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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 30-DEC-2025 910 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	0 0	13 9,750
11 Dec	1006.40	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	0 0	13 9,750
10 Dec	1010.30	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	0 0	13 9,750
9 Dec	1016.70	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	0 0	0 0
8 Dec	1026.40	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	0 0	13 9,750
5 Dec	1048.00	112.65 ₹ 84,487.5	-8.9 -6675.00	-	0 0	1 750	0 0
4 Dec	1029.10	112.65 ₹ 84,487.5	-8.9 -6675.00	-	1 750	0 0	12 9,000
3 Dec	1021.40	121.55 ₹ 91,162.5	27.55 20662.50	-	0 0	1 750	0 0
2 Dec	1025.50	121.55 ₹ 91,162.5	27.55 20662.50	-	1 750	0 0	11 8,250

1 Dec	1021.10	94 ₹ 70,500	-10.15 -7612.50	-	0 0	0 0	0 0
28 Nov	1037.50	94 ₹ 70,500	-10.15 -7612.50	-	0 0	0 0	0 0
27 Nov	1033.80	94 ₹ 70,500	-10.15 -7612.50	-	0 0	0 0	0 0
26 Nov	1010.70	94 ₹ 70,500	-10.15 -7612.50	-	0 0	0 0	0 0
25 Nov	986.20	94 ₹ 70,500	-10.15 -7612.50	33.11	1 750	0 0	11 8,250
24 Nov	994.00	104.9 ₹ 78,675	-72.55 -54412.50	-	0 0	11 8,250	0 0
21 Nov	1004.10	104.9 ₹ 78,675	-72.55 -54412.50	15.26	12 9,000	10 7,500	10 7,500
20 Nov	1028.60	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
19 Nov	1005.60	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1026.80	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
14 Nov	1018.50	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1005.40	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
12 Nov	1013.20	177.45 ₹ 1,33,087.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1005.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	1085.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 910 expiring on 30DEC2025

Delta for 910 CE is -

Historical price for 910 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 112.65, which was -8.9 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 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 112.65, which was -8.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 121.55, which was 27.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 121.55, which was 27.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 94, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 94, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 94, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 94, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 94, which was -10.15 lower than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 11

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 104.9, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 104.9, which was -72.55 lower than the previous day. The implied volatity was 15.26, the open interest changed by 10 which increased total open position to 10

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 177.45, 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 Nov BAJFINANCE was trading at 1005.20. 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 10 Nov BAJFINANCE was trading at 1085.00. 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 7 Nov BAJFINANCE was trading at 1066.60. 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 6 Nov BAJFINANCE was trading at 1041.90. 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 4 Nov BAJFINANCE was trading at 1057.00. 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 3 Nov BAJFINANCE was trading at 1043.10. 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 31 Oct BAJFINANCE was trading at 1042.80. 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 30 Oct BAJFINANCE was trading at 1052.30. 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 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 30DEC2025 910 PE
Delta: -0.02 Vega: 0.10 Theta: -0.07 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	1017.30	0.4 ₹ 300	-0.15 -112.50	25.47	2 1,500	0 0	224 1,68,000
11 Dec	1006.40	0.5 ₹ 375	0 0.00	24.15	42 31,500	3 2,250	225 1,68,750
10 Dec	1010.30	0.5 ₹ 375	0.15 112.50	23.81	72 54,000	22 16,500	222 1,66,500
9 Dec	1016.70	0.35 ₹ 262.5	-0.15 -112.50	23.35	143 1,07,250	-70 -52,500	200 1,50,000
8 Dec	1026.40	0.45 ₹ 337.5	0.15 112.50	25.20	511 3,83,250	67 50,250	272 2,04,000
5 Dec	1048.00	0.3 ₹ 225	-0.25 -187.50	25.42	78 58,500	-14 -10,500	206 1,54,500
4 Dec	1029.10	0.55 ₹ 412.5	-0.15 -112.50	24.20	39 29,250	0 0	221 1,65,750
3 Dec	1021.40	0.7 ₹ 525	-0.05 -37.50	23.95	64 48,000	7 5,250	221 1,65,750
2 Dec	1025.50	0.7 ₹ 525	-0.15 -112.50	24.07	33 24,750	4 3,000	215 1,61,250
1 Dec	1021.10	0.85 ₹ 637.5	0.25 187.50	23.65	35 26,250	2 1,500	212 1,59,000
28 Nov	1037.50	0.6 ₹ 450	-0.1 -75.00	23.86	9 6,750	1 750	211 1,58,250
27 Nov	1033.80	0.7 ₹ 525	-0.7 -525.00	23.76	381 2,85,750	145 1,08,750	210 1,57,500
26 Nov	1010.70	1.45 ₹ 1,087.5	-2 -1500.00	23.02	184 1,38,000	21 15,750	65 48,750
25 Nov	986.20	3.55 ₹ 2,662.5	0.5 375.00	23.25	121 90,750	23 17,250	49 36,750
24 Nov	994.00	3 ₹ 2,250	0.55 412.50	23.54	33 24,750	5 3,750	24 18,000
21 Nov	1004.10	2.4 ₹ 1,800	0.75 562.50	23.28	32 24,000	2 1,500	17 12,750
20 Nov	1028.60	1.65 ₹ 1,237.5	-1.2 -900.00	24.56	28 21,000	3 2,250	13 9,750
19 Nov	1005.60	2.9 ₹ 2,175	-2.25 -1687.50	23.99	32 24,000	10 7,500	10 7,500
18 Nov	1013.60	5.15 ₹ 3,862.5	0 0.00	9.18	0 0	0 0	0 0
17 Nov	1026.80	5.15 ₹ 3,862.5	0 0.00	9.90	0 0	0 0	0 0
14 Nov	1018.50	5.15 ₹ 3,862.5	0 0.00	9.00	0 0	0 0	0 0
13 Nov	1005.40	5.15 ₹ 3,862.5	0 0.00	8.31	0 0	0 0	0 0
12 Nov	1013.20	5.15 ₹ 3,862.5	0 0.00	8.55	0 0	0 0	0 0
11 Nov	1005.20	5.15 ₹ 3,862.5	0 0.00	8.38	0 0	0 0	0 0
10 Nov	1085.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 910 expiring on 30DEC2025

Delta for 910 PE is -0.02

Historical price for 910 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 224

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 24.15, the open interest changed by 3 which increased total open position to 225

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 23.81, the open interest changed by 22 which increased total open position to 222

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 23.35, the open interest changed by -70 which decreased total open position to 200

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 25.20, the open interest changed by 67 which increased total open position to 272

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by -14 which decreased total open position to 206

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 24.20, the open interest changed by 0 which decreased total open position to 221

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by 7 which increased total open position to 221

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 24.07, the open interest changed by 4 which increased total open position to 215

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 23.65, the open interest changed by 2 which increased total open position to 212

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 211

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 23.76, the open interest changed by 145 which increased total open position to 210

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.45, which was -2 lower than the previous day. The implied volatity was 23.02, the open interest changed by 21 which increased total open position to 65

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 3.55, which was 0.5 higher than the previous day. The implied volatity was 23.25, the open interest changed by 23 which increased total open position to 49

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 23.54, the open interest changed by 5 which increased total open position to 24

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 2.4, which was 0.75 higher than the previous day. The implied volatity was 23.28, the open interest changed by 2 which increased total open position to 17

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1.65, which was -1.2 lower than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 13

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 2.9, which was -2.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by 10 which increased total open position to 10

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 9.18, 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 5.15, which was 0 lower than the previous day. The implied volatity was 9.90, the open interest changed by 0 which decreased total open position to 0

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 9.00, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 8.31, the open interest changed by 0 which decreased total open position to 0

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 8.38, the open interest changed by 0 which decreased total open position to 0

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