Historical option data for BAJFINANCE
26 May 2026 04:10 PM IST
| BAJFINANCE 30-Jun-2026 (34d) 940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.01
Theta: -0.43
Gamma: 0.00602
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.5
Historical price for 940 CE is as follows
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 (34d) 940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.01
Theta: -0.38
Gamma: 0.00488
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.5
Historical price for 940 PE is as follows
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
