Historical option data for BAJFINANCE
29 May 2026 04:10 PM IST
| BAJFINANCE 30-Jun-2026 (31d) 930 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.01
Theta: -0.5
Gamma: 0.00532
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.43
Historical price for 930 CE is as follows
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 (31d) 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.36
Gamma: 0.00551
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.5
Historical price for 930 PE is as follows
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
