Historical option data for BAJFINANCE
25 Jun 2026 10:22 AM IST
| BAJFINANCE 30-Jun-2026 (5d) 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0
Theta: -0.2
Gamma: 0.00284
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 995.65 | 50 | 4 (8.70%) | 29.23 | 35 | -11 | 696 | |||||||||
| 24 Jun | 990.95 | 47.65 | 23.65 (98.54%) | 28.61 | 812 | -283 | 707 | |||||||||
| 23 Jun | 962.40 | 24.1 | -5.9 (-19.67%) | 11.95 | 458 | -129 | 987 | |||||||||
| 22 Jun | 968.30 | 29.05 | 3.05 (11.73%) | 11.45 | 565 | -86 | 1,118 | |||||||||
| 19 Jun | 961.80 | 27.95 | 1.95 (7.50%) | 15.28 | 876 | -66 | 1,204 | |||||||||
| 18 Jun | 958.85 | 25.75 | -0.25 (-0.96%) | 18.78 | 756 | 9 | 1,270 | |||||||||
| 17 Jun | 958.40 | 25.05 | -1.95 (-7.22%) | 16.62 | 541 | 1 | 1,270 | |||||||||
| 16 Jun | 959.65 | 26.9 | 7.9 (41.58%) | 17.99 | 1,805 | -439 | 1,269 | |||||||||
| 15 Jun | 942.30 | 18.1 | 7.1 (64.55%) | 21.47 | 4,190 | -206 | 1,712 | |||||||||
| 12 Jun | 918.30 | 11.35 | 8.35 (278.33%) | 22.63 | 3,050 | -401 | 1,917 | |||||||||
| 11 Jun | 870.55 | 3.7 | -1.3 (-26.00%) | 27.68 | 792 | 116 | 2,312 | |||||||||
| 10 Jun | 884.10 | 5.2 | -0.8 (-13.33%) | 25.83 | 448 | 5 | 2,195 | |||||||||
| 9 Jun | 886.90 | 6.15 | 1.15 (23.00%) | 26.19 | 726 | -30 | 2,189 | |||||||||
| 8 Jun | 871.10 | 4.8 | -4.2 (-46.67%) | 28.47 | 782 | 88 | 2,223 | |||||||||
| 5 Jun | 889.40 | 8.3 | 1.3 (18.57%) | 26.13 | 5,189 | 155 | 2,222 | |||||||||
| 4 Jun | 874.40 | 7.05 | -0.95 (-11.88%) | 27.71 | 515 | 124 | 2,068 | |||||||||
| 3 Jun | 876.80 | 7.4 | -0.6 (-7.50%) | 27.85 | 967 | -15 | 1,945 | |||||||||
| 2 Jun | 882.00 | 7.75 | -2.25 (-22.50%) | 25.53 | 2,017 | 80 | 1,963 | |||||||||
| 1 Jun | 889.05 | 9.55 | -8.45 (-46.94%) | 25.56 | 1,147 | 131 | 1,882 | |||||||||
| 29 May | 908.25 | 20.9 | -3.1 (-12.92%) | 28.1 | 4,101 | 215 | 1,755 | |||||||||
| 27 May | 931.15 | 24.75 | 0.75 (3.13%) | 21.7 | 2,214 | 178 | 1,549 | |||||||||
| 26 May | 930.20 | 25 | -8 (-24.24%) | 22.86 | 3,773 | 575 | 1,369 | |||||||||
| 25 May | 941.90 | 33 | 11 (50.00%) | 23.88 | 3,314 | 537 | 823 | |||||||||
| 22 May | 916.55 | 21.85 | 1.85 (9.25%) | 24.88 | 368 | -7 | 286 | |||||||||
| 21 May | 907.65 | 19.75 | -8.25 (-29.46%) | 25.86 | 282 | 138 | 293 | |||||||||
| 20 May | 923.10 | 28.45 | 0.45 (1.61%) | 26.14 | 42 | 6 | 150 | |||||||||
| 19 May | 923.55 | 28 | 0 (0.00%) | 24.45 | 49 | 15 | 145 | |||||||||
| 18 May | 921.10 | 27.9 | -0.1 (-0.36%) | 26.55 | 133 | 45 | 106 | |||||||||
| 15 May | 910.45 | 28.4 | 1.4 (5.19%) | 27.26 | 2 | -1 | 61 | |||||||||
| 14 May | 912.15 | 27 | 5 (22.73%) | 27.66 | 89 | -12 | 69 | |||||||||
| 13 May | 896.15 | 22 | -2 (-8.33%) | 0 | 4 | 3 | 80 | |||||||||
| 12 May | 904.20 | 23.9 | -14.1 (-37.11%) | 0 | 61 | 43 | 77 | |||||||||
| 11 May | 936.05 | 38.2 | -9.8 (-20.42%) | 0 | 8 | 6 | 34 | |||||||||
| 8 May | 955.35 | 48 | -15 (-23.81%) | 25.22 | 4 | -2 | 28 | |||||||||
| 7 May | 972.75 | 63 | -1.65 (-2.55%) | 24.31 | 4 | 0 | 29 | |||||||||
| 6 May | 980.75 | 64.65 | 18 (38.59%) | 26.2 | 2 | 0 | 28 | |||||||||
| 5 May | 958.60 | 46.65 | -4.55 (-8.89%) | 27.25 | 2 | 0 | 29 | |||||||||
| 4 May | 950.20 | 51.15 | -4.45 (-8.00%) | 28.08 | 2 | 2 | 28 | |||||||||
| 30 Apr | 937.00 | 55.6 | 5.85 (11.76%) | 27.01 | 35 | 2 | 28 | |||||||||
| 29 Apr | 930.00 | 49.75 | 31.85 (177.93%) | 31.88 | 31 | 25 | 25 | |||||||||
| 28 Apr | 923.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 921.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 921.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 918.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 934.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 938.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 917.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 908.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 905.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 913.15 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 898.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 924.55 | 17.9 | 0 (0.00%) | 0.42 | 0 | 0 | 0 | |||||||||
| 9 Apr | 903.25 | 17.9 | 0 (0.00%) | 1.11 | 0 | 0 | 0 | |||||||||
| 8 Apr | 915.05 | 17.9 | 0 (0.00%) | 0.17 | 0 | 0 | 0 | |||||||||
| 7 Apr | 855.10 | 17.9 | 0 (0.00%) | 4.11 | 0 | 0 | 0 | |||||||||
| 6 Apr | 850.85 | 17.9 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 940 expiring on 30JUN2026
Delta for 940 CE is 0.95
Historical price for 940 CE is as follows
On 25 Jun BAJFINANCE was trading at 995.65. The strike last trading price was 50, which was 4 higher than the previous day. The implied volatity was 29.23, the open interest changed by -11 which decreased total open position to 696
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 47.65, which was 23.65 higher than the previous day. The implied volatity was 28.61, the open interest changed by -283 which decreased total open position to 707
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 24.1, which was -5.9 lower than the previous day. The implied volatity was 11.95, the open interest changed by -129 which decreased total open position to 987
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 29.05, which was 3.05 higher than the previous day. The implied volatity was 11.45, the open interest changed by -86 which decreased total open position to 1118
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 27.95, which was 1.95 higher than the previous day. The implied volatity was 15.28, the open interest changed by -66 which decreased total open position to 1204
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 25.75, which was -0.25 lower than the previous day. The implied volatity was 18.78, the open interest changed by 9 which increased total open position to 1270
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 25.05, which was -1.95 lower than the previous day. The implied volatity was 16.62, the open interest changed by 1 which increased total open position to 1270
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 26.9, which was 7.9 higher than the previous day. The implied volatity was 17.99, the open interest changed by -439 which decreased total open position to 1269
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 18.1, which was 7.1 higher than the previous day. The implied volatity was 21.47, the open interest changed by -206 which decreased total open position to 1712
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 11.35, which was 8.35 higher than the previous day. The implied volatity was 22.63, the open interest changed by -401 which decreased total open position to 1917
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 3.7, which was -1.3 lower than the previous day. The implied volatity was 27.68, the open interest changed by 116 which increased total open position to 2312
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 25.83, the open interest changed by 5 which increased total open position to 2195
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 6.15, which was 1.15 higher than the previous day. The implied volatity was 26.19, the open interest changed by -30 which decreased total open position to 2189
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 4.8, which was -4.2 lower than the previous day. The implied volatity was 28.47, the open interest changed by 88 which increased total open position to 2223
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 8.3, which was 1.3 higher than the previous day. The implied volatity was 26.13, the open interest changed by 155 which increased total open position to 2222
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 27.71, the open interest changed by 124 which increased total open position to 2068
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 27.85, the open interest changed by -15 which decreased total open position to 1945
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 7.75, which was -2.25 lower than the previous day. The implied volatity was 25.53, the open interest changed by 80 which increased total open position to 1963
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 9.55, which was -8.45 lower than the previous day. The implied volatity was 25.56, the open interest changed by 131 which increased total open position to 1882
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 20.9, which was -3.1 lower than the previous day. The implied volatity was 28.1, the open interest changed by 215 which increased total open position to 1755
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 24.75, which was 0.75 higher than the previous day. The implied volatity was 21.7, the open interest changed by 178 which increased total open position to 1549
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 25, which was -8 lower than the previous day. The implied volatity was 22.86, the open interest changed by 575 which increased total open position to 1369
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 33, which was 11 higher than the previous day. The implied volatity was 23.88, the open interest changed by 537 which increased total open position to 823
On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 21.85, which was 1.85 higher than the previous day. The implied volatity was 24.88, the open interest changed by -7 which decreased total open position to 286
On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 19.75, which was -8.25 lower than the previous day. The implied volatity was 25.86, the open interest changed by 138 which increased total open position to 293
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 28.45, which was 0.45 higher than the previous day. The implied volatity was 26.14, the open interest changed by 6 which increased total open position to 150
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was 24.45, the open interest changed by 15 which increased total open position to 145
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 27.9, which was -0.1 lower than the previous day. The implied volatity was 26.55, the open interest changed by 45 which increased total open position to 106
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 28.4, which was 1.4 higher than the previous day. The implied volatity was 27.26, the open interest changed by -1 which decreased total open position to 61
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 27, which was 5 higher than the previous day. The implied volatity was 27.66, the open interest changed by -12 which decreased total open position to 69
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 22, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 80
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 23.9, which was -14.1 lower than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 77
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 38.2, which was -9.8 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 34
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 48, which was -15 lower than the previous day. The implied volatity was 25.22, the open interest changed by -2 which decreased total open position to 28
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 63, which was -1.65 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 29
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 64.65, which was 18 higher than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 28
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 46.65, which was -4.55 lower than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 29
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 51.15, which was -4.45 lower than the previous day. The implied volatity was 28.08, the open interest changed by 2 which increased total open position to 28
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 55.6, which was 5.85 higher than the previous day. The implied volatity was 27.01, the open interest changed by 2 which increased total open position to 28
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 49.75, which was 31.85 higher than the previous day. The implied volatity was 31.88, the open interest changed by 25 which increased total open position to 25
On 28 Apr BAJFINANCE was trading at 923.65. 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 Apr BAJFINANCE was trading at 921.80. 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 24 Apr BAJFINANCE was trading at 921.55. 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 Apr BAJFINANCE was trading at 918.35. 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 22 Apr BAJFINANCE was trading at 934.75. 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 21 Apr BAJFINANCE was trading at 938.85. 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 20 Apr BAJFINANCE was trading at 917.75. 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 Apr BAJFINANCE was trading at 908.25. 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 Apr BAJFINANCE was trading at 905.90. 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 15 Apr BAJFINANCE was trading at 913.15. 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 13 Apr BAJFINANCE was trading at 898.95. 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 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 17.9, which was 0 lower than the previous day. The implied volatity was 0.17, 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 17.9, which was 0 lower than the previous day. The implied volatity was 4.11, 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 17.9, 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
| BAJFINANCE 30-Jun-2026 (5d) 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0
Theta: -0.2
Gamma: 0.00283
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 995.65 | 0.75 | -0.35 (-31.82%) | 29.31 | 219 | -65 | 868 |
| 24 Jun | 990.95 | 1.15 | -4.2 (-78.50%) | 27.62 | 2,745 | -241 | 938 |
| 23 Jun | 962.40 | 5.3 | 0.2 (3.92%) | 25.89 | 2,071 | 237 | 1,181 |
| 22 Jun | 968.30 | 5.2 | -2.4 (-31.58%) | 26.72 | 1,069 | -16 | 947 |
| 19 Jun | 961.80 | 6.8 | -2.45 (-26.49%) | 25.22 | 1,431 | 84 | 963 |
| 18 Jun | 958.85 | 9.35 | -1.7 (-15.38%) | 25.49 | 1,408 | -31 | 879 |
| 17 Jun | 958.40 | 11.4 | -0.45 (-3.80%) | 27.73 | 1,069 | 39 | 912 |
| 16 Jun | 959.65 | 11.95 | -8.15 (-40.55%) | 27.98 | 2,162 | 64 | 870 |
| 15 Jun | 942.30 | 20.35 | -13.65 (-40.15%) | 28.48 | 3,420 | 120 | 806 |
| 12 Jun | 918.30 | 33.65 | -40.55 (-54.65%) | 28.84 | 379 | -9 | 684 |
| 11 Jun | 870.55 | 73.1 | 9.9 (15.66%) | 35.49 | 18 | -7 | 694 |
| 10 Jun | 884.10 | 62.4 | 2.95 (4.96%) | 34.1 | 36 | 0 | 700 |
| 9 Jun | 886.90 | 59.4 | -16.15 (-21.38%) | 31.13 | 27 | 11 | 699 |
| 8 Jun | 871.10 | 77.9 | 19.25 (32.82%) | 38.97 | 38 | 1 | 688 |
| 5 Jun | 889.40 | 58.85 | -11.55 (-16.41%) | 30.85 | 334 | 26 | 686 |
| 4 Jun | 874.40 | 69 | 0.95 (1.40%) | 31.05 | 5 | 0 | 660 |
| 3 Jun | 876.80 | 67.75 | 4.75 (7.54%) | 29.87 | 64 | -8 | 660 |
| 2 Jun | 882.00 | 63 | 4.55 (7.78%) | 27.65 | 136 | 3 | 668 |
| 1 Jun | 889.05 | 58.2 | 16 (37.91%) | 28.91 | 157 | -4 | 665 |
| 29 May | 908.25 | 43.45 | 11.7 (36.85%) | 29.98 | 1,032 | 27 | 669 |
| 27 May | 931.15 | 31.55 | -3.75 (-10.62%) | 27.52 | 393 | -76 | 650 |
| 26 May | 930.20 | 34.2 | 6 (21.28%) | 28.21 | 1,790 | 166 | 726 |
| 25 May | 941.90 | 27.2 | -16.4 (-37.61%) | 26.68 | 939 | 325 | 559 |
| 22 May | 916.55 | 42.95 | -9.7 (-18.42%) | 27.26 | 251 | 97 | 235 |
| 21 May | 907.65 | 52.65 | 8.85 (20.21%) | 30.64 | 132 | 63 | 128 |
| 20 May | 923.10 | 43.8 | 43.8 (-12.66%) | 30.25 | 0 | 0 | 65 |
| 19 May | 923.55 | 43.8 | -6.35 (-12.66%) | 30.25 | 14 | 10 | 65 |
| 18 May | 921.10 | 50.15 | 1.35 (2.77%) | 30.54 | 33 | 28 | 55 |
| 15 May | 910.45 | 48.8 | 0.5 (1.04%) | 28.73 | 1 | 0 | 27 |
| 14 May | 912.15 | 48 | -7 (-12.73%) | 26.6 | 6 | -1 | 24 |
| 13 May | 896.15 | 55 | 5.35 (10.78%) | 0 | 2 | 0 | 24 |
| 12 May | 904.20 | 49.65 | 12.4 (33.29%) | 0 | 22 | 18 | 23 |
| 11 May | 936.05 | 37.25 | 4.25 (12.88%) | 0 | 4 | 2 | 4 |
| 8 May | 955.35 | 33 | -10.75 (-24.57%) | 29.75 | 1 | 0 | 1 |
| 7 May | 972.75 | 43.75 | 43.75 | - | 0 | 0 | 1 |
| 6 May | 980.75 | 43.75 | 43.75 | - | 0 | 0 | 1 |
| 5 May | 958.60 | 43.75 | 43.75 | - | 0 | 0 | 1 |
| 4 May | 950.20 | 43.75 | 43.75 | - | 0 | 0 | 1 |
| 30 Apr | 937.00 | 43.75 | -6.9 (-13.62%) | 30.74 | 2 | 1 | 2 |
| 29 Apr | 930.00 | 50.65 | -88.85 (-63.69%) | 33.5 | 1 | 0 | 0 |
| 28 Apr | 923.65 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 921.80 | - | - | - | 0 | 0 | 0 |
| 24 Apr | 921.55 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 918.35 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 934.75 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 938.85 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 917.75 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 908.25 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 905.90 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 913.15 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 898.95 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 924.55 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 903.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 915.05 | 0 | 0 (0.00%) | 0.18 | 0 | 0 | 0 |
| 7 Apr | 855.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 850.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 940 expiring on 30JUN2026
Delta for 940 PE is -0.05
Historical price for 940 PE is as follows
On 25 Jun BAJFINANCE was trading at 995.65. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 29.31, the open interest changed by -65 which decreased total open position to 868
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 1.15, which was -4.2 lower than the previous day. The implied volatity was 27.62, the open interest changed by -241 which decreased total open position to 938
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 5.3, which was 0.2 higher than the previous day. The implied volatity was 25.89, the open interest changed by 237 which increased total open position to 1181
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 5.2, which was -2.4 lower than the previous day. The implied volatity was 26.72, the open interest changed by -16 which decreased total open position to 947
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 6.8, which was -2.45 lower than the previous day. The implied volatity was 25.22, the open interest changed by 84 which increased total open position to 963
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 9.35, which was -1.7 lower than the previous day. The implied volatity was 25.49, the open interest changed by -31 which decreased total open position to 879
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 11.4, which was -0.45 lower than the previous day. The implied volatity was 27.73, the open interest changed by 39 which increased total open position to 912
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 11.95, which was -8.15 lower than the previous day. The implied volatity was 27.98, the open interest changed by 64 which increased total open position to 870
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 20.35, which was -13.65 lower than the previous day. The implied volatity was 28.48, the open interest changed by 120 which increased total open position to 806
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 33.65, which was -40.55 lower than the previous day. The implied volatity was 28.84, the open interest changed by -9 which decreased total open position to 684
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 73.1, which was 9.9 higher than the previous day. The implied volatity was 35.49, the open interest changed by -7 which decreased total open position to 694
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 62.4, which was 2.95 higher than the previous day. The implied volatity was 34.1, the open interest changed by 0 which decreased total open position to 700
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 59.4, which was -16.15 lower than the previous day. The implied volatity was 31.13, the open interest changed by 11 which increased total open position to 699
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 77.9, which was 19.25 higher than the previous day. The implied volatity was 38.97, the open interest changed by 1 which increased total open position to 688
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 58.85, which was -11.55 lower than the previous day. The implied volatity was 30.85, the open interest changed by 26 which increased total open position to 686
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 69, which was 0.95 higher than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 660
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 67.75, which was 4.75 higher than the previous day. The implied volatity was 29.87, the open interest changed by -8 which decreased total open position to 660
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 63, which was 4.55 higher than the previous day. The implied volatity was 27.65, the open interest changed by 3 which increased total open position to 668
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 58.2, which was 16 higher than the previous day. The implied volatity was 28.91, the open interest changed by -4 which decreased total open position to 665
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 43.45, which was 11.7 higher than the previous day. The implied volatity was 29.98, the open interest changed by 27 which increased total open position to 669
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 31.55, which was -3.75 lower than the previous day. The implied volatity was 27.52, the open interest changed by -76 which decreased total open position to 650
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 34.2, which was 6 higher than the previous day. The implied volatity was 28.21, the open interest changed by 166 which increased total open position to 726
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 27.2, which was -16.4 lower than the previous day. The implied volatity was 26.68, the open interest changed by 325 which increased total open position to 559
On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 42.95, which was -9.7 lower than the previous day. The implied volatity was 27.26, the open interest changed by 97 which increased total open position to 235
On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 52.65, which was 8.85 higher than the previous day. The implied volatity was 30.64, the open interest changed by 63 which increased total open position to 128
On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 43.8, which was 43.8 higher than the previous day. The implied volatity was 30.25, the open interest changed by 0 which decreased total open position to 65
On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 43.8, which was -6.35 lower than the previous day. The implied volatity was 30.25, the open interest changed by 10 which increased total open position to 65
On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 50.15, which was 1.35 higher than the previous day. The implied volatity was 30.54, the open interest changed by 28 which increased total open position to 55
On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 48.8, which was 0.5 higher than the previous day. The implied volatity was 28.73, the open interest changed by 0 which decreased total open position to 27
On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 48, which was -7 lower than the previous day. The implied volatity was 26.6, the open interest changed by -1 which decreased total open position to 24
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 55, which was 5.35 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 24
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 49.65, which was 12.4 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 23
On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 37.25, which was 4.25 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 4
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 33, which was -10.75 lower than the previous day. The implied volatity was 29.75, 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 43.75, which was 43.75 higher than the previous day. The implied volatity was -, 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 43.75, which was 43.75 higher than the previous day. The implied volatity was -, 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 43.75, which was 43.75 higher than the previous day. The implied volatity was -, 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 43.75, which was 43.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 43.75, which was -6.9 lower than the previous day. The implied volatity was 30.74, the open interest changed by 1 which increased total open position to 2
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 50.65, which was -88.85 lower than the previous day. The implied volatity was 33.5, the open interest changed by 0 which decreased total open position to 0
On 28 Apr BAJFINANCE was trading at 923.65. 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 Apr BAJFINANCE was trading at 921.80. 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 24 Apr BAJFINANCE was trading at 921.55. 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 Apr BAJFINANCE was trading at 918.35. 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 22 Apr BAJFINANCE was trading at 934.75. 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 21 Apr BAJFINANCE was trading at 938.85. 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 20 Apr BAJFINANCE was trading at 917.75. 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 Apr BAJFINANCE was trading at 908.25. 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 Apr BAJFINANCE was trading at 905.90. 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 15 Apr BAJFINANCE was trading at 913.15. 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 13 Apr BAJFINANCE was trading at 898.95. 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 Apr BAJFINANCE was trading at 924.55. 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 Apr BAJFINANCE was trading at 903.25. 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 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.18, 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 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 Apr BAJFINANCE was trading at 850.85. 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
