
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 12.1, which was -7.2 lower than the previous day. The implied volatity was 42.23, the open interest changed by -66 which decreased total open position to 1267
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 19, which was -16.35 lower than the previous day. The implied volatity was 42, the open interest changed by 481 which increased total open position to 1332
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 36.5, which was 11.7 higher than the previous day. The implied volatity was 45.4, the open interest changed by 178 which increased total open position to 846
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 25.3, which was 0.2 higher than the previous day. The implied volatity was 39.63, the open interest changed by 61 which increased total open position to 679
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 24, which was 14.45 higher than the previous day. The implied volatity was 39.99, the open interest changed by 481 which increased total open position to 618
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 9.3, which was -2.85 lower than the previous day. The implied volatity was 35.15, the open interest changed by 28 which increased total open position to 137
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 12.1, which was -0.5 lower than the previous day. The implied volatity was 35.18, the open interest changed by 1 which increased total open position to 108
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 13.25, which was -5.05 lower than the previous day. The implied volatity was 37.36, the open interest changed by -83 which decreased total open position to 108
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 17.55, which was 0.45 higher than the previous day. The implied volatity was 36.79, the open interest changed by -5 which decreased total open position to 192
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 18, which was 6.6 higher than the previous day. The implied volatity was 38.55, the open interest changed by 132 which increased total open position to 195
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 11.25, which was -0.2 lower than the previous day. The implied volatity was 37.58, the open interest changed by 56 which increased total open position to 56
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 11.45, 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
