[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
882.75 +33.75 (3.98%)
L: 853.3 H: 888.8

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Historical option data for BAJFINANCE

25 Mar 2026 04:12 PM IST
BAJFINANCE 30-MAR-2026 910 CE
Delta: 0.21
Vega: 0.29
Theta: -0.91
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 882.75 3.45 1.9 29.31 4,926 298 1,023
24 Mar 849.00 1.85 1.1 37.34 960 -72 721
23 Mar 812.60 0.75 -0.75 44.97 1,173 -237 797
20 Mar 830.55 1.45 -0.35 35.5 1,075 60 1,025
19 Mar 832.20 1.8 -5.15 33.11 2,555 154 1,344
18 Mar 880.10 7.25 1.6 27.1 3,909 -43 1,177
17 Mar 868.60 5.55 -4 27.92 1,467 173 1,246
16 Mar 878.15 8.65 1.85 30.34 1,549 57 1,073
13 Mar 855.05 6.7 -4.3 31.11 1,391 20 1,007
12 Mar 863.10 11 -10.6 34.66 2,317 332 987
11 Mar 893.65 20.75 -25.45 33.4 2,507 243 654
10 Mar 939.80 46.35 -0.7 27.14 138 -5 412
9 Mar 938.05 46.2 -20.1 29.5 818 397 415
6 Mar 950.20 66.3 -15.05 - 0 0 18
5 Mar 962.40 66.3 -15.05 27.68 24 18 20
4 Mar 945.10 81.35 -30.55 - 2 0 2
2 Mar 978.25 81.35 -30.55 32.7 2 0 1
27 Feb 995.90 111.9 58.55 - 0 0 1
26 Feb 1012.95 111.9 58.55 - 0 0 1
25 Feb 1021.05 111.9 58.55 - 1 0 1
24 Feb 1023.55 111.9 58.55 - 1 0 0
23 Feb 1031.00 53.35 0 - 0 0 0
20 Feb 1030.20 53.35 0 - 0 0 0
19 Feb 1017.05 53.35 0 - 0 0 0
18 Feb 1023.80 53.35 0 - 0 0 0
17 Feb 1014.15 53.35 0 - 0 0 0
16 Feb 1012.75 53.35 0 - 0 0 0
13 Feb 1024.75 53.35 0 - 0 0 0
12 Feb 999.10 53.35 0 - 0 0 0
11 Feb 968.95 53.35 0 - 0 0 0
10 Feb 965.60 53.35 0 - 0 0 0
9 Feb 983.15 53.35 0 - 0 0 0
6 Feb 981.70 53.35 0 - 0 0 0
5 Feb 964.75 53.35 0 - 0 0 0
4 Feb 963.30 53.35 0 - 0 0 0
3 Feb 964.40 53.35 0 - 0 0 0
2 Feb 903.70 53.35 0 0.03 0 0 0
1 Feb 902.35 53.35 0 - 0 0 0
30 Jan 929.85 53.35 0 - 0 0 0
29 Jan 935.15 53.35 0 - 0 0 0
28 Jan 935.15 53.35 0 0 0 0 0


For Bajaj Finance Limited - strike price 910 expiring on 30MAR2026

Delta for 910 CE is 0.21

Historical price for 910 CE is as follows

On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 3.45, which was 1.9 higher than the previous day. The implied volatity was 29.31, the open interest changed by 298 which increased total open position to 1023


On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 1.85, which was 1.1 higher than the previous day. The implied volatity was 37.34, the open interest changed by -72 which decreased total open position to 721


On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 44.97, the open interest changed by -237 which decreased total open position to 797


On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 1.45, which was -0.35 lower than the previous day. The implied volatity was 35.5, the open interest changed by 60 which increased total open position to 1025


On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 1.8, which was -5.15 lower than the previous day. The implied volatity was 33.11, the open interest changed by 154 which increased total open position to 1344


On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 7.25, which was 1.6 higher than the previous day. The implied volatity was 27.1, the open interest changed by -43 which decreased total open position to 1177


On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 5.55, which was -4 lower than the previous day. The implied volatity was 27.92, the open interest changed by 173 which increased total open position to 1246


On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 8.65, which was 1.85 higher than the previous day. The implied volatity was 30.34, the open interest changed by 57 which increased total open position to 1073


On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 6.7, which was -4.3 lower than the previous day. The implied volatity was 31.11, the open interest changed by 20 which increased total open position to 1007


On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 11, which was -10.6 lower than the previous day. The implied volatity was 34.66, the open interest changed by 332 which increased total open position to 987


On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 20.75, which was -25.45 lower than the previous day. The implied volatity was 33.4, the open interest changed by 243 which increased total open position to 654


On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 46.35, which was -0.7 lower than the previous day. The implied volatity was 27.14, the open interest changed by -5 which decreased total open position to 412


On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 46.2, which was -20.1 lower than the previous day. The implied volatity was 29.5, the open interest changed by 397 which increased total open position to 415


On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 66.3, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18


On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 66.3, which was -15.05 lower than the previous day. The implied volatity was 27.68, the open interest changed by 18 which increased total open position to 20


On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 81.35, which was -30.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 81.35, which was -30.55 lower than the previous day. The implied volatity was 32.7, the open interest changed by 0 which decreased total open position to 1


On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 111.9, which was 58.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 111.9, which was 58.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 111.9, which was 58.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 111.9, which was 58.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


BAJFINANCE 30MAR2026 910 PE
Delta: -0.72
Vega: 0.35
Theta: -1.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 882.75 32.85 -29.15 40.53 416 -61 185
24 Mar 849.00 61.4 -39 53.64 121 -69 247
23 Mar 812.60 100.1 20 62.81 38 -7 327
20 Mar 830.55 80.05 2.25 41.88 29 -2 333
19 Mar 832.20 74.6 39.95 41.29 99 -45 336
18 Mar 880.10 32.75 -12.4 28.2 434 -90 384
17 Mar 868.60 45 4.3 31.3 415 72 473
16 Mar 878.15 44.2 -15.65 35.15 123 -16 400
13 Mar 855.05 61.15 7.2 40.05 85 -33 416
12 Mar 863.10 54.2 18.35 34.62 241 -50 450
11 Mar 893.65 37.85 25.6 38.93 2,953 112 504
10 Mar 939.80 12 -4.7 30.7 706 -8 394
9 Mar 938.05 16.65 4.95 34.67 868 168 404
6 Mar 950.20 10.9 2.75 30.19 91 4 237
5 Mar 962.40 8.25 -6.1 29.39 406 60 235
4 Mar 945.10 14.5 7.8 31.42 417 64 178
2 Mar 978.25 6.65 3.35 28.71 193 19 114
27 Feb 995.90 3.25 0.85 26.16 70 7 95
26 Feb 1012.95 2.25 -0.1 26.54 103 29 88
25 Feb 1021.05 2.35 -0.65 27.49 89 27 60
24 Feb 1023.55 2.9 0.8 29.01 31 16 33
23 Feb 1031.00 2.1 -0.55 27.71 16 -2 16
20 Feb 1030.20 2.65 -0.55 27.28 5 0 20
19 Feb 1017.05 3.5 0.55 25.91 20 -1 19
18 Feb 1023.80 2.95 -1.15 26.67 8 -3 20
17 Feb 1014.15 4.1 -1.1 27.28 6 -1 23
16 Feb 1012.75 5.2 0.35 29.02 1 0 23
13 Feb 1024.75 4.85 -2 30.29 15 -5 24
12 Feb 999.10 6.85 -3.75 28.27 12 -5 30
11 Feb 968.95 10.6 -1.8 - 0 0 35
10 Feb 965.60 10.6 -1.8 - 0 0 35
9 Feb 983.15 10.6 -1.8 - 0 0 35
6 Feb 981.70 10.6 -1.8 27.8 8 1 35
5 Feb 964.75 12.4 -0.8 26.03 22 6 34
4 Feb 963.30 13.35 -25.8 26.56 41 25 25
3 Feb 964.40 39.15 0 5.09 0 0 0
2 Feb 903.70 39.15 0 1.04 0 0 0
1 Feb 902.35 39.15 0 0.75 0 0 0
30 Jan 929.85 39.15 0 2.73 0 0 0
29 Jan 935.15 39.15 0 3.19 0 0 0
28 Jan 935.15 39.15 0 3.04 0 0 0


For Bajaj Finance Limited - strike price 910 expiring on 30MAR2026

Delta for 910 PE is -0.72

Historical price for 910 PE is as follows

On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 32.85, which was -29.15 lower than the previous day. The implied volatity was 40.53, the open interest changed by -61 which decreased total open position to 185


On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 61.4, which was -39 lower than the previous day. The implied volatity was 53.64, the open interest changed by -69 which decreased total open position to 247


On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 100.1, which was 20 higher than the previous day. The implied volatity was 62.81, the open interest changed by -7 which decreased total open position to 327


On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 80.05, which was 2.25 higher than the previous day. The implied volatity was 41.88, the open interest changed by -2 which decreased total open position to 333


On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 74.6, which was 39.95 higher than the previous day. The implied volatity was 41.29, the open interest changed by -45 which decreased total open position to 336


On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 32.75, which was -12.4 lower than the previous day. The implied volatity was 28.2, the open interest changed by -90 which decreased total open position to 384


On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 45, which was 4.3 higher than the previous day. The implied volatity was 31.3, the open interest changed by 72 which increased total open position to 473


On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 44.2, which was -15.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by -16 which decreased total open position to 400


On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 61.15, which was 7.2 higher than the previous day. The implied volatity was 40.05, the open interest changed by -33 which decreased total open position to 416


On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 54.2, which was 18.35 higher than the previous day. The implied volatity was 34.62, the open interest changed by -50 which decreased total open position to 450


On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 37.85, which was 25.6 higher than the previous day. The implied volatity was 38.93, the open interest changed by 112 which increased total open position to 504


On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 12, which was -4.7 lower than the previous day. The implied volatity was 30.7, the open interest changed by -8 which decreased total open position to 394


On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 16.65, which was 4.95 higher than the previous day. The implied volatity was 34.67, the open interest changed by 168 which increased total open position to 404


On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 10.9, which was 2.75 higher than the previous day. The implied volatity was 30.19, the open interest changed by 4 which increased total open position to 237


On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 8.25, which was -6.1 lower than the previous day. The implied volatity was 29.39, the open interest changed by 60 which increased total open position to 235


On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 14.5, which was 7.8 higher than the previous day. The implied volatity was 31.42, the open interest changed by 64 which increased total open position to 178


On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 6.65, which was 3.35 higher than the previous day. The implied volatity was 28.71, the open interest changed by 19 which increased total open position to 114


On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 3.25, which was 0.85 higher than the previous day. The implied volatity was 26.16, the open interest changed by 7 which increased total open position to 95


On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 2.25, which was -0.1 lower than the previous day. The implied volatity was 26.54, the open interest changed by 29 which increased total open position to 88


On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 27.49, the open interest changed by 27 which increased total open position to 60


On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 2.9, which was 0.8 higher than the previous day. The implied volatity was 29.01, the open interest changed by 16 which increased total open position to 33


On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 27.71, the open interest changed by -2 which decreased total open position to 16


On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 20


On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 3.5, which was 0.55 higher than the previous day. The implied volatity was 25.91, the open interest changed by -1 which decreased total open position to 19


On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 2.95, which was -1.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by -3 which decreased total open position to 20


On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 4.1, which was -1.1 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 23


On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 5.2, which was 0.35 higher than the previous day. The implied volatity was 29.02, the open interest changed by 0 which decreased total open position to 23


On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 4.85, which was -2 lower than the previous day. The implied volatity was 30.29, the open interest changed by -5 which decreased total open position to 24


On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 6.85, which was -3.75 lower than the previous day. The implied volatity was 28.27, the open interest changed by -5 which decreased total open position to 30


On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 10.6, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 10.6, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 10.6, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 10.6, which was -1.8 lower than the previous day. The implied volatity was 27.8, the open interest changed by 1 which increased total open position to 35


On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 12.4, which was -0.8 lower than the previous day. The implied volatity was 26.03, the open interest changed by 6 which increased total open position to 34


On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 13.35, which was -25.8 lower than the previous day. The implied volatity was 26.56, the open interest changed by 25 which increased total open position to 25


On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0


On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 39.15, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0