BAJFINANCE

Bajaj Finance Limited

935.15 0.00 (0.00%)

L: 923.7 H: 939.8

Back to Option Chain

Historical option data for BAJFINANCE
29 Jan 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 24-FEB-2026 950 CE
Delta: 0.48 Vega: 1 Theta: -0.7 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	935.15	27.3 ₹ 20,475	0.75 562.50	30.18	1,722 12,91,500	64 48,000	2,242 16,81,500
28 Jan	935.15	26.7 ₹ 20,025	5.8 4350.00	29.51	1,947 14,60,250	125 93,750	2,178 16,33,500
27 Jan	914.70	21.65 ₹ 16,237.5	-4.7 -3525.00	31.68	3,168 23,76,000	675 5,06,250	2,058 15,43,500
23 Jan	927.85	27.15 ₹ 20,362.5	-5.85 -4387.50	29.77	1,691 12,68,250	649 4,86,750	1,386 10,39,500
22 Jan	942.85	33.25 ₹ 24,937.5	2.55 1912.50	27.8	957 7,17,750	276 2,07,000	726 5,44,500
21 Jan	936.25	30.85 ₹ 23,137.5	1.25 937.50	28.35	463 3,47,250	74 55,500	450 3,37,500

20 Jan	933.20	28.85 ₹ 21,637.5	-17.8 -13350.00	28.75	518 3,88,500	163 1,22,250	375 2,81,250
19 Jan	969.45	46.15 ₹ 34,612.5	9.7 7275.00	25.86	126 94,500	11 8,250	212 1,59,000
16 Jan	950.25	36.5 ₹ 27,375	1.15 862.50	24.85	140 1,05,000	14 10,500	199 1,49,250
14 Jan	945.95	35.25 ₹ 26,437.5	-3.2 -2400.00	25.79	125 93,750	20 15,000	185 1,38,750
13 Jan	949.00	38.6 ₹ 28,950	-1.25 -937.50	26	169 1,26,750	87 65,250	164 1,23,000
12 Jan	951.90	40 ₹ 30,000	-3.05 -2287.50	26.42	101 75,750	24 18,000	74 55,500
9 Jan	959.60	43.05 ₹ 32,287.5	-11.1 -8325.00	22.24	12 9,000	3 2,250	49 36,750
8 Jan	971.95	54.15 ₹ 40,612.5	0 0.00	26.18	2 1,500	0 0	44 33,000
7 Jan	968.80	54.15 ₹ 40,612.5	-5.85 -4387.50	25.98	38 28,500	31 23,250	42 31,500
6 Jan	977.35	60 ₹ 45,000	-1.2 -900.00	26.35	11 8,250	8 6,000	9 6,750
5 Jan	978.75	61.2 ₹ 45,900	-13.65 -10237.50	26.52	1 750	0 0	0 0
2 Jan	990.45	74.85 ₹ 56,137.5	0 0.00	-	0 0	0 0	0 0
1 Jan	973.10	74.85 ₹ 56,137.5	0 0.00	-	0 0	0 0	0 0
31 Dec	986.80	74.85 ₹ 56,137.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 950 expiring on 24FEB2026

Delta for 950 CE is 0.48

Historical price for 950 CE is as follows

On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 27.3, which was 0.75 higher than the previous day. The implied volatity was 30.18, the open interest changed by 64 which increased total open position to 2242

On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 26.7, which was 5.8 higher than the previous day. The implied volatity was 29.51, the open interest changed by 125 which increased total open position to 2178

On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 21.65, which was -4.7 lower than the previous day. The implied volatity was 31.68, the open interest changed by 675 which increased total open position to 2058

On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 27.15, which was -5.85 lower than the previous day. The implied volatity was 29.77, the open interest changed by 649 which increased total open position to 1386

On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 33.25, which was 2.55 higher than the previous day. The implied volatity was 27.8, the open interest changed by 276 which increased total open position to 726

On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 30.85, which was 1.25 higher than the previous day. The implied volatity was 28.35, the open interest changed by 74 which increased total open position to 450

On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 28.85, which was -17.8 lower than the previous day. The implied volatity was 28.75, the open interest changed by 163 which increased total open position to 375

On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 46.15, which was 9.7 higher than the previous day. The implied volatity was 25.86, the open interest changed by 11 which increased total open position to 212

On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 36.5, which was 1.15 higher than the previous day. The implied volatity was 24.85, the open interest changed by 14 which increased total open position to 199

On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 35.25, which was -3.2 lower than the previous day. The implied volatity was 25.79, the open interest changed by 20 which increased total open position to 185

On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 38.6, which was -1.25 lower than the previous day. The implied volatity was 26, the open interest changed by 87 which increased total open position to 164

On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 40, which was -3.05 lower than the previous day. The implied volatity was 26.42, the open interest changed by 24 which increased total open position to 74

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 43.05, which was -11.1 lower than the previous day. The implied volatity was 22.24, the open interest changed by 3 which increased total open position to 49

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 54.15, which was 0 lower than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 44

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 54.15, which was -5.85 lower than the previous day. The implied volatity was 25.98, the open interest changed by 31 which increased total open position to 42

On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 60, which was -1.2 lower than the previous day. The implied volatity was 26.35, the open interest changed by 8 which increased total open position to 9

On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 61.2, which was -13.65 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 0

On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 74.85, 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 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 74.85, 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 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 74.85, 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 24FEB2026 950 PE
Delta: -0.51 Vega: 1 Theta: -0.52 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	935.15	37.55 ₹ 28,162.5	0.05 37.50	34.44	168 1,26,000	-3 -2,250	1,178 8,83,500
28 Jan	935.15	37.4 ₹ 28,050	-10.9 -8175.00	33.16	362 2,71,500	12 9,000	1,182 8,86,500
27 Jan	914.70	46.85 ₹ 35,137.5	4.55 3412.50	32.1	634 4,75,500	96 72,000	1,171 8,78,250
23 Jan	927.85	41.1 ₹ 30,825	8.75 6562.50	31.37	947 7,10,250	600 4,50,000	1,067 8,00,250
22 Jan	942.85	31.45 ₹ 23,587.5	-6.75 -5062.50	29.35	384 2,88,000	137 1,02,750	454 3,40,500
21 Jan	936.25	38.1 ₹ 28,575	-1.4 -1050.00	31.9	126 94,500	18 13,500	319 2,39,250
20 Jan	933.20	41.2 ₹ 30,900	19.95 14962.50	31.5	329 2,46,750	55 41,250	300 2,25,000
19 Jan	969.45	22.1 ₹ 16,575	-6.7 -5025.00	28.32	146 1,09,500	65 48,750	246 1,84,500
16 Jan	950.25	29.35 ₹ 22,012.5	1.45 1087.50	28.09	75 56,250	47 35,250	181 1,35,750
14 Jan	945.95	27.9 ₹ 20,925	-2.5 -1875.00	24.24	48 36,000	36 27,000	133 99,750
13 Jan	949.00	30.95 ₹ 23,212.5	1.3 975.00	28.07	69 51,750	46 34,500	97 72,750
12 Jan	951.90	29.65 ₹ 22,237.5	4.6 3450.00	27.02	41 30,750	16 12,000	51 38,250
9 Jan	959.60	25.05 ₹ 18,787.5	1.05 787.50	26.42	4 3,000	1 750	35 26,250
8 Jan	971.95	24 ₹ 18,000	-0.8 -600.00	27.82	13 9,750	2 1,500	35 26,250
7 Jan	968.80	24.8 ₹ 18,600	1.6 1200.00	28.11	33 24,750	24 18,000	33 24,750
6 Jan	977.35	23.2 ₹ 17,400	1.65 1237.50	28.55	2 1,500	0 0	9 6,750
5 Jan	978.75	21.55 ₹ 16,162.5	0.75 562.50	27.24	12 9,000	7 5,250	8 6,000
2 Jan	990.45	20.8 ₹ 15,600	-6 -4500.00	-	0 0	0 0	1 750
1 Jan	973.10	20.8 ₹ 15,600	-6 -4500.00	-	0 0	0 0	1 750
31 Dec	986.80	20.8 ₹ 15,600	-6 -4500.00	27.76	13 9,750	5 3,750	5 3,750

For Bajaj Finance Limited - strike price 950 expiring on 24FEB2026

Delta for 950 PE is -0.51

Historical price for 950 PE is as follows

On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 37.55, which was 0.05 higher than the previous day. The implied volatity was 34.44, the open interest changed by -3 which decreased total open position to 1178

On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 37.4, which was -10.9 lower than the previous day. The implied volatity was 33.16, the open interest changed by 12 which increased total open position to 1182

On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 46.85, which was 4.55 higher than the previous day. The implied volatity was 32.1, the open interest changed by 96 which increased total open position to 1171

On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 41.1, which was 8.75 higher than the previous day. The implied volatity was 31.37, the open interest changed by 600 which increased total open position to 1067

On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 31.45, which was -6.75 lower than the previous day. The implied volatity was 29.35, the open interest changed by 137 which increased total open position to 454

On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 38.1, which was -1.4 lower than the previous day. The implied volatity was 31.9, the open interest changed by 18 which increased total open position to 319

On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 41.2, which was 19.95 higher than the previous day. The implied volatity was 31.5, the open interest changed by 55 which increased total open position to 300

On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 22.1, which was -6.7 lower than the previous day. The implied volatity was 28.32, the open interest changed by 65 which increased total open position to 246

On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 29.35, which was 1.45 higher than the previous day. The implied volatity was 28.09, the open interest changed by 47 which increased total open position to 181

On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 27.9, which was -2.5 lower than the previous day. The implied volatity was 24.24, the open interest changed by 36 which increased total open position to 133

On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 30.95, which was 1.3 higher than the previous day. The implied volatity was 28.07, the open interest changed by 46 which increased total open position to 97

On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 29.65, which was 4.6 higher than the previous day. The implied volatity was 27.02, the open interest changed by 16 which increased total open position to 51

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 25.05, which was 1.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 35

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 24, which was -0.8 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 35

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 24.8, which was 1.6 higher than the previous day. The implied volatity was 28.11, the open interest changed by 24 which increased total open position to 33

On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 23.2, which was 1.65 higher than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 9

On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 21.55, which was 0.75 higher than the previous day. The implied volatity was 27.24, the open interest changed by 7 which increased total open position to 8

On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 20.8, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 20.8, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 20.8, which was -6 lower than the previous day. The implied volatity was 27.76, the open interest changed by 5 which increased total open position to 5

Related Pages for BAJFINANCE

BAJFINANCE

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD