BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
13 Mar 2026 03:17 PM IST
| BAJFINANCE 30-MAR-2026 930 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.4
Theta: -0.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 854.85 | 4 | -2.85 | 32.46 | 1,117 | -143 | 618 | |||||||||
| 12 Mar | 863.10 | 6.7 | -7.15 | 34.46 | 1,997 | -48 | 763 | |||||||||
| 11 Mar | 893.65 | 13.45 | -19.3 | 31.6 | 3,191 | 546 | 813 | |||||||||
| 10 Mar | 939.80 | 32.8 | -1.15 | 26.74 | 896 | -11 | 262 | |||||||||
| 9 Mar | 938.05 | 33.45 | -8.4 | 29.18 | 1,422 | 229 | 283 | |||||||||
| 6 Mar | 950.20 | 41.85 | -5.15 | 26.68 | 23 | -7 | 53 | |||||||||
| 5 Mar | 962.40 | 47 | 6.45 | 22.28 | 46 | -2 | 60 | |||||||||
| 4 Mar | 945.10 | 40.15 | -66.85 | 28.19 | 175 | 51 | 57 | |||||||||
| 2 Mar | 978.25 | 107 | 5.2 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 995.90 | 107 | 5.2 | - | 0 | 0 | 6 | |||||||||
| 26 Feb | 1012.95 | 107 | 5.2 | - | 0 | 0 | 6 | |||||||||
| 25 Feb | 1021.05 | 107 | 5.2 | - | 0 | 0 | 6 | |||||||||
| 24 Feb | 1023.55 | 107 | 5.2 | - | 0 | 0 | 6 | |||||||||
| 23 Feb | 1031.00 | 107 | 5.2 | - | 0 | 0 | 6 | |||||||||
| 20 Feb | 1030.20 | 107 | 5.2 | 23.02 | 1 | 0 | 5 | |||||||||
| 19 Feb | 1017.05 | 101.8 | 2.8 | 36.53 | 1 | 0 | 5 | |||||||||
| 18 Feb | 1023.80 | 99 | 36 | 16.68 | 4 | 0 | 1 | |||||||||
| 17 Feb | 1014.15 | 63 | 19.35 | - | 0 | 0 | 1 | |||||||||
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| 16 Feb | 1012.75 | 63 | 19.35 | - | 0 | 0 | 1 | |||||||||
| 13 Feb | 1024.75 | 63 | 19.35 | - | 0 | 0 | 1 | |||||||||
| 12 Feb | 999.10 | 63 | 19.35 | - | 0 | 0 | 1 | |||||||||
| 11 Feb | 968.95 | 63 | 19.35 | 23.56 | 1 | 0 | 0 | |||||||||
| 10 Feb | 965.60 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 983.15 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 981.70 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 964.75 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 963.30 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | 43.65 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 43.65 | 0 | 0.77 | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 43.65 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 43.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 935.15 | 43.65 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 930 expiring on 30MAR2026
Delta for 930 CE is 0.14
Historical price for 930 CE is as follows
On 13 Mar BAJFINANCE was trading at 854.85. The strike last trading price was 4, which was -2.85 lower than the previous day. The implied volatity was 32.46, the open interest changed by -143 which decreased total open position to 618
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 6.7, which was -7.15 lower than the previous day. The implied volatity was 34.46, the open interest changed by -48 which decreased total open position to 763
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 13.45, which was -19.3 lower than the previous day. The implied volatity was 31.6, the open interest changed by 546 which increased total open position to 813
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 32.8, which was -1.15 lower than the previous day. The implied volatity was 26.74, the open interest changed by -11 which decreased total open position to 262
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 33.45, which was -8.4 lower than the previous day. The implied volatity was 29.18, the open interest changed by 229 which increased total open position to 283
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 41.85, which was -5.15 lower than the previous day. The implied volatity was 26.68, the open interest changed by -7 which decreased total open position to 53
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 47, which was 6.45 higher than the previous day. The implied volatity was 22.28, the open interest changed by -2 which decreased total open position to 60
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 40.15, which was -66.85 lower than the previous day. The implied volatity was 28.19, the open interest changed by 51 which increased total open position to 57
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 107, which was 5.2 higher 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 107, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 107, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 107, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 107, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 107, which was 5.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 107, which was 5.2 higher than the previous day. The implied volatity was 23.02, the open interest changed by 0 which decreased total open position to 5
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 101.8, which was 2.8 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 5
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 99, which was 36 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 1
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 63, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 63, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 63, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 63, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 63, which was 19.35 higher than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 43.65, 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 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 43.65, 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 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 43.65, 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 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 43.65, 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 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 43.65, 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 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 43.65, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 43.65, 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 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 43.65, 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 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 43.65, 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
| BAJFINANCE 30MAR2026 930 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.49
Theta: -0.35
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 854.85 | 77.75 | 7.65 | 39.19 | 129 | -18 | 409 |
| 12 Mar | 863.10 | 69.15 | 20.4 | 34.42 | 148 | -29 | 430 |
| 11 Mar | 893.65 | 50.15 | 31.85 | 38.86 | 1,409 | 83 | 460 |
| 10 Mar | 939.80 | 18 | -5.15 | 29.4 | 886 | 113 | 379 |
| 9 Mar | 938.05 | 23.35 | 5.85 | 33.34 | 918 | 87 | 285 |
| 6 Mar | 950.20 | 16.9 | 4.3 | 29.9 | 249 | -4 | 197 |
| 5 Mar | 962.40 | 12.6 | -8.05 | 28.42 | 479 | -49 | 202 |
| 4 Mar | 945.10 | 20.75 | 10.55 | 30.51 | 711 | 97 | 250 |
| 2 Mar | 978.25 | 10.1 | 4.45 | 27.68 | 473 | 4 | 151 |
| 27 Feb | 995.90 | 5.4 | 1.5 | 25.47 | 184 | 35 | 149 |
| 26 Feb | 1012.95 | 3.65 | 0.05 | 25.62 | 132 | 0 | 110 |
| 25 Feb | 1021.05 | 3.6 | -0.55 | 26.33 | 119 | 19 | 108 |
| 24 Feb | 1023.55 | 4.15 | 1.1 | 27.6 | 169 | 53 | 90 |
| 23 Feb | 1031.00 | 3 | -0.9 | 26.27 | 55 | -7 | 38 |
| 20 Feb | 1030.20 | 3.9 | -1.05 | 26.11 | 68 | 8 | 44 |
| 19 Feb | 1017.05 | 5.45 | 1.55 | 25.15 | 84 | -13 | 34 |
| 18 Feb | 1023.80 | 3.85 | -2.1 | 24.71 | 37 | 4 | 46 |
| 17 Feb | 1014.15 | 5.8 | -0.3 | 26.03 | 11 | 0 | 42 |
| 16 Feb | 1012.75 | 6.1 | -0.6 | 26.36 | 5 | -2 | 41 |
| 13 Feb | 1024.75 | 6.55 | -1.75 | 29.11 | 32 | 14 | 45 |
| 12 Feb | 999.10 | 8 | -15.8 | 25.6 | 59 | 25 | 29 |
| 11 Feb | 968.95 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 10 Feb | 965.60 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 9 Feb | 983.15 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 6 Feb | 981.70 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 5 Feb | 964.75 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 4 Feb | 963.30 | 23.8 | -27.3 | - | 0 | 0 | 4 |
| 3 Feb | 964.40 | 23.8 | -27.3 | 30.23 | 3 | 0 | 2 |
| 2 Feb | 903.70 | 51.1 | 16 | - | 0 | 0 | 2 |
| 1 Feb | 902.35 | 51.1 | 16 | 31.62 | 1 | 0 | 1 |
| 30 Jan | 929.85 | 35.1 | -14.15 | - | 0 | 0 | 1 |
| 29 Jan | 935.15 | 35.1 | -14.15 | 30.35 | 1 | 0 | 0 |
| 28 Jan | 935.15 | 49.25 | 0 | 1.62 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 930 expiring on 30MAR2026
Delta for 930 PE is -0.82
Historical price for 930 PE is as follows
On 13 Mar BAJFINANCE was trading at 854.85. The strike last trading price was 77.75, which was 7.65 higher than the previous day. The implied volatity was 39.19, the open interest changed by -18 which decreased total open position to 409
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 69.15, which was 20.4 higher than the previous day. The implied volatity was 34.42, the open interest changed by -29 which decreased total open position to 430
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 50.15, which was 31.85 higher than the previous day. The implied volatity was 38.86, the open interest changed by 83 which increased total open position to 460
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 18, which was -5.15 lower than the previous day. The implied volatity was 29.4, the open interest changed by 113 which increased total open position to 379
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 23.35, which was 5.85 higher than the previous day. The implied volatity was 33.34, the open interest changed by 87 which increased total open position to 285
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 16.9, which was 4.3 higher than the previous day. The implied volatity was 29.9, the open interest changed by -4 which decreased total open position to 197
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 12.6, which was -8.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by -49 which decreased total open position to 202
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 20.75, which was 10.55 higher than the previous day. The implied volatity was 30.51, the open interest changed by 97 which increased total open position to 250
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 10.1, which was 4.45 higher than the previous day. The implied volatity was 27.68, the open interest changed by 4 which increased total open position to 151
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 5.4, which was 1.5 higher than the previous day. The implied volatity was 25.47, the open interest changed by 35 which increased total open position to 149
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 3.65, which was 0.05 higher than the previous day. The implied volatity was 25.62, the open interest changed by 0 which decreased total open position to 110
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 26.33, the open interest changed by 19 which increased total open position to 108
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 4.15, which was 1.1 higher than the previous day. The implied volatity was 27.6, the open interest changed by 53 which increased total open position to 90
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 3, which was -0.9 lower than the previous day. The implied volatity was 26.27, the open interest changed by -7 which decreased total open position to 38
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 26.11, the open interest changed by 8 which increased total open position to 44
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 5.45, which was 1.55 higher than the previous day. The implied volatity was 25.15, the open interest changed by -13 which decreased total open position to 34
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 3.85, which was -2.1 lower than the previous day. The implied volatity was 24.71, the open interest changed by 4 which increased total open position to 46
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 5.8, which was -0.3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 42
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 6.1, which was -0.6 lower than the previous day. The implied volatity was 26.36, the open interest changed by -2 which decreased total open position to 41
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 6.55, which was -1.75 lower than the previous day. The implied volatity was 29.11, the open interest changed by 14 which increased total open position to 45
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 8, which was -15.8 lower than the previous day. The implied volatity was 25.6, the open interest changed by 25 which increased total open position to 29
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 23.8, which was -27.3 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 2
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 51.1, which was 16 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 51.1, which was 16 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 35.1, which was -14.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 35.1, which was -14.15 lower than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 49.25, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
