Historical option data for BAJFINANCE
21 May 2026 10:33 AM IST
| BAJFINANCE 26-May-2026 (5d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0
Theta: -1.01
Gamma: 0.01275
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 May | 916.75 | 6.5 | -3.65 (-35.96%) | 25.53 | 1,980 | 217 | 1,870 | |||||||||
| 20 May | 923.10 | 10.85 | 0.3 (2.84%) | 25.85 | 4,039 | -342 | 1,653 | |||||||||
| 19 May | 923.55 | 11.1 | -0.8 (-6.72%) | 22.06 | 4,599 | 229 | 1,995 | |||||||||
| 18 May | 921.10 | 12.4 | 1.2 (10.71%) | 27.53 | 3,014 | -117 | 1,766 | |||||||||
| 15 May | 910.45 | 10.95 | -3.4 (-23.69%) | 28.73 | 2,216 | 131 | 1,882 | |||||||||
| 14 May | 912.15 | 14.8 | 4.6 (45.10%) | 32.5 | 2,859 | -25 | 1,750 | |||||||||
| 13 May | 896.15 | 10.75 | -1.65 (-13.31%) | 32.32 | 1,767 | 98 | 1,776 | |||||||||
| 12 May | 904.20 | 13.3 | -16.1 (-54.76%) | 30.67 | 2,145 | 265 | 1,679 | |||||||||
| 11 May | 936.05 | 28.95 | -14.75 (-33.75%) | 0 | 539 | -1 | 1,414 | |||||||||
| 8 May | 955.35 | 43 | -13.1 (-23.35%) | 32.15 | 152 | -6 | 1,416 | |||||||||
| 7 May | 972.75 | 56.1 | -7.1 (-11.23%) | 30.19 | 76 | -8 | 1,422 | |||||||||
| 6 May | 980.75 | 63 | 16.75 (36.22%) | 30.25 | 321 | -48 | 1,434 | |||||||||
| 5 May | 958.60 | 46.1 | 3.05 (7.08%) | 29.23 | 1,094 | -76 | 1,483 | |||||||||
| 4 May | 950.20 | 43.5 | 6 (16.00%) | 33.01 | 790 | -813 | 1,560 | |||||||||
| 30 Apr | 937.00 | 38.65 | -2.05 (-5.04%) | 31.52 | 4,710 | -715 | 1,658 | |||||||||
| 29 Apr | 930.00 | 41.85 | 4.45 (11.90%) | 37.91 | 5,842 | 634 | 2,380 | |||||||||
| 28 Apr | 923.65 | 36.55 | 0.2 (0.55%) | 38.52 | 2,675 | 473 | 1,732 | |||||||||
| 27 Apr | 921.80 | 36.55 | 0.5 (1.39%) | 36.34 | 3,028 | 926 | 1,251 | |||||||||
| 24 Apr | 921.55 | 35.75 | 1.7 (4.99%) | 34.13 | 349 | 91 | 323 | |||||||||
| 23 Apr | 918.35 | 33.9 | -8.4 (-19.86%) | 34.62 | 190 | 71 | 230 | |||||||||
| 22 Apr | 934.75 | 42.5 | -2.95 (-6.49%) | 33.05 | 82 | 30 | 163 | |||||||||
| 21 Apr | 938.85 | 46 | 12.25 (36.30%) | 33.61 | 277 | 57 | 134 | |||||||||
| 20 Apr | 917.75 | 33.35 | 1.85 (5.87%) | 32.65 | 77 | 19 | 78 | |||||||||
| 17 Apr | 908.25 | 31.7 | -1.1 (-3.35%) | 32.6 | 58 | 19 | 26 | |||||||||
| 16 Apr | 905.90 | 32.8 | 23 (234.69%) | 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 (0.00%) | 0.51 | 0 | 0 | 0 | |||||||||
| 9 Apr | 903.25 | 9.8 | 0 (0.00%) | 1.71 | 0 | 0 | 0 | |||||||||
| 8 Apr | 915.05 | 9.8 | 0 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 7 Apr | 855.10 | 9.8 | 0 (0.00%) | 5.37 | 0 | 0 | 0 | |||||||||
| 6 Apr | 850.85 | 9.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 826.85 | 9.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 817.30 | 9.8 | 0 (0.00%) | 7.78 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 930 expiring on 26MAY2026
Delta for 930 CE is 0.34
Historical price for 930 CE is as follows
On 21 May BAJFINANCE was trading at 916.75. The strike last trading price was 6.5, which was -3.65 lower than the previous day. The implied volatity was 25.53, the open interest changed by 217 which increased total open position to 1870
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 10.85, which was 0.3 higher than the previous day. The implied volatity was 25.85, the open interest changed by -342 which decreased total open position to 1653
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 11.1, which was -0.8 lower than the previous day. The implied volatity was 22.06, the open interest changed by 229 which increased total open position to 1995
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 12.4, which was 1.2 higher than the previous day. The implied volatity was 27.53, the open interest changed by -117 which decreased total open position to 1766
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 10.95, which was -3.4 lower than the previous day. The implied volatity was 28.73, the open interest changed by 131 which increased total open position to 1882
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 14.8, which was 4.6 higher than the previous day. The implied volatity was 32.5, the open interest changed by -25 which decreased total open position to 1750
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 10.75, which was -1.65 lower than the previous day. The implied volatity was 32.32, the open interest changed by 98 which increased total open position to 1776
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 13.3, which was -16.1 lower than the previous day. The implied volatity was 30.67, the open interest changed by 265 which increased total open position to 1679
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 28.95, which was -14.75 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 1414
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 43, which was -13.1 lower than the previous day. The implied volatity was 32.15, the open interest changed by -6 which decreased total open position to 1416
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 56.1, which was -7.1 lower than the previous day. The implied volatity was 30.19, the open interest changed by -8 which decreased total open position to 1422
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 63, which was 16.75 higher than the previous day. The implied volatity was 30.25, the open interest changed by -48 which decreased total open position to 1434
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 46.1, which was 3.05 higher than the previous day. The implied volatity was 29.23, the open interest changed by -76 which decreased total open position to 1483
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 43.5, which was 6 higher than the previous day. The implied volatity was 33.01, the open interest changed by -813 which decreased total open position to 1560
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 38.65, which was -2.05 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 4.45 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 0.2 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 1.7 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 -8.4 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 -2.95 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 1.85 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 -1.1 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 23 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 (5d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0
Theta: -1.03
Gamma: 0.01139
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 May | 916.75 | 20.2 | 3.2 (18.82%) | 29.16 | 705 | -31 | 817 |
| 20 May | 923.10 | 16 | -2 (-11.11%) | 28.42 | 1,122 | -30 | 865 |
| 19 May | 923.55 | 17.2 | -4.8 (-21.82%) | 31.83 | 1,526 | -40 | 895 |
| 18 May | 921.10 | 21.05 | -9.25 (-30.53%) | 31.73 | 860 | -84 | 935 |
| 15 May | 910.45 | 29.55 | 1.95 (7.07%) | 29.79 | 819 | -20 | 1,018 |
| 14 May | 912.15 | 26.05 | -13.4 (-33.97%) | 24.85 | 455 | 35 | 1,039 |
| 13 May | 896.15 | 38.95 | 3.3 (9.26%) | 0 | 409 | -39 | 1,004 |
| 12 May | 904.20 | 34.5 | 15.6 (82.54%) | 0 | 1,548 | 29 | 1,045 |
| 11 May | 936.05 | 19.6 | 6.75 (52.53%) | 0 | 1,840 | 40 | 1,019 |
| 8 May | 955.35 | 13.2 | 3.9 (41.94%) | 29.19 | 1,949 | -49 | 980 |
| 7 May | 972.75 | 8.85 | 0.95 (12.03%) | 29.5 | 708 | -6 | 1,037 |
| 6 May | 980.75 | 7.7 | -7.6 (-49.67%) | 29.73 | 1,580 | 38 | 1,043 |
| 5 May | 958.60 | 15.75 | -3.15 (-16.67%) | 32.16 | 2,996 | 25 | 1,001 |
| 4 May | 950.20 | 18.85 | -6.35 (-25.20%) | 31.28 | 2,313 | -137 | 973 |
| 30 Apr | 937.00 | 24 | -11.85 (-33.05%) | 30.24 | 6,865 | -142 | 968 |
| 29 Apr | 930.00 | 34.4 | -3.6 (-9.47%) | 35.85 | 2,461 | 493 | 1,108 |
| 28 Apr | 923.65 | 39.25 | 1.6 (4.25%) | 35.25 | 649 | 178 | 612 |
| 27 Apr | 921.80 | 37.6 | -3.3 (-8.07%) | 34 | 548 | 245 | 416 |
| 24 Apr | 921.55 | 41.15 | -2.55 (-5.84%) | 35.97 | 128 | 28 | 170 |
| 23 Apr | 918.35 | 44.3 | 10.5 (31.07%) | 35.79 | 34 | 10 | 142 |
| 22 Apr | 934.75 | 33.8 | 2.3 (7.30%) | 33.79 | 99 | 23 | 132 |
| 21 Apr | 938.85 | 31 | -97 (-75.78%) | 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 (0.00%) | 0.29 | 0 | 0 | 0 |
| 9 Apr | 903.25 | 128 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 915.05 | 128 | 0 (0.00%) | 0.07 | 0 | 0 | 0 |
| 7 Apr | 855.10 | 128 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 850.85 | 128 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 826.85 | 128 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 817.30 | 128 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 930 expiring on 26MAY2026
Delta for 930 PE is -0.64
Historical price for 930 PE is as follows
On 21 May BAJFINANCE was trading at 916.75. The strike last trading price was 20.2, which was 3.2 higher than the previous day. The implied volatity was 29.16, the open interest changed by -31 which decreased total open position to 817
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 16, which was -2 lower than the previous day. The implied volatity was 28.42, the open interest changed by -30 which decreased total open position to 865
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 17.2, which was -4.8 lower than the previous day. The implied volatity was 31.83, the open interest changed by -40 which decreased total open position to 895
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 21.05, which was -9.25 lower than the previous day. The implied volatity was 31.73, the open interest changed by -84 which decreased total open position to 935
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 29.55, which was 1.95 higher than the previous day. The implied volatity was 29.79, the open interest changed by -20 which decreased total open position to 1018
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 26.05, which was -13.4 lower than the previous day. The implied volatity was 24.85, the open interest changed by 35 which increased total open position to 1039
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 38.95, which was 3.3 higher than the previous day. The implied volatity was 0, the open interest changed by -39 which decreased total open position to 1004
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 34.5, which was 15.6 higher than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 1045
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 19.6, which was 6.75 higher than the previous day. The implied volatity was 0, the open interest changed by 40 which increased total open position to 1019
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 13.2, which was 3.9 higher than the previous day. The implied volatity was 29.19, the open interest changed by -49 which decreased total open position to 980
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 8.85, which was 0.95 higher than the previous day. The implied volatity was 29.5, the open interest changed by -6 which decreased total open position to 1037
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 7.7, which was -7.6 lower than the previous day. The implied volatity was 29.73, the open interest changed by 38 which increased total open position to 1043
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 15.75, which was -3.15 lower than the previous day. The implied volatity was 32.16, the open interest changed by 25 which increased total open position to 1001
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 18.85, which was -6.35 lower than the previous day. The implied volatity was 31.28, the open interest changed by -137 which decreased total open position to 973
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 24, which was -11.85 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 -3.6 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 1.6 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 -3.3 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 -2.55 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 2.3 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
