BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Apr 2026 04:10 PM IST
| BAJFINANCE 28-Apr-2026 (10d) 890 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.01
Theta: -0.92
Gamma: 0.00681
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 908.25 | 33 | -0.3500000000000014 | 33.53 | 341 | -14 | 604 | |||||||||
| 16 Apr | 905.90 | 32.8 | -4.700000000000003 | 35.36 | 434 | -34 | 621 | |||||||||
| 15 Apr | 913.15 | 36.95 | 5.800000000000004 | 32.97 | 340 | 36 | 655 | |||||||||
| 13 Apr | 898.95 | 29.45 | -16.849999999999998 | 33.76 | 688 | 22 | 607 | |||||||||
| 10 Apr | 924.55 | 45.45 | 10.950000000000003 | 29.93 | 298 | 8 | 586 | |||||||||
| 9 Apr | 903.25 | 33.1 | -8.85 | 29.52 | 451 | -18 | 577 | |||||||||
| 8 Apr | 915.05 | 43 | 27.25 | 28.23 | 849 | -6 | 596 | |||||||||
| 7 Apr | 855.10 | 15.7 | 0.8 | 34.3 | 1,426 | 342 | 605 | |||||||||
| 6 Apr | 850.85 | 14.8 | 2.65 | 34.01 | 730 | -17 | 264 | |||||||||
| 2 Apr | 826.85 | 11.9 | 0.4 | 35.27 | 721 | 60 | 283 | |||||||||
| 1 Apr | 817.30 | 11.5 | 1.2 | 37.48 | 420 | 32 | 225 | |||||||||
| 30 Mar | 801.55 | 10.9 | -9.15 | 40.8 | 482 | 25 | 194 | |||||||||
| 27 Mar | 843.80 | 21.35 | -13.2 | 35.74 | 212 | 36 | 170 | |||||||||
| 25 Mar | 882.75 | 34.6 | 12.3 | 31.63 | 297 | 47 | 132 | |||||||||
| 24 Mar | 849.00 | 23.4 | 8.65 | 33.49 | 116 | 17 | 83 | |||||||||
| 23 Mar | 812.60 | 15 | -2.45 | 38.42 | 30 | 2 | 67 | |||||||||
| 20 Mar | 830.55 | 17.45 | -1.85 | 33.48 | 163 | 12 | 63 | |||||||||
| 19 Mar | 832.20 | 20 | -14.2 | 33.43 | 88 | 34 | 51 | |||||||||
| 18 Mar | 880.10 | 34.4 | -117 | 27.95 | 29 | 17 | 17 | |||||||||
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| 17 Mar | 868.60 | 151.4 | 0 | 1.13 | 0 | 0 | 0 | |||||||||
| 16 Mar | 878.15 | 151.4 | 0 | 0.61 | 0 | 0 | 0 | |||||||||
| 13 Mar | 855.05 | 151.4 | 0 | 2.06 | 0 | 0 | 0 | |||||||||
| 12 Mar | 863.10 | 151.4 | 0 | 1.55 | 0 | 0 | 0 | |||||||||
| 11 Mar | 893.65 | 151.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 939.80 | 151.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 938.05 | 151.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 950.20 | 151.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 962.40 | 151.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 945.10 | 151.4 | 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 890 expiring on 28APR2026
Delta for 890 CE is 0.66
Historical price for 890 CE is as follows
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 33, which was -0.3500000000000014 lower than the previous day. The implied volatity was 33.53, the open interest changed by -14 which decreased total open position to 604
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 32.8, which was -4.700000000000003 lower than the previous day. The implied volatity was 35.36, the open interest changed by -34 which decreased total open position to 621
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 36.95, which was 5.800000000000004 higher than the previous day. The implied volatity was 32.97, the open interest changed by 36 which increased total open position to 655
On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 29.45, which was -16.849999999999998 lower than the previous day. The implied volatity was 33.76, the open interest changed by 22 which increased total open position to 607
On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 45.45, which was 10.950000000000003 higher than the previous day. The implied volatity was 29.93, the open interest changed by 8 which increased total open position to 586
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 33.1, which was -8.85 lower than the previous day. The implied volatity was 29.52, the open interest changed by -18 which decreased total open position to 577
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 43, which was 27.25 higher than the previous day. The implied volatity was 28.23, the open interest changed by -6 which decreased total open position to 596
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 15.7, which was 0.8 higher than the previous day. The implied volatity was 34.3, the open interest changed by 342 which increased total open position to 605
On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was 34.01, the open interest changed by -17 which decreased total open position to 264
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 11.9, which was 0.4 higher than the previous day. The implied volatity was 35.27, the open interest changed by 60 which increased total open position to 283
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 11.5, which was 1.2 higher than the previous day. The implied volatity was 37.48, the open interest changed by 32 which increased total open position to 225
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 10.9, which was -9.15 lower than the previous day. The implied volatity was 40.8, the open interest changed by 25 which increased total open position to 194
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 21.35, which was -13.2 lower than the previous day. The implied volatity was 35.74, the open interest changed by 36 which increased total open position to 170
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 34.6, which was 12.3 higher than the previous day. The implied volatity was 31.63, the open interest changed by 47 which increased total open position to 132
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 23.4, which was 8.65 higher than the previous day. The implied volatity was 33.49, the open interest changed by 17 which increased total open position to 83
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 15, which was -2.45 lower than the previous day. The implied volatity was 38.42, the open interest changed by 2 which increased total open position to 67
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 17.45, which was -1.85 lower than the previous day. The implied volatity was 33.48, the open interest changed by 12 which increased total open position to 63
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 20, which was -14.2 lower than the previous day. The implied volatity was 33.43, the open interest changed by 34 which increased total open position to 51
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 34.4, which was -117 lower than the previous day. The implied volatity was 27.95, the open interest changed by 17 which increased total open position to 17
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 151.4, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 151.4, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 151.4, which was 0 lower than the previous day. The implied volatity was 2.06, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 151.4, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 151.4, 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 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 151.4, 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 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 151.4, 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 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 151.4, 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 151.4, 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 151.4, 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 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 (10d) 890 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.01
Theta: -0.74
Gamma: 0.0071
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 908.25 | 11.55 | -3.049999999999999 | 31.93 | 644 | 44 | 574 |
| 16 Apr | 905.90 | 14.65 | 1.75 | 33.58 | 1,291 | 24 | 536 |
| 15 Apr | 913.15 | 12.85 | -6.700000000000001 | 33.48 | 918 | -67 | 508 |
| 13 Apr | 898.95 | 20.25 | 8.15 | 33.63 | 1,243 | 29 | 576 |
| 10 Apr | 924.55 | 12.2 | -8.7 | 32.1 | 810 | 18 | 544 |
| 9 Apr | 903.25 | 21.8 | 5.65 | 36.01 | 1,247 | 127 | 531 |
| 8 Apr | 915.05 | 15.3 | -33.95 | 33.81 | 1,201 | 217 | 412 |
| 7 Apr | 855.10 | 49.75 | -2.55 | 38.43 | 273 | 130 | 194 |
| 6 Apr | 850.85 | 52.65 | -17.7 | 38.18 | 29 | -3 | 65 |
| 2 Apr | 826.85 | 70.35 | -7 | 40.2 | 1 | 0 | 69 |
| 1 Apr | 817.30 | 76.45 | -13.3 | 38.2 | 62 | 27 | 69 |
| 30 Mar | 801.55 | 89.75 | 28.45 | 37.54 | 42 | 16 | 42 |
| 27 Mar | 843.80 | 60.85 | 21.85 | 39.7 | 21 | 1 | 25 |
| 25 Mar | 882.75 | 39.25 | -2.75 | 37.13 | 49 | 20 | 22 |
| 24 Mar | 849.00 | 42 | 29.5 | - | 0 | 0 | 2 |
| 23 Mar | 812.60 | 42 | 29.5 | - | 0 | 0 | 2 |
| 20 Mar | 830.55 | 42 | 29.5 | - | 0 | 0 | 2 |
| 19 Mar | 832.20 | 42 | 29.5 | - | 0 | 0 | 2 |
| 18 Mar | 880.10 | 42 | 29.5 | - | 0 | 0 | 2 |
| 17 Mar | 868.60 | 42 | 29.5 | 30.72 | 1 | 0 | 1 |
| 16 Mar | 878.15 | 12.5 | 4.8 | - | 0 | 0 | 0 |
| 13 Mar | 855.05 | 12.5 | 4.8 | - | 0 | 0 | 0 |
| 12 Mar | 863.10 | 12.5 | 4.8 | - | 0 | 0 | 1 |
| 11 Mar | 893.65 | 12.5 | 4.8 | - | 0 | 0 | 1 |
| 10 Mar | 939.80 | 12.5 | 4.8 | - | 0 | 0 | 1 |
| 9 Mar | 938.05 | 12.5 | 4.8 | - | 0 | 0 | 1 |
| 6 Mar | 950.20 | 12.5 | 4.8 | - | 0 | 0 | 1 |
| 5 Mar | 962.40 | 12.5 | 4.8 | 30.02 | 1 | 0 | 0 |
| 4 Mar | 945.10 | 7.7 | 0 | 5.44 | 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 890 expiring on 28APR2026
Delta for 890 PE is -0.33
Historical price for 890 PE is as follows
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 11.55, which was -3.049999999999999 lower than the previous day. The implied volatity was 31.93, the open interest changed by 44 which increased total open position to 574
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 14.65, which was 1.75 higher than the previous day. The implied volatity was 33.58, the open interest changed by 24 which increased total open position to 536
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 12.85, which was -6.700000000000001 lower than the previous day. The implied volatity was 33.48, the open interest changed by -67 which decreased total open position to 508
On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 20.25, which was 8.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by 29 which increased total open position to 576
On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 12.2, which was -8.7 lower than the previous day. The implied volatity was 32.1, the open interest changed by 18 which increased total open position to 544
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 21.8, which was 5.65 higher than the previous day. The implied volatity was 36.01, the open interest changed by 127 which increased total open position to 531
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 15.3, which was -33.95 lower than the previous day. The implied volatity was 33.81, the open interest changed by 217 which increased total open position to 412
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 49.75, which was -2.55 lower than the previous day. The implied volatity was 38.43, the open interest changed by 130 which increased total open position to 194
On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 52.65, which was -17.7 lower than the previous day. The implied volatity was 38.18, the open interest changed by -3 which decreased total open position to 65
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 70.35, which was -7 lower than the previous day. The implied volatity was 40.2, the open interest changed by 0 which decreased total open position to 69
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 76.45, which was -13.3 lower than the previous day. The implied volatity was 38.2, the open interest changed by 27 which increased total open position to 69
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 89.75, which was 28.45 higher than the previous day. The implied volatity was 37.54, the open interest changed by 16 which increased total open position to 42
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 60.85, which was 21.85 higher than the previous day. The implied volatity was 39.7, the open interest changed by 1 which increased total open position to 25
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 39.25, which was -2.75 lower than the previous day. The implied volatity was 37.13, the open interest changed by 20 which increased total open position to 22
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 42, which was 29.5 higher than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 12.5, which was 4.8 higher than the previous day. The implied volatity was 30.02, 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 7.7, which was 0 lower than the previous day. The implied volatity was 5.44, 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
