BAJFINANCE

Bajaj Finance Limited

1017.3 +10.90 (1.08%)

L: 1000 H: 1020.8

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Historical option data for BAJFINANCE
12 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 880 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	140 ₹ 1,05,000	24.25 18187.50	-	0 0	0 0	37 27,750
11 Dec	1006.40	140 ₹ 1,05,000	24.25 18187.50	-	0 0	0 0	37 27,750
10 Dec	1010.30	140 ₹ 1,05,000	24.25 18187.50	49.23	2 1,500	0 0	39 29,250
9 Dec	1016.70	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
8 Dec	1026.40	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	39 29,250

5 Dec	1048.00	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
4 Dec	1029.10	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
3 Dec	1021.40	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
2 Dec	1025.50	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
1 Dec	1021.10	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
28 Nov	1037.50	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
27 Nov	1033.80	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	0 0	0 0
26 Nov	1010.70	114.85 ₹ 86,137.5	-7.65 -5737.50	-	0 0	-6 -4,500	0 0
25 Nov	986.20	114.85 ₹ 86,137.5	-7.65 -5737.50	24.06	11 8,250	-7 -5,250	38 28,500
24 Nov	994.00	123.2 ₹ 92,400	-12.8 -9600.00	21.23	31 23,250	-10 -7,500	45 33,750
21 Nov	1004.10	136 ₹ 1,02,000	-21 -15750.00	30.72	2 1,500	-1 -750	55 41,250
20 Nov	1028.60	157 ₹ 1,17,750	18.75 14062.50	-	21 15,750	17 12,750	54 40,500
19 Nov	1005.60	138.25 ₹ 1,03,687.5	-15.25 -11437.50	28.75	10 7,500	8 6,000	35 26,250
18 Nov	1013.60	153.5 ₹ 1,15,125	10.3 7725.00	-	0 0	1 750	0 0
17 Nov	1026.80	153.5 ₹ 1,15,125	10.3 7725.00	-	1 750	0 0	26 19,500
14 Nov	1018.50	143.2 ₹ 1,07,400	-1.8 -1350.00	-	10 7,500	9 6,750	25 18,750
13 Nov	1005.40	145 ₹ 1,08,750	8.5 6375.00	-	0 0	2 1,500	0 0
12 Nov	1013.20	145 ₹ 1,08,750	8.5 6375.00	27.29	2 1,500	1 750	15 11,250
11 Nov	1005.20	136.5 ₹ 1,02,375	-33.5 -25125.00	-	11 8,250	8 6,000	11 8,250
3 Nov	1043.10	170 ₹ 1,27,500	23 17250.00	-	4 3,000	1 750	1 750

For Bajaj Finance Limited - strike price 880 expiring on 30DEC2025

Delta for 880 CE is -

Historical price for 880 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 140, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 140, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 140, which was 24.25 higher than the previous day. The implied volatity was 49.23, the open interest changed by 0 which decreased total open position to 39

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 114.85, which was -7.65 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 114.85, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 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 114.85, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 114.85, which was -7.65 lower than the previous day. The implied volatity was 24.06, the open interest changed by -7 which decreased total open position to 38

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 123.2, which was -12.8 lower than the previous day. The implied volatity was 21.23, the open interest changed by -10 which decreased total open position to 45

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 136, which was -21 lower than the previous day. The implied volatity was 30.72, the open interest changed by -1 which decreased total open position to 55

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 157, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 54

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 138.25, which was -15.25 lower than the previous day. The implied volatity was 28.75, the open interest changed by 8 which increased total open position to 35

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 153.5, which was 10.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 153.5, which was 10.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 143.2, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 25

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 145, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 145, which was 8.5 higher than the previous day. The implied volatity was 27.29, the open interest changed by 1 which increased total open position to 15

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 136.5, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 11

On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 170, which was 23 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1

BAJFINANCE 30DEC2025 880 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	0.2 ₹ 150	0 0.00	-	0 0	0 0	32 24,000
11 Dec	1006.40	0.2 ₹ 150	0 0.00	26.59	43 32,250	5 3,750	34 25,500
10 Dec	1010.30	0.2 ₹ 150	-0.05 -37.50	26.37	1 750	0 0	29 21,750
9 Dec	1016.70	0.25 ₹ 187.5	0.1 75.00	27.77	2 1,500	0 0	30 22,500
8 Dec	1026.40	0.15 ₹ 112.5	-0.15 -112.50	-	0 0	0 0	30 22,500
5 Dec	1048.00	0.15 ₹ 112.5	-0.15 -112.50	27.85	1 750	0 0	31 23,250
4 Dec	1029.10	0.3 ₹ 225	-0.05 -37.50	27.07	3 2,250	0 0	31 23,250
3 Dec	1021.40	0.35 ₹ 262.5	0 0.00	26.46	5 3,750	0 0	36 27,000
2 Dec	1025.50	0.35 ₹ 262.5	-0.1 -75.00	-	0 0	-3 -2,250	0 0
1 Dec	1021.10	0.35 ₹ 262.5	-0.1 -75.00	25.31	12 9,000	-2 -1,500	37 27,750
28 Nov	1037.50	0.45 ₹ 337.5	-0.2 -150.00	-	0 0	-16 -12,000	0 0
27 Nov	1033.80	0.45 ₹ 337.5	-0.2 -150.00	26.74	33 24,750	-16 -12,000	39 29,250
26 Nov	1010.70	0.65 ₹ 487.5	-1 -750.00	24.64	96 72,000	8 6,000	62 46,500
25 Nov	986.20	1.7 ₹ 1,275	0.15 112.50	24.86	93 69,750	17 12,750	54 40,500
24 Nov	994.00	1.5 ₹ 1,125	0.35 262.50	25.15	11 8,250	6 4,500	37 27,750
21 Nov	1004.10	1.15 ₹ 862.5	0.15 112.50	24.50	15 11,250	12 9,000	31 23,250
20 Nov	1028.60	1 ₹ 750	0.1 75.00	26.95	13 9,750	-6 -4,500	19 14,250
19 Nov	1005.60	0.9 ₹ 675	0 0.00	23.40	1 750	0 0	25 18,750
18 Nov	1013.60	0.9 ₹ 675	-1.05 -787.50	24.11	2 1,500	0 0	25 18,750
17 Nov	1026.80	1.95 ₹ 1,462.5	0 0.00	-	0 0	2 1,500	0 0
14 Nov	1018.50	1.95 ₹ 1,462.5	0 0.00	27.03	2 1,500	1 750	24 18,000
13 Nov	1005.40	1.9 ₹ 1,425	0.1 75.00	25.30	5 3,750	2 1,500	21 15,750
12 Nov	1013.20	1.8 ₹ 1,350	-0.85 -637.50	25.42	13 9,750	4 3,000	14 10,500
11 Nov	1005.20	2.75 ₹ 2,062.5	-12.05 -9037.50	27.41	13 9,750	7 5,250	7 5,250
3 Nov	1043.10	14.8 ₹ 11,100	0 0.00	12.23	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 880 expiring on 30DEC2025

Delta for 880 PE is -

Historical price for 880 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. 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 32

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 26.59, the open interest changed by 5 which increased total open position to 34

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 29

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 30

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 31

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 31

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 36

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 25.31, the open interest changed by -2 which decreased total open position to 37

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was 26.74, the open interest changed by -16 which decreased total open position to 39

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 0.65, which was -1 lower than the previous day. The implied volatity was 24.64, the open interest changed by 8 which increased total open position to 62

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 24.86, the open interest changed by 17 which increased total open position to 54

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 1.5, which was 0.35 higher than the previous day. The implied volatity was 25.15, the open interest changed by 6 which increased total open position to 37

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 24.50, the open interest changed by 12 which increased total open position to 31

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 26.95, the open interest changed by -6 which decreased total open position to 19

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 23.40, the open interest changed by 0 which decreased total open position to 25

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 0.9, which was -1.05 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 25

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 27.03, the open interest changed by 1 which increased total open position to 24

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 25.30, the open interest changed by 2 which increased total open position to 21

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 1.8, which was -0.85 lower than the previous day. The implied volatity was 25.42, the open interest changed by 4 which increased total open position to 14

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 2.75, which was -12.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 7 which increased total open position to 7

On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 14.8, which was 0 lower than the previous day. The implied volatity was 12.23, the open interest changed by 0 which decreased total open position to 0

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