BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
09 Apr 2026 04:16 PM IST
| BAJFINANCE 28-Apr-2026 (18d) 870 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.67
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 903.25 | 46.7 | -9.9 | 30.29 | 126 | -1 | 566 | |||||||||
| 8 Apr | 915.05 | 57.05 | 32.95 | 26.7 | 736 | -233 | 569 | |||||||||
| 7 Apr | 855.10 | 25 | 2.2 | 36.71 | 2,479 | 105 | 911 | |||||||||
| 6 Apr | 850.85 | 22.6 | 4.55 | 35.02 | 1,704 | 79 | 809 | |||||||||
| 2 Apr | 826.85 | 17.6 | 0.8 | 35.62 | 590 | 83 | 733 | |||||||||
| 1 Apr | 817.30 | 17.2 | 2.55 | 38.45 | 683 | 27 | 649 | |||||||||
| 30 Mar | 801.55 | 15.5 | -13.1 | 41.28 | 897 | 92 | 622 | |||||||||
| 27 Mar | 843.80 | 29 | -16.75 | 36.08 | 536 | 169 | 530 | |||||||||
| 25 Mar | 882.75 | 45.1 | 14.7 | 31.57 | 752 | 96 | 361 | |||||||||
| 24 Mar | 849.00 | 32 | 12 | 34.18 | 165 | -7 | 264 | |||||||||
| 23 Mar | 812.60 | 20 | -4.15 | 38.29 | 160 | -18 | 269 | |||||||||
| 20 Mar | 830.55 | 23.9 | -2.35 | 33.72 | 152 | 26 | 288 | |||||||||
| 19 Mar | 832.20 | 27.25 | -18.25 | 33.91 | 173 | 100 | 266 | |||||||||
| 18 Mar | 880.10 | 46.8 | 7 | 29.43 | 208 | 63 | 171 | |||||||||
| 17 Mar | 868.60 | 39.7 | -6.55 | 29.96 | 98 | 47 | 107 | |||||||||
| 16 Mar | 878.15 | 45.5 | 8.6 | 32.11 | 70 | 39 | 59 | |||||||||
| 13 Mar | 855.05 | 36.9 | -5.1 | 31.45 | 24 | 16 | 20 | |||||||||
| 12 Mar | 863.10 | 42 | -126.8 | 32.41 | 4 | 3 | 3 | |||||||||
| 11 Mar | 893.65 | 168.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 939.80 | 168.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 938.05 | 168.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 950.20 | 168.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 962.40 | 168.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 945.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 978.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 995.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1012.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1021.05 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 870 expiring on 28APR2026
Delta for 870 CE is 0.74
Historical price for 870 CE is as follows
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 46.7, which was -9.9 lower than the previous day. The implied volatity was 30.29, the open interest changed by -1 which decreased total open position to 566
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 57.05, which was 32.95 higher than the previous day. The implied volatity was 26.7, the open interest changed by -233 which decreased total open position to 569
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 25, which was 2.2 higher than the previous day. The implied volatity was 36.71, the open interest changed by 105 which increased total open position to 911
On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 22.6, which was 4.55 higher than the previous day. The implied volatity was 35.02, the open interest changed by 79 which increased total open position to 809
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 17.6, which was 0.8 higher than the previous day. The implied volatity was 35.62, the open interest changed by 83 which increased total open position to 733
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 17.2, which was 2.55 higher than the previous day. The implied volatity was 38.45, the open interest changed by 27 which increased total open position to 649
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 15.5, which was -13.1 lower than the previous day. The implied volatity was 41.28, the open interest changed by 92 which increased total open position to 622
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 29, which was -16.75 lower than the previous day. The implied volatity was 36.08, the open interest changed by 169 which increased total open position to 530
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 45.1, which was 14.7 higher than the previous day. The implied volatity was 31.57, the open interest changed by 96 which increased total open position to 361
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 32, which was 12 higher than the previous day. The implied volatity was 34.18, the open interest changed by -7 which decreased total open position to 264
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 20, which was -4.15 lower than the previous day. The implied volatity was 38.29, the open interest changed by -18 which decreased total open position to 269
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 23.9, which was -2.35 lower than the previous day. The implied volatity was 33.72, the open interest changed by 26 which increased total open position to 288
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 27.25, which was -18.25 lower than the previous day. The implied volatity was 33.91, the open interest changed by 100 which increased total open position to 266
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 46.8, which was 7 higher than the previous day. The implied volatity was 29.43, the open interest changed by 63 which increased total open position to 171
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 39.7, which was -6.55 lower than the previous day. The implied volatity was 29.96, the open interest changed by 47 which increased total open position to 107
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 45.5, which was 8.6 higher than the previous day. The implied volatity was 32.11, the open interest changed by 39 which increased total open position to 59
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 36.9, which was -5.1 lower than the previous day. The implied volatity was 31.45, the open interest changed by 16 which increased total open position to 20
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 42, which was -126.8 lower than the previous day. The implied volatity was 32.41, the open interest changed by 3 which increased total open position to 3
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 168.8, 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 168.8, 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 168.8, 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 168.8, 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 168.8, 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 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
On 2 Mar BAJFINANCE was trading at 978.25. 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 27 Feb BAJFINANCE was trading at 995.90. 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 26 Feb BAJFINANCE was trading at 1012.95. 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 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 28-Apr-2026 (18d) 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.3
Vega: 0.71
Theta: -0.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 903.25 | 14.95 | 4.25 | 36.86 | 1,070 | 254 | 791 |
| 8 Apr | 915.05 | 10.2 | -27.85 | 34.9 | 1,118 | -11 | 539 |
| 7 Apr | 855.10 | 38.85 | -1.7 | 40.21 | 651 | 191 | 491 |
| 6 Apr | 850.85 | 40.75 | -16.85 | 39.12 | 282 | 38 | 300 |
| 2 Apr | 826.85 | 56.55 | -6.95 | 40.48 | 70 | 19 | 265 |
| 1 Apr | 817.30 | 64.4 | -15.4 | 41.68 | 70 | 27 | 244 |
| 30 Mar | 801.55 | 79.5 | 29.9 | 44.98 | 105 | 18 | 216 |
| 27 Mar | 843.80 | 48.75 | 18.3 | 39.95 | 324 | 19 | 199 |
| 25 Mar | 882.75 | 30.2 | -16.15 | 37.54 | 296 | 109 | 179 |
| 24 Mar | 849.00 | 46 | -26.3 | 39.21 | 13 | -1 | 69 |
| 23 Mar | 812.60 | 74.15 | 14.65 | 42.87 | 14 | -4 | 70 |
| 20 Mar | 830.55 | 59.5 | 2.75 | 38.62 | 7 | 0 | 74 |
| 19 Mar | 832.20 | 56.75 | 28.95 | 39.12 | 26 | -7 | 75 |
| 18 Mar | 880.10 | 26.55 | -6.6 | 31.57 | 71 | 36 | 82 |
| 17 Mar | 868.60 | 33.25 | 2.75 | 32.12 | 53 | 27 | 41 |
| 16 Mar | 878.15 | 30.5 | -13.5 | 31.25 | 9 | 3 | 14 |
| 13 Mar | 855.05 | 44 | 3.4 | 35.16 | 6 | 2 | 11 |
| 12 Mar | 863.10 | 41.65 | 36.35 | 35.45 | 10 | 8 | 8 |
| 11 Mar | 893.65 | 5.3 | 0 | 3.13 | 0 | 0 | 0 |
| 10 Mar | 939.80 | 5.3 | 0 | 6.65 | 0 | 0 | 0 |
| 9 Mar | 938.05 | 5.3 | 0 | 6.58 | 0 | 0 | 0 |
| 6 Mar | 950.20 | 5.3 | 0 | 7.37 | 0 | 0 | 0 |
| 5 Mar | 962.40 | 5.3 | 0 | 7.99 | 0 | 0 | 0 |
| 4 Mar | 945.10 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 978.25 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 995.90 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1012.95 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1021.05 | 0 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 870 expiring on 28APR2026
Delta for 870 PE is -0.3
Historical price for 870 PE is as follows
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 14.95, which was 4.25 higher than the previous day. The implied volatity was 36.86, the open interest changed by 254 which increased total open position to 791
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 10.2, which was -27.85 lower than the previous day. The implied volatity was 34.9, the open interest changed by -11 which decreased total open position to 539
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 38.85, which was -1.7 lower than the previous day. The implied volatity was 40.21, the open interest changed by 191 which increased total open position to 491
On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 40.75, which was -16.85 lower than the previous day. The implied volatity was 39.12, the open interest changed by 38 which increased total open position to 300
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 56.55, which was -6.95 lower than the previous day. The implied volatity was 40.48, the open interest changed by 19 which increased total open position to 265
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 64.4, which was -15.4 lower than the previous day. The implied volatity was 41.68, the open interest changed by 27 which increased total open position to 244
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 79.5, which was 29.9 higher than the previous day. The implied volatity was 44.98, the open interest changed by 18 which increased total open position to 216
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 48.75, which was 18.3 higher than the previous day. The implied volatity was 39.95, the open interest changed by 19 which increased total open position to 199
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 30.2, which was -16.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 109 which increased total open position to 179
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 46, which was -26.3 lower than the previous day. The implied volatity was 39.21, the open interest changed by -1 which decreased total open position to 69
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 74.15, which was 14.65 higher than the previous day. The implied volatity was 42.87, the open interest changed by -4 which decreased total open position to 70
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 59.5, which was 2.75 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 74
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 56.75, which was 28.95 higher than the previous day. The implied volatity was 39.12, the open interest changed by -7 which decreased total open position to 75
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 26.55, which was -6.6 lower than the previous day. The implied volatity was 31.57, the open interest changed by 36 which increased total open position to 82
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 33.25, which was 2.75 higher than the previous day. The implied volatity was 32.12, the open interest changed by 27 which increased total open position to 41
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 30.5, which was -13.5 lower than the previous day. The implied volatity was 31.25, the open interest changed by 3 which increased total open position to 14
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 44, which was 3.4 higher than the previous day. The implied volatity was 35.16, the open interest changed by 2 which increased total open position to 11
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 41.65, which was 36.35 higher than the previous day. The implied volatity was 35.45, the open interest changed by 8 which increased total open position to 8
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 3.13, 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 5.3, which was 0 lower than the previous day. The implied volatity was 6.65, 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 5.3, which was 0 lower than the previous day. The implied volatity was 6.58, 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 5.3, which was 0 lower than the previous day. The implied volatity was 7.37, 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 5.3, which was 0 lower than the previous day. The implied volatity was 7.99, 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
On 2 Mar BAJFINANCE was trading at 978.25. 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 27 Feb BAJFINANCE was trading at 995.90. 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 26 Feb BAJFINANCE was trading at 1012.95. 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 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
