[--[65.84.65.76]--]

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
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