Historical option data for BAJFINANCE
22 Jun 2026 01:16 PM IST
| BAJFINANCE 28-Jul-2026 (36d) 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 0.01
Theta: -0.39
Gamma: 0.00506
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 963.35 | 45.85 | 1.85 (4.20%) | 22.89 | 5 | 1 | 169 | |||||||||
| 19 Jun | 961.80 | 44.5 | 3.25 (7.88%) | 23.15 | 64 | 29 | 169 | |||||||||
| 18 Jun | 958.85 | 41.25 | 0.55 (1.35%) | 23.69 | 1 | 0 | 139 | |||||||||
| 17 Jun | 958.40 | 40.7 | -1.05 (-2.51%) | 22.03 | 12 | 2 | 140 | |||||||||
| 16 Jun | 959.65 | 41.75 | 7.7 (22.61%) | 22.09 | 44 | 3 | 139 | |||||||||
| 15 Jun | 942.30 | 33.65 | 8.9 (35.96%) | 23.34 | 150 | 114 | 136 | |||||||||
| 12 Jun | 918.30 | 24.75 | 7.25 (41.43%) | 23.55 | 39 | -11 | 23 | |||||||||
| 11 Jun | 870.55 | 17.5 | -0.5 (-2.78%) | 25.94 | 3 | 0 | 34 | |||||||||
| 10 Jun | 884.10 | 17.5 | 0.5 (2.94%) | 25.94 | 3 | 0 | 34 | |||||||||
| 9 Jun | 886.90 | 16.55 | 1.55 (10.33%) | 26.33 | 7 | 3 | 33 | |||||||||
| 8 Jun | 871.10 | 14.25 | -5.75 (-28.75%) | 28.13 | 23 | 16 | 31 | |||||||||
| 5 Jun | 889.40 | 20.2 | 4.2 (26.25%) | 26.86 | 7 | -2 | 15 | |||||||||
| 4 Jun | 874.40 | 16.1 | -1.1 (-6.40%) | 27.22 | 6 | 1 | 18 | |||||||||
| 3 Jun | 876.80 | 17.25 | -1 (-5.48%) | 27.69 | 7 | 4 | 18 | |||||||||
| 2 Jun | 882.00 | 18 | -2.6 (-12.62%) | 26.24 | 19 | -7 | 13 | |||||||||
| 1 Jun | 889.05 | 20.75 | -12.55 (-37.69%) | 26.62 | 39 | 23 | 27 | |||||||||
| 29 May | 908.25 | 33.3 | -26.7 (-44.50%) | 28.7 | 3 | 0 | 1 | |||||||||
| 27 May | 931.15 | 60 | -4.25 (-6.61%) | 38.73 | 1 | 1 | 1 | |||||||||
| 26 May | 930.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 941.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 912.15 | 0 | -64.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 896.15 | 0 | -64.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 940 expiring on 28JUL2026
Delta for 940 CE is 0.69
Historical price for 940 CE is as follows
On 22 Jun BAJFINANCE was trading at 963.35. The strike last trading price was 45.85, which was 1.85 higher than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 169
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 44.5, which was 3.25 higher than the previous day. The implied volatity was 23.15, the open interest changed by 29 which increased total open position to 169
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 41.25, which was 0.55 higher than the previous day. The implied volatity was 23.69, the open interest changed by 0 which decreased total open position to 139
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 40.7, which was -1.05 lower than the previous day. The implied volatity was 22.03, the open interest changed by 2 which increased total open position to 140
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 41.75, which was 7.7 higher than the previous day. The implied volatity was 22.09, the open interest changed by 3 which increased total open position to 139
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 33.65, which was 8.9 higher than the previous day. The implied volatity was 23.34, the open interest changed by 114 which increased total open position to 136
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 24.75, which was 7.25 higher than the previous day. The implied volatity was 23.55, the open interest changed by -11 which decreased total open position to 23
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 17.5, which was -0.5 lower than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 34
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 17.5, which was 0.5 higher than the previous day. The implied volatity was 25.94, the open interest changed by 0 which decreased total open position to 34
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 16.55, which was 1.55 higher than the previous day. The implied volatity was 26.33, the open interest changed by 3 which increased total open position to 33
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 14.25, which was -5.75 lower than the previous day. The implied volatity was 28.13, the open interest changed by 16 which increased total open position to 31
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 20.2, which was 4.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by -2 which decreased total open position to 15
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 16.1, which was -1.1 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 18
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 17.25, which was -1 lower than the previous day. The implied volatity was 27.69, the open interest changed by 4 which increased total open position to 18
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 18, which was -2.6 lower than the previous day. The implied volatity was 26.24, the open interest changed by -7 which decreased total open position to 13
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 20.75, which was -12.55 lower than the previous day. The implied volatity was 26.62, the open interest changed by 23 which increased total open position to 27
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 33.3, which was -26.7 lower than the previous day. The implied volatity was 28.7, the open interest changed by 0 which decreased total open position to 1
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 60, which was -4.25 lower than the previous day. The implied volatity was 38.73, the open interest changed by 1 which increased total open position to 1
On 26 May BAJFINANCE was trading at 930.20. 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 25 May BAJFINANCE was trading at 941.90. 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 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 0, which was -64.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 0, which was -64.25 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 28-Jul-2026 (36d) 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.01
Theta: -0.33
Gamma: 0.00442
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 963.35 | 19.55 | -0.55 (-2.74%) | 27.16 | 37 | 12 | 101 |
| 19 Jun | 961.80 | 20.2 | -0.8 (-3.81%) | 26.42 | 39 | 0 | 88 |
| 18 Jun | 958.85 | 21.25 | -2.75 (-11.46%) | 25.53 | 11 | 5 | 87 |
| 17 Jun | 958.40 | 23.65 | -0.35 (-1.46%) | 27.07 | 15 | -1 | 81 |
| 16 Jun | 959.65 | 24.05 | -6.95 (-22.42%) | 27.52 | 40 | 3 | 80 |
| 15 Jun | 942.30 | 30.95 | -13.05 (-29.66%) | 26.89 | 233 | -74 | 77 |
| 12 Jun | 918.30 | 42.6 | -30.4 (-41.64%) | 26.91 | 53 | 35 | 148 |
| 11 Jun | 870.55 | 73 | 6.75 (10.19%) | 26.27 | 15 | 5 | 105 |
| 10 Jun | 884.10 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 9 Jun | 886.90 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 8 Jun | 871.10 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 5 Jun | 889.40 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 4 Jun | 874.40 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 3 Jun | 876.80 | 66.25 | 66.25 | - | 103 | 0 | 100 |
| 2 Jun | 882.00 | 66.25 | 66.25 (72.75%) | 29.42 | 103 | 0 | 100 |
| 1 Jun | 889.05 | 66.25 | 27.9 (72.75%) | 29.42 | 103 | 96 | 101 |
| 29 May | 908.25 | 38.35 | -11.9 (-23.68%) | 25.88 | 2 | 1 | 5 |
| 27 May | 931.15 | 50.25 | 14.25 (39.58%) | 30.74 | 2 | 1 | 4 |
| 26 May | 930.20 | 36 | -2.05 (-5.39%) | 26.04 | 1 | 1 | 3 |
| 25 May | 941.90 | 38.05 | -29.05 (-43.29%) | 27.93 | 2 | 2 | 2 |
| 14 May | 912.15 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 896.15 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 940 expiring on 28JUL2026
Delta for 940 PE is -0.34
Historical price for 940 PE is as follows
On 22 Jun BAJFINANCE was trading at 963.35. The strike last trading price was 19.55, which was -0.55 lower than the previous day. The implied volatity was 27.16, the open interest changed by 12 which increased total open position to 101
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 20.2, which was -0.8 lower than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 88
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 21.25, which was -2.75 lower than the previous day. The implied volatity was 25.53, the open interest changed by 5 which increased total open position to 87
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 23.65, which was -0.35 lower than the previous day. The implied volatity was 27.07, the open interest changed by -1 which decreased total open position to 81
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 24.05, which was -6.95 lower than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 80
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 30.95, which was -13.05 lower than the previous day. The implied volatity was 26.89, the open interest changed by -74 which decreased total open position to 77
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 42.6, which was -30.4 lower than the previous day. The implied volatity was 26.91, the open interest changed by 35 which increased total open position to 148
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 73, which was 6.75 higher than the previous day. The implied volatity was 26.27, the open interest changed by 5 which increased total open position to 105
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 100
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 66.25, which was 66.25 higher than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 100
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 66.25, which was 27.9 higher than the previous day. The implied volatity was 29.42, the open interest changed by 96 which increased total open position to 101
On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 38.35, which was -11.9 lower than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 5
On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 50.25, which was 14.25 higher than the previous day. The implied volatity was 30.74, the open interest changed by 1 which increased total open position to 4
On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 36, which was -2.05 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 3
On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 38.05, which was -29.05 lower than the previous day. The implied volatity was 27.93, the open interest changed by 2 which increased total open position to 2
On 14 May BAJFINANCE was trading at 912.15. 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 13 May BAJFINANCE was trading at 896.15. 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
