[--[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 960 CE
Delta: 0.73
Vega: 0.64
Theta: -1.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 52.7 -5.3 36.26 6 1 72
15 Dec 1012.70 58 3.4 21.62 9 -4 70
12 Dec 1017.30 54.65 -5.1 - 0 0 74
11 Dec 1006.40 54.65 -5.1 16.63 15 0 74
10 Dec 1010.30 59.75 -5.1 24.46 12 0 72
9 Dec 1016.70 64.5 -6.2 18.58 16 2 71
8 Dec 1026.40 70.7 -25.9 - 4 1 69
5 Dec 1048.00 96.6 21.55 27.41 23 -7 68
4 Dec 1029.10 75.05 1.05 17.70 10 -3 75
3 Dec 1021.40 74 5.05 - 0 3 0
2 Dec 1025.50 74 5.05 17.53 12 3 78
1 Dec 1021.10 69.1 -18.65 17.18 40 14 75
28 Nov 1037.50 87.75 23.9 - 0 1 0
27 Nov 1033.80 87.75 23.9 23.24 9 1 61
26 Nov 1010.70 63.3 17.8 17.67 72 20 60
25 Nov 986.20 44.75 -6.75 19.98 44 29 39
24 Nov 994.00 51.5 -13.5 19.49 6 3 10
21 Nov 1004.10 65 -18.45 23.20 6 1 7
20 Nov 1028.60 83.45 19.8 21.06 4 2 6
19 Nov 1005.60 63.65 -27.9 20.10 6 4 4
18 Nov 1013.60 91.55 0 - 0 0 0
17 Nov 1026.80 91.55 0 - 0 0 0
14 Nov 1018.50 91.55 0 - 0 0 0
13 Nov 1005.40 91.55 0 - 0 0 0
12 Nov 1013.20 91.55 0 - 0 0 0
11 Nov 1005.20 91.55 0 - 0 0 0
10 Nov 1085.00 91.55 0 - 0 0 0
7 Nov 1066.60 91.55 0 - 0 0 0
6 Nov 1041.90 91.55 0 - 0 0 0
4 Nov 1057.00 91.55 0 - 0 0 0
3 Nov 1043.10 91.55 0 - 0 0 0
31 Oct 1042.80 91.55 0 - 0 0 0
30 Oct 1052.30 91.55 0 - 0 0 0
29 Oct 1062.95 91.55 0 - 0 0 0
27 Oct 1084.40 0 0 - 0 0 0
24 Oct 1089.75 0 0 - 0 0 0
23 Oct 1094.15 0 0 - 0 0 0
15 Oct 1059.90 0 0 - 0 0 0
13 Oct 1036.75 0 0 - 0 0 0
10 Oct 1023.85 0 0 - 0 0 0
9 Oct 1024.10 0 0 - 0 0 0
3 Oct 989.75 0 0 - 0 0 0


For Bajaj Finance Limited - strike price 960 expiring on 30DEC2025

Delta for 960 CE is 0.73

Historical price for 960 CE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 52.7, which was -5.3 lower than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 72


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 58, which was 3.4 higher than the previous day. The implied volatity was 21.62, the open interest changed by -4 which decreased total open position to 70


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 54.65, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 54.65, which was -5.1 lower than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 74


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 59.75, which was -5.1 lower than the previous day. The implied volatity was 24.46, the open interest changed by 0 which decreased total open position to 72


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 64.5, which was -6.2 lower than the previous day. The implied volatity was 18.58, the open interest changed by 2 which increased total open position to 71


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 70.7, which was -25.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 69


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 96.6, which was 21.55 higher than the previous day. The implied volatity was 27.41, the open interest changed by -7 which decreased total open position to 68


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 75.05, which was 1.05 higher than the previous day. The implied volatity was 17.70, the open interest changed by -3 which decreased total open position to 75


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 74, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 74, which was 5.05 higher than the previous day. The implied volatity was 17.53, the open interest changed by 3 which increased total open position to 78


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 69.1, which was -18.65 lower than the previous day. The implied volatity was 17.18, the open interest changed by 14 which increased total open position to 75


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 87.75, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 87.75, which was 23.9 higher than the previous day. The implied volatity was 23.24, the open interest changed by 1 which increased total open position to 61


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 63.3, which was 17.8 higher than the previous day. The implied volatity was 17.67, the open interest changed by 20 which increased total open position to 60


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 44.75, which was -6.75 lower than the previous day. The implied volatity was 19.98, the open interest changed by 29 which increased total open position to 39


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 51.5, which was -13.5 lower than the previous day. The implied volatity was 19.49, the open interest changed by 3 which increased total open position to 10


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 65, which was -18.45 lower than the previous day. The implied volatity was 23.20, the open interest changed by 1 which increased total open position to 7


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 83.45, which was 19.8 higher than the previous day. The implied volatity was 21.06, the open interest changed by 2 which increased total open position to 6


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 63.65, which was -27.9 lower than the previous day. The implied volatity was 20.10, the open interest changed by 4 which increased total open position to 4


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 91.55, 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 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 91.55, 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 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 91.55, 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 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 91.55, 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 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 91.55, 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 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 91.55, 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 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 91.55, 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 91.55, 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 91.55, 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 91.55, 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 91.55, 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 91.55, 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 91.55, 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 91.55, 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 27 Oct BAJFINANCE was trading at 1084.40. 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 24 Oct BAJFINANCE was trading at 1089.75. 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 23 Oct BAJFINANCE was trading at 1094.15. 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 15 Oct BAJFINANCE was trading at 1059.90. 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 13 Oct BAJFINANCE was trading at 1036.75. 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 10 Oct BAJFINANCE was trading at 1023.85. 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 9 Oct BAJFINANCE was trading at 1024.10. 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 3 Oct BAJFINANCE was trading at 989.75. 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


BAJFINANCE 30DEC2025 960 PE
Delta: -0.15
Vega: 0.46
Theta: -0.31
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 998.40 3.35 1.7 21.22 974 -86 1,879
15 Dec 1012.70 1.65 -0.1 20.66 328 2 1,965
12 Dec 1017.30 1.8 -1.4 20.76 543 -16 1,968
11 Dec 1006.40 3 -0.3 20.98 1,036 77 1,984
10 Dec 1010.30 3.5 0.65 21.85 994 180 1,924
9 Dec 1016.70 2.85 0.35 22.00 819 471 1,748
8 Dec 1026.40 2.55 1.15 22.90 477 12 1,277
5 Dec 1048.00 1.4 -1.5 22.46 1,199 -98 1,487
4 Dec 1029.10 2.95 -0.9 22.30 198 0 1,585
3 Dec 1021.40 3.65 -0.2 22.23 297 13 1,592
2 Dec 1025.50 3.7 -0.75 22.67 559 235 1,579
1 Dec 1021.10 4.65 1.7 22.78 599 347 1,344
28 Nov 1037.50 2.85 -0.1 22.22 591 75 1,261
27 Nov 1033.80 2.8 -2.7 21.36 1,325 79 1,186
26 Nov 1010.70 5.6 -6.05 20.84 617 53 1,118
25 Nov 986.20 11.9 1.3 21.26 624 202 1,060
24 Nov 994.00 10.8 2.35 22.31 404 199 858
21 Nov 1004.10 8.5 3.65 21.83 658 339 657
20 Nov 1028.60 4.95 -4.25 22.01 201 -20 320
19 Nov 1005.60 9.2 0.85 22.31 611 286 340
18 Nov 1013.60 8.2 2.2 22.83 32 13 53
17 Nov 1026.80 5.95 -3.1 22.39 50 18 46
14 Nov 1018.50 8.9 -2.35 23.09 19 2 27
13 Nov 1005.40 11.25 1.5 23.17 13 8 26
12 Nov 1013.20 9.75 -3.7 22.58 22 9 16
11 Nov 1005.20 12 -26.15 24.20 11 6 6
10 Nov 1085.00 38.15 0 9.53 0 0 0
7 Nov 1066.60 38.15 0 8.44 0 0 0
6 Nov 1041.90 38.15 0 6.80 0 0 0
4 Nov 1057.00 38.15 0 7.56 0 0 0
3 Nov 1043.10 38.15 0 6.57 0 0 0
31 Oct 1042.80 38.15 0 - 0 0 0
30 Oct 1052.30 38.15 0 7.13 0 0 0
29 Oct 1062.95 38.15 0 7.72 0 0 0
27 Oct 1084.40 38.15 0 - 0 0 0
24 Oct 1089.75 38.15 0 - 0 0 0
23 Oct 1094.15 38.15 0 8.92 0 0 0
15 Oct 1059.90 38.15 0 - 0 0 0
13 Oct 1036.75 38.15 0 - 0 0 0
10 Oct 1023.85 38.15 0 - 0 0 0
9 Oct 1024.10 38.15 0 - 0 0 0
3 Oct 989.75 0 0 3.15 0 0 0


For Bajaj Finance Limited - strike price 960 expiring on 30DEC2025

Delta for 960 PE is -0.15

Historical price for 960 PE is as follows

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 3.35, which was 1.7 higher than the previous day. The implied volatity was 21.22, the open interest changed by -86 which decreased total open position to 1879


On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 1.65, which was -0.1 lower than the previous day. The implied volatity was 20.66, the open interest changed by 2 which increased total open position to 1965


On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 1.8, which was -1.4 lower than the previous day. The implied volatity was 20.76, the open interest changed by -16 which decreased total open position to 1968


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 3, which was -0.3 lower than the previous day. The implied volatity was 20.98, the open interest changed by 77 which increased total open position to 1984


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 3.5, which was 0.65 higher than the previous day. The implied volatity was 21.85, the open interest changed by 180 which increased total open position to 1924


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 22.00, the open interest changed by 471 which increased total open position to 1748


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 2.55, which was 1.15 higher than the previous day. The implied volatity was 22.90, the open interest changed by 12 which increased total open position to 1277


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 1.4, which was -1.5 lower than the previous day. The implied volatity was 22.46, the open interest changed by -98 which decreased total open position to 1487


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 2.95, which was -0.9 lower than the previous day. The implied volatity was 22.30, the open interest changed by 0 which decreased total open position to 1585


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 3.65, which was -0.2 lower than the previous day. The implied volatity was 22.23, the open interest changed by 13 which increased total open position to 1592


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 22.67, the open interest changed by 235 which increased total open position to 1579


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 4.65, which was 1.7 higher than the previous day. The implied volatity was 22.78, the open interest changed by 347 which increased total open position to 1344


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 2.85, which was -0.1 lower than the previous day. The implied volatity was 22.22, the open interest changed by 75 which increased total open position to 1261


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 2.8, which was -2.7 lower than the previous day. The implied volatity was 21.36, the open interest changed by 79 which increased total open position to 1186


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 5.6, which was -6.05 lower than the previous day. The implied volatity was 20.84, the open interest changed by 53 which increased total open position to 1118


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 11.9, which was 1.3 higher than the previous day. The implied volatity was 21.26, the open interest changed by 202 which increased total open position to 1060


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 10.8, which was 2.35 higher than the previous day. The implied volatity was 22.31, the open interest changed by 199 which increased total open position to 858


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 8.5, which was 3.65 higher than the previous day. The implied volatity was 21.83, the open interest changed by 339 which increased total open position to 657


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 4.95, which was -4.25 lower than the previous day. The implied volatity was 22.01, the open interest changed by -20 which decreased total open position to 320


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 9.2, which was 0.85 higher than the previous day. The implied volatity was 22.31, the open interest changed by 286 which increased total open position to 340


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 8.2, which was 2.2 higher than the previous day. The implied volatity was 22.83, the open interest changed by 13 which increased total open position to 53


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 5.95, which was -3.1 lower than the previous day. The implied volatity was 22.39, the open interest changed by 18 which increased total open position to 46


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 8.9, which was -2.35 lower than the previous day. The implied volatity was 23.09, the open interest changed by 2 which increased total open position to 27


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 11.25, which was 1.5 higher than the previous day. The implied volatity was 23.17, the open interest changed by 8 which increased total open position to 26


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 9.75, which was -3.7 lower than the previous day. The implied volatity was 22.58, the open interest changed by 9 which increased total open position to 16


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 12, which was -26.15 lower than the previous day. The implied volatity was 24.20, the open interest changed by 6 which increased total open position to 6


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 9.53, 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 38.15, which was 0 lower than the previous day. The implied volatity was 8.44, 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 38.15, which was 0 lower than the previous day. The implied volatity was 6.80, 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 38.15, which was 0 lower than the previous day. The implied volatity was 7.56, 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 38.15, which was 0 lower than the previous day. The implied volatity was 6.57, 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 38.15, 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 38.15, which was 0 lower than the previous day. The implied volatity was 7.13, 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 38.15, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0


On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 38.15, 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 24 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 38.15, 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 23 Oct BAJFINANCE was trading at 1094.15. The strike last trading price was 38.15, which was 0 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0


On 15 Oct BAJFINANCE was trading at 1059.90. The strike last trading price was 38.15, 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 13 Oct BAJFINANCE was trading at 1036.75. The strike last trading price was 38.15, 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 10 Oct BAJFINANCE was trading at 1023.85. The strike last trading price was 38.15, 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 9 Oct BAJFINANCE was trading at 1024.10. The strike last trading price was 38.15, 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 Oct BAJFINANCE was trading at 989.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0