[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
999.6 +1.20 (0.12%)
L: 995.3 H: 1011.2

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Historical option data for BAJFINANCE

17 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 920 CE
Delta: 0.86
Vega: 0.43
Theta: -0.96
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 999.60 90 -10.25 45.41 1 0 56
16 Dec 998.40 100.25 1.1 - 0 0 56
15 Dec 1012.70 100.25 1.1 - 0 0 0
12 Dec 1017.30 100.25 1.1 - 0 0 56
11 Dec 1006.40 100.25 1.1 42.81 1 0 56
10 Dec 1010.30 99.15 -11.15 35.27 1 0 55
9 Dec 1016.70 110.3 -1.6 - 0 0 0
8 Dec 1026.40 110.3 -1.6 - 0 0 55
5 Dec 1048.00 110.3 -1.6 - 0 0 0
4 Dec 1029.10 110.3 -1.6 - 0 1 0
3 Dec 1021.40 110.3 -1.6 25.66 1 0 54
2 Dec 1025.50 111.9 -4.1 - 1 0 53
1 Dec 1021.10 116 -11 39.37 1 0 54
28 Nov 1037.50 127 49.25 - 0 0 0
27 Nov 1033.80 127 49.25 30.62 1 0 54
26 Nov 1010.70 77.75 -6.7 - 0 2 0
25 Nov 986.20 77.75 -6.7 21.84 5 0 52
24 Nov 994.00 84.45 -9.45 17.98 3 2 51
21 Nov 1004.10 94.1 -23.9 - 26 5 49
20 Nov 1028.60 118 20.6 - 10 1 36
19 Nov 1005.60 97.1 -9.4 17.59 42 26 27
18 Nov 1013.60 106.5 -10.95 20.26 1 0 0
17 Nov 1026.80 117.45 0 - 0 0 0
14 Nov 1018.50 117.45 0 - 0 0 0
13 Nov 1005.40 117.45 0 - 0 0 0
12 Nov 1013.20 117.45 0 - 0 0 0
11 Nov 1005.20 117.45 0 - 0 0 0
10 Nov 1085.00 117.45 0 - 0 0 0
7 Nov 1066.60 117.45 0 - 0 0 0
6 Nov 1041.90 117.45 0 - 0 0 0
4 Nov 1057.00 117.45 0 - 0 0 0
3 Nov 1043.10 117.45 0 - 0 0 0
31 Oct 1042.80 117.45 0 - 0 0 0
30 Oct 1052.30 117.45 0 - 0 0 0
29 Oct 1062.95 117.45 0 - 0 0 0
27 Oct 1084.40 0 0 - 0 0 0
24 Oct 1089.75 0 0 - 0 0 0
23 Oct 1094.15 0 0 - 0 0 0
15 Oct 1059.90 0 0 - 0 0 0
13 Oct 1036.75 0 0 - 0 0 0
10 Oct 1023.85 0 0 - 0 0 0
9 Oct 1024.10 0 0 - 0 0 0
3 Oct 989.75 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 920 expiring on 30DEC2025

Delta for 920 CE is 0.86

Historical price for 920 CE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 90, which was -10.25 lower than the previous day. The implied volatity was 45.41, the open interest changed by 0 which decreased total open position to 56


On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 100.25, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 100.25, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 100.25, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 100.25, which was 1.1 higher than the previous day. The implied volatity was 42.81, the open interest changed by 0 which decreased total open position to 56


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 99.15, which was -11.15 lower than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 55


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 110.3, which was -1.6 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 110.3, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 110.3, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 110.3, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 110.3, which was -1.6 lower than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 54


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 111.9, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 116, which was -11 lower than the previous day. The implied volatity was 39.37, the open interest changed by 0 which decreased total open position to 54


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 127, which was 49.25 higher 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 127, which was 49.25 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 54


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 77.75, which was -6.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 77.75, which was -6.7 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 52


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 84.45, which was -9.45 lower than the previous day. The implied volatity was 17.98, the open interest changed by 2 which increased total open position to 51


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 94.1, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 49


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 118, which was 20.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 97.1, which was -9.4 lower than the previous day. The implied volatity was 17.59, the open interest changed by 26 which increased total open position to 27


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 106.5, which was -10.95 lower than the previous day. The implied volatity was 20.26, 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 117.45, 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 117.45, 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 117.45, 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 117.45, 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 117.45, 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 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 117.45, 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 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 117.45, 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 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 117.45, 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 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 117.45, 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 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 117.45, 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 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 117.45, 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 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 117.45, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 117.45, 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 27 Oct BAJFINANCE was trading at 1084.40. 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 Oct BAJFINANCE was trading at 1089.75. 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 23 Oct BAJFINANCE was trading at 1094.15. 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 Oct BAJFINANCE was trading at 1059.90. 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 13 Oct BAJFINANCE was trading at 1036.75. 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 10 Oct BAJFINANCE was trading at 1023.85. 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 9 Oct BAJFINANCE was trading at 1024.10. 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 3 Oct BAJFINANCE was trading at 989.75. 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


BAJFINANCE 30DEC2025 920 PE
Delta: -0.03
Vega: 0.12
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 999.60 0.5 -0.1 24.40 218 8 952
16 Dec 998.40 0.65 0.3 23.99 100 3 944
15 Dec 1012.70 0.35 -0.1 23.98 51 -2 943
12 Dec 1017.30 0.5 -0.25 24.31 42 8 945
11 Dec 1006.40 0.75 -0.05 23.67 148 -2 939
10 Dec 1010.30 0.85 0.25 23.90 308 14 945
9 Dec 1016.70 0.6 0 23.38 99 -17 930
8 Dec 1026.40 0.6 0.25 24.42 118 -8 947
5 Dec 1048.00 0.35 -0.35 24.19 205 -51 956
4 Dec 1029.10 0.7 -0.25 23.35 67 -9 1,008
3 Dec 1021.40 0.9 -0.15 23.17 109 7 1,017
2 Dec 1025.50 1 -0.15 23.78 114 10 1,019
1 Dec 1021.10 1.2 0.4 23.34 127 9 1,007
28 Nov 1037.50 0.8 -0.1 23.47 149 -29 1,004
27 Nov 1033.80 0.85 -0.95 22.91 1,159 740 1,036
26 Nov 1010.70 1.85 -2.45 22.39 464 53 298
25 Nov 986.20 4.5 0.5 22.70 322 55 246
24 Nov 994.00 3.8 0.6 23.01 99 30 190
21 Nov 1004.10 3.3 1.25 23.28 86 44 159
20 Nov 1028.60 1.95 -1.5 23.77 53 -16 116
19 Nov 1005.60 3.45 -0.05 23.20 80 13 132
18 Nov 1013.60 3.5 1.05 24.45 44 16 118
17 Nov 1026.80 2.45 -1.35 24.01 80 -8 102
14 Nov 1018.50 3.75 -1.05 24.23 36 8 109
13 Nov 1005.40 4.8 0.55 24.09 9 3 99
12 Nov 1013.20 4.35 -1.1 24.00 68 -4 96
11 Nov 1005.20 5.05 1.05 24.60 106 43 94
10 Nov 1085.00 4 0.1 - 0 0 0
7 Nov 1066.60 4 0.1 30.50 1 0 51
6 Nov 1041.90 3.9 -0.35 26.56 3 1 50
4 Nov 1057.00 4.25 0.15 28.34 8 5 48
3 Nov 1043.10 4.05 -0.45 25.97 23 6 33
31 Oct 1042.80 4.5 0.6 - 19 16 25
30 Oct 1052.30 3.9 0.9 26.49 9 7 8
29 Oct 1062.95 3 -21.65 26.04 1 0 0
27 Oct 1084.40 24.65 0 - 0 0 0
24 Oct 1089.75 24.65 0 - 0 0 0
23 Oct 1094.15 24.65 0 - 0 0 0
15 Oct 1059.90 24.65 0 - 0 0 0
13 Oct 1036.75 24.65 0 - 0 0 0
10 Oct 1023.85 24.65 0 - 0 0 0
9 Oct 1024.10 24.65 0 - 0 0 0
3 Oct 989.75 24.65 0 5.38 0 0 0


For Bajaj Finance Limited - strike price 920 expiring on 30DEC2025

Delta for 920 PE is -0.03

Historical price for 920 PE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 24.40, the open interest changed by 8 which increased total open position to 952


On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 0.65, which was 0.3 higher than the previous day. The implied volatity was 23.99, the open interest changed by 3 which increased total open position to 944


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 23.98, the open interest changed by -2 which decreased total open position to 943


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by 8 which increased total open position to 945


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 23.67, the open interest changed by -2 which decreased total open position to 939


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 0.85, which was 0.25 higher than the previous day. The implied volatity was 23.90, the open interest changed by 14 which increased total open position to 945


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 23.38, the open interest changed by -17 which decreased total open position to 930


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 24.42, the open interest changed by -8 which decreased total open position to 947


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 24.19, the open interest changed by -51 which decreased total open position to 956


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 23.35, the open interest changed by -9 which decreased total open position to 1008


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 23.17, the open interest changed by 7 which increased total open position to 1017


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 23.78, the open interest changed by 10 which increased total open position to 1019


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 1.2, which was 0.4 higher than the previous day. The implied volatity was 23.34, the open interest changed by 9 which increased total open position to 1007


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 23.47, the open interest changed by -29 which decreased total open position to 1004


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 0.85, which was -0.95 lower than the previous day. The implied volatity was 22.91, the open interest changed by 740 which increased total open position to 1036


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 1.85, which was -2.45 lower than the previous day. The implied volatity was 22.39, the open interest changed by 53 which increased total open position to 298


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 22.70, the open interest changed by 55 which increased total open position to 246


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 3.8, which was 0.6 higher than the previous day. The implied volatity was 23.01, the open interest changed by 30 which increased total open position to 190


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 3.3, which was 1.25 higher than the previous day. The implied volatity was 23.28, the open interest changed by 44 which increased total open position to 159


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 1.95, which was -1.5 lower than the previous day. The implied volatity was 23.77, the open interest changed by -16 which decreased total open position to 116


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 23.20, the open interest changed by 13 which increased total open position to 132


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 3.5, which was 1.05 higher than the previous day. The implied volatity was 24.45, the open interest changed by 16 which increased total open position to 118


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 2.45, which was -1.35 lower than the previous day. The implied volatity was 24.01, the open interest changed by -8 which decreased total open position to 102


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 24.23, the open interest changed by 8 which increased total open position to 109


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 24.09, the open interest changed by 3 which increased total open position to 99


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 4.35, which was -1.1 lower than the previous day. The implied volatity was 24.00, the open interest changed by -4 which decreased total open position to 96


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 5.05, which was 1.05 higher than the previous day. The implied volatity was 24.60, the open interest changed by 43 which increased total open position to 94


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 4, which was 0.1 higher 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 4, which was 0.1 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 51


On 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1 which increased total open position to 50


On 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 28.34, the open interest changed by 5 which increased total open position to 48


On 3 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 25.97, the open interest changed by 6 which increased total open position to 33


On 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 4.5, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 25


On 30 Oct BAJFINANCE was trading at 1052.30. The strike last trading price was 3.9, which was 0.9 higher than the previous day. The implied volatity was 26.49, the open interest changed by 7 which increased total open position to 8


On 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 3, which was -21.65 lower than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 0


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 24.65, 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 Oct BAJFINANCE was trading at 989.75. The strike last trading price was 24.65, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0