Historical option data for BAJFINANCE
23 Jun 2026 02:32 PM IST
| BAJFINANCE 28-Jul-2026 (35d) 950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.01
Theta: -0.44
Gamma: 0.00529
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 966.40 | 39.75 | -1.25 (-3.05%) | 23.77 | 60 | -7 | 333 | |||||||||
| 22 Jun | 968.30 | 40.85 | 2.85 (7.50%) | 22.55 | 126 | 12 | 342 | |||||||||
| 19 Jun | 961.80 | 38.7 | 1.75 (4.74%) | 22.25 | 227 | 91 | 330 | |||||||||
| 18 Jun | 958.85 | 36.85 | 0.4 (1.10%) | 22.86 | 117 | 47 | 238 | |||||||||
| 17 Jun | 958.40 | 36.55 | -1.45 (-3.82%) | 22.42 | 80 | -14 | 189 | |||||||||
| 16 Jun | 959.65 | 37.75 | 8.3 (28.18%) | 22.57 | 112 | 14 | 202 | |||||||||
| 15 Jun | 942.30 | 29.75 | 8.75 (41.67%) | 24.04 | 242 | 64 | 187 | |||||||||
| 12 Jun | 918.30 | 21.7 | 11.5 (112.75%) | 24.21 | 149 | -19 | 125 | |||||||||
| 11 Jun | 870.55 | 10.5 | -2.5 (-19.23%) | 27.11 | 86 | 24 | 143 | |||||||||
| 10 Jun | 884.10 | 13.1 | -0.9 (-6.43%) | 26.14 | 87 | 11 | 119 | |||||||||
| 9 Jun | 886.90 | 14 | 2 (16.67%) | 26.18 | 49 | 4 | 108 | |||||||||
| 8 Jun | 871.10 | 11.15 | -4.85 (-30.31%) | 27.47 | 91 | 40 | 104 | |||||||||
| 5 Jun | 889.40 | 16.5 | 2.5 (17.86%) | 26.57 | 115 | 31 | 65 | |||||||||
| 4 Jun | 874.40 | 13.95 | -2.05 (-12.81%) | 27.16 | 12 | 3 | 34 | |||||||||
| 3 Jun | 876.80 | 16 | 0.45 (2.89%) | 27.87 | 35 | 17 | 31 | |||||||||
| 2 Jun | 882.00 | 15.35 | -3.15 (-17.03%) | 26.52 | 14 | 7 | 14 | |||||||||
| 1 Jun | 889.05 | 18.5 | -31.2 (-62.78%) | 27 | 7 | 7 | 7 | |||||||||
For Bajaj Finance Limited - strike price 950 expiring on 28JUL2026
Delta for 950 CE is 0.63
Historical price for 950 CE is as follows
On 23 Jun BAJFINANCE was trading at 966.40. The strike last trading price was 39.75, which was -1.25 lower than the previous day. The implied volatity was 23.77, the open interest changed by -7 which decreased total open position to 333
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 40.85, which was 2.85 higher than the previous day. The implied volatity was 22.55, the open interest changed by 12 which increased total open position to 342
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 38.7, which was 1.75 higher than the previous day. The implied volatity was 22.25, the open interest changed by 91 which increased total open position to 330
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 36.85, which was 0.4 higher than the previous day. The implied volatity was 22.86, the open interest changed by 47 which increased total open position to 238
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 36.55, which was -1.45 lower than the previous day. The implied volatity was 22.42, the open interest changed by -14 which decreased total open position to 189
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 37.75, which was 8.3 higher than the previous day. The implied volatity was 22.57, the open interest changed by 14 which increased total open position to 202
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 29.75, which was 8.75 higher than the previous day. The implied volatity was 24.04, the open interest changed by 64 which increased total open position to 187
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 21.7, which was 11.5 higher than the previous day. The implied volatity was 24.21, the open interest changed by -19 which decreased total open position to 125
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 10.5, which was -2.5 lower than the previous day. The implied volatity was 27.11, the open interest changed by 24 which increased total open position to 143
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 13.1, which was -0.9 lower than the previous day. The implied volatity was 26.14, the open interest changed by 11 which increased total open position to 119
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 14, which was 2 higher than the previous day. The implied volatity was 26.18, the open interest changed by 4 which increased total open position to 108
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 11.15, which was -4.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 40 which increased total open position to 104
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 16.5, which was 2.5 higher than the previous day. The implied volatity was 26.57, the open interest changed by 31 which increased total open position to 65
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 13.95, which was -2.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 34
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 16, which was 0.45 higher than the previous day. The implied volatity was 27.87, the open interest changed by 17 which increased total open position to 31
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 15.35, which was -3.15 lower than the previous day. The implied volatity was 26.52, the open interest changed by 7 which increased total open position to 14
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 18.5, which was -31.2 lower than the previous day. The implied volatity was 27, the open interest changed by 7 which increased total open position to 7
| BAJFINANCE 28-Jul-2026 (35d) 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 0.01
Theta: -0.34
Gamma: 0.00479
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 966.40 | 21.9 | 0.45 (2.10%) | 26.39 | 161 | 80 | 308 |
| 22 Jun | 968.30 | 21.5 | -2.7 (-11.16%) | 26.26 | 107 | 18 | 226 |
| 19 Jun | 961.80 | 22.75 | -2.25 (-9.00%) | 25.29 | 239 | 53 | 207 |
| 18 Jun | 958.85 | 25.35 | -1.65 (-6.11%) | 25.68 | 92 | 47 | 154 |
| 17 Jun | 958.40 | 27.25 | -0.75 (-2.68%) | 26.7 | 21 | 8 | 108 |
| 16 Jun | 959.65 | 28.4 | -6.6 (-18.86%) | 27.57 | 73 | 37 | 99 |
| 15 Jun | 942.30 | 35 | -14 (-28.57%) | 27.74 | 74 | 53 | 61 |
| 12 Jun | 918.30 | 49.3 | -20 (-28.86%) | 27.51 | 10 | 4 | 8 |
| 11 Jun | 870.55 | 69.3 | 69.3 (-13.91%) | 28.15 | 1 | 0 | 4 |
| 10 Jun | 884.10 | 69.3 | -11.2 (-13.91%) | 28.15 | 1 | 1 | 4 |
| 9 Jun | 886.90 | 80.5 | 19.1 (31.11%) | 28.55 | 2 | 2 | 3 |
| 8 Jun | 871.10 | 61.4 | 61.4 | - | 1 | 0 | 1 |
| 5 Jun | 889.40 | 61.4 | 61.4 | - | 1 | 0 | 1 |
| 4 Jun | 874.40 | 61.4 | 61.4 | - | 1 | 0 | 1 |
| 3 Jun | 876.80 | 61.4 | 61.4 | - | 1 | 0 | 1 |
| 2 Jun | 882.00 | 61.4 | 61.4 (2.76%) | 19.85 | 1 | 0 | 1 |
| 1 Jun | 889.05 | 61.4 | 1.65 (2.76%) | 19.85 | 1 | 1 | 1 |
For Bajaj Finance Limited - strike price 950 expiring on 28JUL2026
Delta for 950 PE is -0.38
Historical price for 950 PE is as follows
On 23 Jun BAJFINANCE was trading at 966.40. The strike last trading price was 21.9, which was 0.45 higher than the previous day. The implied volatity was 26.39, the open interest changed by 80 which increased total open position to 308
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 21.5, which was -2.7 lower than the previous day. The implied volatity was 26.26, the open interest changed by 18 which increased total open position to 226
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 22.75, which was -2.25 lower than the previous day. The implied volatity was 25.29, the open interest changed by 53 which increased total open position to 207
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 25.35, which was -1.65 lower than the previous day. The implied volatity was 25.68, the open interest changed by 47 which increased total open position to 154
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 27.25, which was -0.75 lower than the previous day. The implied volatity was 26.7, the open interest changed by 8 which increased total open position to 108
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 28.4, which was -6.6 lower than the previous day. The implied volatity was 27.57, the open interest changed by 37 which increased total open position to 99
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 35, which was -14 lower than the previous day. The implied volatity was 27.74, the open interest changed by 53 which increased total open position to 61
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 49.3, which was -20 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 8
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 69.3, which was 69.3 higher than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 4
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 69.3, which was -11.2 lower than the previous day. The implied volatity was 28.15, the open interest changed by 1 which increased total open position to 4
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 80.5, which was 19.1 higher than the previous day. The implied volatity was 28.55, the open interest changed by 2 which increased total open position to 3
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 61.4, which was 61.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 61.4, which was 61.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 61.4, which was 61.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 61.4, which was 61.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 61.4, which was 61.4 higher than the previous day. The implied volatity was 19.85, the open interest changed by 0 which decreased total open position to 1
On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 61.4, which was 1.65 higher than the previous day. The implied volatity was 19.85, the open interest changed by 1 which increased total open position to 1
