Historical option data for BAJFINANCE
03 Jun 2026 04:10 PM IST
| BAJFINANCE 30-Jun-2026 (27d) 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 0.01
Theta: -0.49
Gamma: 0.00563
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.34
Historical price for 910 CE is as follows
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 (27d) 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.01
Theta: -0.36
Gamma: 0.00547
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.66
Historical price for 910 PE is as follows
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
