Historical option data for BAJFINANCE
19 Jun 2026 04:10 PM IST
| BAJFINANCE 30-Jun-2026 (10d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0
Theta: -0.41
Gamma: 0.00639
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 961.80 | 35.35 | 2.35 (7.12%) | 25.11 | 350 | -30 | 995 | |||||||||
| 18 Jun | 958.85 | 32.7 | 0.7 (2.19%) | 16.91 | 512 | 34 | 1,027 | |||||||||
| 17 Jun | 958.40 | 32.1 | -1.9 (-5.59%) | 14.9 | 293 | -21 | 993 | |||||||||
| 16 Jun | 959.65 | 33.65 | 9.65 (40.21%) | 15.75 | 965 | -163 | 1,017 | |||||||||
| 15 Jun | 942.30 | 23.15 | 8.15 (54.33%) | 20.61 | 2,200 | -231 | 1,211 | |||||||||
| 12 Jun | 918.30 | 14.7 | 10.7 (267.50%) | 22.28 | 3,604 | -469 | 1,447 | |||||||||
| 11 Jun | 870.55 | 4.55 | -2.45 (-35.00%) | 26.34 | 1,135 | 193 | 1,923 | |||||||||
| 10 Jun | 884.10 | 6.75 | -1.25 (-15.63%) | 25.28 | 916 | 160 | 1,730 | |||||||||
| 9 Jun | 886.90 | 7.95 | 0.95 (13.57%) | 25.8 | 758 | -113 | 1,571 | |||||||||
| 8 Jun | 871.10 | 6.05 | -4.95 (-45.00%) | 28.19 | 939 | 68 | 1,679 | |||||||||
| 5 Jun | 889.40 | 10.4 | 1.4 (15.56%) | 25.75 | 6,555 | 67 | 1,612 | |||||||||
| 4 Jun | 874.40 | 8.9 | -1.1 (-11.00%) | 27.54 | 438 | 39 | 1,545 | |||||||||
| 3 Jun | 876.80 | 9.35 | -0.65 (-6.50%) | 27.69 | 1,247 | -53 | 1,505 | |||||||||
| 2 Jun | 882.00 | 9.95 | -2.05 (-17.08%) | 25.51 | 1,650 | -41 | 1,561 | |||||||||
| 1 Jun | 889.05 | 11.8 | -9.2 (-43.81%) | 25.39 | 1,676 | 174 | 1,610 | |||||||||
| 29 May | 908.25 | 22.3 | -6.7 (-23.10%) | 27.27 | 3,762 | 587 | 1,441 | |||||||||
| 27 May | 931.15 | 29.8 | 0.8 (2.76%) | 21.61 | 2,140 | 166 | 853 | |||||||||
| 26 May | 930.20 | 29.8 | -8.2 (-21.58%) | 22.73 | 1,082 | 142 | 691 | |||||||||
| 25 May | 941.90 | 38.9 | 12.9 (49.62%) | 24.13 | 1,704 | 184 | 549 | |||||||||
| 22 May | 916.55 | 26.5 | 2.5 (10.42%) | 24.87 | 1,263 | 108 | 366 | |||||||||
| 21 May | 907.65 | 23.25 | -7.75 (-25.00%) | 25.24 | 347 | 172 | 261 | |||||||||
| 20 May | 923.10 | 31.55 | -0.45 (-1.41%) | 24.92 | 43 | 9 | 90 | |||||||||
| 19 May | 923.55 | 32.2 | 0.2 (0.63%) | 24.01 | 114 | 64 | 81 | |||||||||
| 18 May | 921.10 | 32.45 | 0.45 (1.41%) | 26.35 | 3 | 2 | 16 | |||||||||
| 15 May | 910.45 | 32.05 | -0.95 (-2.88%) | 26.92 | 6 | 0 | 14 | |||||||||
| 14 May | 912.15 | 32.85 | 7.85 (31.40%) | 28.32 | 6 | -3 | 14 | |||||||||
| 13 May | 896.15 | 24.5 | -5.5 (-18.33%) | 0 | 7 | 0 | 16 | |||||||||
| 12 May | 904.20 | 29.45 | -42.55 (-59.10%) | 0 | 17 | 14 | 15 | |||||||||
| 11 May | 936.05 | 71.55 | -0.45 (-0.63%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 955.35 | 71.55 | -15.65 (-17.95%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 972.75 | 71.55 | -15.65 (-17.95%) | 26.76 | 0 | 0 | 1 | |||||||||
| 6 May | 980.75 | 71.55 | 21.4 (42.67%) | 26.76 | 1 | 0 | 1 | |||||||||
| 5 May | 958.60 | 50.15 | 0 (0.00%) | 25.44 | 0 | 0 | 1 | |||||||||
| 4 May | 950.20 | 50.15 | -3.85 (-7.13%) | 25.44 | 1 | 0 | 2 | |||||||||
| 30 Apr | 937.00 | 54 | -5.1 (-8.63%) | 31.45 | 0 | 0 | 2 | |||||||||
| 29 Apr | 930.00 | 54 | -1.95 (-3.49%) | 31.45 | 2 | 1 | 1 | |||||||||
For Bajaj Finance Limited - strike price 930 expiring on 30JUN2026
Delta for 930 CE is 0.81
Historical price for 930 CE is as follows
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 35.35, which was 2.35 higher than the previous day. The implied volatity was 25.11, the open interest changed by -30 which decreased total open position to 995
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 32.7, which was 0.7 higher than the previous day. The implied volatity was 16.91, the open interest changed by 34 which increased total open position to 1027
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 32.1, which was -1.9 lower than the previous day. The implied volatity was 14.9, the open interest changed by -21 which decreased total open position to 993
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 33.65, which was 9.65 higher than the previous day. The implied volatity was 15.75, the open interest changed by -163 which decreased total open position to 1017
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 23.15, which was 8.15 higher than the previous day. The implied volatity was 20.61, the open interest changed by -231 which decreased total open position to 1211
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 14.7, which was 10.7 higher than the previous day. The implied volatity was 22.28, the open interest changed by -469 which decreased total open position to 1447
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 4.55, which was -2.45 lower than the previous day. The implied volatity was 26.34, the open interest changed by 193 which increased total open position to 1923
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 25.28, the open interest changed by 160 which increased total open position to 1730
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 25.8, the open interest changed by -113 which decreased total open position to 1571
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 6.05, which was -4.95 lower than the previous day. The implied volatity was 28.19, the open interest changed by 68 which increased total open position to 1679
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 10.4, which was 1.4 higher than the previous day. The implied volatity was 25.75, the open interest changed by 67 which increased total open position to 1612
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 8.9, which was -1.1 lower than the previous day. The implied volatity was 27.54, the open interest changed by 39 which increased total open position to 1545
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 9.35, which was -0.65 lower than the previous day. The implied volatity was 27.69, the open interest changed by -53 which decreased total open position to 1505
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 9.95, which was -2.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by -41 which decreased total open position to 1561
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 11.8, which was -9.2 lower than the previous day. The implied volatity was 25.39, the open interest changed by 174 which increased total open position to 1610
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 22.3, which was -6.7 lower than the previous day. The implied volatity was 27.27, the open interest changed by 587 which increased total open position to 1441
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 29.8, which was 0.8 higher than the previous day. The implied volatity was 21.61, the open interest changed by 166 which increased total open position to 853
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 29.8, which was -8.2 lower than the previous day. The implied volatity was 22.73, the open interest changed by 142 which increased total open position to 691
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 38.9, which was 12.9 higher than the previous day. The implied volatity was 24.13, the open interest changed by 184 which increased total open position to 549
On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 26.5, which was 2.5 higher than the previous day. The implied volatity was 24.87, the open interest changed by 108 which increased total open position to 366
On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 23.25, which was -7.75 lower than the previous day. The implied volatity was 25.24, the open interest changed by 172 which increased total open position to 261
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 31.55, which was -0.45 lower than the previous day. The implied volatity was 24.92, the open interest changed by 9 which increased total open position to 90
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 32.2, which was 0.2 higher than the previous day. The implied volatity was 24.01, the open interest changed by 64 which increased total open position to 81
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 32.45, which was 0.45 higher than the previous day. The implied volatity was 26.35, the open interest changed by 2 which increased total open position to 16
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 32.05, which was -0.95 lower than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 14
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 32.85, which was 7.85 higher than the previous day. The implied volatity was 28.32, the open interest changed by -3 which decreased total open position to 14
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 24.5, which was -5.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 16
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 29.45, which was -42.55 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 15
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 71.55, which was -0.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 71.55, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 71.55, which was -15.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 1
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 71.55, which was 21.4 higher than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 1
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 1
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 50.15, which was -3.85 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 2
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 54, which was -5.1 lower than the previous day. The implied volatity was 31.45, the open interest changed by 0 which decreased total open position to 2
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 54, which was -1.95 lower than the previous day. The implied volatity was 31.45, the open interest changed by 1 which increased total open position to 1
| BAJFINANCE 30-Jun-2026 (10d) 930 PE | |||||||
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Delta: -0.19
Vega: 0
Theta: -0.4
Gamma: 0.00641
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 961.80 | 4.5 | -1.75 (-28.00%) | 24.89 | 1,648 | 298 | 1,496 |
| 18 Jun | 958.85 | 6.3 | -1.65 (-20.75%) | 25.23 | 1,318 | 72 | 1,198 |
| 17 Jun | 958.40 | 8.1 | -0.5 (-5.81%) | 27.35 | 1,376 | -52 | 1,127 |
| 16 Jun | 959.65 | 8.7 | -6.7 (-43.51%) | 27.83 | 2,468 | 383 | 1,178 |
| 15 Jun | 942.30 | 15.75 | -12.65 (-44.54%) | 28.37 | 2,573 | 103 | 791 |
| 12 Jun | 918.30 | 27.1 | -37 (-57.72%) | 28.54 | 465 | -97 | 689 |
| 11 Jun | 870.55 | 64.1 | 8.1 (14.46%) | 33.97 | 8 | -3 | 786 |
| 10 Jun | 884.10 | 56 | 5 (9.80%) | 32.83 | 27 | -10 | 788 |
| 9 Jun | 886.90 | 51 | -15.55 (-23.37%) | 29.91 | 17 | -1 | 797 |
| 8 Jun | 871.10 | 67.55 | 19.4 (40.29%) | 36.36 | 26 | 8 | 799 |
| 5 Jun | 889.40 | 48.15 | -14.75 (-23.45%) | 29.94 | 376 | -21 | 793 |
| 4 Jun | 874.40 | 63.25 | 3.45 (5.77%) | 30.42 | 50 | 2 | 814 |
| 3 Jun | 876.80 | 59.6 | 5.05 (9.26%) | 29.03 | 80 | -21 | 813 |
| 2 Jun | 882.00 | 53.35 | 2 (3.89%) | 27.28 | 364 | -214 | 835 |
| 1 Jun | 889.05 | 51.2 | 15.15 (42.02%) | 29.12 | 295 | 18 | 1,050 |
| 29 May | 908.25 | 30.1 | 2.5 (9.06%) | 26.36 | 1,614 | 35 | 1,025 |
| 27 May | 931.15 | 26.6 | -3.7 (-12.21%) | 26.44 | 961 | 110 | 991 |
| 26 May | 930.20 | 29 | 5.1 (21.34%) | 28.08 | 1,476 | 342 | 883 |
| 25 May | 941.90 | 22.95 | -14.95 (-39.45%) | 26.84 | 1,065 | 284 | 540 |
| 22 May | 916.55 | 37.35 | -9.1 (-19.59%) | 27.87 | 298 | 111 | 256 |
| 21 May | 907.65 | 46.4 | 9.9 (27.12%) | 31.09 | 144 | 94 | 144 |
| 20 May | 923.10 | 36.05 | -1.95 (-5.13%) | 29.54 | 19 | 10 | 48 |
| 19 May | 923.55 | 38.05 | -11.9 (-23.82%) | 30.32 | 17 | 5 | 37 |
| 18 May | 921.10 | 49.95 | 49.95 (0.00%) | - | 0 | 0 | 32 |
| 15 May | 910.45 | 49.95 | 0 (0.00%) | - | 0 | 0 | 32 |
| 14 May | 912.15 | 49.95 | -3.4 (-6.37%) | 0 | 1 | 1 | 32 |
| 13 May | 896.15 | 53.35 | 9.35 (21.25%) | 0 | 1 | -1 | 31 |
| 12 May | 904.20 | 44 | 14 (46.67%) | 0 | 10 | -1 | 32 |
| 11 May | 936.05 | 30 | 5.4 (21.95%) | 0 | 1 | 0 | 32 |
| 8 May | 955.35 | 24.6 | 5.2 (26.80%) | 27.83 | 4 | -2 | 31 |
| 7 May | 972.75 | 19.4 | 0 (0.00%) | 28.52 | 12 | 2 | 27 |
| 6 May | 980.75 | 19.3 | -15.75 (-44.94%) | 28.77 | 20 | 15 | 26 |
| 5 May | 958.60 | 35.05 | 35.05 | - | 0 | 0 | 11 |
| 4 May | 950.20 | 35.05 | 35.05 | - | 0 | 0 | 11 |
| 30 Apr | 937.00 | 35.05 | -11.95 (-25.43%) | 30.43 | 16 | 9 | 20 |
| 29 Apr | 930.00 | 47 | -6.05 (-11.40%) | 34.41 | 13 | 10 | 10 |
For Bajaj Finance Limited - strike price 930 expiring on 30JUN2026
Delta for 930 PE is -0.19
Historical price for 930 PE is as follows
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 4.5, which was -1.75 lower than the previous day. The implied volatity was 24.89, the open interest changed by 298 which increased total open position to 1496
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 6.3, which was -1.65 lower than the previous day. The implied volatity was 25.23, the open interest changed by 72 which increased total open position to 1198
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 8.1, which was -0.5 lower than the previous day. The implied volatity was 27.35, the open interest changed by -52 which decreased total open position to 1127
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 8.7, which was -6.7 lower than the previous day. The implied volatity was 27.83, the open interest changed by 383 which increased total open position to 1178
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 15.75, which was -12.65 lower than the previous day. The implied volatity was 28.37, the open interest changed by 103 which increased total open position to 791
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 27.1, which was -37 lower than the previous day. The implied volatity was 28.54, the open interest changed by -97 which decreased total open position to 689
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 64.1, which was 8.1 higher than the previous day. The implied volatity was 33.97, the open interest changed by -3 which decreased total open position to 786
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 56, which was 5 higher than the previous day. The implied volatity was 32.83, the open interest changed by -10 which decreased total open position to 788
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 51, which was -15.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by -1 which decreased total open position to 797
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 67.55, which was 19.4 higher than the previous day. The implied volatity was 36.36, the open interest changed by 8 which increased total open position to 799
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 48.15, which was -14.75 lower than the previous day. The implied volatity was 29.94, the open interest changed by -21 which decreased total open position to 793
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 63.25, which was 3.45 higher than the previous day. The implied volatity was 30.42, the open interest changed by 2 which increased total open position to 814
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 59.6, which was 5.05 higher than the previous day. The implied volatity was 29.03, the open interest changed by -21 which decreased total open position to 813
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 53.35, which was 2 higher than the previous day. The implied volatity was 27.28, the open interest changed by -214 which decreased total open position to 835
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 51.2, which was 15.15 higher than the previous day. The implied volatity was 29.12, the open interest changed by 18 which increased total open position to 1050
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 30.1, which was 2.5 higher than the previous day. The implied volatity was 26.36, the open interest changed by 35 which increased total open position to 1025
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 26.6, which was -3.7 lower than the previous day. The implied volatity was 26.44, the open interest changed by 110 which increased total open position to 991
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 29, which was 5.1 higher than the previous day. The implied volatity was 28.08, the open interest changed by 342 which increased total open position to 883
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 22.95, which was -14.95 lower than the previous day. The implied volatity was 26.84, the open interest changed by 284 which increased total open position to 540
On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 37.35, which was -9.1 lower than the previous day. The implied volatity was 27.87, the open interest changed by 111 which increased total open position to 256
On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 46.4, which was 9.9 higher than the previous day. The implied volatity was 31.09, the open interest changed by 94 which increased total open position to 144
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 36.05, which was -1.95 lower than the previous day. The implied volatity was 29.54, the open interest changed by 10 which increased total open position to 48
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 38.05, which was -11.9 lower than the previous day. The implied volatity was 30.32, the open interest changed by 5 which increased total open position to 37
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 49.95, which was 49.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 49.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 49.95, which was -3.4 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 32
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 53.35, which was 9.35 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 31
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 44, which was 14 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 32
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 30, which was 5.4 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 32
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 24.6, which was 5.2 higher than the previous day. The implied volatity was 27.83, the open interest changed by -2 which decreased total open position to 31
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 28.52, the open interest changed by 2 which increased total open position to 27
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 19.3, which was -15.75 lower than the previous day. The implied volatity was 28.77, the open interest changed by 15 which increased total open position to 26
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 35.05, which was 35.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 35.05, which was 35.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 35.05, which was -11.95 lower than the previous day. The implied volatity was 30.43, the open interest changed by 9 which increased total open position to 20
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 47, which was -6.05 lower than the previous day. The implied volatity was 34.41, the open interest changed by 10 which increased total open position to 10
