BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
30 Apr 2026 04:10 PM IST
| BAJFINANCE 26-May-2026 (25d) 930 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.01
Theta: -0.64
Gamma: 0.0049
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 937.00 | 38.65 | -2.0500000000000043 | 31.52 | 4,710 | -715 | 1,658 | |||||||||
| 29 Apr | 930.00 | 41.85 | 4.450000000000003 | 37.91 | 5,842 | 634 | 2,380 | |||||||||
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| 28 Apr | 923.65 | 36.55 | 0.19999999999999574 | 38.52 | 2,675 | 473 | 1,732 | |||||||||
| 27 Apr | 921.80 | 36.55 | 0.5 | 36.34 | 3,028 | 926 | 1,251 | |||||||||
| 24 Apr | 921.55 | 35.75 | 1.7000000000000028 | 34.13 | 349 | 91 | 323 | |||||||||
| 23 Apr | 918.35 | 33.9 | -8.399999999999999 | 34.62 | 190 | 71 | 230 | |||||||||
| 22 Apr | 934.75 | 42.5 | -2.950000000000003 | 33.05 | 82 | 30 | 163 | |||||||||
| 21 Apr | 938.85 | 46 | 12.25 | 33.61 | 277 | 57 | 134 | |||||||||
| 20 Apr | 917.75 | 33.35 | 1.8500000000000014 | 32.65 | 77 | 19 | 78 | |||||||||
| 17 Apr | 908.25 | 31.7 | -1.0999999999999979 | 32.6 | 58 | 19 | 26 | |||||||||
| 16 Apr | 905.90 | 32.8 | 22.999999999999996 | 33.72 | 16 | 6 | 6 | |||||||||
| 15 Apr | 913.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 898.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 924.55 | 0 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 9 Apr | 903.25 | 9.8 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 8 Apr | 915.05 | 9.8 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 7 Apr | 855.10 | 9.8 | 0 | 5.37 | 0 | 0 | 0 | |||||||||
| 6 Apr | 850.85 | 9.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 826.85 | 9.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 817.30 | 9.8 | 0 | 7.78 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 930 expiring on 26MAY2026
Delta for 930 CE is 0.58
Historical price for 930 CE is as follows
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 38.65, which was -2.0500000000000043 lower than the previous day. The implied volatity was 31.52, the open interest changed by -715 which decreased total open position to 1658
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 41.85, which was 4.450000000000003 higher than the previous day. The implied volatity was 37.91, the open interest changed by 634 which increased total open position to 2380
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 36.55, which was 0.19999999999999574 higher than the previous day. The implied volatity was 38.52, the open interest changed by 473 which increased total open position to 1732
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 36.55, which was 0.5 higher than the previous day. The implied volatity was 36.34, the open interest changed by 926 which increased total open position to 1251
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 35.75, which was 1.7000000000000028 higher than the previous day. The implied volatity was 34.13, the open interest changed by 91 which increased total open position to 323
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 33.9, which was -8.399999999999999 lower than the previous day. The implied volatity was 34.62, the open interest changed by 71 which increased total open position to 230
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 42.5, which was -2.950000000000003 lower than the previous day. The implied volatity was 33.05, the open interest changed by 30 which increased total open position to 163
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 46, which was 12.25 higher than the previous day. The implied volatity was 33.61, the open interest changed by 57 which increased total open position to 134
On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 33.35, which was 1.8500000000000014 higher than the previous day. The implied volatity was 32.65, the open interest changed by 19 which increased total open position to 78
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 31.7, which was -1.0999999999999979 lower than the previous day. The implied volatity was 32.6, the open interest changed by 19 which increased total open position to 26
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 32.8, which was 22.999999999999996 higher than the previous day. The implied volatity was 33.72, the open interest changed by 6 which increased total open position to 6
On 15 Apr BAJFINANCE was trading at 913.15. 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 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 0.51, 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 9.8, which was 0 lower than the previous day. The implied volatity was 1.71, 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 9.8, which was 0 lower than the previous day. The implied volatity was 0.13, 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 9.8, which was 0 lower than the previous day. The implied volatity was 5.37, 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 9.8, 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 9.8, 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 9.8, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26-May-2026 (25d) 930 PE | |||||||
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Delta: -0.41
Vega: 0.01
Theta: -0.48
Gamma: 0.00511
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 937.00 | 24 | -11.850000000000001 | 30.24 | 6,865 | -142 | 968 |
| 29 Apr | 930.00 | 34.4 | -3.6000000000000014 | 35.85 | 2,461 | 493 | 1,108 |
| 28 Apr | 923.65 | 39.25 | 1.6000000000000014 | 35.25 | 649 | 178 | 612 |
| 27 Apr | 921.80 | 37.6 | -3.299999999999997 | 34 | 548 | 245 | 416 |
| 24 Apr | 921.55 | 41.15 | -2.5500000000000043 | 35.97 | 128 | 28 | 170 |
| 23 Apr | 918.35 | 44.3 | 10.5 | 35.79 | 34 | 10 | 142 |
| 22 Apr | 934.75 | 33.8 | 2.299999999999997 | 33.79 | 99 | 23 | 132 |
| 21 Apr | 938.85 | 31 | -97 | 32.39 | 216 | 108 | 108 |
| 20 Apr | 917.75 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 908.25 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 905.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 913.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 898.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 924.55 | 0 | 0 | 0.29 | 0 | 0 | 0 |
| 9 Apr | 903.25 | 128 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 915.05 | 128 | 0 | 0.07 | 0 | 0 | 0 |
| 7 Apr | 855.10 | 128 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 850.85 | 128 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 826.85 | 128 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 817.30 | 128 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 930 expiring on 26MAY2026
Delta for 930 PE is -0.41
Historical price for 930 PE is as follows
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 24, which was -11.850000000000001 lower than the previous day. The implied volatity was 30.24, the open interest changed by -142 which decreased total open position to 968
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 34.4, which was -3.6000000000000014 lower than the previous day. The implied volatity was 35.85, the open interest changed by 493 which increased total open position to 1108
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 39.25, which was 1.6000000000000014 higher than the previous day. The implied volatity was 35.25, the open interest changed by 178 which increased total open position to 612
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 37.6, which was -3.299999999999997 lower than the previous day. The implied volatity was 34, the open interest changed by 245 which increased total open position to 416
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 41.15, which was -2.5500000000000043 lower than the previous day. The implied volatity was 35.97, the open interest changed by 28 which increased total open position to 170
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 44.3, which was 10.5 higher than the previous day. The implied volatity was 35.79, the open interest changed by 10 which increased total open position to 142
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 33.8, which was 2.299999999999997 higher than the previous day. The implied volatity was 33.79, the open interest changed by 23 which increased total open position to 132
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 31, which was -97 lower than the previous day. The implied volatity was 32.39, the open interest changed by 108 which increased total open position to 108
On 20 Apr BAJFINANCE was trading at 917.75. 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 17 Apr BAJFINANCE was trading at 908.25. 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 16 Apr BAJFINANCE was trading at 905.90. 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 15 Apr BAJFINANCE was trading at 913.15. 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 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 0.29, 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 128, 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 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 128, which was 0 lower than the previous day. The implied volatity was 0.07, 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 128, 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 128, 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 128, 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 128, 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
