BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
12 Mar 2026 04:12 PM IST
| BAJFINANCE 30-MAR-2026 950 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.4
Theta: -0.42
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 863.10 | 4.15 | -4.15 | 34.93 | 3,978 | 756 | 2,684 | |||||||||
| 11 Mar | 893.65 | 8.35 | -12.95 | 31.56 | 5,244 | 648 | 1,938 | |||||||||
| 10 Mar | 939.80 | 21.45 | -1.4 | 25.94 | 3,393 | 318 | 1,322 | |||||||||
| 9 Mar | 938.05 | 22.4 | -4.8 | 28.15 | 2,977 | 102 | 1,006 | |||||||||
| 6 Mar | 950.20 | 28 | -5.2 | 24.58 | 826 | 139 | 907 | |||||||||
| 5 Mar | 962.40 | 33 | 4.25 | 22 | 2,597 | 311 | 769 | |||||||||
| 4 Mar | 945.10 | 28.2 | -17.05 | 27.18 | 2,241 | 352 | 458 | |||||||||
| 2 Mar | 978.25 | 45.65 | -15.3 | 24.97 | 152 | 58 | 105 | |||||||||
| 27 Feb | 995.90 | 61.15 | -16.35 | 21.89 | 36 | 10 | 45 | |||||||||
| 26 Feb | 1012.95 | 77.5 | -14.8 | 23.6 | 3 | 0 | 35 | |||||||||
| 25 Feb | 1021.05 | 92.3 | 9.85 | 35.21 | 16 | -1 | 35 | |||||||||
| 24 Feb | 1023.55 | 82.45 | -9.45 | 12.07 | 20 | 10 | 35 | |||||||||
| 23 Feb | 1031.00 | 91.9 | 5.75 | 20.85 | 3 | 1 | 24 | |||||||||
| 20 Feb | 1030.20 | 83.8 | -0.2 | 15.62 | 7 | 0 | 22 | |||||||||
| 19 Feb | 1017.05 | 84 | 6.5 | - | 0 | 0 | 22 | |||||||||
| 18 Feb | 1023.80 | 84 | 6.5 | 19.74 | 13 | 3 | 22 | |||||||||
| 17 Feb | 1014.15 | 77.5 | 1.5 | 20.7 | 6 | -1 | 19 | |||||||||
| 16 Feb | 1012.75 | 76 | -9 | 16.33 | 17 | 5 | 20 | |||||||||
| 13 Feb | 1024.75 | 85 | 13.9 | 20.04 | 12 | 5 | 15 | |||||||||
| 12 Feb | 999.10 | 72.2 | 26.3 | 22.71 | 5 | 0 | 9 | |||||||||
| 11 Feb | 968.95 | 45.9 | -2.1 | 21.27 | 7 | 5 | 8 | |||||||||
| 10 Feb | 965.60 | 48 | -0.35 | 23.45 | 1 | 0 | 2 | |||||||||
| 9 Feb | 983.15 | 48.35 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 981.70 | 48.35 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 964.75 | 48.35 | 13.05 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 963.30 | 48.35 | 13.05 | 22.29 | 3 | 1 | 1 | |||||||||
| 3 Feb | 964.40 | 35.3 | 0 | 2.2 | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 35.3 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 35.3 | 0 | 2.4 | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 35.3 | 0 | 0.36 | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 35.3 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
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| 28 Jan | 935.15 | 35.3 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 950 expiring on 30MAR2026
Delta for 950 CE is 0.13
Historical price for 950 CE is as follows
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 4.15, which was -4.15 lower than the previous day. The implied volatity was 34.93, the open interest changed by 756 which increased total open position to 2684
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 8.35, which was -12.95 lower than the previous day. The implied volatity was 31.56, the open interest changed by 648 which increased total open position to 1938
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 21.45, which was -1.4 lower than the previous day. The implied volatity was 25.94, the open interest changed by 318 which increased total open position to 1322
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 22.4, which was -4.8 lower than the previous day. The implied volatity was 28.15, the open interest changed by 102 which increased total open position to 1006
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 28, which was -5.2 lower than the previous day. The implied volatity was 24.58, the open interest changed by 139 which increased total open position to 907
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 33, which was 4.25 higher than the previous day. The implied volatity was 22, the open interest changed by 311 which increased total open position to 769
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 28.2, which was -17.05 lower than the previous day. The implied volatity was 27.18, the open interest changed by 352 which increased total open position to 458
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 45.65, which was -15.3 lower than the previous day. The implied volatity was 24.97, the open interest changed by 58 which increased total open position to 105
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 61.15, which was -16.35 lower than the previous day. The implied volatity was 21.89, the open interest changed by 10 which increased total open position to 45
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 77.5, which was -14.8 lower than the previous day. The implied volatity was 23.6, the open interest changed by 0 which decreased total open position to 35
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 92.3, which was 9.85 higher than the previous day. The implied volatity was 35.21, the open interest changed by -1 which decreased total open position to 35
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 82.45, which was -9.45 lower than the previous day. The implied volatity was 12.07, the open interest changed by 10 which increased total open position to 35
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 91.9, which was 5.75 higher than the previous day. The implied volatity was 20.85, the open interest changed by 1 which increased total open position to 24
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 83.8, which was -0.2 lower than the previous day. The implied volatity was 15.62, the open interest changed by 0 which decreased total open position to 22
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 84, which was 6.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 84, which was 6.5 higher than the previous day. The implied volatity was 19.74, the open interest changed by 3 which increased total open position to 22
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 77.5, which was 1.5 higher than the previous day. The implied volatity was 20.7, the open interest changed by -1 which decreased total open position to 19
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 76, which was -9 lower than the previous day. The implied volatity was 16.33, the open interest changed by 5 which increased total open position to 20
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 85, which was 13.9 higher than the previous day. The implied volatity was 20.04, the open interest changed by 5 which increased total open position to 15
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 72.2, which was 26.3 higher than the previous day. The implied volatity was 22.71, the open interest changed by 0 which decreased total open position to 9
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 45.9, which was -2.1 lower than the previous day. The implied volatity was 21.27, the open interest changed by 5 which increased total open position to 8
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 48, which was -0.35 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 2
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 48.35, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 48.35, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 48.35, which was 13.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 48.35, which was 13.05 higher than the previous day. The implied volatity was 22.29, the open interest changed by 1 which increased total open position to 1
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 2.2, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 0.36, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 35.3, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30MAR2026 950 PE | |||||||
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Delta: -0.86
Vega: 0.43
Theta: -0.22
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 863.10 | 87.4 | 24.25 | 37.07 | 237 | -83 | 898 |
| 11 Mar | 893.65 | 63.8 | 36.95 | 38.19 | 589 | -203 | 989 |
| 10 Mar | 939.80 | 26.5 | -5.55 | 28.43 | 1,461 | 138 | 1,193 |
| 9 Mar | 938.05 | 32.25 | 6.5 | 32.28 | 821 | -72 | 1,055 |
| 6 Mar | 950.20 | 24.9 | 5.9 | 29.6 | 1,446 | 138 | 1,125 |
| 5 Mar | 962.40 | 18.9 | -9.8 | 27.69 | 2,215 | 84 | 969 |
| 4 Mar | 945.10 | 29.5 | 14.15 | 30.21 | 2,891 | 339 | 884 |
| 2 Mar | 978.25 | 15.75 | 6.45 | 27.45 | 1,186 | -149 | 544 |
| 27 Feb | 995.90 | 8.8 | 2.3 | 24.94 | 980 | 132 | 691 |
| 26 Feb | 1012.95 | 5.95 | 0.4 | 24.91 | 476 | 9 | 566 |
| 25 Feb | 1021.05 | 5.6 | -0.4 | 25.38 | 624 | 90 | 555 |
| 24 Feb | 1023.55 | 6.15 | 1.6 | 26.49 | 642 | 99 | 465 |
| 23 Feb | 1031.00 | 4.5 | -1.1 | 25.09 | 350 | 3 | 366 |
| 20 Feb | 1030.20 | 5.55 | -1.75 | 24.72 | 347 | 32 | 362 |
| 19 Feb | 1017.05 | 7.9 | 2 | 23.93 | 403 | 20 | 316 |
| 18 Feb | 1023.80 | 6.05 | -2.4 | 24.05 | 156 | 7 | 297 |
| 17 Feb | 1014.15 | 8.5 | -0.4 | 25.15 | 100 | 22 | 290 |
| 16 Feb | 1012.75 | 8.85 | -0.2 | 25.49 | 333 | 53 | 267 |
| 13 Feb | 1024.75 | 9.05 | -2.75 | 28.19 | 381 | 28 | 253 |
| 12 Feb | 999.10 | 11.45 | -8.1 | 24.81 | 219 | 16 | 224 |
| 11 Feb | 968.95 | 19.7 | -1.2 | 23.64 | 95 | 17 | 203 |
| 10 Feb | 965.60 | 21.4 | 4.9 | 24.31 | 116 | 34 | 186 |
| 9 Feb | 983.15 | 16.4 | -1.6 | 24.2 | 105 | -37 | 152 |
| 6 Feb | 981.70 | 17.9 | -5.15 | 25.05 | 166 | 112 | 189 |
| 5 Feb | 964.75 | 23 | -0.55 | 24.5 | 38 | 20 | 76 |
| 4 Feb | 963.30 | 23.8 | -5.3 | 24.75 | 79 | 22 | 55 |
| 3 Feb | 964.40 | 29.25 | -28.75 | 28.47 | 65 | 30 | 32 |
| 2 Feb | 903.70 | 58 | -6 | 29.75 | 1 | 0 | 1 |
| 1 Feb | 902.35 | 64 | 17 | 32.44 | 1 | 0 | 1 |
| 30 Jan | 929.85 | 47 | -13.65 | - | 0 | 0 | 1 |
| 29 Jan | 935.15 | 47 | -13.65 | 31.97 | 1 | 0 | 0 |
| 28 Jan | 935.15 | 60.65 | 0 | 0.1 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 950 expiring on 30MAR2026
Delta for 950 PE is -0.86
Historical price for 950 PE is as follows
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 87.4, which was 24.25 higher than the previous day. The implied volatity was 37.07, the open interest changed by -83 which decreased total open position to 898
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 63.8, which was 36.95 higher than the previous day. The implied volatity was 38.19, the open interest changed by -203 which decreased total open position to 989
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 26.5, which was -5.55 lower than the previous day. The implied volatity was 28.43, the open interest changed by 138 which increased total open position to 1193
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 32.25, which was 6.5 higher than the previous day. The implied volatity was 32.28, the open interest changed by -72 which decreased total open position to 1055
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 24.9, which was 5.9 higher than the previous day. The implied volatity was 29.6, the open interest changed by 138 which increased total open position to 1125
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 18.9, which was -9.8 lower than the previous day. The implied volatity was 27.69, the open interest changed by 84 which increased total open position to 969
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 29.5, which was 14.15 higher than the previous day. The implied volatity was 30.21, the open interest changed by 339 which increased total open position to 884
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 15.75, which was 6.45 higher than the previous day. The implied volatity was 27.45, the open interest changed by -149 which decreased total open position to 544
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 8.8, which was 2.3 higher than the previous day. The implied volatity was 24.94, the open interest changed by 132 which increased total open position to 691
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 5.95, which was 0.4 higher than the previous day. The implied volatity was 24.91, the open interest changed by 9 which increased total open position to 566
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 5.6, which was -0.4 lower than the previous day. The implied volatity was 25.38, the open interest changed by 90 which increased total open position to 555
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 6.15, which was 1.6 higher than the previous day. The implied volatity was 26.49, the open interest changed by 99 which increased total open position to 465
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 4.5, which was -1.1 lower than the previous day. The implied volatity was 25.09, the open interest changed by 3 which increased total open position to 366
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 5.55, which was -1.75 lower than the previous day. The implied volatity was 24.72, the open interest changed by 32 which increased total open position to 362
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 7.9, which was 2 higher than the previous day. The implied volatity was 23.93, the open interest changed by 20 which increased total open position to 316
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 6.05, which was -2.4 lower than the previous day. The implied volatity was 24.05, the open interest changed by 7 which increased total open position to 297
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 8.5, which was -0.4 lower than the previous day. The implied volatity was 25.15, the open interest changed by 22 which increased total open position to 290
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 8.85, which was -0.2 lower than the previous day. The implied volatity was 25.49, the open interest changed by 53 which increased total open position to 267
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 9.05, which was -2.75 lower than the previous day. The implied volatity was 28.19, the open interest changed by 28 which increased total open position to 253
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 11.45, which was -8.1 lower than the previous day. The implied volatity was 24.81, the open interest changed by 16 which increased total open position to 224
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 19.7, which was -1.2 lower than the previous day. The implied volatity was 23.64, the open interest changed by 17 which increased total open position to 203
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 21.4, which was 4.9 higher than the previous day. The implied volatity was 24.31, the open interest changed by 34 which increased total open position to 186
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 16.4, which was -1.6 lower than the previous day. The implied volatity was 24.2, the open interest changed by -37 which decreased total open position to 152
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 17.9, which was -5.15 lower than the previous day. The implied volatity was 25.05, the open interest changed by 112 which increased total open position to 189
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 23, which was -0.55 lower than the previous day. The implied volatity was 24.5, the open interest changed by 20 which increased total open position to 76
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 23.8, which was -5.3 lower than the previous day. The implied volatity was 24.75, the open interest changed by 22 which increased total open position to 55
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 29.25, which was -28.75 lower than the previous day. The implied volatity was 28.47, the open interest changed by 30 which increased total open position to 32
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 58, which was -6 lower than the previous day. The implied volatity was 29.75, the open interest changed by 0 which decreased total open position to 1
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 64, which was 17 higher than the previous day. The implied volatity was 32.44, the open interest changed by 0 which decreased total open position to 1
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 47, which was -13.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 47, which was -13.65 lower than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 60.65, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
