BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
29 Apr 2026 10:09 AM IST
| BAJFINANCE 26-May-2026 (27d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.01
Theta: -0.74
Gamma: 0.00409
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 927.45 | 44.05 | 1.3999999999999986 | 37.72 | 690 | 134 | 1,307 | |||||||||
| 28 Apr | 923.65 | 42.4 | 0.8500000000000014 | 39.62 | 1,666 | 254 | 1,171 | |||||||||
| 27 Apr | 921.80 | 42.1 | 1.5 | 37.01 | 1,891 | 234 | 917 | |||||||||
| 24 Apr | 921.55 | 40.55 | 2 | 34.09 | 1,102 | 205 | 679 | |||||||||
| 23 Apr | 918.35 | 38.6 | -10.399999999999999 | 34.47 | 569 | 185 | 473 | |||||||||
| 22 Apr | 934.75 | 49 | -2.25 | 33.75 | 190 | 79 | 288 | |||||||||
| 21 Apr | 938.85 | 51.3 | 11.849999999999994 | 34.13 | 258 | -18 | 209 | |||||||||
| 20 Apr | 917.75 | 38.25 | 2.3999999999999986 | 32.69 | 267 | 20 | 226 | |||||||||
| 17 Apr | 908.25 | 36.15 | 0.8500000000000014 | 32.57 | 162 | 120 | 203 | |||||||||
| 16 Apr | 905.90 | 35 | -4.700000000000003 | 32.66 | 85 | 22 | 82 | |||||||||
| 15 Apr | 913.15 | 39.55 | 5.399999999999999 | 32.51 | 69 | 8 | 60 | |||||||||
| 13 Apr | 898.95 | 33.85 | -11.350000000000001 | 33.23 | 34 | 29 | 51 | |||||||||
| 10 Apr | 924.55 | 46 | 9.25 | 30.85 | 24 | 8 | 21 | |||||||||
| 9 Apr | 903.25 | 36.95 | -4.05 | 30.95 | 19 | 10 | 12 | |||||||||
| 8 Apr | 915.05 | 41 | -96.5 | 27.52 | 2 | 1 | 1 | |||||||||
| 7 Apr | 855.10 | 137.5 | 0 | 4.59 | 0 | 0 | 0 | |||||||||
| 6 Apr | 850.85 | 137.5 | 0 | 4.84 | 0 | 0 | 0 | |||||||||
| 2 Apr | 826.85 | 137.5 | 0 | 6.39 | 0 | 0 | 0 | |||||||||
| 1 Apr | 817.30 | 137.5 | 0 | 7.2 | 0 | 0 | 0 | |||||||||
| 30 Mar | 801.55 | 137.5 | 0 | 8.06 | 0 | 0 | 0 | |||||||||
| 27 Mar | 843.80 | 137.5 | 0 | 4.91 | 0 | 0 | 0 | |||||||||
| 25 Mar | 882.75 | 137.5 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
| 24 Mar | 849.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 812.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 830.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 832.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 880.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 868.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 878.15 | 137.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 855.05 | 137.5 | 0 | 3.36 | 0 | 0 | 0 | |||||||||
| 12 Mar | 863.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 893.65 | - | - | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 10 Mar | 939.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 938.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 950.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 962.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 945.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 978.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 995.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 920 expiring on 26MAY2026
Delta for 920 CE is 0.57
Historical price for 920 CE is as follows
On 29 Apr BAJFINANCE was trading at 927.45. The strike last trading price was 44.05, which was 1.3999999999999986 higher than the previous day. The implied volatity was 37.72, the open interest changed by 134 which increased total open position to 1307
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 42.4, which was 0.8500000000000014 higher than the previous day. The implied volatity was 39.62, the open interest changed by 254 which increased total open position to 1171
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 42.1, which was 1.5 higher than the previous day. The implied volatity was 37.01, the open interest changed by 234 which increased total open position to 917
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 40.55, which was 2 higher than the previous day. The implied volatity was 34.09, the open interest changed by 205 which increased total open position to 679
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 38.6, which was -10.399999999999999 lower than the previous day. The implied volatity was 34.47, the open interest changed by 185 which increased total open position to 473
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 49, which was -2.25 lower than the previous day. The implied volatity was 33.75, the open interest changed by 79 which increased total open position to 288
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 51.3, which was 11.849999999999994 higher than the previous day. The implied volatity was 34.13, the open interest changed by -18 which decreased total open position to 209
On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 38.25, which was 2.3999999999999986 higher than the previous day. The implied volatity was 32.69, the open interest changed by 20 which increased total open position to 226
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 36.15, which was 0.8500000000000014 higher than the previous day. The implied volatity was 32.57, the open interest changed by 120 which increased total open position to 203
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 35, which was -4.700000000000003 lower than the previous day. The implied volatity was 32.66, the open interest changed by 22 which increased total open position to 82
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 39.55, which was 5.399999999999999 higher than the previous day. The implied volatity was 32.51, the open interest changed by 8 which increased total open position to 60
On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 33.85, which was -11.350000000000001 lower than the previous day. The implied volatity was 33.23, the open interest changed by 29 which increased total open position to 51
On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 46, which was 9.25 higher than the previous day. The implied volatity was 30.85, the open interest changed by 8 which increased total open position to 21
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 36.95, which was -4.05 lower than the previous day. The implied volatity was 30.95, the open interest changed by 10 which increased total open position to 12
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 41, which was -96.5 lower than the previous day. The implied volatity was 27.52, the open interest changed by 1 which increased total open position to 1
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 4.59, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 7.2, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 8.06, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 137.5, 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 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 137.5, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar 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 5 Mar BAJFINANCE was trading at 962.40. 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 4 Mar BAJFINANCE was trading at 945.10. 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 2 Mar BAJFINANCE was trading at 978.25. 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 27 Feb BAJFINANCE was trading at 995.90. 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
| BAJFINANCE 26-May-2026 (27d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.01
Theta: -0.57
Gamma: 0.00427
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 927.45 | 31.05 | -2.400000000000002 | 36.08 | 919 | 256 | 1,418 |
| 28 Apr | 923.65 | 35.5 | 2.6000000000000014 | 36.69 | 1,071 | 290 | 1,160 |
| 27 Apr | 921.80 | 32.7 | -3.6499999999999986 | 34.75 | 1,067 | 292 | 870 |
| 24 Apr | 921.55 | 35.8 | -2.950000000000003 | 35.76 | 583 | 182 | 566 |
| 23 Apr | 918.35 | 38.95 | 9.800000000000004 | 35.85 | 457 | 148 | 378 |
| 22 Apr | 934.75 | 28.9 | 1.4499999999999993 | 33.51 | 109 | 46 | 230 |
| 21 Apr | 938.85 | 27.15 | -10.550000000000004 | 32.71 | 218 | 115 | 184 |
| 20 Apr | 917.75 | 39.1 | -2.6499999999999986 | 34.6 | 53 | 12 | 69 |
| 17 Apr | 908.25 | 41.75 | -0.7000000000000028 | 32.29 | 47 | 20 | 56 |
| 16 Apr | 905.90 | 42.9 | 3 | 31.67 | 51 | 22 | 30 |
| 15 Apr | 913.15 | 39.55 | 20.749999999999996 | 31.61 | 15 | 7 | 7 |
| 13 Apr | 898.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 924.55 | 0 | 0 | 1.22 | 0 | 0 | 0 |
| 9 Apr | 903.25 | 18.8 | 0 | 0.08 | 0 | 0 | 0 |
| 8 Apr | 915.05 | 18.8 | 0 | 0.78 | 0 | 0 | 0 |
| 7 Apr | 855.10 | 18.8 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 850.85 | 18.8 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 826.85 | 18.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 817.30 | 18.8 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 801.55 | 18.8 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 843.80 | 18.8 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 882.75 | 18.8 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 849.00 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 812.60 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 830.55 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 832.20 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 880.10 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 868.60 | - | - | - | 0 | 0 | 0 |
| 16 Mar | 878.15 | 18.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 855.05 | 18.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 863.10 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 893.65 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 939.80 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 938.05 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 950.20 | 18.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 962.40 | 18.8 | 0 | 4.19 | 0 | 0 | 0 |
| 4 Mar | 945.10 | 18.8 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 978.25 | 18.8 | 0 | 4.66 | 0 | 0 | 0 |
| 27 Feb | 995.90 | 18.8 | 0 | 5.66 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 920 expiring on 26MAY2026
Delta for 920 PE is -0.43
Historical price for 920 PE is as follows
On 29 Apr BAJFINANCE was trading at 927.45. The strike last trading price was 31.05, which was -2.400000000000002 lower than the previous day. The implied volatity was 36.08, the open interest changed by 256 which increased total open position to 1418
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 35.5, which was 2.6000000000000014 higher than the previous day. The implied volatity was 36.69, the open interest changed by 290 which increased total open position to 1160
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 32.7, which was -3.6499999999999986 lower than the previous day. The implied volatity was 34.75, the open interest changed by 292 which increased total open position to 870
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 35.8, which was -2.950000000000003 lower than the previous day. The implied volatity was 35.76, the open interest changed by 182 which increased total open position to 566
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 38.95, which was 9.800000000000004 higher than the previous day. The implied volatity was 35.85, the open interest changed by 148 which increased total open position to 378
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 28.9, which was 1.4499999999999993 higher than the previous day. The implied volatity was 33.51, the open interest changed by 46 which increased total open position to 230
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 27.15, which was -10.550000000000004 lower than the previous day. The implied volatity was 32.71, the open interest changed by 115 which increased total open position to 184
On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 39.1, which was -2.6499999999999986 lower than the previous day. The implied volatity was 34.6, the open interest changed by 12 which increased total open position to 69
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 41.75, which was -0.7000000000000028 lower than the previous day. The implied volatity was 32.29, the open interest changed by 20 which increased total open position to 56
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 42.9, which was 3 higher than the previous day. The implied volatity was 31.67, the open interest changed by 22 which increased total open position to 30
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 39.55, which was 20.749999999999996 higher than the previous day. The implied volatity was 31.61, the open interest changed by 7 which increased total open position to 7
On 13 Apr BAJFINANCE was trading at 898.95. 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 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 18.8, 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 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 18.8, 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 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 18.8, 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 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 18.8, 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 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 849.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 863.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 18.8, 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 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
