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 860 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	999.60	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500
16 Dec	998.40	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500
15 Dec	1012.70	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	0 0
12 Dec	1017.30	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500
11 Dec	1006.40	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500
10 Dec	1010.30	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500

9 Dec	1016.70	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	0 0
8 Dec	1026.40	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	14 10,500
4 Dec	1029.10	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	0 0
2 Dec	1025.50	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	0 0
1 Dec	1021.10	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	0 0	0 0	0 0
28 Nov	1037.50	185.05 ₹ 1,38,787.5	-0.05 -37.50	-	1 750	0 0	14 10,500
27 Nov	1033.80	185.1 ₹ 1,38,825	31.6 23700.00	38.42	1 750	0 0	14 10,500
26 Nov	1010.70	153.5 ₹ 1,15,125	-4.5 -3375.00	-	0 0	0 0	0 0
25 Nov	986.20	153.5 ₹ 1,15,125	-4.5 -3375.00	-	0 0	2 1,500	0 0
24 Nov	994.00	153.5 ₹ 1,15,125	-4.5 -3375.00	48.13	7 5,250	2 1,500	14 10,500
21 Nov	1004.10	158 ₹ 1,18,500	-17 -12750.00	39.23	8 6,000	4 3,000	8 6,000
20 Nov	1028.60	175 ₹ 1,31,250	-0.5 -375.00	-	2 1,500	0 0	2 1,500
19 Nov	1005.60	176 ₹ 1,32,000	12.95 9712.50	-	0 0	0 0	0 0
18 Nov	1013.60	176 ₹ 1,32,000	12.95 9712.50	-	0 0	2 1,500	0 0

For Bajaj Finance Limited - strike price 860 expiring on 30DEC2025

Delta for 860 CE is -

Historical price for 860 CE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 185.05, which was -0.05 lower 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 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 185.05, which was -0.05 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 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 185.05, which was -0.05 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 185.05, which was -0.05 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 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 185.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 185.1, which was 31.6 higher than the previous day. The implied volatity was 38.42, the open interest changed by 0 which decreased total open position to 14

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 153.5, which was -4.5 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 153.5, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 153.5, which was -4.5 lower than the previous day. The implied volatity was 48.13, the open interest changed by 2 which increased total open position to 14

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 158, which was -17 lower than the previous day. The implied volatity was 39.23, the open interest changed by 4 which increased total open position to 8

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 175, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 176, which was 12.95 higher 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 176, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

BAJFINANCE 30DEC2025 860 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	999.60	0.2 ₹ 150	0 0.00	-	0 0	0 0	39 29,250
16 Dec	998.40	0.2 ₹ 150	0 0.00	-	0 0	0 0	39 29,250
15 Dec	1012.70	0.2 ₹ 150	0 0.00	34.89	2 1,500	1 750	38 28,500
12 Dec	1017.30	0.2 ₹ 150	0.05 37.50	32.46	1 750	0 0	36 27,000
11 Dec	1006.40	0.15 ₹ 112.5	-0.1 -75.00	-	0 0	0 0	36 27,000
10 Dec	1010.30	0.15 ₹ 112.5	-0.1 -75.00	-	0 0	0 0	36 27,000
9 Dec	1016.70	0.15 ₹ 112.5	-0.1 -75.00	-	0 0	0 0	0 0
8 Dec	1026.40	0.15 ₹ 112.5	-0.1 -75.00	-	0 0	0 0	36 27,000
4 Dec	1029.10	0.15 ₹ 112.5	-0.1 -75.00	27.95	4 3,000	0 0	40 30,000
2 Dec	1025.50	0.25 ₹ 187.5	-0.05 -37.50	-	0 0	-1 -750	0 0
1 Dec	1021.10	0.25 ₹ 187.5	-0.05 -37.50	27.31	1 750	0 0	41 30,750
28 Nov	1037.50	0.3 ₹ 225	0 0.00	29.08	1 750	0 0	41 30,750
27 Nov	1033.80	0.3 ₹ 225	-0.25 -187.50	28.25	3 2,250	-1 -750	41 30,750
26 Nov	1010.70	0.55 ₹ 412.5	-0.6 -450.00	27.17	62 46,500	37 27,750	41 30,750
25 Nov	986.20	1.15 ₹ 862.5	-10 -7500.00	26.48	7 5,250	4 3,000	4 3,000
24 Nov	994.00	11.15 ₹ 8,362.5	0 0.00	12.75	0 0	0 0	0 0
21 Nov	1004.10	11.15 ₹ 8,362.5	0 0.00	13.18	0 0	0 0	0 0
20 Nov	1028.60	11.15 ₹ 8,362.5	0 0.00	15.28	0 0	0 0	0 0
19 Nov	1005.60	11.15 ₹ 8,362.5	0 0.00	13.04	0 0	0 0	0 0
18 Nov	1013.60	11.15 ₹ 8,362.5	0 0.00	13.38	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 860 expiring on 30DEC2025

Delta for 860 PE is -

Historical price for 860 PE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 34.89, the open interest changed by 1 which increased total open position to 38

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 36

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.15, which was -0.1 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 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 27.95, the open interest changed by 0 which decreased total open position to 40

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 41

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 29.08, the open interest changed by 0 which decreased total open position to 41

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 28.25, the open interest changed by -1 which decreased total open position to 41

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was 27.17, the open interest changed by 37 which increased total open position to 41

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.15, which was -10 lower than the previous day. The implied volatity was 26.48, the open interest changed by 4 which increased total open position to 4

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 11.15, which was 0 lower than the previous day. The implied volatity was 12.75, 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 11.15, which was 0 lower than the previous day. The implied volatity was 13.18, 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 11.15, which was 0 lower than the previous day. The implied volatity was 15.28, 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 11.15, which was 0 lower than the previous day. The implied volatity was 13.04, 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 11.15, which was 0 lower than the previous day. The implied volatity was 13.38, the open interest changed by 0 which decreased total open position to 0

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