BAJFINANCE

Bajaj Finance Limited

999.6 +1.20 (0.12%)

L: 995.3 H: 1011.2

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Historical option data for BAJFINANCE
17 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 30-DEC-2025 930 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

17 Dec	999.60	90 ₹ 67,500	4 3000.00	-	0 0	0 0	8 6,000
16 Dec	998.40	90 ₹ 67,500	4 3000.00	-	0 0	0 0	8 6,000
15 Dec	1012.70	90 ₹ 67,500	4 3000.00	-	0 0	0 0	0 0
12 Dec	1017.30	90 ₹ 67,500	4 3000.00	-	1 750	0 0	8 6,000
11 Dec	1006.40	86 ₹ 64,500	-39 -29250.00	28.66	2 1,500	0 0	7 5,250
10 Dec	1010.30	125 ₹ 93,750	22.7 17025.00	-	0 0	0 0	7 5,250
9 Dec	1016.70	125 ₹ 93,750	22.7 17025.00	-	0 0	0 0	0 0
8 Dec	1026.40	125 ₹ 93,750	22.7 17025.00	-	0 0	0 0	7 5,250
5 Dec	1048.00	125 ₹ 93,750	22.7 17025.00	24.97	1 750	0 0	7 5,250
4 Dec	1029.10	102.3 ₹ 76,725	3.7 2775.00	-	0 0	0 0	0 0
3 Dec	1021.40	102.3 ₹ 76,725	3.7 2775.00	-	0 0	1 750	0 0
2 Dec	1025.50	102.3 ₹ 76,725	3.7 2775.00	-	1 750	0 0	6 4,500
1 Dec	1021.10	98.6 ₹ 73,950	9.7 7275.00	-	0 0	0 0	0 0
28 Nov	1037.50	98.6 ₹ 73,950	9.7 7275.00	-	0 0	1 750	0 0
27 Nov	1033.80	98.6 ₹ 73,950	9.7 7275.00	-	1 750	0 0	5 3,750
26 Nov	1010.70	88.9 ₹ 66,675	18.9 14175.00	-	3 2,250	0 0	3 2,250
25 Nov	986.20	70 ₹ 52,500	-21.4 -16050.00	22.98	2 1,500	1 750	2 1,500
24 Nov	994.00	91.4 ₹ 68,550	-68.55 -51412.50	-	0 0	0 0	0 0
21 Nov	1004.10	91.4 ₹ 68,550	-68.55 -51412.50	-	0 0	1 750	0 0
20 Nov	1028.60	91.4 ₹ 68,550	-68.55 -51412.50	-	1 750	0 0	0 0
19 Nov	1005.60	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
18 Nov	1013.60	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
17 Nov	1026.80	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
14 Nov	1018.50	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
13 Nov	1005.40	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
12 Nov	1013.20	159.95 ₹ 1,19,962.5	0 0.00	-	0 0	0 0	0 0
11 Nov	1005.20	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
10 Nov	1085.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 930 expiring on 30DEC2025

Delta for 930 CE is -

Historical price for 930 CE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 90, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 90, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 90, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 90, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 86, which was -39 lower than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 7

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 125, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 125, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 125, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 125, which was 22.7 higher than the previous day. The implied volatity was 24.97, the open interest changed by 0 which decreased total open position to 7

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 102.3, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 102.3, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 102.3, which was 3.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 98.6, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 98.6, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 98.6, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 88.9, which was 18.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 70, which was -21.4 lower than the previous day. The implied volatity was 22.98, the open interest changed by 1 which increased total open position to 2

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 91.4, which was -68.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 91.4, which was -68.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 91.4, which was -68.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 159.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJFINANCE was trading at 1005.20. 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 Nov BAJFINANCE was trading at 1085.00. 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 7 Nov BAJFINANCE was trading at 1066.60. 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 6 Nov BAJFINANCE was trading at 1041.90. 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 4 Nov BAJFINANCE was trading at 1057.00. 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 3 Nov BAJFINANCE was trading at 1043.10. 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 31 Oct BAJFINANCE was trading at 1042.80. 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 30 Oct BAJFINANCE was trading at 1052.30. 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0

BAJFINANCE 30DEC2025 930 PE
Delta: -0.04 Vega: 0.17 Theta: -0.14 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
17 Dec	999.60	0.75 ₹ 562.5	-0.2 -150.00	23.53	288 2,16,000	6 4,500	1,210 9,07,500
16 Dec	998.40	1 ₹ 750	0.5 375.00	23.33	286 2,14,500	34 25,500	1,202 9,01,500
15 Dec	1012.70	0.5 ₹ 375	-0.15 -112.50	23.04	72 54,000	11 8,250	1,174 8,80,500
12 Dec	1017.30	0.65 ₹ 487.5	-0.45 -337.50	23.21	665 4,98,750	-1 -750	1,159 8,69,250
11 Dec	1006.40	1.05 ₹ 787.5	-0.05 -37.50	22.93	244 1,83,000	34 25,500	1,159 8,69,250
10 Dec	1010.30	1.2 ₹ 900	0.3 225.00	23.27	202 1,51,500	-20 -15,000	1,129 8,46,750
9 Dec	1016.70	0.85 ₹ 637.5	0 0.00	22.76	143 1,07,250	21 15,750	1,149 8,61,750
8 Dec	1026.40	0.85 ₹ 637.5	0.35 262.50	23.90	256 1,92,000	79 59,250	1,131 8,48,250
5 Dec	1048.00	0.5 ₹ 375	-0.6 -450.00	23.75	500 3,75,000	7 5,250	1,052 7,89,000
4 Dec	1029.10	1.1 ₹ 825	-0.3 -225.00	23.40	85 63,750	20 15,000	1,047 7,85,250
3 Dec	1021.40	1.35 ₹ 1,012.5	-0.05 -37.50	23.08	176 1,32,000	-2 -1,500	1,031 7,73,250
2 Dec	1025.50	1.35 ₹ 1,012.5	-0.35 -262.50	23.28	129 96,750	27 20,250	1,038 7,78,500
1 Dec	1021.10	1.75 ₹ 1,312.5	0.6 450.00	23.26	90 67,500	5 3,750	1,011 7,58,250
28 Nov	1037.50	1.1 ₹ 825	-0.2 -150.00	23.01	1,091 8,18,250	515 3,86,250	1,007 7,55,250
27 Nov	1033.80	1.25 ₹ 937.5	-1.15 -862.50	22.86	275 2,06,250	3 2,250	491 3,68,250
26 Nov	1010.70	2.45 ₹ 1,837.5	-3.2 -2400.00	21.96	463 3,47,250	-22 -16,500	488 3,66,000
25 Nov	986.20	5.8 ₹ 4,350	0.75 562.50	22.32	500 3,75,000	259 1,94,250	512 3,84,000
24 Nov	994.00	5.1 ₹ 3,825	0.95 712.50	22.93	219 1,64,250	131 98,250	249 1,86,750
21 Nov	1004.10	4.05 ₹ 3,037.5	1.65 1237.50	22.63	90 67,500	32 24,000	118 88,500
20 Nov	1028.60	2.45 ₹ 1,837.5	-2.1 -1575.00	23.27	42 31,500	8 6,000	86 64,500
19 Nov	1005.60	4.55 ₹ 3,412.5	0.1 75.00	23.09	56 42,000	9 6,750	73 54,750
18 Nov	1013.60	4.45 ₹ 3,337.5	1.35 1012.50	24.18	30 22,500	5 3,750	64 48,000
17 Nov	1026.80	3.1 ₹ 2,325	-1.8 -1350.00	23.64	59 44,250	19 14,250	58 43,500
14 Nov	1018.50	4.9 ₹ 3,675	-1.05 -787.50	24.24	47 35,250	23 17,250	39 29,250
13 Nov	1005.40	6.1 ₹ 4,575	0.55 412.50	24.15	16 12,000	7 5,250	15 11,250
12 Nov	1013.20	5.6 ₹ 4,200	-1.9 -1425.00	23.96	5 3,750	1 750	7 5,250
11 Nov	1005.20	7.5 ₹ 5,625	0.05 37.50	25.84	6 4,500	5 3,750	5 3,750
10 Nov	1085.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Nov	1066.60	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
6 Nov	1041.90	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
4 Nov	1057.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
3 Nov	1043.10	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Oct	1042.80	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	1052.30	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	1062.95	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 930 expiring on 30DEC2025

Delta for 930 PE is -0.04

Historical price for 930 PE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 23.53, the open interest changed by 6 which increased total open position to 1210

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 1, which was 0.5 higher than the previous day. The implied volatity was 23.33, the open interest changed by 34 which increased total open position to 1202

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 23.04, the open interest changed by 11 which increased total open position to 1174

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 23.21, the open interest changed by -1 which decreased total open position to 1159

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 22.93, the open interest changed by 34 which increased total open position to 1159

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 23.27, the open interest changed by -20 which decreased total open position to 1129

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 22.76, the open interest changed by 21 which increased total open position to 1149

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 0.85, which was 0.35 higher than the previous day. The implied volatity was 23.90, the open interest changed by 79 which increased total open position to 1131

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.5, which was -0.6 lower than the previous day. The implied volatity was 23.75, the open interest changed by 7 which increased total open position to 1052

On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 23.40, the open interest changed by 20 which increased total open position to 1047

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 23.08, the open interest changed by -2 which decreased total open position to 1031

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 23.28, the open interest changed by 27 which increased total open position to 1038

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 1.75, which was 0.6 higher than the previous day. The implied volatity was 23.26, the open interest changed by 5 which increased total open position to 1011

On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 23.01, the open interest changed by 515 which increased total open position to 1007

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 1.25, which was -1.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by 3 which increased total open position to 491

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 2.45, which was -3.2 lower than the previous day. The implied volatity was 21.96, the open interest changed by -22 which decreased total open position to 488

On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 5.8, which was 0.75 higher than the previous day. The implied volatity was 22.32, the open interest changed by 259 which increased total open position to 512

On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 5.1, which was 0.95 higher than the previous day. The implied volatity was 22.93, the open interest changed by 131 which increased total open position to 249

On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 4.05, which was 1.65 higher than the previous day. The implied volatity was 22.63, the open interest changed by 32 which increased total open position to 118

On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 2.45, which was -2.1 lower than the previous day. The implied volatity was 23.27, the open interest changed by 8 which increased total open position to 86

On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 4.55, which was 0.1 higher than the previous day. The implied volatity was 23.09, the open interest changed by 9 which increased total open position to 73

On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 4.45, which was 1.35 higher than the previous day. The implied volatity was 24.18, the open interest changed by 5 which increased total open position to 64

On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 3.1, which was -1.8 lower than the previous day. The implied volatity was 23.64, the open interest changed by 19 which increased total open position to 58

On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 24.24, the open interest changed by 23 which increased total open position to 39

On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 6.1, which was 0.55 higher than the previous day. The implied volatity was 24.15, the open interest changed by 7 which increased total open position to 15

On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 5.6, which was -1.9 lower than the previous day. The implied volatity was 23.96, the open interest changed by 1 which increased total open position to 7

On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 7.5, which was 0.05 higher than the previous day. The implied volatity was 25.84, the open interest changed by 5 which increased total open position to 5

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