BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 999.60 | 162 | -18.7 | - | 3 | -2 | 55 | |||||||||
| 16 Dec | 998.40 | 181.35 | -0.65 | - | 0 | 0 | 57 | |||||||||
| 12 Dec | 1017.30 | 181.35 | -0.65 | - | 0 | 0 | 57 | |||||||||
| 11 Dec | 1006.40 | 181.35 | -0.65 | - | 0 | 0 | 57 | |||||||||
| 10 Dec | 1010.30 | 181.35 | -0.65 | - | 0 | 0 | 57 | |||||||||
| 9 Dec | 1016.70 | 181.35 | -0.65 | - | 3 | 0 | 57 | |||||||||
| 8 Dec | 1026.40 | 182 | -1.35 | - | 0 | 0 | 57 | |||||||||
| 2 Dec | 1025.50 | 182 | -1.35 | - | 1 | 0 | 56 | |||||||||
| 1 Dec | 1021.10 | 183.35 | 26.6 | - | 6 | 0 | 56 | |||||||||
| 25 Nov | 986.20 | 156.75 | -4.5 | - | 10 | 8 | 54 | |||||||||
| 24 Nov | 994.00 | 161.5 | -16.5 | - | 35 | 34 | 45 | |||||||||
| 21 Nov | 1004.10 | 178 | -2 | 40.22 | 4 | 2 | 9 | |||||||||
|
|
||||||||||||||||
| 20 Nov | 1028.60 | 180 | 2 | - | 1 | 0 | 6 | |||||||||
| 19 Nov | 1005.60 | 178 | -4.75 | 36.75 | 2 | 1 | 5 | |||||||||
| 18 Nov | 1013.60 | 182.75 | -1.25 | - | 2 | 1 | 3 | |||||||||
For Bajaj Finance Limited - strike price 840 expiring on 30DEC2025
Delta for 840 CE is -
Historical price for 840 CE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 162, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 55
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 181.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 181.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 181.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 181.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 181.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 182, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 182, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 183.35, which was 26.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 156.75, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 54
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 161.5, which was -16.5 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 45
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 178, which was -2 lower than the previous day. The implied volatity was 40.22, the open interest changed by 2 which increased total open position to 9
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 180, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 178, which was -4.75 lower than the previous day. The implied volatity was 36.75, the open interest changed by 1 which increased total open position to 5
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 182.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
| BAJFINANCE 30DEC2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 999.60 | 8.2 | 0 | 23.97 | 0 | 0 | 0 |
| 16 Dec | 998.40 | 8.2 | 0 | 23.88 | 0 | 0 | 0 |
| 12 Dec | 1017.30 | 8.2 | 0 | 22.15 | 0 | 0 | 0 |
| 11 Dec | 1006.40 | 8.2 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1010.30 | 8.2 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1016.70 | 8.2 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1026.40 | 8.2 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1025.50 | 8.2 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 1021.10 | 8.2 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 986.20 | 8.2 | 0 | 13.89 | 0 | 0 | 0 |
| 24 Nov | 994.00 | 8.2 | 0 | 15.19 | 0 | 0 | 0 |
| 21 Nov | 1004.10 | 8.2 | 0 | 15.43 | 0 | 0 | 0 |
| 20 Nov | 1028.60 | 8.2 | 0 | 16.54 | 0 | 0 | 0 |
| 19 Nov | 1005.60 | 8.2 | 0 | 15.22 | 0 | 0 | 0 |
| 18 Nov | 1013.60 | 8.2 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 840 expiring on 30DEC2025
Delta for 840 PE is -0.00
Historical price for 840 PE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 23.97, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 8.2, which was 0 lower than the previous day. The implied volatity was 23.88, 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 8.2, which was 0 lower than the previous day. The implied volatity was 22.15, 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 8.2, 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 8.2, 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 8.2, 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 8.2, 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 8.2, 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 8.2, 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 8.2, which was 0 lower than the previous day. The implied volatity was 13.89, 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 8.2, which was 0 lower than the previous day. The implied volatity was 15.19, 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 8.2, which was 0 lower than the previous day. The implied volatity was 15.43, 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 8.2, which was 0 lower than the previous day. The implied volatity was 16.54, 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 8.2, which was 0 lower than the previous day. The implied volatity was 15.22, 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 8.2, 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































































































































































































































