BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
16 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 950 CE | ||||||||||||||||
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Delta: 0.87
Vega: 0.42
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 998.40 | 54 | -14.15 | 24.48 | 42 | 2 | 710 | |||||||||
| 15 Dec | 1012.70 | 68.35 | -3.75 | 25.71 | 21 | 3 | 708 | |||||||||
| 12 Dec | 1017.30 | 72.1 | 8.4 | 22.44 | 22 | -13 | 706 | |||||||||
| 11 Dec | 1006.40 | 63.85 | -2.95 | 15.88 | 31 | 16 | 717 | |||||||||
| 10 Dec | 1010.30 | 66.8 | -7.25 | 21.12 | 54 | 9 | 697 | |||||||||
| 9 Dec | 1016.70 | 74.05 | -32.8 | 19.54 | 23 | -9 | 688 | |||||||||
| 8 Dec | 1026.40 | 106.85 | 21.4 | - | 0 | 0 | 697 | |||||||||
| 5 Dec | 1048.00 | 106.85 | 21.4 | 30.42 | 16 | -5 | 696 | |||||||||
| 4 Dec | 1029.10 | 84.9 | 7.4 | 19.37 | 26 | -3 | 702 | |||||||||
| 3 Dec | 1021.40 | 79 | -4 | - | 29 | 18 | 705 | |||||||||
| 2 Dec | 1025.50 | 83 | 4.65 | 15.73 | 20 | 3 | 686 | |||||||||
| 1 Dec | 1021.10 | 78.35 | -16.65 | 17.18 | 27 | 1 | 683 | |||||||||
| 28 Nov | 1037.50 | 95 | -0.35 | - | 2 | 0 | 682 | |||||||||
| 27 Nov | 1033.80 | 95.35 | 24.3 | 20.16 | 67 | -19 | 684 | |||||||||
| 26 Nov | 1010.70 | 71 | 17.9 | 15.17 | 55 | -4 | 705 | |||||||||
| 25 Nov | 986.20 | 52.8 | -6.95 | 20.84 | 81 | 44 | 708 | |||||||||
| 24 Nov | 994.00 | 60 | -9 | 20.39 | 98 | 63 | 664 | |||||||||
| 21 Nov | 1004.10 | 68.85 | -21.25 | 18.18 | 320 | 66 | 601 | |||||||||
| 20 Nov | 1028.60 | 89.9 | 18.75 | 15.71 | 431 | 256 | 536 | |||||||||
| 19 Nov | 1005.60 | 70.95 | -7.35 | 19.08 | 72 | 10 | 280 | |||||||||
| 18 Nov | 1013.60 | 77.9 | -16 | 17.48 | 3 | 0 | 270 | |||||||||
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| 17 Nov | 1026.80 | 93.9 | 7.7 | 24.14 | 46 | 1 | 270 | |||||||||
| 14 Nov | 1018.50 | 87 | 9.5 | 25.33 | 277 | 241 | 249 | |||||||||
| 13 Nov | 1005.40 | 77.5 | -65.6 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1013.20 | 77.5 | -65.6 | - | 0 | 8 | 0 | |||||||||
| 11 Nov | 1005.20 | 77.5 | -65.6 | 19.85 | 29 | 7 | 7 | |||||||||
| 10 Nov | 1085.00 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1066.60 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1041.90 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1057.00 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1043.10 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1042.80 | 143.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1052.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1062.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 950 expiring on 30DEC2025
Delta for 950 CE is 0.87
Historical price for 950 CE is as follows
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 54, which was -14.15 lower than the previous day. The implied volatity was 24.48, the open interest changed by 2 which increased total open position to 710
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 68.35, which was -3.75 lower than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 708
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 72.1, which was 8.4 higher than the previous day. The implied volatity was 22.44, the open interest changed by -13 which decreased total open position to 706
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 63.85, which was -2.95 lower than the previous day. The implied volatity was 15.88, the open interest changed by 16 which increased total open position to 717
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 66.8, which was -7.25 lower than the previous day. The implied volatity was 21.12, the open interest changed by 9 which increased total open position to 697
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 74.05, which was -32.8 lower than the previous day. The implied volatity was 19.54, the open interest changed by -9 which decreased total open position to 688
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 106.85, which was 21.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 697
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 106.85, which was 21.4 higher than the previous day. The implied volatity was 30.42, the open interest changed by -5 which decreased total open position to 696
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 84.9, which was 7.4 higher than the previous day. The implied volatity was 19.37, the open interest changed by -3 which decreased total open position to 702
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 79, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 705
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 83, which was 4.65 higher than the previous day. The implied volatity was 15.73, the open interest changed by 3 which increased total open position to 686
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 78.35, which was -16.65 lower than the previous day. The implied volatity was 17.18, the open interest changed by 1 which increased total open position to 683
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 682
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 95.35, which was 24.3 higher than the previous day. The implied volatity was 20.16, the open interest changed by -19 which decreased total open position to 684
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 71, which was 17.9 higher than the previous day. The implied volatity was 15.17, the open interest changed by -4 which decreased total open position to 705
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 52.8, which was -6.95 lower than the previous day. The implied volatity was 20.84, the open interest changed by 44 which increased total open position to 708
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 60, which was -9 lower than the previous day. The implied volatity was 20.39, the open interest changed by 63 which increased total open position to 664
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 68.85, which was -21.25 lower than the previous day. The implied volatity was 18.18, the open interest changed by 66 which increased total open position to 601
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 89.9, which was 18.75 higher than the previous day. The implied volatity was 15.71, the open interest changed by 256 which increased total open position to 536
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 70.95, which was -7.35 lower than the previous day. The implied volatity was 19.08, the open interest changed by 10 which increased total open position to 280
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 77.9, which was -16 lower than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 270
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 93.9, which was 7.7 higher than the previous day. The implied volatity was 24.14, the open interest changed by 1 which increased total open position to 270
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 87, which was 9.5 higher than the previous day. The implied volatity was 25.33, the open interest changed by 241 which increased total open position to 249
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 77.5, which was -65.6 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 77.5, which was -65.6 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 77.5, which was -65.6 lower than the previous day. The implied volatity was 19.85, the open interest changed by 7 which increased total open position to 7
On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 143.1, 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 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30DEC2025 950 PE | |||||||
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Delta: -0.11
Vega: 0.36
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 998.40 | 2.25 | 1.2 | 21.89 | 514 | 11 | 1,336 |
| 15 Dec | 1012.70 | 1.05 | -0.1 | 21.20 | 282 | -3 | 1,325 |
| 12 Dec | 1017.30 | 1.2 | -0.95 | 20.94 | 405 | -63 | 1,319 |
| 11 Dec | 1006.40 | 2.1 | -0.3 | 21.56 | 995 | 265 | 1,379 |
| 10 Dec | 1010.30 | 2.45 | 0.5 | 22.25 | 458 | 23 | 1,110 |
| 9 Dec | 1016.70 | 2 | 0.25 | 22.41 | 428 | -51 | 1,089 |
| 8 Dec | 1026.40 | 1.8 | 0.8 | 23.25 | 786 | -10 | 1,138 |
| 5 Dec | 1048.00 | 1 | -1.1 | 22.89 | 1,354 | 154 | 1,153 |
| 4 Dec | 1029.10 | 2.2 | -0.55 | 22.80 | 268 | -14 | 1,003 |
| 3 Dec | 1021.40 | 2.7 | -0.05 | 22.61 | 315 | 29 | 1,019 |
| 2 Dec | 1025.50 | 2.75 | -0.55 | 23.01 | 652 | 277 | 989 |
| 1 Dec | 1021.10 | 3.4 | 1.25 | 22.91 | 546 | 79 | 712 |
| 28 Nov | 1037.50 | 2.1 | -0.15 | 22.49 | 354 | 55 | 638 |
| 27 Nov | 1033.80 | 2.15 | -2.05 | 21.86 | 1,133 | 18 | 585 |
| 26 Nov | 1010.70 | 4.25 | -4.95 | 21.15 | 831 | 49 | 570 |
| 25 Nov | 986.20 | 9.35 | 1.15 | 21.50 | 611 | 105 | 516 |
| 24 Nov | 994.00 | 8.65 | 1.9 | 22.67 | 453 | 58 | 409 |
| 21 Nov | 1004.10 | 6.65 | 2.85 | 22.03 | 312 | 42 | 350 |
| 20 Nov | 1028.60 | 3.75 | -3.5 | 22.13 | 181 | 15 | 311 |
| 19 Nov | 1005.60 | 7.2 | 0.45 | 22.41 | 149 | 38 | 296 |
| 18 Nov | 1013.60 | 6.55 | 1.55 | 23.08 | 181 | 19 | 254 |
| 17 Nov | 1026.80 | 4.95 | -2.4 | 23.01 | 137 | 30 | 235 |
| 14 Nov | 1018.50 | 7.3 | -2.1 | 23.44 | 161 | 26 | 203 |
| 13 Nov | 1005.40 | 9.6 | 1.45 | 24.00 | 112 | 33 | 171 |
| 12 Nov | 1013.20 | 8.5 | -1.3 | 23.43 | 236 | -101 | 137 |
| 11 Nov | 1005.20 | 9.3 | -1.1 | 23.71 | 420 | 143 | 143 |
| 10 Nov | 1085.00 | 10.4 | 0 | 10.15 | 0 | 0 | 0 |
| 7 Nov | 1066.60 | 10.4 | 0 | 9.07 | 0 | 0 | 0 |
| 6 Nov | 1041.90 | 10.4 | 0 | 7.43 | 0 | 0 | 0 |
| 4 Nov | 1057.00 | 10.4 | 0 | 8.11 | 0 | 0 | 0 |
| 3 Nov | 1043.10 | 10.4 | 0 | 7.22 | 0 | 0 | 0 |
| 31 Oct | 1042.80 | 10.4 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1052.30 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 1062.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 950 expiring on 30DEC2025
Delta for 950 PE is -0.11
Historical price for 950 PE is as follows
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 2.25, which was 1.2 higher than the previous day. The implied volatity was 21.89, the open interest changed by 11 which increased total open position to 1336
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 21.20, the open interest changed by -3 which decreased total open position to 1325
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 20.94, the open interest changed by -63 which decreased total open position to 1319
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 2.1, which was -0.3 lower than the previous day. The implied volatity was 21.56, the open interest changed by 265 which increased total open position to 1379
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 2.45, which was 0.5 higher than the previous day. The implied volatity was 22.25, the open interest changed by 23 which increased total open position to 1110
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 2, which was 0.25 higher than the previous day. The implied volatity was 22.41, the open interest changed by -51 which decreased total open position to 1089
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 1.8, which was 0.8 higher than the previous day. The implied volatity was 23.25, the open interest changed by -10 which decreased total open position to 1138
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 1, which was -1.1 lower than the previous day. The implied volatity was 22.89, the open interest changed by 154 which increased total open position to 1153
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 22.80, the open interest changed by -14 which decreased total open position to 1003
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 22.61, the open interest changed by 29 which increased total open position to 1019
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 23.01, the open interest changed by 277 which increased total open position to 989
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 3.4, which was 1.25 higher than the previous day. The implied volatity was 22.91, the open interest changed by 79 which increased total open position to 712
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 22.49, the open interest changed by 55 which increased total open position to 638
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 2.15, which was -2.05 lower than the previous day. The implied volatity was 21.86, the open interest changed by 18 which increased total open position to 585
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 4.25, which was -4.95 lower than the previous day. The implied volatity was 21.15, the open interest changed by 49 which increased total open position to 570
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 9.35, which was 1.15 higher than the previous day. The implied volatity was 21.50, the open interest changed by 105 which increased total open position to 516
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 8.65, which was 1.9 higher than the previous day. The implied volatity was 22.67, the open interest changed by 58 which increased total open position to 409
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 6.65, which was 2.85 higher than the previous day. The implied volatity was 22.03, the open interest changed by 42 which increased total open position to 350
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 3.75, which was -3.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 15 which increased total open position to 311
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 7.2, which was 0.45 higher than the previous day. The implied volatity was 22.41, the open interest changed by 38 which increased total open position to 296
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 6.55, which was 1.55 higher than the previous day. The implied volatity was 23.08, the open interest changed by 19 which increased total open position to 254
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 4.95, which was -2.4 lower than the previous day. The implied volatity was 23.01, the open interest changed by 30 which increased total open position to 235
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 23.44, the open interest changed by 26 which increased total open position to 203
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 9.6, which was 1.45 higher than the previous day. The implied volatity was 24.00, the open interest changed by 33 which increased total open position to 171
On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 8.5, which was -1.3 lower than the previous day. The implied volatity was 23.43, the open interest changed by -101 which decreased total open position to 137
On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 9.3, which was -1.1 lower than the previous day. The implied volatity was 23.71, the open interest changed by 143 which increased total open position to 143
On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 10.15, 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 10.4, which was 0 lower than the previous day. The implied volatity was 9.07, 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 10.4, which was 0 lower than the previous day. The implied volatity was 7.43, 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 10.4, which was 0 lower than the previous day. The implied volatity was 8.11, 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 10.4, which was 0 lower than the previous day. The implied volatity was 7.22, 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 10.4, 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 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































