[--[65.84.65.76]--]

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
BAJFINANCE 30-DEC-2025 900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 109.5 -3.8 - 0 0 136
11 Dec 1006.40 109.5 -3.8 - 3 -2 136
10 Dec 1010.30 113.3 -21.7 - 3 -1 137
9 Dec 1016.70 135 -24.5 - 0 0 0
8 Dec 1026.40 135 -24.5 39.25 2 0 138
5 Dec 1048.00 159.5 27.8 47.52 7 0 138
4 Dec 1029.10 131.7 3.6 - 0 0 0
3 Dec 1021.40 131.7 3.6 - 0 0 0
2 Dec 1025.50 131.7 3.6 - 1 0 138
1 Dec 1021.10 128.1 -20.9 26.97 6 0 139
28 Nov 1037.50 149 31.75 - 0 2 0
27 Nov 1033.80 149 31.75 39.30 15 2 139
26 Nov 1010.70 117.25 22.05 - 9 -1 138
25 Nov 986.20 95.2 -8.3 20.90 74 52 138
24 Nov 994.00 103.5 -11.45 18.65 17 9 84
21 Nov 1004.10 114.95 -22.55 17.86 62 39 75
20 Nov 1028.60 137.5 20.9 - 10 9 35
19 Nov 1005.60 116.6 -10.2 19.56 17 12 22
18 Nov 1013.60 126.8 -0.2 - 0 0 0
17 Nov 1026.80 126.8 -0.2 - 0 1 0
14 Nov 1018.50 126.8 -0.2 - 1 0 9
13 Nov 1005.40 127 7 - 0 3 0
12 Nov 1013.20 127 7 27.68 3 1 7
11 Nov 1005.20 120 -11.8 - 6 5 5
10 Nov 1085.00 131.8 0 - 0 0 0
7 Nov 1066.60 131.8 0 - 0 0 0
6 Nov 1041.90 131.8 0 - 0 0 0
4 Nov 1057.00 131.8 0 - 0 0 0
3 Nov 1043.10 131.8 0 - 0 0 0
31 Oct 1042.80 131.8 0 - 0 0 0
30 Oct 1052.30 131.8 0 - 0 0 0
29 Oct 1062.95 131.8 0 - 0 0 0
27 Oct 1084.40 0 0 - 0 0 0
24 Oct 1089.75 0 0 - 0 0 0
23 Oct 1094.15 0 0 - 0 0 0
15 Oct 1059.90 0 0 - 0 0 0
14 Oct 1019.15 0 0 - 0 0 0
13 Oct 1036.75 0 0 - 0 0 0
10 Oct 1023.85 0 0 - 0 0 0
9 Oct 1024.10 0 0 - 0 0 0
8 Oct 1023.15 0 0 - 0 0 0
7 Oct 0.00 0 0 - 0 0 0
6 Oct 1008.90 0 0 - 0 0 0
3 Oct 989.75 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 900 expiring on 30DEC2025

Delta for 900 CE is -

Historical price for 900 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 109.5, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 109.5, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 136


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 113.3, which was -21.7 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 137


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 135, which was -24.5 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 135, which was -24.5 lower than the previous day. The implied volatity was 39.25, the open interest changed by 0 which decreased total open position to 138


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 159.5, which was 27.8 higher than the previous day. The implied volatity was 47.52, the open interest changed by 0 which decreased total open position to 138


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 131.7, which was 3.6 higher 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 131.7, which was 3.6 higher 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 131.7, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 138


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 128.1, which was -20.9 lower than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 139


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 149, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 149, which was 31.75 higher than the previous day. The implied volatity was 39.30, the open interest changed by 2 which increased total open position to 139


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 117.25, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 138


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 95.2, which was -8.3 lower than the previous day. The implied volatity was 20.90, the open interest changed by 52 which increased total open position to 138


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 103.5, which was -11.45 lower than the previous day. The implied volatity was 18.65, the open interest changed by 9 which increased total open position to 84


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 114.95, which was -22.55 lower than the previous day. The implied volatity was 17.86, the open interest changed by 39 which increased total open position to 75


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 137.5, which was 20.9 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 35


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 116.6, which was -10.2 lower than the previous day. The implied volatity was 19.56, the open interest changed by 12 which increased total open position to 22


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 126.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 126.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 126.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 127, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 127, which was 7 higher than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 7


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 120, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 131.8, 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 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 131.8, 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 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 131.8, 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 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 131.8, 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 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 131.8, 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 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 131.8, 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 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 131.8, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 131.8, 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 27 Oct BAJFINANCE was trading at 1084.40. 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 24 Oct BAJFINANCE was trading at 1089.75. 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 23 Oct BAJFINANCE was trading at 1094.15. 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 15 Oct BAJFINANCE was trading at 1059.90. 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 14 Oct BAJFINANCE was trading at 1019.15. 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 13 Oct BAJFINANCE was trading at 1036.75. 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 10 Oct BAJFINANCE was trading at 1023.85. 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 9 Oct BAJFINANCE was trading at 1024.10. 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 8 Oct BAJFINANCE was trading at 1023.15. 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 7 Oct BAJFINANCE was trading at 0.00. 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 6 Oct BAJFINANCE was trading at 1008.90. 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 3 Oct BAJFINANCE was trading at 989.75. 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


BAJFINANCE 30DEC2025 900 PE
Delta: -0.01
Vega: 0.08
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 0.3 -0.05 26.10 23 1 804
11 Dec 1006.40 0.35 -0.1 24.67 358 -19 806
10 Dec 1010.30 0.45 0.15 25.41 483 15 828
9 Dec 1016.70 0.3 -0.15 24.58 443 -260 813
8 Dec 1026.40 0.5 0.2 27.51 467 236 1,073
5 Dec 1048.00 0.3 -0.1 26.98 540 -192 834
4 Dec 1029.10 0.4 -0.1 24.73 84 -34 1,030
3 Dec 1021.40 0.5 0 24.40 223 -2 1,066
2 Dec 1025.50 0.5 -0.15 24.48 251 -7 1,071
1 Dec 1021.10 0.7 0.25 24.60 568 7 1,080
28 Nov 1037.50 0.45 -0.15 24.47 271 -56 1,074
27 Nov 1033.80 0.55 -0.5 24.41 984 -143 1,131
26 Nov 1010.70 1.1 -1.6 23.51 1,659 634 1,288
25 Nov 986.20 2.7 0.3 23.59 725 220 639
24 Nov 994.00 2.35 0.35 24.04 375 -15 421
21 Nov 1004.10 2.05 0.6 24.21 215 35 437
20 Nov 1028.60 1.35 -1 25.22 327 79 402
19 Nov 1005.60 2.35 0.05 24.56 144 37 321
18 Nov 1013.60 2.15 0.35 25.08 145 40 283
17 Nov 1026.80 1.65 -0.85 25.18 105 -17 243
14 Nov 1018.50 2.45 -0.6 25.07 93 3 260
13 Nov 1005.40 2.95 0.3 24.48 122 0 258
12 Nov 1013.20 2.95 -0.85 24.98 111 -29 258
11 Nov 1005.20 3.4 1.65 25.36 477 233 293
10 Nov 1085.00 1.5 -1 29.99 7 0 61
7 Nov 1066.60 2.5 -0.35 30.34 2 0 60
6 Nov 1041.90 2.85 0.35 27.65 2 0 60
4 Nov 1057.00 2.5 -0.6 28.14 14 0 60
3 Nov 1043.10 3.1 -0.15 27.30 4 1 60
31 Oct 1042.80 3.25 0.75 - 38 10 59
30 Oct 1052.30 2.5 0.2 26.65 17 11 47
29 Oct 1062.95 2.3 -0.7 27.25 30 5 41
27 Oct 1084.40 3 0.85 30.47 3 1 36
24 Oct 1089.75 2.15 -0.35 28.55 10 6 31
23 Oct 1094.15 2.5 -1.25 29.48 9 3 21
15 Oct 1059.90 3.75 -1.65 - 16 -1 18
14 Oct 1019.15 5.4 1.15 24.86 5 3 18
13 Oct 1036.75 4.25 -1.6 25.73 1 0 15
10 Oct 1023.85 5.85 -0.05 25.80 3 1 15
9 Oct 1024.10 5.9 0 - 1 0 13
8 Oct 1023.15 5.9 -0.1 25.46 1 0 12
7 Oct 0.00 6 0 24.66 6 1 11
6 Oct 1008.90 6 -3.9 23.74 8 3 9
3 Oct 989.75 9.9 0.4 24.89 1 0 5


For Bajaj Finance Limited - strike price 900 expiring on 30DEC2025

Delta for 900 PE is -0.01

Historical price for 900 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 804


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.67, the open interest changed by -19 which decreased total open position to 806


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 25.41, the open interest changed by 15 which increased total open position to 828


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 24.58, the open interest changed by -260 which decreased total open position to 813


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.5, which was 0.2 higher than the previous day. The implied volatity was 27.51, the open interest changed by 236 which increased total open position to 1073


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 26.98, the open interest changed by -192 which decreased total open position to 834


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 24.73, the open interest changed by -34 which decreased total open position to 1030


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 24.40, the open interest changed by -2 which decreased total open position to 1066


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 24.48, the open interest changed by -7 which decreased total open position to 1071


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.7, which was 0.25 higher than the previous day. The implied volatity was 24.60, the open interest changed by 7 which increased total open position to 1080


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 24.47, the open interest changed by -56 which decreased total open position to 1074


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 24.41, the open interest changed by -143 which decreased total open position to 1131


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.1, which was -1.6 lower than the previous day. The implied volatity was 23.51, the open interest changed by 634 which increased total open position to 1288


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 2.7, which was 0.3 higher than the previous day. The implied volatity was 23.59, the open interest changed by 220 which increased total open position to 639


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 24.04, the open interest changed by -15 which decreased total open position to 421


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 2.05, which was 0.6 higher than the previous day. The implied volatity was 24.21, the open interest changed by 35 which increased total open position to 437


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1.35, which was -1 lower than the previous day. The implied volatity was 25.22, the open interest changed by 79 which increased total open position to 402


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 24.56, the open interest changed by 37 which increased total open position to 321


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 25.08, the open interest changed by 40 which increased total open position to 283


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 25.18, the open interest changed by -17 which decreased total open position to 243


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 2.45, which was -0.6 lower than the previous day. The implied volatity was 25.07, the open interest changed by 3 which increased total open position to 260


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 258


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by -29 which decreased total open position to 258


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 3.4, which was 1.65 higher than the previous day. The implied volatity was 25.36, the open interest changed by 233 which increased total open position to 293


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 1.5, which was -1 lower than the previous day. The implied volatity was 29.99, the open interest changed by 0 which decreased total open position to 61


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 60


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 60


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 2.5, which was -0.6 lower than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 60


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 27.30, the open interest changed by 1 which increased total open position to 60


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 3.25, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 59


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 2.5, which was 0.2 higher than the previous day. The implied volatity was 26.65, the open interest changed by 11 which increased total open position to 47


On 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 2.3, which was -0.7 lower than the previous day. The implied volatity was 27.25, the open interest changed by 5 which increased total open position to 41


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 3, which was 0.85 higher than the previous day. The implied volatity was 30.47, the open interest changed by 1 which increased total open position to 36


On 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 28.55, the open interest changed by 6 which increased total open position to 31


On 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 2.5, which was -1.25 lower than the previous day. The implied volatity was 29.48, the open interest changed by 3 which increased total open position to 21


On 15 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 3.75, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 18


On 14 Oct BAJFINANCE was trading at 1019.15. The strike last trading price was 5.4, which was 1.15 higher than the previous day. The implied volatity was 24.86, the open interest changed by 3 which increased total open position to 18


On 13 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 4.25, which was -1.6 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 15


On 10 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 5.85, which was -0.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 15


On 9 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 8 Oct BAJFINANCE was trading at 1023.15. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 12


On 7 Oct BAJFINANCE was trading at 0.00. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 24.66, the open interest changed by 1 which increased total open position to 11


On 6 Oct BAJFINANCE was trading at 1008.90. The strike last trading price was 6, which was -3.9 lower than the previous day. The implied volatity was 23.74, the open interest changed by 3 which increased total open position to 9


On 3 Oct BAJFINANCE was trading at 989.75. The strike last trading price was 9.9, which was 0.4 higher than the previous day. The implied volatity was 24.89, the open interest changed by 0 which decreased total open position to 5