BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
30 Mar 2026 04:12 PM IST
| BAJFINANCE 28-Apr-2026 (28d) 850 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.84
Theta: -0.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 801.55 | 21.75 | -16.85 | 42.34 | 1,855 | 282 | 1,318 | |||||||||
| 27 Mar | 843.80 | 39.15 | -19.8 | 37.27 | 823 | 151 | 1,040 | |||||||||
| 25 Mar | 882.75 | 59.25 | 18.7 | 33.43 | 800 | 93 | 887 | |||||||||
| 24 Mar | 849.00 | 41.95 | 15.15 | 34.52 | 1,029 | 132 | 793 | |||||||||
| 23 Mar | 812.60 | 27 | -5.05 | 38.9 | 480 | 86 | 656 | |||||||||
| 20 Mar | 830.55 | 31.9 | -3.5 | 33.96 | 636 | 193 | 573 | |||||||||
| 19 Mar | 832.20 | 36.5 | -22.35 | 34.76 | 304 | 108 | 364 | |||||||||
| 18 Mar | 880.10 | 59 | 6.85 | 29.18 | 153 | 41 | 265 | |||||||||
| 17 Mar | 868.60 | 52.1 | -5.2 | 31.08 | 112 | 40 | 214 | |||||||||
| 16 Mar | 878.15 | 55.8 | 8.8 | 31.09 | 195 | 132 | 174 | |||||||||
| 13 Mar | 855.05 | 47.5 | -8 | 31.93 | 61 | 39 | 41 | |||||||||
| 12 Mar | 863.10 | 55.5 | -131.3 | 34.93 | 2 | 1 | 1 | |||||||||
| 11 Mar | 893.65 | 186.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Mar | 939.80 | 186.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 938.05 | 186.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 950.20 | 186.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 962.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 945.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 850 expiring on 28APR2026
Delta for 850 CE is 0.36
Historical price for 850 CE is as follows
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 21.75, which was -16.85 lower than the previous day. The implied volatity was 42.34, the open interest changed by 282 which increased total open position to 1318
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 39.15, which was -19.8 lower than the previous day. The implied volatity was 37.27, the open interest changed by 151 which increased total open position to 1040
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 59.25, which was 18.7 higher than the previous day. The implied volatity was 33.43, the open interest changed by 93 which increased total open position to 887
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 41.95, which was 15.15 higher than the previous day. The implied volatity was 34.52, the open interest changed by 132 which increased total open position to 793
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 27, which was -5.05 lower than the previous day. The implied volatity was 38.9, the open interest changed by 86 which increased total open position to 656
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 31.9, which was -3.5 lower than the previous day. The implied volatity was 33.96, the open interest changed by 193 which increased total open position to 573
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 36.5, which was -22.35 lower than the previous day. The implied volatity was 34.76, the open interest changed by 108 which increased total open position to 364
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 59, which was 6.85 higher than the previous day. The implied volatity was 29.18, the open interest changed by 41 which increased total open position to 265
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 52.1, which was -5.2 lower than the previous day. The implied volatity was 31.08, the open interest changed by 40 which increased total open position to 214
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 55.8, which was 8.8 higher than the previous day. The implied volatity was 31.09, the open interest changed by 132 which increased total open position to 174
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 47.5, which was -8 lower than the previous day. The implied volatity was 31.93, the open interest changed by 39 which increased total open position to 41
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 55.5, which was -131.3 lower than the previous day. The implied volatity was 34.93, the open interest changed by 1 which increased total open position to 1
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 186.8, 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 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 186.8, 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 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 186.8, 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 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 186.8, 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 5 Mar BAJFINANCE was trading at 962.40. 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 4 Mar BAJFINANCE was trading at 945.10. 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 (28d) 850 PE | |||||||
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Delta: -0.63
Vega: 0.85
Theta: -0.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 801.55 | 65.45 | 25.75 | 45.01 | 1,413 | 279 | 895 |
| 27 Mar | 843.80 | 38.95 | 15.3 | 41 | 1,162 | 96 | 617 |
| 25 Mar | 882.75 | 23.2 | -13.2 | 38.49 | 507 | 81 | 500 |
| 24 Mar | 849.00 | 35.85 | -24.55 | 39.35 | 273 | -58 | 419 |
| 23 Mar | 812.60 | 61.65 | 14.6 | 43.52 | 108 | -13 | 458 |
| 20 Mar | 830.55 | 47.05 | 2.3 | 38.11 | 233 | 123 | 469 |
| 19 Mar | 832.20 | 44.85 | 23.7 | 38.67 | 611 | -160 | 344 |
| 18 Mar | 880.10 | 19.8 | -5.75 | 32.34 | 671 | 373 | 505 |
| 17 Mar | 868.60 | 25 | 0.15 | 32.56 | 97 | 12 | 132 |
| 16 Mar | 878.15 | 25.8 | -8.35 | 34.5 | 114 | -5 | 121 |
| 13 Mar | 855.05 | 33.3 | 0.8 | 34.42 | 108 | 19 | 125 |
| 12 Mar | 863.10 | 32.55 | 11 | 35.67 | 136 | 22 | 103 |
| 11 Mar | 893.65 | 22.25 | 11.45 | 35.51 | 137 | 68 | 82 |
| 10 Mar | 939.80 | 10.8 | 7.25 | 34.4 | 21 | 12 | 12 |
| 9 Mar | 938.05 | 3.55 | 0 | 8.1 | 0 | 0 | 0 |
| 6 Mar | 950.20 | 3.55 | 0 | 8.8 | 0 | 0 | 0 |
| 5 Mar | 962.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 945.10 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 850 expiring on 28APR2026
Delta for 850 PE is -0.63
Historical price for 850 PE is as follows
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 65.45, which was 25.75 higher than the previous day. The implied volatity was 45.01, the open interest changed by 279 which increased total open position to 895
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 38.95, which was 15.3 higher than the previous day. The implied volatity was 41, the open interest changed by 96 which increased total open position to 617
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 23.2, which was -13.2 lower than the previous day. The implied volatity was 38.49, the open interest changed by 81 which increased total open position to 500
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 35.85, which was -24.55 lower than the previous day. The implied volatity was 39.35, the open interest changed by -58 which decreased total open position to 419
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 61.65, which was 14.6 higher than the previous day. The implied volatity was 43.52, the open interest changed by -13 which decreased total open position to 458
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 47.05, which was 2.3 higher than the previous day. The implied volatity was 38.11, the open interest changed by 123 which increased total open position to 469
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 44.85, which was 23.7 higher than the previous day. The implied volatity was 38.67, the open interest changed by -160 which decreased total open position to 344
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 19.8, which was -5.75 lower than the previous day. The implied volatity was 32.34, the open interest changed by 373 which increased total open position to 505
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 25, which was 0.15 higher than the previous day. The implied volatity was 32.56, the open interest changed by 12 which increased total open position to 132
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 25.8, which was -8.35 lower than the previous day. The implied volatity was 34.5, the open interest changed by -5 which decreased total open position to 121
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 33.3, which was 0.8 higher than the previous day. The implied volatity was 34.42, the open interest changed by 19 which increased total open position to 125
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 32.55, which was 11 higher than the previous day. The implied volatity was 35.67, the open interest changed by 22 which increased total open position to 103
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 22.25, which was 11.45 higher than the previous day. The implied volatity was 35.51, the open interest changed by 68 which increased total open position to 82
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 10.8, which was 7.25 higher than the previous day. The implied volatity was 34.4, the open interest changed by 12 which increased total open position to 12
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 8.1, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 8.8, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJFINANCE was trading at 962.40. 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 4 Mar BAJFINANCE was trading at 945.10. 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
