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Historical option data for BAJFINANCE

05 Jun 2026 12:04 PM IST
BAJFINANCE 30-Jun-2026 (25d) 900 CE
Delta: 0.55
Vega: 0.01
Theta: -0.56
Gamma: 0.0061
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 902.00 28.65 12.65 (79.06%) 27.26 16,157 2,535 4,854
4 Jun 874.40 16.7 -1.3 (-7.22%) 26.54 2,109 64 2,325
3 Jun 876.80 17.5 -1.5 (-7.89%) 27.02 4,175 107 2,261
2 Jun 882.00 19.25 -2.75 (-12.50%) 25.09 6,655 453 2,155
1 Jun 889.05 22.3 -13.7 (-38.06%) 24.96 2,995 496 1,701
29 May 908.25 39.6 -7.4 (-15.74%) 21.58 1,134 238 1,202
27 May 931.15 47.65 1.65 (3.59%) 22.51 174 7 966
26 May 930.20 46.4 -11.6 (-20.00%) 21.78 238 4 958
25 May 941.90 58.7 16.7 (39.76%) 25.17 549 4 954
22 May 916.55 41.9 4.9 (13.24%) 25.24 377 86 950
21 May 907.65 37.4 -11.6 (-23.67%) 25.22 717 392 860
20 May 923.10 48.8 0.8 (1.67%) 25.25 73 12 470
19 May 923.55 48.6 0.6 (1.25%) 23.14 140 9 458
18 May 921.10 46.7 4.7 (11.19%) 25.09 377 31 451
15 May 910.45 42.75 -3.25 (-7.07%) 26.54 244 64 420
14 May 912.15 47.5 10.5 (28.38%) 28.92 378 29 356
13 May 896.15 36.8 -4.2 (-10.24%) 0 291 174 327
12 May 904.20 42.15 -19.85 (-32.02%) 0 177 123 153
11 May 936.05 60 -14 (-18.92%) 0 12 1 29
8 May 955.35 73.5 -18.5 (-20.11%) 24.66 20 4 28
7 May 972.75 92 -3.75 (-3.92%) 22.15 4 2 23
6 May 980.75 95.75 17.75 (22.76%) 26.28 21 -7 21
5 May 958.60 78 -2.9 (-3.58%) 26.19 7 3 28
4 May 950.20 80.9 9.9 (13.94%) 26.89 14 4 26
30 Apr 937.00 71 1.55 (2.23%) 29.45 8 6 28
29 Apr 930.00 69.45 42.95 (162.08%) 30.57 22 3 3
28 Apr 923.65 0 0 - 0 0 0
27 Apr 921.80 0 0 - 0 0 0
24 Apr 921.55 0 0 - 0 0 0
23 Apr 918.35 0 0 - 0 0 0
22 Apr 934.75 0 0 - 0 0 0
21 Apr 938.85 0 0 - 0 0 0
20 Apr 917.75 0 0 - 0 0 0
17 Apr 908.25 0 0 - 0 0 0
16 Apr 905.90 0 0 - 0 0 0
15 Apr 913.15 - - - 0 0 0
13 Apr 898.95 0 0 - 0 0 0
10 Apr 924.55 0 0 (0.00%) - 0 0 0
9 Apr 903.25 26.5 0 (0.00%) - 0 0 0
8 Apr 915.05 26.5 0 (0.00%) 1.69 0 0 0
7 Apr 855.10 26.5 0 (0.00%) 1.63 0 0 0
6 Apr 850.85 26.5 0 (0.00%) 3.29 0 0 0
2 Apr 826.85 26.5 0 (0.00%) 4.05 0 0 0


For Bajaj Finance Limited - strike price 900 expiring on 30JUN2026

Delta for 900 CE is 0.55

Historical price for 900 CE is as follows

On 5 Jun BAJFINANCE was trading at 902.00. The strike last trading price was 28.65, which was 12.65 higher than the previous day. The implied volatity was 27.26, the open interest changed by 2535 which increased total open position to 4854


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 16.7, which was -1.3 lower than the previous day. The implied volatity was 26.54, the open interest changed by 64 which increased total open position to 2325


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 17.5, which was -1.5 lower than the previous day. The implied volatity was 27.02, the open interest changed by 107 which increased total open position to 2261


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 19.25, which was -2.75 lower than the previous day. The implied volatity was 25.09, the open interest changed by 453 which increased total open position to 2155


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 22.3, which was -13.7 lower than the previous day. The implied volatity was 24.96, the open interest changed by 496 which increased total open position to 1701


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 39.6, which was -7.4 lower than the previous day. The implied volatity was 21.58, the open interest changed by 238 which increased total open position to 1202


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 47.65, which was 1.65 higher than the previous day. The implied volatity was 22.51, the open interest changed by 7 which increased total open position to 966


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 46.4, which was -11.6 lower than the previous day. The implied volatity was 21.78, the open interest changed by 4 which increased total open position to 958


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 58.7, which was 16.7 higher than the previous day. The implied volatity was 25.17, the open interest changed by 4 which increased total open position to 954


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 41.9, which was 4.9 higher than the previous day. The implied volatity was 25.24, the open interest changed by 86 which increased total open position to 950


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 37.4, which was -11.6 lower than the previous day. The implied volatity was 25.22, the open interest changed by 392 which increased total open position to 860


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 48.8, which was 0.8 higher than the previous day. The implied volatity was 25.25, the open interest changed by 12 which increased total open position to 470


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 48.6, which was 0.6 higher than the previous day. The implied volatity was 23.14, the open interest changed by 9 which increased total open position to 458


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 46.7, which was 4.7 higher than the previous day. The implied volatity was 25.09, the open interest changed by 31 which increased total open position to 451


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 42.75, which was -3.25 lower than the previous day. The implied volatity was 26.54, the open interest changed by 64 which increased total open position to 420


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 47.5, which was 10.5 higher than the previous day. The implied volatity was 28.92, the open interest changed by 29 which increased total open position to 356


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 36.8, which was -4.2 lower than the previous day. The implied volatity was 0, the open interest changed by 174 which increased total open position to 327


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 42.15, which was -19.85 lower than the previous day. The implied volatity was 0, the open interest changed by 123 which increased total open position to 153


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 60, which was -14 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 29


On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 73.5, which was -18.5 lower than the previous day. The implied volatity was 24.66, the open interest changed by 4 which increased total open position to 28


On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 92, which was -3.75 lower than the previous day. The implied volatity was 22.15, the open interest changed by 2 which increased total open position to 23


On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 95.75, which was 17.75 higher than the previous day. The implied volatity was 26.28, the open interest changed by -7 which decreased total open position to 21


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 78, which was -2.9 lower than the previous day. The implied volatity was 26.19, the open interest changed by 3 which increased total open position to 28


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 80.9, which was 9.9 higher than the previous day. The implied volatity was 26.89, the open interest changed by 4 which increased total open position to 26


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 71, which was 1.55 higher than the previous day. The implied volatity was 29.45, the open interest changed by 6 which increased total open position to 28


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 69.45, which was 42.95 higher than the previous day. The implied volatity was 30.57, the open interest changed by 3 which increased total open position to 3


On 28 Apr BAJFINANCE was trading at 923.65. 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 Apr BAJFINANCE was trading at 921.80. 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 Apr BAJFINANCE was trading at 921.55. 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 Apr BAJFINANCE was trading at 918.35. 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 22 Apr BAJFINANCE was trading at 934.75. 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 21 Apr BAJFINANCE was trading at 938.85. 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 20 Apr BAJFINANCE was trading at 917.75. 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 17 Apr BAJFINANCE was trading at 908.25. 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 16 Apr BAJFINANCE was trading at 905.90. 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 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr BAJFINANCE was trading at 898.95. 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 10 Apr BAJFINANCE was trading at 924.55. 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 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 26.5, 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 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0


On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 26.5, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


BAJFINANCE 30-Jun-2026 (25d) 900 PE
Delta: -0.45
Vega: 0.01
Theta: -0.48
Gamma: 0.00552
Date Close Ltp Change IV Volume OI Chg OI
5 Jun 902.00 26 -14.1 (-35.16%) 30.15 4,611 370 2,353
4 Jun 874.40 38.2 -0.45 (-1.16%) 28.87 181 23 1,983
3 Jun 876.80 39 4.9 (14.37%) 28.93 860 202 1,965
2 Jun 882.00 33.9 2.25 (7.11%) 27.74 955 159 1,763
1 Jun 889.05 31.2 9.4 (43.12%) 27.81 1,626 136 1,604
29 May 908.25 16.1 0.4 (2.55%) 21.35 2,224 256 1,469
27 May 931.15 15 -2.8 (-15.73%) 26.99 976 69 1,214
26 May 930.20 17 3.3 (24.09%) 27.94 1,492 169 1,146
25 May 941.90 13.2 -10.6 (-44.54%) 27.13 1,073 -88 976
22 May 916.55 23.4 -7.15 (-23.40%) 28 613 112 1,064
21 May 907.65 30.3 6.5 (27.31%) 30.7 866 268 949
20 May 923.10 23 -1.75 (-7.07%) 29.84 179 -10 668
19 May 923.55 24.75 -1.3 (-4.99%) 30.79 277 109 677
18 May 921.10 26.7 -4.15 (-13.45%) 31.08 337 113 568
15 May 910.45 31.1 1.6 (5.42%) 30.35 132 33 455
14 May 912.15 28.5 -8.2 (-22.34%) 29.3 257 27 418
13 May 896.15 35 2.05 (6.22%) 0 162 98 392
12 May 904.20 31.7 10.85 (52.04%) 0 156 35 295
11 May 936.05 20.65 4.55 (28.26%) 0 111 63 255
8 May 955.35 16.15 2.9 (21.89%) 28.17 95 62 192
7 May 972.75 12.6 -0.05 (-0.40%) 28.52 95 37 129
6 May 980.75 12 -7.15 (-37.34%) 29.26 125 9 92
5 May 958.60 19.4 -2.65 (-12.02%) 31.01 32 14 84
4 May 950.20 21.9 -3.65 (-14.29%) 30.82 99 27 70
30 Apr 937.00 25.2 -7.6 (-23.17%) 29.74 276 90 133
29 Apr 930.00 32.8 1.15 (3.63%) 32.64 35 18 42
28 Apr 923.65 31.65 -8.05 (-20.28%) 30.7 0 0 24
27 Apr 921.80 31.65 -3.55 (-10.09%) 30.7 10 8 23
24 Apr 921.55 35.2 -4.6 (-11.56%) 31.51 5 3 14
23 Apr 918.35 39.8 -69.05 (-63.44%) 33.61 15 11 11
22 Apr 934.75 0 0 - 0 0 0
21 Apr 938.85 0 0 - 0 0 0
20 Apr 917.75 0 0 - 0 0 0
17 Apr 908.25 0 0 - 0 0 0
16 Apr 905.90 0 0 - 0 0 0
15 Apr 913.15 - - - 0 0 0
13 Apr 898.95 0 0 - 0 0 0
10 Apr 924.55 0 0 (0.00%) 2.78 0 0 0
9 Apr 903.25 108.85 0 (0.00%) 1.61 0 0 0
8 Apr 915.05 108.85 0 (0.00%) 2.26 0 0 0
7 Apr 855.10 0 0 (0.00%) - 0 0 0
6 Apr 850.85 0 0 (0.00%) - 0 0 0
2 Apr 826.85 0 0 (0.00%) - 0 0 0


For Bajaj Finance Limited - strike price 900 expiring on 30JUN2026

Delta for 900 PE is -0.45

Historical price for 900 PE is as follows

On 5 Jun BAJFINANCE was trading at 902.00. The strike last trading price was 26, which was -14.1 lower than the previous day. The implied volatity was 30.15, the open interest changed by 370 which increased total open position to 2353


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 38.2, which was -0.45 lower than the previous day. The implied volatity was 28.87, the open interest changed by 23 which increased total open position to 1983


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 39, which was 4.9 higher than the previous day. The implied volatity was 28.93, the open interest changed by 202 which increased total open position to 1965


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 33.9, which was 2.25 higher than the previous day. The implied volatity was 27.74, the open interest changed by 159 which increased total open position to 1763


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 31.2, which was 9.4 higher than the previous day. The implied volatity was 27.81, the open interest changed by 136 which increased total open position to 1604


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 16.1, which was 0.4 higher than the previous day. The implied volatity was 21.35, the open interest changed by 256 which increased total open position to 1469


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 15, which was -2.8 lower than the previous day. The implied volatity was 26.99, the open interest changed by 69 which increased total open position to 1214


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 17, which was 3.3 higher than the previous day. The implied volatity was 27.94, the open interest changed by 169 which increased total open position to 1146


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 13.2, which was -10.6 lower than the previous day. The implied volatity was 27.13, the open interest changed by -88 which decreased total open position to 976


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 23.4, which was -7.15 lower than the previous day. The implied volatity was 28, the open interest changed by 112 which increased total open position to 1064


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 30.3, which was 6.5 higher than the previous day. The implied volatity was 30.7, the open interest changed by 268 which increased total open position to 949


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 23, which was -1.75 lower than the previous day. The implied volatity was 29.84, the open interest changed by -10 which decreased total open position to 668


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 24.75, which was -1.3 lower than the previous day. The implied volatity was 30.79, the open interest changed by 109 which increased total open position to 677


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 26.7, which was -4.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 113 which increased total open position to 568


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 31.1, which was 1.6 higher than the previous day. The implied volatity was 30.35, the open interest changed by 33 which increased total open position to 455


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 28.5, which was -8.2 lower than the previous day. The implied volatity was 29.3, the open interest changed by 27 which increased total open position to 418


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 35, which was 2.05 higher than the previous day. The implied volatity was 0, the open interest changed by 98 which increased total open position to 392


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 31.7, which was 10.85 higher than the previous day. The implied volatity was 0, the open interest changed by 35 which increased total open position to 295


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 20.65, which was 4.55 higher than the previous day. The implied volatity was 0, the open interest changed by 63 which increased total open position to 255


On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 16.15, which was 2.9 higher than the previous day. The implied volatity was 28.17, the open interest changed by 62 which increased total open position to 192


On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 12.6, which was -0.05 lower than the previous day. The implied volatity was 28.52, the open interest changed by 37 which increased total open position to 129


On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 12, which was -7.15 lower than the previous day. The implied volatity was 29.26, the open interest changed by 9 which increased total open position to 92


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 19.4, which was -2.65 lower than the previous day. The implied volatity was 31.01, the open interest changed by 14 which increased total open position to 84


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 21.9, which was -3.65 lower than the previous day. The implied volatity was 30.82, the open interest changed by 27 which increased total open position to 70


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 25.2, which was -7.6 lower than the previous day. The implied volatity was 29.74, the open interest changed by 90 which increased total open position to 133


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 32.8, which was 1.15 higher than the previous day. The implied volatity was 32.64, the open interest changed by 18 which increased total open position to 42


On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 31.65, which was -8.05 lower than the previous day. The implied volatity was 30.7, the open interest changed by 0 which decreased total open position to 24


On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 31.65, which was -3.55 lower than the previous day. The implied volatity was 30.7, the open interest changed by 8 which increased total open position to 23


On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 35.2, which was -4.6 lower than the previous day. The implied volatity was 31.51, the open interest changed by 3 which increased total open position to 14


On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 39.8, which was -69.05 lower than the previous day. The implied volatity was 33.61, the open interest changed by 11 which increased total open position to 11


On 22 Apr BAJFINANCE was trading at 934.75. 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 21 Apr BAJFINANCE was trading at 938.85. 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 20 Apr BAJFINANCE was trading at 917.75. 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 17 Apr BAJFINANCE was trading at 908.25. 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 16 Apr BAJFINANCE was trading at 905.90. 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 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr BAJFINANCE was trading at 898.95. 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 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 108.85, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 108.85, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BAJFINANCE was trading at 855.10. 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 6 Apr BAJFINANCE was trading at 850.85. 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 2 Apr BAJFINANCE was trading at 826.85. 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