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Historical option data for BAJFINANCE

25 Jun 2026 04:10 PM IST
BAJFINANCE 30-Jun-2026 (3d) 910 CE
Delta: 0.99
Vega: 0
Theta: 0.06
Gamma: 0.00079
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 980.40 66 -9 (-12.00%) 26.7 83 -25 349
24 Jun 990.95 75.3 26.3 (53.67%) 36.01 18 1 375
23 Jun 962.40 49.35 -6.65 (-11.87%) 28.04 12 -8 374
22 Jun 968.30 55.2 5.2 (10.40%) 29.19 22 -6 382
19 Jun 961.80 53.1 4.1 (8.37%) 26.79 89 -46 391
18 Jun 958.85 50.35 1.35 (2.76%) 26.59 62 -2 438
17 Jun 958.40 48.2 -0.8 (-1.63%) 27.16 21 -2 440
16 Jun 959.65 49.35 12.35 (33.38%) 28.38 146 -41 444
15 Jun 942.30 36.05 12.05 (50.21%) 17.97 638 -140 486
12 Jun 918.30 23.85 16.85 (240.71%) 20.64 4,250 -363 630
11 Jun 870.55 7.8 -3.2 (-29.09%) 25.58 735 36 990
10 Jun 884.10 11.2 -1.8 (-13.85%) 24.18 926 -27 955
9 Jun 886.90 13.2 3.2 (32.00%) 25.23 1,233 -102 985
8 Jun 871.10 9.55 -7.45 (-43.82%) 27.16 1,437 25 1,094
5 Jun 889.40 16.4 3.4 (26.15%) 25.32 9,568 286 1,069
4 Jun 874.40 13.6 -1.4 (-9.33%) 26.85 631 10 785
3 Jun 876.80 14.25 -0.75 (-5.00%) 27.18 1,193 56 775
2 Jun 882.00 15.65 -2.35 (-13.06%) 25.28 1,824 144 719
1 Jun 889.05 18.3 -12.7 (-40.97%) 25.12 1,771 115 572
29 May 908.25 32 -9 (-21.95%) 27.95 976 211 459
27 May 931.15 41.25 1.25 (3.13%) 22.57 202 9 247
26 May 930.20 40.15 -10.85 (-21.27%) 22.08 114 30 239
25 May 941.90 50.1 14.1 (39.17%) 23.98 121 -15 210
22 May 916.55 36 4 (12.50%) 25.34 539 71 225
21 May 907.65 32.65 -10.35 (-24.07%) 25.64 228 88 143
20 May 923.10 42.3 2.3 (5.75%) 25.24 18 3 43
19 May 923.55 39.9 -1.1 (-2.68%) 24.33 4 2 41
18 May 921.10 40.8 -0.2 (-0.49%) 24.2 63 11 42
15 May 910.45 41 0 (0.00%) 26.68 4 0 31
14 May 912.15 41.85 6.85 (19.57%) 27.44 46 23 30
13 May 896.15 34.6 -2.4 (-6.49%) 0 1 0 6
12 May 904.20 35.8 -30.2 (-45.76%) 25.54 6 5 5
11 May 936.05 0 -66 (-100.00%) 0 0 0 0
8 May 955.35 0 0 - 0 0 0
7 May 972.75 0 0 - 0 0 0
6 May 980.75 0 0 - 0 0 0
5 May 958.60 0 0 - 0 0 0
4 May 950.20 0 0 - 0 0 0
30 Apr 937.00 0 0 - 0 0 0
29 Apr 930.00 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 910 expiring on 30JUN2026

Delta for 910 CE is 0.99

Historical price for 910 CE is as follows

On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 66, which was -9 lower than the previous day. The implied volatity was 26.7, the open interest changed by -25 which decreased total open position to 349


On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 75.3, which was 26.3 higher than the previous day. The implied volatity was 36.01, the open interest changed by 1 which increased total open position to 375


On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 49.35, which was -6.65 lower than the previous day. The implied volatity was 28.04, the open interest changed by -8 which decreased total open position to 374


On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 55.2, which was 5.2 higher than the previous day. The implied volatity was 29.19, the open interest changed by -6 which decreased total open position to 382


On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 53.1, which was 4.1 higher than the previous day. The implied volatity was 26.79, the open interest changed by -46 which decreased total open position to 391


On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 50.35, which was 1.35 higher than the previous day. The implied volatity was 26.59, the open interest changed by -2 which decreased total open position to 438


On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 48.2, which was -0.8 lower than the previous day. The implied volatity was 27.16, the open interest changed by -2 which decreased total open position to 440


On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 49.35, which was 12.35 higher than the previous day. The implied volatity was 28.38, the open interest changed by -41 which decreased total open position to 444


On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 36.05, which was 12.05 higher than the previous day. The implied volatity was 17.97, the open interest changed by -140 which decreased total open position to 486


On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 23.85, which was 16.85 higher than the previous day. The implied volatity was 20.64, the open interest changed by -363 which decreased total open position to 630


On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 7.8, which was -3.2 lower than the previous day. The implied volatity was 25.58, the open interest changed by 36 which increased total open position to 990


On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 11.2, which was -1.8 lower than the previous day. The implied volatity was 24.18, the open interest changed by -27 which decreased total open position to 955


On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 13.2, which was 3.2 higher than the previous day. The implied volatity was 25.23, the open interest changed by -102 which decreased total open position to 985


On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 9.55, which was -7.45 lower than the previous day. The implied volatity was 27.16, the open interest changed by 25 which increased total open position to 1094


On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 16.4, which was 3.4 higher than the previous day. The implied volatity was 25.32, the open interest changed by 286 which increased total open position to 1069


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 13.6, which was -1.4 lower than the previous day. The implied volatity was 26.85, the open interest changed by 10 which increased total open position to 785


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 14.25, which was -0.75 lower than the previous day. The implied volatity was 27.18, the open interest changed by 56 which increased total open position to 775


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 15.65, which was -2.35 lower than the previous day. The implied volatity was 25.28, the open interest changed by 144 which increased total open position to 719


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 18.3, which was -12.7 lower than the previous day. The implied volatity was 25.12, the open interest changed by 115 which increased total open position to 572


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 32, which was -9 lower than the previous day. The implied volatity was 27.95, the open interest changed by 211 which increased total open position to 459


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 41.25, which was 1.25 higher than the previous day. The implied volatity was 22.57, the open interest changed by 9 which increased total open position to 247


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 40.15, which was -10.85 lower than the previous day. The implied volatity was 22.08, the open interest changed by 30 which increased total open position to 239


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 50.1, which was 14.1 higher than the previous day. The implied volatity was 23.98, the open interest changed by -15 which decreased total open position to 210


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 36, which was 4 higher than the previous day. The implied volatity was 25.34, the open interest changed by 71 which increased total open position to 225


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 32.65, which was -10.35 lower than the previous day. The implied volatity was 25.64, the open interest changed by 88 which increased total open position to 143


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 42.3, which was 2.3 higher than the previous day. The implied volatity was 25.24, the open interest changed by 3 which increased total open position to 43


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 39.9, which was -1.1 lower than the previous day. The implied volatity was 24.33, the open interest changed by 2 which increased total open position to 41


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 40.8, which was -0.2 lower than the previous day. The implied volatity was 24.2, the open interest changed by 11 which increased total open position to 42


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 41, which was 0 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 31


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 41.85, which was 6.85 higher than the previous day. The implied volatity was 27.44, the open interest changed by 23 which increased total open position to 30


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 34.6, which was -2.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 35.8, which was -30.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 5 which increased total open position to 5


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 0, which was -66 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 8 May BAJFINANCE was trading at 955.35. 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 7 May BAJFINANCE was trading at 972.75. 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 6 May BAJFINANCE was trading at 980.75. 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 5 May BAJFINANCE was trading at 958.60. 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 4 May BAJFINANCE was trading at 950.20. 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 30 Apr BAJFINANCE was trading at 937.00. 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 29 Apr BAJFINANCE was trading at 930.00. 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


BAJFINANCE 30-Jun-2026 (3d) 910 PE
Delta: -0.01
Vega: 0
Theta: 0.03
Gamma: 0.00097
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 980.40 0.15 -0.5 (-76.92%) 28.45 448 -112 551
24 Jun 990.95 0.65 -0.65 (-50.00%) 36.3 970 -297 662
23 Jun 962.40 1.3 -0.25 (-16.13%) 28.15 474 -73 959
22 Jun 968.30 1.6 -0.85 (-34.69%) 29.9 276 -19 1,034
19 Jun 961.80 2.2 -0.9 (-29.03%) 26.79 559 -25 1,055
18 Jun 958.85 3.15 -0.8 (-20.25%) 26.76 217 -34 1,082
17 Jun 958.40 4.1 -0.3 (-6.82%) 28.03 228 10 1,117
16 Jun 959.65 4.5 -3.9 (-46.43%) 28.38 830 144 1,107
15 Jun 942.30 8.6 -8.9 (-50.86%) 27.97 2,080 271 1,014
12 Jun 918.30 17.1 -31.15 (-64.56%) 27.93 1,178 200 748
11 Jun 870.55 47.35 7.55 (18.97%) 31.56 45 -9 550
10 Jun 884.10 39.1 2.35 (6.39%) 31.21 206 -8 561
9 Jun 886.90 36.6 -13.9 (-27.52%) 29.26 153 -18 570
8 Jun 871.10 52 15.3 (41.69%) 34.47 95 6 588
5 Jun 889.40 36.65 -11.65 (-24.12%) 29.18 1,702 -34 586
4 Jun 874.40 48.3 3.4 (7.57%) 29.13 5 -1 619
3 Jun 876.80 44.95 5.25 (13.22%) 28.03 91 25 620
2 Jun 882.00 39.95 2.7 (7.25%) 27.41 487 -206 595
1 Jun 889.05 37.3 11.35 (43.74%) 28.17 1,153 -5 800
29 May 908.25 19.55 0.5 (2.62%) 25.29 1,727 325 806
27 May 931.15 18.5 -2.95 (-13.75%) 26.79 533 79 481
26 May 930.20 20.85 4.35 (26.36%) 28.53 537 159 405
25 May 941.90 16.15 -11.9 (-42.42%) 27.43 225 18 244
22 May 916.55 27.45 -7.9 (-22.35%) 28 315 74 225
21 May 907.65 35 4.05 (13.09%) 30.65 211 119 151
20 May 923.10 30.95 2.3 (8.03%) 29.96 11 3 32
19 May 923.55 28.65 -10.45 (-26.73%) 30.22 14 9 28
18 May 921.10 39.1 4.6 (13.33%) 30.43 1 0 18
15 May 910.45 34.5 -11.5 (-25.00%) 30.75 1 1 18
14 May 912.15 46 4.5 (10.84%) 0 1 -1 17
13 May 896.15 41.5 9.65 (30.30%) 0 2 1 17
12 May 904.20 31.85 12.7 (66.32%) 0 2 0 16
11 May 936.05 19.15 0 (0.00%) 0 1 0 15
8 May 955.35 19.15 3.9 (25.57%) 28.38 12 6 13
7 May 972.75 15.25 -12.45 (-44.95%) 29.55 1 0 6
6 May 980.75 27.7 0 (0.00%) 35.15 0 0 6
5 May 958.60 27.7 3.7 (15.42%) 35.15 1 0 6
4 May 950.20 24 -4.2 (-14.89%) 30.19 2 1 7
30 Apr 937.00 28.2 -15.1 (-34.87%) 29.53 11 6 6
29 Apr 930.00 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 910 expiring on 30JUN2026

Delta for 910 PE is -0.01

Historical price for 910 PE is as follows

On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 0.15, which was -0.5 lower than the previous day. The implied volatity was 28.45, the open interest changed by -112 which decreased total open position to 551


On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 36.3, the open interest changed by -297 which decreased total open position to 662


On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 28.15, the open interest changed by -73 which decreased total open position to 959


On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 29.9, the open interest changed by -19 which decreased total open position to 1034


On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 26.79, the open interest changed by -25 which decreased total open position to 1055


On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 3.15, which was -0.8 lower than the previous day. The implied volatity was 26.76, the open interest changed by -34 which decreased total open position to 1082


On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 4.1, which was -0.3 lower than the previous day. The implied volatity was 28.03, the open interest changed by 10 which increased total open position to 1117


On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 4.5, which was -3.9 lower than the previous day. The implied volatity was 28.38, the open interest changed by 144 which increased total open position to 1107


On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 8.6, which was -8.9 lower than the previous day. The implied volatity was 27.97, the open interest changed by 271 which increased total open position to 1014


On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 17.1, which was -31.15 lower than the previous day. The implied volatity was 27.93, the open interest changed by 200 which increased total open position to 748


On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 47.35, which was 7.55 higher than the previous day. The implied volatity was 31.56, the open interest changed by -9 which decreased total open position to 550


On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 39.1, which was 2.35 higher than the previous day. The implied volatity was 31.21, the open interest changed by -8 which decreased total open position to 561


On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 36.6, which was -13.9 lower than the previous day. The implied volatity was 29.26, the open interest changed by -18 which decreased total open position to 570


On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 52, which was 15.3 higher than the previous day. The implied volatity was 34.47, the open interest changed by 6 which increased total open position to 588


On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 36.65, which was -11.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by -34 which decreased total open position to 586


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 48.3, which was 3.4 higher than the previous day. The implied volatity was 29.13, the open interest changed by -1 which decreased total open position to 619


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 44.95, which was 5.25 higher than the previous day. The implied volatity was 28.03, the open interest changed by 25 which increased total open position to 620


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 39.95, which was 2.7 higher than the previous day. The implied volatity was 27.41, the open interest changed by -206 which decreased total open position to 595


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 37.3, which was 11.35 higher than the previous day. The implied volatity was 28.17, the open interest changed by -5 which decreased total open position to 800


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 19.55, which was 0.5 higher than the previous day. The implied volatity was 25.29, the open interest changed by 325 which increased total open position to 806


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 18.5, which was -2.95 lower than the previous day. The implied volatity was 26.79, the open interest changed by 79 which increased total open position to 481


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 20.85, which was 4.35 higher than the previous day. The implied volatity was 28.53, the open interest changed by 159 which increased total open position to 405


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 16.15, which was -11.9 lower than the previous day. The implied volatity was 27.43, the open interest changed by 18 which increased total open position to 244


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 27.45, which was -7.9 lower than the previous day. The implied volatity was 28, the open interest changed by 74 which increased total open position to 225


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 35, which was 4.05 higher than the previous day. The implied volatity was 30.65, the open interest changed by 119 which increased total open position to 151


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 30.95, which was 2.3 higher than the previous day. The implied volatity was 29.96, the open interest changed by 3 which increased total open position to 32


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 28.65, which was -10.45 lower than the previous day. The implied volatity was 30.22, the open interest changed by 9 which increased total open position to 28


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 39.1, which was 4.6 higher than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 18


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 34.5, which was -11.5 lower than the previous day. The implied volatity was 30.75, the open interest changed by 1 which increased total open position to 18


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 46, which was 4.5 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 17


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 41.5, which was 9.65 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 17


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 31.85, which was 12.7 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 19.15, 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 15


On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 19.15, which was 3.9 higher than the previous day. The implied volatity was 28.38, the open interest changed by 6 which increased total open position to 13


On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 15.25, which was -12.45 lower than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 6


On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 27.7, which was 0 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 6


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 27.7, which was 3.7 higher than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 6


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 24, which was -4.2 lower than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 7


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 28.2, which was -15.1 lower than the previous day. The implied volatity was 29.53, the open interest changed by 6 which increased total open position to 6


On 29 Apr BAJFINANCE was trading at 930.00. 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