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Historical option data for BAJFINANCE

25 Jun 2026 02:13 PM IST
BAJFINANCE 30-Jun-2026 (5d) 950 CE
Delta: 0.92
Vega: 0
Theta: -0.22
Gamma: 0.00552
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 985.35 29.05 -7.95 (-21.49%) 21.69 501 -108 1,230
24 Jun 990.95 37.8 20.8 (122.35%) 26.26 1,806 -327 1,342
23 Jun 962.40 17.25 -4.75 (-21.59%) 17.07 1,700 -207 1,672
22 Jun 968.30 22.2 2.2 (11.00%) 17.58 1,789 -123 1,889
19 Jun 961.80 21.3 1.3 (6.50%) 16.45 3,345 -188 2,012
18 Jun 958.85 19.6 -0.4 (-2.00%) 19.65 3,874 -177 2,200
17 Jun 958.40 19.35 -1.65 (-7.86%) 18.59 2,997 -226 2,377
16 Jun 959.65 21.1 6.1 (40.67%) 18.57 8,924 -972 2,610
15 Jun 942.30 14 6 (75.00%) 22.26 15,171 728 3,566
12 Jun 918.30 8.3 5.3 (176.67%) 22.67 3,982 -292 2,836
11 Jun 870.55 2.8 -1.2 (-30.00%) 28.12 1,135 -2 3,129
10 Jun 884.10 4 -1 (-20.00%) 26.37 1,271 -36 3,326
9 Jun 886.90 4.85 0.85 (21.25%) 26.82 1,936 -193 3,370
8 Jun 871.10 3.85 -3.15 (-45.00%) 29.31 2,243 305 3,559
5 Jun 889.40 6.55 0.55 (9.17%) 26.45 9,564 -304 3,253
4 Jun 874.40 5.8 -0.2 (-3.33%) 28.35 788 113 3,556
3 Jun 876.80 6 0 (0.00%) 28.2 1,546 185 3,442
2 Jun 882.00 6.25 -1.75 (-21.88%) 26 2,951 326 3,265
1 Jun 889.05 7.4 -6.6 (-47.14%) 25.49 1,927 397 2,935
29 May 908.25 14.75 -5.25 (-26.25%) 26.31 3,327 337 2,541
27 May 931.15 20.4 0.4 (2.00%) 22.83 1,759 78 2,203
26 May 930.20 20.45 -7.55 (-26.96%) 22.69 5,121 738 2,125
25 May 941.90 28 10 (55.56%) 23.92 2,489 377 1,382
22 May 916.55 18.7 1.7 (10.00%) 24.91 1,089 19 1,005
21 May 907.65 16.7 -6.3 (-27.39%) 25.96 783 232 982
20 May 923.10 23.6 0.6 (2.61%) 25.56 189 22 746
19 May 923.55 23.75 -0.25 (-1.04%) 24.45 509 110 725
18 May 921.10 23.65 2.65 (12.62%) 26.08 643 100 614
15 May 910.45 21 -3 (-12.50%) 26.78 226 -20 514
14 May 912.15 23.9 5.9 (32.78%) 27.2 260 35 533
13 May 896.15 18.95 -2.05 (-9.76%) 0 193 70 498
12 May 904.20 21.3 -11.7 (-35.45%) 0 373 64 429
11 May 936.05 33.15 -10.85 (-24.66%) 0 66 -5 365
8 May 955.35 44.5 -8.75 (-16.43%) 25.7 191 158 370
7 May 972.75 53.4 -1.6 (-2.91%) 25.07 218 160 212
6 May 980.75 55 6.5 (13.40%) 25.63 32 6 52
5 May 958.60 48.5 2.05 (4.41%) 26.58 43 17 45
4 May 950.20 46.45 6 (14.83%) 28.27 18 22 27
30 Apr 937.00 40.45 -3.55 (-8.07%) 28.39 65 29 34
29 Apr 930.00 44 -3.05 (-6.48%) 31.13 5 4 4


For Bajaj Finance Limited - strike price 950 expiring on 30JUN2026

Delta for 950 CE is 0.92

Historical price for 950 CE is as follows

On 25 Jun BAJFINANCE was trading at 985.35. The strike last trading price was 29.05, which was -7.95 lower than the previous day. The implied volatity was 21.69, the open interest changed by -108 which decreased total open position to 1230


On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 37.8, which was 20.8 higher than the previous day. The implied volatity was 26.26, the open interest changed by -327 which decreased total open position to 1342


On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 17.25, which was -4.75 lower than the previous day. The implied volatity was 17.07, the open interest changed by -207 which decreased total open position to 1672


On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 22.2, which was 2.2 higher than the previous day. The implied volatity was 17.58, the open interest changed by -123 which decreased total open position to 1889


On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 21.3, which was 1.3 higher than the previous day. The implied volatity was 16.45, the open interest changed by -188 which decreased total open position to 2012


On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 19.6, which was -0.4 lower than the previous day. The implied volatity was 19.65, the open interest changed by -177 which decreased total open position to 2200


On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 19.35, which was -1.65 lower than the previous day. The implied volatity was 18.59, the open interest changed by -226 which decreased total open position to 2377


On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 21.1, which was 6.1 higher than the previous day. The implied volatity was 18.57, the open interest changed by -972 which decreased total open position to 2610


On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 14, which was 6 higher than the previous day. The implied volatity was 22.26, the open interest changed by 728 which increased total open position to 3566


On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 8.3, which was 5.3 higher than the previous day. The implied volatity was 22.67, the open interest changed by -292 which decreased total open position to 2836


On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 28.12, the open interest changed by -2 which decreased total open position to 3129


On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 26.37, the open interest changed by -36 which decreased total open position to 3326


On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 4.85, which was 0.85 higher than the previous day. The implied volatity was 26.82, the open interest changed by -193 which decreased total open position to 3370


On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 3.85, which was -3.15 lower than the previous day. The implied volatity was 29.31, the open interest changed by 305 which increased total open position to 3559


On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 6.55, which was 0.55 higher than the previous day. The implied volatity was 26.45, the open interest changed by -304 which decreased total open position to 3253


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 28.35, the open interest changed by 113 which increased total open position to 3556


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 28.2, the open interest changed by 185 which increased total open position to 3442


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 6.25, which was -1.75 lower than the previous day. The implied volatity was 26, the open interest changed by 326 which increased total open position to 3265


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 7.4, which was -6.6 lower than the previous day. The implied volatity was 25.49, the open interest changed by 397 which increased total open position to 2935


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 14.75, which was -5.25 lower than the previous day. The implied volatity was 26.31, the open interest changed by 337 which increased total open position to 2541


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 20.4, which was 0.4 higher than the previous day. The implied volatity was 22.83, the open interest changed by 78 which increased total open position to 2203


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 20.45, which was -7.55 lower than the previous day. The implied volatity was 22.69, the open interest changed by 738 which increased total open position to 2125


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 28, which was 10 higher than the previous day. The implied volatity was 23.92, the open interest changed by 377 which increased total open position to 1382


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 18.7, which was 1.7 higher than the previous day. The implied volatity was 24.91, the open interest changed by 19 which increased total open position to 1005


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 16.7, which was -6.3 lower than the previous day. The implied volatity was 25.96, the open interest changed by 232 which increased total open position to 982


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 23.6, which was 0.6 higher than the previous day. The implied volatity was 25.56, the open interest changed by 22 which increased total open position to 746


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 23.75, which was -0.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 110 which increased total open position to 725


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 23.65, which was 2.65 higher than the previous day. The implied volatity was 26.08, the open interest changed by 100 which increased total open position to 614


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 21, which was -3 lower than the previous day. The implied volatity was 26.78, the open interest changed by -20 which decreased total open position to 514


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 23.9, which was 5.9 higher than the previous day. The implied volatity was 27.2, the open interest changed by 35 which increased total open position to 533


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 18.95, which was -2.05 lower than the previous day. The implied volatity was 0, the open interest changed by 70 which increased total open position to 498


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 21.3, which was -11.7 lower than the previous day. The implied volatity was 0, the open interest changed by 64 which increased total open position to 429


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 33.15, which was -10.85 lower than the previous day. The implied volatity was 0, the open interest changed by -5 which decreased total open position to 365


On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 44.5, which was -8.75 lower than the previous day. The implied volatity was 25.7, the open interest changed by 158 which increased total open position to 370


On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 53.4, which was -1.6 lower than the previous day. The implied volatity was 25.07, the open interest changed by 160 which increased total open position to 212


On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 55, which was 6.5 higher than the previous day. The implied volatity was 25.63, the open interest changed by 6 which increased total open position to 52


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 48.5, which was 2.05 higher than the previous day. The implied volatity was 26.58, the open interest changed by 17 which increased total open position to 45


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 46.45, which was 6 higher than the previous day. The implied volatity was 28.27, the open interest changed by 22 which increased total open position to 27


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 40.45, which was -3.55 lower than the previous day. The implied volatity was 28.39, the open interest changed by 29 which increased total open position to 34


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 44, which was -3.05 lower than the previous day. The implied volatity was 31.13, the open interest changed by 4 which increased total open position to 4


BAJFINANCE 30-Jun-2026 (5d) 950 PE
Delta: -0.08
Vega: 0
Theta: -0.22
Gamma: 0.00552
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 985.35 0.9 -0.8 (-47.06%) 21.69 1,671 -279 1,185
24 Jun 990.95 1.7 -6.8 (-80.00%) 25.82 4,092 44 1,478
23 Jun 962.40 8.25 0.4 (5.10%) 25.62 1,733 -223 1,437
22 Jun 968.30 7.9 -3.15 (-28.51%) 26.88 1,835 -75 1,666
19 Jun 961.80 9.85 -3.2 (-24.52%) 25.1 3,266 33 1,741
18 Jun 958.85 13.1 -2.1 (-13.82%) 25.52 3,107 -139 1,708
17 Jun 958.40 15.25 -0.8 (-4.98%) 27.55 2,582 -238 1,845
16 Jun 959.65 16.1 -9.75 (-37.72%) 28.36 3,749 175 2,084
15 Jun 942.30 26.1 -16.15 (-38.22%) 29.15 4,550 145 1,896
12 Jun 918.30 41.05 -41.1 (-50.03%) 29.97 333 -55 1,751
11 Jun 870.55 81.05 9.4 (13.12%) 36.37 181 -27 1,806
10 Jun 884.10 71.1 2.65 (3.87%) 35.47 55 -9 1,834
9 Jun 886.90 68.05 -16.8 (-19.80%) 32.26 138 -50 1,843
8 Jun 871.10 86.8 21.3 (32.52%) 39.31 36 -4 1,892
5 Jun 889.40 66 -12.25 (-15.65%) 30.61 217 -26 1,896
4 Jun 874.40 78.25 2 (2.62%) 31.36 92 -47 1,922
3 Jun 876.80 76.05 4.65 (6.51%) 29.32 54 9 1,969
2 Jun 882.00 70.55 3.95 (5.93%) 28.36 517 149 1,961
1 Jun 889.05 66.5 17.55 (35.85%) 29.17 251 57 1,811
29 May 908.25 47 9.2 (24.34%) 28.9 764 94 1,755
27 May 931.15 37 -4 (-9.76%) 26.37 445 84 1,662
26 May 930.20 39.65 6.9 (21.07%) 28.14 1,189 170 1,583
25 May 941.90 32.05 -18.15 (-36.16%) 26.61 1,825 593 1,413
22 May 916.55 49.65 -10.15 (-16.97%) 27.35 394 227 817
21 May 907.65 58.65 10.25 (21.18%) 30.85 287 142 591
20 May 923.10 48.95 -1.4 (-2.78%) 29.54 117 73 449
19 May 923.55 50.85 -1 (-1.93%) 30.53 87 23 377
18 May 921.10 51.65 -5.95 (-10.33%) 31.16 22 6 355
15 May 910.45 57.6 2.6 (4.73%) 29.35 14 8 348
14 May 912.15 54.4 -13.55 (-19.94%) 28.97 18 1 339
13 May 896.15 67.6 6.35 (10.37%) 0 16 6 336
12 May 904.20 61.25 19.6 (47.06%) 0 38 17 331
11 May 936.05 41.65 8.45 (25.45%) 0 28 9 314
8 May 955.35 33.6 6.65 (24.68%) 27.24 97 54 304
7 May 972.75 28 2.1 (8.11%) 27.84 226 196 250
6 May 980.75 25.35 -12.65 (-33.29%) 28.15 122 2 54
5 May 958.60 38 -5.5 (-12.64%) 30.61 50 41 50
4 May 950.20 43.5 -3.6 (-7.64%) 31.09 93 11 12
30 Apr 937.00 47.1 -7.8 (-14.21%) 29.86 28 11 12
29 Apr 930.00 54.9 -9.05 (-14.15%) 32.8 1 0 0


For Bajaj Finance Limited - strike price 950 expiring on 30JUN2026

Delta for 950 PE is -0.08

Historical price for 950 PE is as follows

On 25 Jun BAJFINANCE was trading at 985.35. The strike last trading price was 0.9, which was -0.8 lower than the previous day. The implied volatity was 21.69, the open interest changed by -279 which decreased total open position to 1185


On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 1.7, which was -6.8 lower than the previous day. The implied volatity was 25.82, the open interest changed by 44 which increased total open position to 1478


On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 8.25, which was 0.4 higher than the previous day. The implied volatity was 25.62, the open interest changed by -223 which decreased total open position to 1437


On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 7.9, which was -3.15 lower than the previous day. The implied volatity was 26.88, the open interest changed by -75 which decreased total open position to 1666


On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 9.85, which was -3.2 lower than the previous day. The implied volatity was 25.1, the open interest changed by 33 which increased total open position to 1741


On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 13.1, which was -2.1 lower than the previous day. The implied volatity was 25.52, the open interest changed by -139 which decreased total open position to 1708


On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 15.25, which was -0.8 lower than the previous day. The implied volatity was 27.55, the open interest changed by -238 which decreased total open position to 1845


On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 16.1, which was -9.75 lower than the previous day. The implied volatity was 28.36, the open interest changed by 175 which increased total open position to 2084


On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 26.1, which was -16.15 lower than the previous day. The implied volatity was 29.15, the open interest changed by 145 which increased total open position to 1896


On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 41.05, which was -41.1 lower than the previous day. The implied volatity was 29.97, the open interest changed by -55 which decreased total open position to 1751


On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 81.05, which was 9.4 higher than the previous day. The implied volatity was 36.37, the open interest changed by -27 which decreased total open position to 1806


On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 71.1, which was 2.65 higher than the previous day. The implied volatity was 35.47, the open interest changed by -9 which decreased total open position to 1834


On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 68.05, which was -16.8 lower than the previous day. The implied volatity was 32.26, the open interest changed by -50 which decreased total open position to 1843


On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 86.8, which was 21.3 higher than the previous day. The implied volatity was 39.31, the open interest changed by -4 which decreased total open position to 1892


On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 66, which was -12.25 lower than the previous day. The implied volatity was 30.61, the open interest changed by -26 which decreased total open position to 1896


On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 78.25, which was 2 higher than the previous day. The implied volatity was 31.36, the open interest changed by -47 which decreased total open position to 1922


On 3 Jun BAJFINANCE was trading at 876.80. The strike last trading price was 76.05, which was 4.65 higher than the previous day. The implied volatity was 29.32, the open interest changed by 9 which increased total open position to 1969


On 2 Jun BAJFINANCE was trading at 882.00. The strike last trading price was 70.55, which was 3.95 higher than the previous day. The implied volatity was 28.36, the open interest changed by 149 which increased total open position to 1961


On 1 Jun BAJFINANCE was trading at 889.05. The strike last trading price was 66.5, which was 17.55 higher than the previous day. The implied volatity was 29.17, the open interest changed by 57 which increased total open position to 1811


On 29 May BAJFINANCE was trading at 908.25. The strike last trading price was 47, which was 9.2 higher than the previous day. The implied volatity was 28.9, the open interest changed by 94 which increased total open position to 1755


On 27 May BAJFINANCE was trading at 931.15. The strike last trading price was 37, which was -4 lower than the previous day. The implied volatity was 26.37, the open interest changed by 84 which increased total open position to 1662


On 26 May BAJFINANCE was trading at 930.20. The strike last trading price was 39.65, which was 6.9 higher than the previous day. The implied volatity was 28.14, the open interest changed by 170 which increased total open position to 1583


On 25 May BAJFINANCE was trading at 941.90. The strike last trading price was 32.05, which was -18.15 lower than the previous day. The implied volatity was 26.61, the open interest changed by 593 which increased total open position to 1413


On 22 May BAJFINANCE was trading at 916.55. The strike last trading price was 49.65, which was -10.15 lower than the previous day. The implied volatity was 27.35, the open interest changed by 227 which increased total open position to 817


On 21 May BAJFINANCE was trading at 907.65. The strike last trading price was 58.65, which was 10.25 higher than the previous day. The implied volatity was 30.85, the open interest changed by 142 which increased total open position to 591


On 20 May BAJFINANCE was trading at 923.10. The strike last trading price was 48.95, which was -1.4 lower than the previous day. The implied volatity was 29.54, the open interest changed by 73 which increased total open position to 449


On 19 May BAJFINANCE was trading at 923.55. The strike last trading price was 50.85, which was -1 lower than the previous day. The implied volatity was 30.53, the open interest changed by 23 which increased total open position to 377


On 18 May BAJFINANCE was trading at 921.10. The strike last trading price was 51.65, which was -5.95 lower than the previous day. The implied volatity was 31.16, the open interest changed by 6 which increased total open position to 355


On 15 May BAJFINANCE was trading at 910.45. The strike last trading price was 57.6, which was 2.6 higher than the previous day. The implied volatity was 29.35, the open interest changed by 8 which increased total open position to 348


On 14 May BAJFINANCE was trading at 912.15. The strike last trading price was 54.4, which was -13.55 lower than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 339


On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 67.6, which was 6.35 higher than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 336


On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 61.25, which was 19.6 higher than the previous day. The implied volatity was 0, the open interest changed by 17 which increased total open position to 331


On 11 May BAJFINANCE was trading at 936.05. The strike last trading price was 41.65, which was 8.45 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 314


On 8 May BAJFINANCE was trading at 955.35. The strike last trading price was 33.6, which was 6.65 higher than the previous day. The implied volatity was 27.24, the open interest changed by 54 which increased total open position to 304


On 7 May BAJFINANCE was trading at 972.75. The strike last trading price was 28, which was 2.1 higher than the previous day. The implied volatity was 27.84, the open interest changed by 196 which increased total open position to 250


On 6 May BAJFINANCE was trading at 980.75. The strike last trading price was 25.35, which was -12.65 lower than the previous day. The implied volatity was 28.15, the open interest changed by 2 which increased total open position to 54


On 5 May BAJFINANCE was trading at 958.60. The strike last trading price was 38, which was -5.5 lower than the previous day. The implied volatity was 30.61, the open interest changed by 41 which increased total open position to 50


On 4 May BAJFINANCE was trading at 950.20. The strike last trading price was 43.5, which was -3.6 lower than the previous day. The implied volatity was 31.09, the open interest changed by 11 which increased total open position to 12


On 30 Apr BAJFINANCE was trading at 937.00. The strike last trading price was 47.1, which was -7.8 lower than the previous day. The implied volatity was 29.86, the open interest changed by 11 which increased total open position to 12


On 29 Apr BAJFINANCE was trading at 930.00. The strike last trading price was 54.9, which was -9.05 lower than the previous day. The implied volatity was 32.8, the open interest changed by 0 which decreased total open position to 0