[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
998.4 -14.30 (-1.41%)
L: 996.5 H: 1010.6

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Historical option data for BAJFINANCE

16 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 940 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 72.8 -4.35 - 0 0 22
15 Dec 1012.70 72.8 -4.35 - 0 0 0
12 Dec 1017.30 72.8 -4.35 - 0 0 22
11 Dec 1006.40 72.8 -4.35 - 11 -4 20
10 Dec 1010.30 77.15 -8.85 24.74 9 -1 19
9 Dec 1016.70 86 1.9 27.76 1 0 20
8 Dec 1026.40 84.1 -8 - 0 0 20
5 Dec 1048.00 84.1 -8 - 0 1 0
4 Dec 1029.10 84.1 -8 - 1 0 19
3 Dec 1021.40 92.1 -16.65 - 0 1 0
2 Dec 1025.50 92.1 -16.65 - 2 1 19
1 Dec 1021.10 108.75 -0.25 - 0 0 0
28 Nov 1037.50 108.75 -0.25 23.52 3 0 18
27 Nov 1033.80 109 36.5 29.95 5 2 18
26 Nov 1010.70 72.5 -7.5 - 0 0 0
25 Nov 986.20 72.5 -7.5 - 0 4 0
24 Nov 994.00 72.5 -7.5 25.91 4 3 15
21 Nov 1004.10 80 -6.5 22.05 5 4 11
20 Nov 1028.60 86.5 4 - 3 1 5
19 Nov 1005.60 82.5 -21.5 23.34 4 2 2
18 Nov 1013.60 104 0 - 0 0 0
17 Nov 1026.80 104 0 - 0 0 0
14 Nov 1018.50 104 0 - 0 0 0
13 Nov 1005.40 104 0 - 0 0 0
12 Nov 1013.20 104 0 - 0 0 0
11 Nov 1005.20 104 0 - 0 0 0
10 Nov 1085.00 104 0 - 0 0 0
7 Nov 1066.60 104 0 - 0 0 0
6 Nov 1041.90 104 0 - 0 0 0
4 Nov 1057.00 104 0 - 0 0 0
3 Nov 1043.10 104 0 - 0 0 0
31 Oct 1042.80 104 0 - 0 0 0
30 Oct 1052.30 104 0 - 0 0 0
29 Oct 1062.95 104 0 - 0 0 0
27 Oct 1084.40 0 0 - 0 0 0
24 Oct 1089.75 0 0 - 0 0 0
23 Oct 1094.15 0 0 - 0 0 0
15 Oct 1059.90 0 0 - 0 0 0
13 Oct 1036.75 0 0 - 0 0 0
10 Oct 1023.85 0 0 - 0 0 0
9 Oct 1024.10 0 0 - 0 0 0
3 Oct 989.75 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 940 expiring on 30DEC2025

Delta for 940 CE is -

Historical price for 940 CE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 72.8, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 72.8, which was -4.35 lower 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 72.8, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 72.8, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 20


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 77.15, which was -8.85 lower than the previous day. The implied volatity was 24.74, the open interest changed by -1 which decreased total open position to 19


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 86, which was 1.9 higher than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 20


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 84.1, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 84.1, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 84.1, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 92.1, which was -16.65 lower 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 92.1, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 108.75, which was -0.25 lower 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 108.75, which was -0.25 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 18


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 109, which was 36.5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 2 which increased total open position to 18


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 72.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 72.5, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 72.5, which was -7.5 lower than the previous day. The implied volatity was 25.91, the open interest changed by 3 which increased total open position to 15


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 80, which was -6.5 lower than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 11


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 86.5, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 82.5, which was -21.5 lower than the previous day. The implied volatity was 23.34, the open interest changed by 2 which increased total open position to 2


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 104, 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 Oct BAJFINANCE was trading at 1084.40. 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 24 Oct BAJFINANCE was trading at 1089.75. 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 23 Oct BAJFINANCE was trading at 1094.15. 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 15 Oct BAJFINANCE was trading at 1059.90. 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 13 Oct BAJFINANCE was trading at 1036.75. 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 Oct BAJFINANCE was trading at 1023.85. 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 9 Oct BAJFINANCE was trading at 1024.10. 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 3 Oct BAJFINANCE was trading at 989.75. 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 30DEC2025 940 PE
Delta: -0.07
Vega: 0.27
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 1.45 0.75 22.40 487 86 625
15 Dec 1012.70 0.7 -0.15 21.98 143 -42 539
12 Dec 1017.30 0.85 -0.7 21.78 185 -26 583
11 Dec 1006.40 1.45 -0.15 22.11 367 60 608
10 Dec 1010.30 1.7 0.35 22.69 409 17 555
9 Dec 1016.70 1.35 0.1 22.69 257 76 539
8 Dec 1026.40 1.2 0.45 23.39 245 2 465
5 Dec 1048.00 0.75 -0.75 23.54 554 -153 463
4 Dec 1029.10 1.55 -0.45 23.05 170 -9 618
3 Dec 1021.40 1.9 -0.05 22.78 186 34 634
2 Dec 1025.50 1.9 -0.45 23.02 156 32 600
1 Dec 1021.10 2.45 0.9 23.06 345 108 567
28 Nov 1037.50 1.55 -0.1 22.81 166 10 459
27 Nov 1033.80 1.6 -1.6 22.23 907 98 448
26 Nov 1010.70 3.2 -4 21.48 563 39 356
25 Nov 986.20 7.25 0.8 21.74 432 41 317
24 Nov 994.00 6.35 1.1 22.36 238 80 274
21 Nov 1004.10 5.35 2.25 22.52 198 98 193
20 Nov 1028.60 3.05 -2.95 22.74 119 1 96
19 Nov 1005.60 6 0.5 23.09 55 19 94
18 Nov 1013.60 5.35 1.45 23.56 48 21 74
17 Nov 1026.80 3.85 -2.2 23.19 50 11 52
14 Nov 1018.50 6 -1.7 23.85 49 -4 39
13 Nov 1005.40 7.5 1.2 23.67 29 7 44
12 Nov 1013.20 6.3 -2.25 22.95 60 -13 33
11 Nov 1005.20 8 -22.9 24.46 102 44 44
10 Nov 1085.00 30.9 0 11.44 0 0 0
7 Nov 1066.60 30.9 0 9.68 0 0 0
6 Nov 1041.90 30.9 0 8.09 0 0 0
4 Nov 1057.00 30.9 0 8.81 0 0 0
3 Nov 1043.10 30.9 0 7.86 0 0 0
31 Oct 1042.80 30.9 0 - 0 0 0
30 Oct 1052.30 30.9 0 8.34 0 0 0
29 Oct 1062.95 30.9 0 8.89 0 0 0
27 Oct 1084.40 30.9 0 - 0 0 0
24 Oct 1089.75 30.9 0 - 0 0 0
23 Oct 1094.15 30.9 0 - 0 0 0
15 Oct 1059.90 30.9 0 - 0 0 0
13 Oct 1036.75 30.9 0 - 0 0 0
10 Oct 1023.85 30.9 0 - 0 0 0
9 Oct 1024.10 30.9 0 - 0 0 0
3 Oct 989.75 30.9 0 4.25 0 0 0


For Bajaj Finance Limited - strike price 940 expiring on 30DEC2025

Delta for 940 PE is -0.07

Historical price for 940 PE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 1.45, which was 0.75 higher than the previous day. The implied volatity was 22.40, the open interest changed by 86 which increased total open position to 625


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by -42 which decreased total open position to 539


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 21.78, the open interest changed by -26 which decreased total open position to 583


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 22.11, the open interest changed by 60 which increased total open position to 608


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 1.7, which was 0.35 higher than the previous day. The implied volatity was 22.69, the open interest changed by 17 which increased total open position to 555


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 22.69, the open interest changed by 76 which increased total open position to 539


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 1.2, which was 0.45 higher than the previous day. The implied volatity was 23.39, the open interest changed by 2 which increased total open position to 465


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 23.54, the open interest changed by -153 which decreased total open position to 463


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 23.05, the open interest changed by -9 which decreased total open position to 618


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 22.78, the open interest changed by 34 which increased total open position to 634


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 23.02, the open interest changed by 32 which increased total open position to 600


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 2.45, which was 0.9 higher than the previous day. The implied volatity was 23.06, the open interest changed by 108 which increased total open position to 567


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 1.55, which was -0.1 lower than the previous day. The implied volatity was 22.81, the open interest changed by 10 which increased total open position to 459


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 1.6, which was -1.6 lower than the previous day. The implied volatity was 22.23, the open interest changed by 98 which increased total open position to 448


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 3.2, which was -4 lower than the previous day. The implied volatity was 21.48, the open interest changed by 39 which increased total open position to 356


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 7.25, which was 0.8 higher than the previous day. The implied volatity was 21.74, the open interest changed by 41 which increased total open position to 317


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 6.35, which was 1.1 higher than the previous day. The implied volatity was 22.36, the open interest changed by 80 which increased total open position to 274


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 5.35, which was 2.25 higher than the previous day. The implied volatity was 22.52, the open interest changed by 98 which increased total open position to 193


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 3.05, which was -2.95 lower than the previous day. The implied volatity was 22.74, the open interest changed by 1 which increased total open position to 96


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 6, which was 0.5 higher than the previous day. The implied volatity was 23.09, the open interest changed by 19 which increased total open position to 94


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 5.35, which was 1.45 higher than the previous day. The implied volatity was 23.56, the open interest changed by 21 which increased total open position to 74


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 3.85, which was -2.2 lower than the previous day. The implied volatity was 23.19, the open interest changed by 11 which increased total open position to 52


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 6, which was -1.7 lower than the previous day. The implied volatity was 23.85, the open interest changed by -4 which decreased total open position to 39


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 7.5, which was 1.2 higher than the previous day. The implied volatity was 23.67, the open interest changed by 7 which increased total open position to 44


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 6.3, which was -2.25 lower than the previous day. The implied volatity was 22.95, the open interest changed by -13 which decreased total open position to 33


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 8, which was -22.9 lower than the previous day. The implied volatity was 24.46, the open interest changed by 44 which increased total open position to 44


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 11.44, 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 30.9, which was 0 lower than the previous day. The implied volatity was 9.68, 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 30.9, which was 0 lower than the previous day. The implied volatity was 8.09, 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 30.9, which was 0 lower than the previous day. The implied volatity was 8.81, 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 30.9, which was 0 lower than the previous day. The implied volatity was 7.86, 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 30.9, 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 30.9, which was 0 lower than the previous day. The implied volatity was 8.34, 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 30.9, which was 0 lower than the previous day. The implied volatity was 8.89, the open interest changed by 0 which decreased total open position to 0


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 30.9, 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 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 30.9, 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 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 30.9, 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 15 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 30.9, 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 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 30.9, 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 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 30.9, 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 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 30.9, 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 Oct BAJFINANCE was trading at 989.75. The strike last trading price was 30.9, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0