BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Mar 2026 04:12 PM IST
| BAJFINANCE 30-MAR-2026 890 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.27
Theta: -0.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 830.55 | 2.55 | -0.75 | 33.12 | 2,690 | 13 | 1,087 | |||||||||
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| 19 Mar | 832.20 | 3.3 | -10.45 | 31.2 | 3,097 | 184 | 1,072 | |||||||||
| 18 Mar | 880.10 | 14.35 | 3.1 | 25.77 | 7,439 | 421 | 872 | |||||||||
| 17 Mar | 868.60 | 11.15 | -5.8 | 28.34 | 2,337 | -112 | 454 | |||||||||
| 16 Mar | 878.15 | 15.5 | 3.85 | 30.96 | 2,177 | 32 | 561 | |||||||||
| 13 Mar | 855.05 | 11.7 | -5.6 | 31.37 | 1,999 | 77 | 523 | |||||||||
| 12 Mar | 863.10 | 16.8 | -14.4 | 34.84 | 2,769 | 285 | 451 | |||||||||
| 11 Mar | 893.65 | 30.5 | -30.85 | 34.15 | 853 | 136 | 166 | |||||||||
| 10 Mar | 939.80 | 62.05 | -1.05 | 27.54 | 31 | 19 | 26 | |||||||||
| 9 Mar | 938.05 | 61.5 | -2.9 | 30.53 | 8 | 6 | 6 | |||||||||
| 6 Mar | 950.20 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 962.40 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 945.10 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 978.25 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 995.90 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1012.95 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1021.05 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1023.55 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1031.00 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1030.20 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1017.05 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1023.80 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1014.15 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1012.75 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1024.75 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 999.10 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 968.95 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 965.60 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 983.15 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 981.70 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 964.75 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 963.30 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 64.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 935.15 | 64.4 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 890 expiring on 30MAR2026
Delta for 890 CE is 0.12
Historical price for 890 CE is as follows
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 2.55, which was -0.75 lower than the previous day. The implied volatity was 33.12, the open interest changed by 13 which increased total open position to 1087
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 3.3, which was -10.45 lower than the previous day. The implied volatity was 31.2, the open interest changed by 184 which increased total open position to 1072
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 14.35, which was 3.1 higher than the previous day. The implied volatity was 25.77, the open interest changed by 421 which increased total open position to 872
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 11.15, which was -5.8 lower than the previous day. The implied volatity was 28.34, the open interest changed by -112 which decreased total open position to 454
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 15.5, which was 3.85 higher than the previous day. The implied volatity was 30.96, the open interest changed by 32 which increased total open position to 561
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 11.7, which was -5.6 lower than the previous day. The implied volatity was 31.37, the open interest changed by 77 which increased total open position to 523
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 16.8, which was -14.4 lower than the previous day. The implied volatity was 34.84, the open interest changed by 285 which increased total open position to 451
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 30.5, which was -30.85 lower than the previous day. The implied volatity was 34.15, the open interest changed by 136 which increased total open position to 166
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 62.05, which was -1.05 lower than the previous day. The implied volatity was 27.54, the open interest changed by 19 which increased total open position to 26
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 61.5, which was -2.9 lower than the previous day. The implied volatity was 30.53, the open interest changed by 6 which increased total open position to 6
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 64.4, 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 64.4, 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 64.4, 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 64.4, 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 64.4, 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 64.4, 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 64.4, 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 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 64.4, 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 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 64.4, 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 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 64.4, 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 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 64.4, 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 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 64.4, 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 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 64.4, 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 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 64.4, 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 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 64.4, 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 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 64.4, 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 30MAR2026 890 PE | |||||||
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Delta: -0.82
Vega: 0.36
Theta: -0.54
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 830.55 | 62.55 | 3.9 | 41.77 | 104 | 9 | 403 |
| 19 Mar | 832.20 | 56.55 | 34.95 | 38.3 | 263 | -66 | 396 |
| 18 Mar | 880.10 | 20.25 | -9.75 | 28.29 | 1,382 | 64 | 466 |
| 17 Mar | 868.60 | 30.55 | 1.4 | 30.88 | 352 | 1 | 405 |
| 16 Mar | 878.15 | 31.2 | -14 | 35.3 | 320 | 17 | 404 |
| 13 Mar | 855.05 | 44.4 | 4.45 | 36.33 | 178 | -9 | 387 |
| 12 Mar | 863.10 | 40.6 | 14.3 | 35.91 | 1,988 | -139 | 396 |
| 11 Mar | 893.65 | 26.8 | 18.85 | 38.17 | 3,521 | 303 | 535 |
| 10 Mar | 939.80 | 7.8 | -3.85 | 32.02 | 544 | 39 | 236 |
| 9 Mar | 938.05 | 11.95 | 4.2 | 36.47 | 493 | 109 | 196 |
| 6 Mar | 950.20 | 7.15 | 2.2 | 31.28 | 42 | -1 | 89 |
| 5 Mar | 962.40 | 5.3 | -4.45 | 30.46 | 151 | -3 | 91 |
| 4 Mar | 945.10 | 9.9 | 5.8 | 32.39 | 210 | 17 | 94 |
| 2 Mar | 978.25 | 4.1 | 2.1 | 29.37 | 242 | -10 | 80 |
| 27 Feb | 995.90 | 1.8 | 0.35 | 26.57 | 250 | 44 | 90 |
| 26 Feb | 1012.95 | 1.45 | -0.1 | 27.81 | 65 | -1 | 48 |
| 25 Feb | 1021.05 | 1.5 | -0.7 | 28.57 | 72 | 20 | 48 |
| 24 Feb | 1023.55 | 2.2 | -0.2 | 30.97 | 43 | 14 | 26 |
| 23 Feb | 1031.00 | 2.4 | -0.9 | - | 0 | 0 | 12 |
| 20 Feb | 1030.20 | 2.4 | -0.9 | - | 0 | 0 | 12 |
| 19 Feb | 1017.05 | 2.4 | -0.9 | - | 0 | 0 | 12 |
| 18 Feb | 1023.80 | 2.4 | -0.9 | 29.31 | 5 | 4 | 12 |
| 17 Feb | 1014.15 | 3.3 | -0.6 | 29.59 | 1 | 0 | 7 |
| 16 Feb | 1012.75 | 3.9 | -1.45 | - | 0 | 0 | 7 |
| 13 Feb | 1024.75 | 3.9 | -1.45 | 32.14 | 1 | 0 | 7 |
| 12 Feb | 999.10 | 5.35 | -4.2 | 30 | 1 | 0 | 7 |
| 11 Feb | 968.95 | 9.95 | -20.45 | - | 0 | 0 | 7 |
| 10 Feb | 965.60 | 9.95 | -20.45 | - | 0 | 0 | 7 |
| 9 Feb | 983.15 | 9.95 | -20.45 | - | 0 | 0 | 7 |
| 6 Feb | 981.70 | 9.95 | -20.45 | - | 0 | 0 | 7 |
| 5 Feb | 964.75 | 9.95 | -20.45 | - | 0 | 0 | 7 |
| 4 Feb | 963.30 | 9.95 | -20.45 | 27.61 | 79 | 7 | 7 |
| 3 Feb | 964.40 | 30.4 | 0 | 6.54 | 0 | 0 | 0 |
| 2 Feb | 903.70 | 30.4 | 0 | 2.48 | 0 | 0 | 0 |
| 1 Feb | 902.35 | 30.4 | 0 | 2.28 | 0 | 0 | 0 |
| 30 Jan | 929.85 | 30.4 | 0 | 4.22 | 0 | 0 | 0 |
| 29 Jan | 935.15 | 30.4 | 0 | 4.65 | 0 | 0 | 0 |
| 28 Jan | 935.15 | 30.4 | 0 | 4.49 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 890 expiring on 30MAR2026
Delta for 890 PE is -0.82
Historical price for 890 PE is as follows
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 62.55, which was 3.9 higher than the previous day. The implied volatity was 41.77, the open interest changed by 9 which increased total open position to 403
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 56.55, which was 34.95 higher than the previous day. The implied volatity was 38.3, the open interest changed by -66 which decreased total open position to 396
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 20.25, which was -9.75 lower than the previous day. The implied volatity was 28.29, the open interest changed by 64 which increased total open position to 466
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 30.55, which was 1.4 higher than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 405
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 31.2, which was -14 lower than the previous day. The implied volatity was 35.3, the open interest changed by 17 which increased total open position to 404
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 44.4, which was 4.45 higher than the previous day. The implied volatity was 36.33, the open interest changed by -9 which decreased total open position to 387
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 40.6, which was 14.3 higher than the previous day. The implied volatity was 35.91, the open interest changed by -139 which decreased total open position to 396
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 26.8, which was 18.85 higher than the previous day. The implied volatity was 38.17, the open interest changed by 303 which increased total open position to 535
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 7.8, which was -3.85 lower than the previous day. The implied volatity was 32.02, the open interest changed by 39 which increased total open position to 236
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 11.95, which was 4.2 higher than the previous day. The implied volatity was 36.47, the open interest changed by 109 which increased total open position to 196
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 7.15, which was 2.2 higher than the previous day. The implied volatity was 31.28, the open interest changed by -1 which decreased total open position to 89
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 5.3, which was -4.45 lower than the previous day. The implied volatity was 30.46, the open interest changed by -3 which decreased total open position to 91
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 9.9, which was 5.8 higher than the previous day. The implied volatity was 32.39, the open interest changed by 17 which increased total open position to 94
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 4.1, which was 2.1 higher than the previous day. The implied volatity was 29.37, the open interest changed by -10 which decreased total open position to 80
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 26.57, the open interest changed by 44 which increased total open position to 90
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 27.81, the open interest changed by -1 which decreased total open position to 48
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 28.57, the open interest changed by 20 which increased total open position to 48
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 2.2, which was -0.2 lower than the previous day. The implied volatity was 30.97, the open interest changed by 14 which increased total open position to 26
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 2.4, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 2.4, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 2.4, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 2.4, which was -0.9 lower than the previous day. The implied volatity was 29.31, the open interest changed by 4 which increased total open position to 12
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 3.3, which was -0.6 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 7
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 3.9, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 3.9, which was -1.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 7
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 5.35, which was -4.2 lower than the previous day. The implied volatity was 30, the open interest changed by 0 which decreased total open position to 7
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 9.95, which was -20.45 lower than the previous day. The implied volatity was 27.61, the open interest changed by 7 which increased total open position to 7
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 30.4, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
