BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
08 May 2026 04:10 PM IST
| BAJFINANCE 26-May-2026 (16d) 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.01
Theta: -0.76
Gamma: 0.00603
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 955.35 | 29.75 | -10.350000000000001 (-25.81%) | 30.63 | 1,657 | 77 | 1,403 | |||||||||
| 7 May | 972.75 | 41.4 | -6.200000000000003 (-13.03%) | 29.64 | 545 | -68 | 1,325 | |||||||||
| 6 May | 980.75 | 47.2 | 13.350000000000001 (39.44%) | 30.53 | 2,751 | -437 | 1,394 | |||||||||
| 5 May | 958.60 | 34 | 2.8500000000000014 (9.15%) | 29.5 | 3,828 | -165 | 1,845 | |||||||||
| 4 May | 950.20 | 31.25 | 3.6000000000000014 (13.02%) | 31.66 | 5,606 | -282 | 2,010 | |||||||||
| 30 Apr | 937.00 | 28.05 | -3.1499999999999986 (-10.10%) | 31.23 | 17,012 | 112 | 2,404 | |||||||||
| 29 Apr | 930.00 | 32 | 3.6999999999999993 (13.07%) | 38.59 | 5,075 | 731 | 2,291 | |||||||||
| 28 Apr | 923.65 | 28.2 | 0.8999999999999986 (3.30%) | 38.44 | 1,622 | 224 | 1,539 | |||||||||
| 27 Apr | 921.80 | 27.95 | 0.5999999999999979 (2.19%) | 36.24 | 1,199 | 222 | 1,309 | |||||||||
| 24 Apr | 921.55 | 27.35 | 1.6500000000000021 (6.42%) | 34.16 | 469 | 53 | 1,085 | |||||||||
| 23 Apr | 918.35 | 25.9 | -7.100000000000001 (-21.52%) | 34.39 | 533 | 133 | 1,029 | |||||||||
| 22 Apr | 934.75 | 33 | -2.6000000000000014 (-7.30%) | 32.97 | 699 | 127 | 890 | |||||||||
| 21 Apr | 938.85 | 36 | 10.25 (39.81%) | 33.4 | 1,002 | 395 | 727 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 917.75 | 25.75 | 2.1499999999999986 (9.11%) | 32.98 | 268 | 57 | 331 | |||||||||
| 17 Apr | 908.25 | 23.65 | 0.14999999999999858 (0.64%) | 32.11 | 122 | 50 | 268 | |||||||||
| 16 Apr | 905.90 | 23.6 | -2.4499999999999993 (-9.40%) | 32.7 | 180 | 83 | 221 | |||||||||
| 15 Apr | 913.15 | 25.75 | 3.1000000000000014 (13.69%) | 31.77 | 71 | 35 | 136 | |||||||||
| 13 Apr | 898.95 | 22.7 | -8.600000000000001 (-27.48%) | 32.8 | 85 | 47 | 101 | |||||||||
| 10 Apr | 924.55 | 31.3 | 6.699999999999999 (27.24%) | 30.38 | 16 | 1 | 54 | |||||||||
| 9 Apr | 903.25 | 24 | -4.1 (-14.59%) | 29.96 | 65 | 41 | 52 | |||||||||
| 8 Apr | 915.05 | 28.2 | 20.85 (283.67%) | 28.04 | 11 | 10 | 10 | |||||||||
| 7 Apr | 855.10 | 7.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 850.85 | 7.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 826.85 | 7.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 817.30 | 7.35 | 0 (0.00%) | 8.03 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 950 expiring on 26MAY2026
Delta for 950 CE is 0.56
Historical price for 950 CE is as follows
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 29.75, which was -10.350000000000001 lower than the previous day. The implied volatity was 30.63, the open interest changed by 77 which increased total open position to 1403
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 41.4, which was -6.200000000000003 lower than the previous day. The implied volatity was 29.64, the open interest changed by -68 which decreased total open position to 1325
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 47.2, which was 13.350000000000001 higher than the previous day. The implied volatity was 30.53, the open interest changed by -437 which decreased total open position to 1394
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 34, which was 2.8500000000000014 higher than the previous day. The implied volatity was 29.5, the open interest changed by -165 which decreased total open position to 1845
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 31.25, which was 3.6000000000000014 higher than the previous day. The implied volatity was 31.66, the open interest changed by -282 which decreased total open position to 2010
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 28.05, which was -3.1499999999999986 lower than the previous day. The implied volatity was 31.23, the open interest changed by 112 which increased total open position to 2404
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 32, which was 3.6999999999999993 higher than the previous day. The implied volatity was 38.59, the open interest changed by 731 which increased total open position to 2291
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 28.2, which was 0.8999999999999986 higher than the previous day. The implied volatity was 38.44, the open interest changed by 224 which increased total open position to 1539
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 27.95, which was 0.5999999999999979 higher than the previous day. The implied volatity was 36.24, the open interest changed by 222 which increased total open position to 1309
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 27.35, which was 1.6500000000000021 higher than the previous day. The implied volatity was 34.16, the open interest changed by 53 which increased total open position to 1085
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 25.9, which was -7.100000000000001 lower than the previous day. The implied volatity was 34.39, the open interest changed by 133 which increased total open position to 1029
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 33, which was -2.6000000000000014 lower than the previous day. The implied volatity was 32.97, the open interest changed by 127 which increased total open position to 890
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 36, which was 10.25 higher than the previous day. The implied volatity was 33.4, the open interest changed by 395 which increased total open position to 727
On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 25.75, which was 2.1499999999999986 higher than the previous day. The implied volatity was 32.98, the open interest changed by 57 which increased total open position to 331
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 23.65, which was 0.14999999999999858 higher than the previous day. The implied volatity was 32.11, the open interest changed by 50 which increased total open position to 268
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 23.6, which was -2.4499999999999993 lower than the previous day. The implied volatity was 32.7, the open interest changed by 83 which increased total open position to 221
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 25.75, which was 3.1000000000000014 higher than the previous day. The implied volatity was 31.77, the open interest changed by 35 which increased total open position to 136
On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 22.7, which was -8.600000000000001 lower than the previous day. The implied volatity was 32.8, the open interest changed by 47 which increased total open position to 101
On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 31.3, which was 6.699999999999999 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 54
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 24, which was -4.1 lower than the previous day. The implied volatity was 29.96, the open interest changed by 41 which increased total open position to 52
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 28.2, which was 20.85 higher than the previous day. The implied volatity was 28.04, the open interest changed by 10 which increased total open position to 10
On 7 Apr BAJFINANCE was trading at 855.10. The strike last trading price was 7.35, 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 7.35, 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 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 7.35, 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 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 8.03, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26-May-2026 (16d) 950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.01
Theta: -0.57
Gamma: 0.00646
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 955.35 | 20.6 | 5.950000000000001 (40.61%) | 28.48 | 2,846 | 218 | 1,691 |
| 7 May | 972.75 | 14.2 | 1.549999999999999 (12.25%) | 28.61 | 1,504 | 6 | 1,476 |
| 6 May | 980.75 | 12.1 | -10.799999999999999 (-47.16%) | 28.67 | 3,940 | -79 | 1,465 |
| 5 May | 958.60 | 23.4 | -3.700000000000003 (-13.65%) | 31.93 | 2,441 | 217 | 1,544 |
| 4 May | 950.20 | 26.95 | -8.349999999999998 (-23.65%) | 30.48 | 3,842 | 699 | 1,328 |
| 30 Apr | 937.00 | 33.9 | -12.200000000000003 (-26.46%) | 30.22 | 9,613 | 596 | 1,225 |
| 29 Apr | 930.00 | 44.4 | -4.200000000000003 (-8.64%) | 36.11 | 787 | 134 | 629 |
| 28 Apr | 923.65 | 50.2 | 1.7000000000000028 (3.51%) | 34.47 | 313 | 70 | 494 |
| 27 Apr | 921.80 | 47.85 | -4.549999999999997 (-8.68%) | 33.48 | 265 | 65 | 423 |
| 24 Apr | 921.55 | 52.5 | -3.299999999999997 (-5.91%) | 35.76 | 115 | 21 | 358 |
| 23 Apr | 918.35 | 54.9 | 11 (25.06%) | 34.33 | 101 | 19 | 337 |
| 22 Apr | 934.75 | 44.3 | 3.5 (8.58%) | 33.46 | 215 | 124 | 315 |
| 21 Apr | 938.85 | 40.65 | -13.600000000000001 (-25.07%) | 31.99 | 237 | 95 | 191 |
| 20 Apr | 917.75 | 56 | -4.5 (-7.44%) | 33.71 | 64 | 39 | 96 |
| 17 Apr | 908.25 | 60.5 | 0.5499999999999972 (0.92%) | 32.21 | 19 | 3 | 57 |
| 16 Apr | 905.90 | 60.35 | 3.3500000000000014 (5.88%) | 31.06 | 60 | 41 | 53 |
| 15 Apr | 913.15 | 57 | -11 (-16.18%) | 31.54 | 4 | 1 | 11 |
| 13 Apr | 898.95 | 68 | 16 (30.77%) | 32.6 | 1 | 0 | 9 |
| 10 Apr | 924.55 | 52 | -11 (-17.46%) | 32 | 6 | 3 | 7 |
| 9 Apr | 903.25 | 63 | 8 (14.55%) | 32.35 | 3 | 2 | 3 |
| 8 Apr | 915.05 | 55 | -90.25 (-62.13%) | 32.77 | 1 | 0 | 0 |
| 7 Apr | 855.10 | 145.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 850.85 | 145.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 826.85 | 145.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 817.30 | 145.25 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 950 expiring on 26MAY2026
Delta for 950 PE is -0.44
Historical price for 950 PE is as follows
On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 20.6, which was 5.950000000000001 higher than the previous day. The implied volatity was 28.48, the open interest changed by 218 which increased total open position to 1691
On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 14.2, which was 1.549999999999999 higher than the previous day. The implied volatity was 28.61, the open interest changed by 6 which increased total open position to 1476
On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 12.1, which was -10.799999999999999 lower than the previous day. The implied volatity was 28.67, the open interest changed by -79 which decreased total open position to 1465
On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 23.4, which was -3.700000000000003 lower than the previous day. The implied volatity was 31.93, the open interest changed by 217 which increased total open position to 1544
On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 26.95, which was -8.349999999999998 lower than the previous day. The implied volatity was 30.48, the open interest changed by 699 which increased total open position to 1328
On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 33.9, which was -12.200000000000003 lower than the previous day. The implied volatity was 30.22, the open interest changed by 596 which increased total open position to 1225
On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 44.4, which was -4.200000000000003 lower than the previous day. The implied volatity was 36.11, the open interest changed by 134 which increased total open position to 629
On 28 Apr BAJFINANCE was trading at 923.65. The strike last trading price was 50.2, which was 1.7000000000000028 higher than the previous day. The implied volatity was 34.47, the open interest changed by 70 which increased total open position to 494
On 27 Apr BAJFINANCE was trading at 921.80. The strike last trading price was 47.85, which was -4.549999999999997 lower than the previous day. The implied volatity was 33.48, the open interest changed by 65 which increased total open position to 423
On 24 Apr BAJFINANCE was trading at 921.55. The strike last trading price was 52.5, which was -3.299999999999997 lower than the previous day. The implied volatity was 35.76, the open interest changed by 21 which increased total open position to 358
On 23 Apr BAJFINANCE was trading at 918.35. The strike last trading price was 54.9, which was 11 higher than the previous day. The implied volatity was 34.33, the open interest changed by 19 which increased total open position to 337
On 22 Apr BAJFINANCE was trading at 934.75. The strike last trading price was 44.3, which was 3.5 higher than the previous day. The implied volatity was 33.46, the open interest changed by 124 which increased total open position to 315
On 21 Apr BAJFINANCE was trading at 938.85. The strike last trading price was 40.65, which was -13.600000000000001 lower than the previous day. The implied volatity was 31.99, the open interest changed by 95 which increased total open position to 191
On 20 Apr BAJFINANCE was trading at 917.75. The strike last trading price was 56, which was -4.5 lower than the previous day. The implied volatity was 33.71, the open interest changed by 39 which increased total open position to 96
On 17 Apr BAJFINANCE was trading at 908.25. The strike last trading price was 60.5, which was 0.5499999999999972 higher than the previous day. The implied volatity was 32.21, the open interest changed by 3 which increased total open position to 57
On 16 Apr BAJFINANCE was trading at 905.90. The strike last trading price was 60.35, which was 3.3500000000000014 higher than the previous day. The implied volatity was 31.06, the open interest changed by 41 which increased total open position to 53
On 15 Apr BAJFINANCE was trading at 913.15. The strike last trading price was 57, which was -11 lower than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 11
On 13 Apr BAJFINANCE was trading at 898.95. The strike last trading price was 68, which was 16 higher than the previous day. The implied volatity was 32.6, the open interest changed by 0 which decreased total open position to 9
On 10 Apr BAJFINANCE was trading at 924.55. The strike last trading price was 52, which was -11 lower than the previous day. The implied volatity was 32, the open interest changed by 3 which increased total open position to 7
On 9 Apr BAJFINANCE was trading at 903.25. The strike last trading price was 63, which was 8 higher than the previous day. The implied volatity was 32.35, the open interest changed by 2 which increased total open position to 3
On 8 Apr BAJFINANCE was trading at 915.05. The strike last trading price was 55, which was -90.25 lower than the previous day. The implied volatity was 32.77, 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 145.25, 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 145.25, 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 2 Apr BAJFINANCE was trading at 826.85. The strike last trading price was 145.25, 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 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 145.25, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
