[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
958.6 0.00 (0.00%)
L: 933.15 H: 961.1

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Historical option data for BAJFINANCE

06 May 2026 09:00 AM IST
BAJFINANCE 26-May-2026 (20d) 940 CE
Delta: 0.65
Vega: 0.01
Theta: -0.65
Gamma: 0.00546
Date Close Ltp Change IV Volume OI Chg OI
6 May 958.60 39.75 2.950000000000003 (8.02%) 29.36 2,635 -77 839
5 May 958.60 39.75 2.950000000000003 (8.02%) 29.36 2,635 -77 839
4 May 950.20 37.3 4.899999999999999 (15.12%) 32.52 2,352 -478 917
30 Apr 937.00 32.8 -2.9000000000000057 (-8.12%) 30.91 7,266 -274 1,121
29 Apr 930.00 36.5 3.75 (11.45%) 38.76 5,275 278 1,399
28 Apr 923.65 32.05 0.34999999999999787 (1.10%) 38.35 1,578 499 1,110
27 Apr 921.80 31.75 0.3999999999999986 (1.28%) 36.01 727 104 612
24 Apr 921.55 31.65 1.5499999999999972 (5.15%) 33.61 237 0 506
23 Apr 918.35 29.6 -8 (-21.28%) 33.72 254 51 508
22 Apr 934.75 37.5 -2.6499999999999986 (-6.60%) 32.86 504 131 456
21 Apr 938.85 40.85 11.850000000000001 (40.86%) 33.51 672 229 325
20 Apr 917.75 29 2.1499999999999986 (8.01%) 32.94 34 4 97
17 Apr 908.25 27.1 0.25 (0.93%) 31.99 48 27 92
16 Apr 905.90 26.85 -2.6499999999999986 (-8.98%) 32.42 45 31 65
15 Apr 913.15 29.4 0.34999999999999787 (1.20%) 31.76 19 12 33
13 Apr 898.95 29.05 -5.7499999999999964 (-16.52%) 33.65 6 1 17
10 Apr 924.55 34.8 0.7999999999999972 (2.35%) 30.33 18 11 15
9 Apr 903.25 34 -89 (-72.36%) - 0 0 4
8 Apr 915.05 34 -89 (-72.36%) 29.62 4 0 0
7 Apr 855.10 123 0 (0.00%) 5.97 0 0 0
6 Apr 850.85 123 0 (0.00%) 6.32 0 0 0
2 Apr 826.85 123 0 (0.00%) 7.68 0 0 0
1 Apr 817.30 123 0 (0.00%) 8.29 0 0 0
30 Mar 801.55 123 0 (0.00%) 9.3 0 0 0
27 Mar 843.80 123 0 (0.00%) 6.26 0 0 0
25 Mar 882.75 123 0 (0.00%) 3.18 0 0 0
24 Mar 849.00 - - - 0 0 0
23 Mar 812.60 - - - 0 0 0
20 Mar 830.55 - - - 0 0 0
19 Mar 832.20 - - - 0 0 0
18 Mar 880.10 - - - 0 0 0
17 Mar 868.60 - - - 0 0 0
16 Mar 878.15 123 0 (0.00%) - 0 0 0
13 Mar 855.05 123 0 (0.00%) - 0 0 0
12 Mar 863.10 - - - 0 0 0
11 Mar 893.65 - - - 0 0 0
10 Mar 939.80 - - - 0 0 0
9 Mar 938.05 - - - 0 0 0
6 Mar 950.20 0 0 (0.00%) - 0 0 0
5 Mar 962.40 0 0 (0.00%) - 0 0 0
4 Mar 945.10 0 0 (0.00%) - 0 0 0
2 Mar 978.25 0 0 (0.00%) - 0 0 0
27 Feb 995.90 0 0 (0.00%) - 0 0 0


For Bajaj Finance Limited - strike price 940 expiring on 26MAY2026

Delta for 940 CE is 0.65

Historical price for 940 CE is as follows

On 6 May BAJFINANCE was trading at 958.60. The strike last trading price was 39.75, which was 2.950000000000003 higher than the previous day. The implied volatity was 29.36, the open interest changed by -77 which decreased total open position to 839


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 39.75, which was 2.950000000000003 higher than the previous day. The implied volatity was 29.36, the open interest changed by -77 which decreased total open position to 839


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 37.3, which was 4.899999999999999 higher than the previous day. The implied volatity was 32.52, the open interest changed by -478 which decreased total open position to 917


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 32.8, which was -2.9000000000000057 lower than the previous day. The implied volatity was 30.91, the open interest changed by -274 which decreased total open position to 1121


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 36.5, which was 3.75 higher than the previous day. The implied volatity was 38.76, the open interest changed by 278 which increased total open position to 1399


On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 32.05, which was 0.34999999999999787 higher than the previous day. The implied volatity was 38.35, the open interest changed by 499 which increased total open position to 1110


On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 31.75, which was 0.3999999999999986 higher than the previous day. The implied volatity was 36.01, the open interest changed by 104 which increased total open position to 612


On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 31.65, which was 1.5499999999999972 higher than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 506


On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 29.6, which was -8 lower than the previous day. The implied volatity was 33.72, the open interest changed by 51 which increased total open position to 508


On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 37.5, which was -2.6499999999999986 lower than the previous day. The implied volatity was 32.86, the open interest changed by 131 which increased total open position to 456


On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 40.85, which was 11.850000000000001 higher than the previous day. The implied volatity was 33.51, the open interest changed by 229 which increased total open position to 325


On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 29, which was 2.1499999999999986 higher than the previous day. The implied volatity was 32.94, the open interest changed by 4 which increased total open position to 97


On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 27.1, which was 0.25 higher than the previous day. The implied volatity was 31.99, the open interest changed by 27 which increased total open position to 92


On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 26.85, which was -2.6499999999999986 lower than the previous day. The implied volatity was 32.42, the open interest changed by 31 which increased total open position to 65


On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 29.4, which was 0.34999999999999787 higher than the previous day. The implied volatity was 31.76, the open interest changed by 12 which increased total open position to 33


On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 29.05, which was -5.7499999999999964 lower than the previous day. The implied volatity was 33.65, the open interest changed by 1 which increased total open position to 17


On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 34.8, which was 0.7999999999999972 higher than the previous day. The implied volatity was 30.33, the open interest changed by 11 which increased total open position to 15


On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 34, which was -89 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 34, which was -89 lower than the previous day. The implied volatity was 29.62, 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 123, which was 0 lower than the previous day. The implied volatity was 5.97, 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 123, which was 0 lower than the previous day. The implied volatity was 6.32, 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 123, which was 0 lower than the previous day. The implied volatity was 7.68, 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 123, which was 0 lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0


On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 123, which was 0 lower than the previous day. The implied volatity was 9.3, the open interest changed by 0 which decreased total open position to 0


On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 123, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0


On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 123, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0


On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 123, 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 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 123, 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 Mar BAJFINANCE was trading at 863.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BAJFINANCE was trading at 950.20. 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 5 Mar BAJFINANCE was trading at 962.40. 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 Mar BAJFINANCE was trading at 945.10. 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 2 Mar BAJFINANCE was trading at 978.25. 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 27 Feb BAJFINANCE was trading at 995.90. 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


BAJFINANCE 26-May-2026 (20d) 940 PE
Delta: -0.36
Vega: 0.01
Theta: -0.57
Gamma: 0.00504
Date Close Ltp Change IV Volume OI Chg OI
6 May 958.60 19.4 -3.450000000000003 (-15.10%) 32.14 2,747 -17 930
5 May 958.60 19.4 -3.450000000000003 (-15.10%) 32.14 2,747 -17 930
4 May 950.20 22.25 -7.800000000000001 (-25.96%) 30.45 3,058 272 947
30 Apr 937.00 29 -11.799999999999997 (-28.92%) 30.54 7,363 112 787
29 Apr 930.00 39.55 -3.1000000000000014 (-7.27%) 37.22 1,457 324 685
28 Apr 923.65 44.8 1.6999999999999957 (3.94%) 35.15 328 100 361
27 Apr 921.80 42.5 -3.950000000000003 (-8.50%) 33.9 137 28 261
24 Apr 921.55 46.7 -1.2999999999999972 (-2.71%) 35.56 51 4 233
23 Apr 918.35 48 9.75 (25.49%) 34.93 42 13 228
22 Apr 934.75 39 3.299999999999997 (9.24%) 33.47 112 32 215
21 Apr 938.85 35.65 -12.350000000000001 (-25.73%) 32.07 318 158 183
20 Apr 917.75 48 5.75 (13.61%) 31.81 3 2 24
17 Apr 908.25 42.25 42.25 (-11.98%) 32.61 0 0 22
16 Apr 905.90 42.25 -5.75 (-11.98%) 32.61 7 3 20
15 Apr 913.15 48 -0.3999999999999986 (-0.83%) 32.25 3 0 17
13 Apr 898.95 48.4 48.4 (4.34%) 34.5 0 0 17
10 Apr 924.55 48.4 -4.600000000000001 (-8.68%) 32.13 17 15 16
9 Apr 903.25 53 29.05 (121.29%) - 0 0 1
8 Apr 915.05 53 29.05 (121.29%) 35.95 1 0 0
7 Apr 855.10 23.95 0 (0.00%) - 0 0 0
6 Apr 850.85 23.95 0 (0.00%) - 0 0 0
2 Apr 826.85 23.95 0 (0.00%) - 0 0 0
1 Apr 817.30 23.95 0 (0.00%) - 0 0 0
30 Mar 801.55 23.95 0 (0.00%) - 0 0 0
27 Mar 843.80 23.95 0 (0.00%) - 0 0 0
25 Mar 882.75 23.95 0 (0.00%) - 0 0 0
24 Mar 849.00 - - - 0 0 0
23 Mar 812.60 - - - 0 0 0
20 Mar 830.55 - - - 0 0 0
19 Mar 832.20 - - - 0 0 0
18 Mar 880.10 - - - 0 0 0
17 Mar 868.60 - - - 0 0 0
16 Mar 878.15 23.95 0 (0.00%) - 0 0 0
13 Mar 855.05 23.95 0 (0.00%) - 0 0 0
12 Mar 863.10 - - - 0 0 0
11 Mar 893.65 - - - 0 0 0
10 Mar 939.80 - - - 0 0 0
9 Mar 938.05 - - - 0 0 0
6 Mar 950.20 23.95 0 (0.00%) - 0 0 0
5 Mar 962.40 23.95 0 (0.00%) - 0 0 0
4 Mar 945.10 23.95 0 (0.00%) - 0 0 0
2 Mar 978.25 23.95 0 (0.00%) 3.48 0 0 0
27 Feb 995.90 23.95 0 (0.00%) 4.64 0 0 0


For Bajaj Finance Limited - strike price 940 expiring on 26MAY2026

Delta for 940 PE is -0.36

Historical price for 940 PE is as follows

On 6 May BAJFINANCE was trading at 958.60. The strike last trading price was 19.4, which was -3.450000000000003 lower than the previous day. The implied volatity was 32.14, the open interest changed by -17 which decreased total open position to 930


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 19.4, which was -3.450000000000003 lower than the previous day. The implied volatity was 32.14, the open interest changed by -17 which decreased total open position to 930


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 22.25, which was -7.800000000000001 lower than the previous day. The implied volatity was 30.45, the open interest changed by 272 which increased total open position to 947


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 29, which was -11.799999999999997 lower than the previous day. The implied volatity was 30.54, the open interest changed by 112 which increased total open position to 787


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 39.55, which was -3.1000000000000014 lower than the previous day. The implied volatity was 37.22, the open interest changed by 324 which increased total open position to 685


On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 44.8, which was 1.6999999999999957 higher than the previous day. The implied volatity was 35.15, the open interest changed by 100 which increased total open position to 361


On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 42.5, which was -3.950000000000003 lower than the previous day. The implied volatity was 33.9, the open interest changed by 28 which increased total open position to 261


On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 46.7, which was -1.2999999999999972 lower than the previous day. The implied volatity was 35.56, the open interest changed by 4 which increased total open position to 233


On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 48, which was 9.75 higher than the previous day. The implied volatity was 34.93, the open interest changed by 13 which increased total open position to 228


On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 39, which was 3.299999999999997 higher than the previous day. The implied volatity was 33.47, the open interest changed by 32 which increased total open position to 215


On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 35.65, which was -12.350000000000001 lower than the previous day. The implied volatity was 32.07, the open interest changed by 158 which increased total open position to 183


On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 48, which was 5.75 higher than the previous day. The implied volatity was 31.81, the open interest changed by 2 which increased total open position to 24


On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 42.25, which was 42.25 higher than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 22


On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 42.25, which was -5.75 lower than the previous day. The implied volatity was 32.61, the open interest changed by 3 which increased total open position to 20


On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 48, which was -0.3999999999999986 lower than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 17


On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 48.4, which was 48.4 higher than the previous day. The implied volatity was 34.5, the open interest changed by 0 which decreased total open position to 17


On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 48.4, which was -4.600000000000001 lower than the previous day. The implied volatity was 32.13, the open interest changed by 15 which increased total open position to 16


On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 53, which was 29.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 53, which was 29.05 higher than the previous day. The implied volatity was 35.95, 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 23.95, 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 6 Apr BAJFINANCE was trading at 850.85. The strike last trading price was 23.95, 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 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 23.95, 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 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 23.95, 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 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 23.95, 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 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 23.95, 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 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 23.95, 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 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 23.95, 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 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 23.95, 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 Mar BAJFINANCE was trading at 863.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 23.95, 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 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 23.95, 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 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 23.95, 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 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 23.95, which was 0 lower than the previous day. The implied volatity was 3.48, 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 23.95, which was 0 lower than the previous day. The implied volatity was 4.64, the open interest changed by 0 which decreased total open position to 0