BAJFINANCE

Bajaj Finance Limited

998.4 -14.30 (-1.41%)

L: 996.5 H: 1010.6

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Historical option data for BAJFINANCE
16 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 870 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	998.40	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
15 Dec	1012.70	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
12 Dec	1017.30	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
11 Dec	1006.40	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
10 Dec	1010.30	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0

9 Dec	1016.70	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
8 Dec	1026.40	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
5 Dec	1048.00	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
4 Dec	1029.10	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
3 Dec	1021.40	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
2 Dec	1025.50	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
1 Dec	1021.10	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
28 Nov	1037.50	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
27 Nov	1033.80	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
26 Nov	1010.70	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
25 Nov	986.20	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
24 Nov	994.00	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
21 Nov	1004.10	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
20 Nov	1028.60	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
19 Nov	1005.60	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	214.15 ₹ 1,60,612.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 870 expiring on 30DEC2025

Delta for 870 CE is -

Historical price for 870 CE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 214.15, 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 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 214.15, 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 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 214.15, 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 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 214.15, 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 214.15, 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 214.15, 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 214.15, 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 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 214.15, 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 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 214.15, 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 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 214.15, 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 214.15, 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 214.15, 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 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 214.15, 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 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 214.15, 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 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 214.15, 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 214.15, 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 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 214.15, 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 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 214.15, 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 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 214.15, 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 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 214.15, 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 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 214.15, 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 30DEC2025 870 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	998.40	0.1 ₹ 75	-0.25 -187.50	-	0 0	0 0	204 1,53,000
15 Dec	1012.70	0.1 ₹ 75	-0.25 -187.50	30.22	13 9,750	0 0	204 1,53,000
12 Dec	1017.30	0.35 ₹ 262.5	0.2 150.00	-	0 0	0 0	204 1,53,000
11 Dec	1006.40	0.35 ₹ 262.5	0.2 150.00	30.68	5 3,750	0 0	201 1,50,750
10 Dec	1010.30	0.15 ₹ 112.5	0 0.00	-	0 0	0 0	201 1,50,750
9 Dec	1016.70	0.15 ₹ 112.5	0 0.00	27.79	4 3,000	0 0	200 1,50,000
8 Dec	1026.40	0.15 ₹ 112.5	0.05 37.50	28.13	1 750	0 0	200 1,50,000
5 Dec	1048.00	0.1 ₹ 75	0 0.00	28.16	37 27,750	-32 -24,000	198 1,48,500
4 Dec	1029.10	0.1 ₹ 75	-0.15 -112.50	25.33	10 7,500	0 0	230 1,72,500
3 Dec	1021.40	0.25 ₹ 187.5	0.05 37.50	26.98	4 3,000	0 0	230 1,72,500
2 Dec	1025.50	0.2 ₹ 150	-0.05 -37.50	26.18	21 15,750	-5 -3,750	230 1,72,500
1 Dec	1021.10	0.25 ₹ 187.5	0.05 37.50	25.75	17 12,750	0 0	235 1,76,250
28 Nov	1037.50	0.2 ₹ 150	-0.05 -37.50	26.18	59 44,250	0 0	235 1,76,250
27 Nov	1033.80	0.25 ₹ 187.5	-0.25 -187.50	26.25	45 33,750	7 5,250	235 1,76,250
26 Nov	1010.70	0.5 ₹ 375	-0.85 -637.50	25.21	274 2,05,500	218 1,63,500	230 1,72,500
25 Nov	986.20	1.4 ₹ 1,050	-0.1 -75.00	25.68	22 16,500	12 9,000	13 9,750
24 Nov	994.00	1.5 ₹ 1,125	-0.8 -600.00	-	0 0	0 0	0 0
21 Nov	1004.10	1.5 ₹ 1,125	-0.8 -600.00	-	0 0	0 0	0 0
20 Nov	1028.60	1.5 ₹ 1,125	-0.8 -600.00	-	0 0	1 750	0 0
19 Nov	1005.60	1.5 ₹ 1,125	-0.8 -600.00	27.35	1 750	0 0	0 0
18 Nov	1013.60	2.3 ₹ 1,725	0 0.00	12.70	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 870 expiring on 30DEC2025

Delta for 870 PE is -

Historical price for 870 PE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 204

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.1, which was -0.25 lower than the previous day. The implied volatity was 30.22, the open interest changed by 0 which decreased total open position to 204

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 204

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 201

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 201

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 200

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 200

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 28.16, the open interest changed by -32 which decreased total open position to 198

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 25.33, the open interest changed by 0 which decreased total open position to 230

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 230

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by -5 which decreased total open position to 230

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 25.75, the open interest changed by 0 which decreased total open position to 235

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 235

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 26.25, the open interest changed by 7 which increased total open position to 235

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.5, which was -0.85 lower than the previous day. The implied volatity was 25.21, the open interest changed by 218 which increased total open position to 230

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 25.68, the open interest changed by 12 which increased total open position to 13

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 1.5, which was -0.8 lower than the previous day. The implied volatity was -, 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 1.5, which was -0.8 lower than the previous day. The implied volatity was -, 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 1.5, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 1.5, which was -0.8 lower than the previous day. The implied volatity was 27.35, 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 2.3, which was 0 lower than the previous day. The implied volatity was 12.70, the open interest changed by 0 which decreased total open position to 0

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