[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
998.4 -14.30 (-1.41%)
L: 996.5 H: 1010.6

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Historical option data for BAJFINANCE

16 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 950 CE
Delta: 0.87
Vega: 0.42
Theta: -0.59
Gamma: 0.00
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
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
Delta: -0.11
Vega: 0.36
Theta: -0.25
Gamma: 0.00
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