BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Dec 2025 09:07 AM IST
| BAJFINANCE 30-DEC-2025 970 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 998.40 | 39.1 | -11.6 | - | 80 | 0 | 121 | |||||||||
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| 16 Dec | 998.40 | 39.1 | -11.6 | 26.13 | 80 | 12 | 122 | |||||||||
| 15 Dec | 1012.70 | 50.7 | -2.85 | 24.55 | 14 | -4 | 110 | |||||||||
| 12 Dec | 1017.30 | 53.55 | 7.25 | 20.53 | 8 | 5 | 114 | |||||||||
| 11 Dec | 1006.40 | 46.2 | -5.65 | 17.66 | 38 | 23 | 108 | |||||||||
| 10 Dec | 1010.30 | 51.85 | -9.25 | 24.60 | 10 | 2 | 85 | |||||||||
| 9 Dec | 1016.70 | 61.1 | -34.7 | 28.01 | 5 | 1 | 83 | |||||||||
| 8 Dec | 1026.40 | 95.8 | 28.65 | - | 0 | 0 | 82 | |||||||||
| 5 Dec | 1048.00 | 95.8 | 28.65 | 39.48 | 14 | -5 | 82 | |||||||||
| 4 Dec | 1029.10 | 66.55 | 5.35 | 19.23 | 18 | 4 | 87 | |||||||||
| 3 Dec | 1021.40 | 61.2 | -4.8 | 16.82 | 4 | 2 | 83 | |||||||||
| 2 Dec | 1025.50 | 66 | 5.15 | 19.64 | 67 | 16 | 81 | |||||||||
| 1 Dec | 1021.10 | 60.6 | -20.4 | 17.93 | 17 | -5 | 65 | |||||||||
| 28 Nov | 1037.50 | 81 | 25.5 | - | 0 | 9 | 0 | |||||||||
| 27 Nov | 1033.80 | 81 | 25.5 | 25.76 | 25 | 8 | 69 | |||||||||
| 26 Nov | 1010.70 | 55 | 16.1 | 17.74 | 59 | 21 | 61 | |||||||||
| 25 Nov | 986.20 | 38.5 | -7.05 | 20.38 | 44 | 14 | 41 | |||||||||
| 24 Nov | 994.00 | 45.3 | -13 | 20.47 | 34 | 22 | 25 | |||||||||
| 21 Nov | 1004.10 | 58.3 | 0.1 | 23.76 | 3 | 1 | 2 | |||||||||
| 20 Nov | 1028.60 | 58.2 | 1.9 | - | 1 | 0 | 1 | |||||||||
| 19 Nov | 1005.60 | 56.2 | -70.9 | 20.28 | 7 | 1 | 1 | |||||||||
| 18 Nov | 1013.60 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1026.80 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1018.50 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1005.40 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1013.20 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1005.20 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1085.00 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1066.60 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1041.90 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1057.00 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1043.10 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1042.80 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1052.30 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1062.95 | 127.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 970 expiring on 30DEC2025
Delta for 970 CE is -
Historical price for 970 CE is as follows
On 17 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 39.1, which was -11.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 121
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 39.1, which was -11.6 lower than the previous day. The implied volatity was 26.13, the open interest changed by 12 which increased total open position to 122
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 50.7, which was -2.85 lower than the previous day. The implied volatity was 24.55, the open interest changed by -4 which decreased total open position to 110
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 53.55, which was 7.25 higher than the previous day. The implied volatity was 20.53, the open interest changed by 5 which increased total open position to 114
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 46.2, which was -5.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 23 which increased total open position to 108
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 51.85, which was -9.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by 2 which increased total open position to 85
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 61.1, which was -34.7 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 83
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 95.8, which was 28.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 95.8, which was 28.65 higher than the previous day. The implied volatity was 39.48, the open interest changed by -5 which decreased total open position to 82
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 66.55, which was 5.35 higher than the previous day. The implied volatity was 19.23, the open interest changed by 4 which increased total open position to 87
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 61.2, which was -4.8 lower than the previous day. The implied volatity was 16.82, the open interest changed by 2 which increased total open position to 83
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 66, which was 5.15 higher than the previous day. The implied volatity was 19.64, the open interest changed by 16 which increased total open position to 81
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 60.6, which was -20.4 lower than the previous day. The implied volatity was 17.93, the open interest changed by -5 which decreased total open position to 65
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 81, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 81, which was 25.5 higher than the previous day. The implied volatity was 25.76, the open interest changed by 8 which increased total open position to 69
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 55, which was 16.1 higher than the previous day. The implied volatity was 17.74, the open interest changed by 21 which increased total open position to 61
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 38.5, which was -7.05 lower than the previous day. The implied volatity was 20.38, the open interest changed by 14 which increased total open position to 41
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 45.3, which was -13 lower than the previous day. The implied volatity was 20.47, the open interest changed by 22 which increased total open position to 25
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 58.3, which was 0.1 higher than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 2
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 58.2, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 56.2, which was -70.9 lower than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 1
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 127.1, 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 970 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 998.40 | 5.25 | 2.6 | - | 610 | 0 | 991 |
| 16 Dec | 998.40 | 5.25 | 2.6 | 21.13 | 610 | -3 | 991 |
| 15 Dec | 1012.70 | 2.6 | -0.1 | 20.26 | 270 | -1 | 997 |
| 12 Dec | 1017.30 | 2.75 | -2 | 20.04 | 353 | -27 | 999 |
| 11 Dec | 1006.40 | 4.55 | -0.25 | 20.94 | 1,187 | -43 | 1,029 |
| 10 Dec | 1010.30 | 4.95 | 0.8 | 21.50 | 1,250 | -8 | 1,071 |
| 9 Dec | 1016.70 | 4.05 | 0.45 | 21.68 | 1,302 | 192 | 1,087 |
| 8 Dec | 1026.40 | 3.65 | 1.75 | 22.72 | 1,233 | 571 | 896 |
| 5 Dec | 1048.00 | 1.9 | -2.1 | 21.92 | 975 | 18 | 328 |
| 4 Dec | 1029.10 | 4.1 | -1.3 | 22.10 | 166 | -1 | 309 |
| 3 Dec | 1021.40 | 5.2 | -0.05 | 22.34 | 169 | 16 | 311 |
| 2 Dec | 1025.50 | 5.1 | -1.05 | 22.60 | 200 | 10 | 300 |
| 1 Dec | 1021.10 | 6.15 | 2.2 | 22.51 | 235 | 75 | 292 |
| 28 Nov | 1037.50 | 3.95 | -0.05 | 22.18 | 162 | -6 | 218 |
| 27 Nov | 1033.80 | 3.8 | -3.45 | 21.14 | 1,058 | -219 | 225 |
| 26 Nov | 1010.70 | 7.3 | -7.5 | 20.53 | 593 | 98 | 447 |
| 25 Nov | 986.20 | 15.2 | 2.05 | 21.60 | 327 | 41 | 347 |
| 24 Nov | 994.00 | 13.65 | 2.8 | 22.21 | 161 | 40 | 306 |
| 21 Nov | 1004.10 | 10.8 | 4.7 | 21.69 | 233 | 129 | 267 |
| 20 Nov | 1028.60 | 6 | -5.45 | 21.35 | 117 | 5 | 138 |
| 19 Nov | 1005.60 | 11.2 | 0.7 | 21.85 | 105 | 51 | 129 |
| 18 Nov | 1013.60 | 10.45 | 3.05 | 22.85 | 64 | 46 | 79 |
| 17 Nov | 1026.80 | 7.4 | -3.85 | 22.05 | 43 | 4 | 33 |
| 14 Nov | 1018.50 | 11.25 | -0.4 | 23.17 | 20 | 4 | 28 |
| 13 Nov | 1005.40 | 11.65 | -0.1 | 21.37 | 2 | -1 | 24 |
| 12 Nov | 1013.20 | 11.75 | -4.75 | 22.20 | 23 | 8 | 26 |
| 11 Nov | 1005.20 | 15.75 | 1.6 | 25.02 | 24 | 18 | 18 |
| 10 Nov | 1085.00 | 14.15 | 0 | 8.90 | 0 | 0 | 0 |
| 7 Nov | 1066.60 | 14.15 | 0 | 7.80 | 0 | 0 | 0 |
| 6 Nov | 1041.90 | 14.15 | 0 | 6.10 | 0 | 0 | 0 |
| 4 Nov | 1057.00 | 14.15 | 0 | 6.92 | 0 | 0 | 0 |
| 3 Nov | 1043.10 | 14.15 | 0 | 5.91 | 0 | 0 | 0 |
| 31 Oct | 1042.80 | 14.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1052.30 | 14.15 | 0 | 6.52 | 0 | 0 | 0 |
| 29 Oct | 1062.95 | 14.15 | 0 | 7.12 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 970 expiring on 30DEC2025
Delta for 970 PE is -
Historical price for 970 PE is as follows
On 17 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 5.25, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 991
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 5.25, which was 2.6 higher than the previous day. The implied volatity was 21.13, the open interest changed by -3 which decreased total open position to 991
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 20.26, the open interest changed by -1 which decreased total open position to 997
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 2.75, which was -2 lower than the previous day. The implied volatity was 20.04, the open interest changed by -27 which decreased total open position to 999
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 20.94, the open interest changed by -43 which decreased total open position to 1029
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 4.95, which was 0.8 higher than the previous day. The implied volatity was 21.50, the open interest changed by -8 which decreased total open position to 1071
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 4.05, which was 0.45 higher than the previous day. The implied volatity was 21.68, the open interest changed by 192 which increased total open position to 1087
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 3.65, which was 1.75 higher than the previous day. The implied volatity was 22.72, the open interest changed by 571 which increased total open position to 896
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 21.92, the open interest changed by 18 which increased total open position to 328
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 4.1, which was -1.3 lower than the previous day. The implied volatity was 22.10, the open interest changed by -1 which decreased total open position to 309
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 22.34, the open interest changed by 16 which increased total open position to 311
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 5.1, which was -1.05 lower than the previous day. The implied volatity was 22.60, the open interest changed by 10 which increased total open position to 300
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 6.15, which was 2.2 higher than the previous day. The implied volatity was 22.51, the open interest changed by 75 which increased total open position to 292
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 3.95, which was -0.05 lower than the previous day. The implied volatity was 22.18, the open interest changed by -6 which decreased total open position to 218
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 3.8, which was -3.45 lower than the previous day. The implied volatity was 21.14, the open interest changed by -219 which decreased total open position to 225
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 7.3, which was -7.5 lower than the previous day. The implied volatity was 20.53, the open interest changed by 98 which increased total open position to 447
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 15.2, which was 2.05 higher than the previous day. The implied volatity was 21.60, the open interest changed by 41 which increased total open position to 347
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 13.65, which was 2.8 higher than the previous day. The implied volatity was 22.21, the open interest changed by 40 which increased total open position to 306
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 10.8, which was 4.7 higher than the previous day. The implied volatity was 21.69, the open interest changed by 129 which increased total open position to 267
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 6, which was -5.45 lower than the previous day. The implied volatity was 21.35, the open interest changed by 5 which increased total open position to 138
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 11.2, which was 0.7 higher than the previous day. The implied volatity was 21.85, the open interest changed by 51 which increased total open position to 129
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 10.45, which was 3.05 higher than the previous day. The implied volatity was 22.85, the open interest changed by 46 which increased total open position to 79
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 7.4, which was -3.85 lower than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 33
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 11.25, which was -0.4 lower than the previous day. The implied volatity was 23.17, the open interest changed by 4 which increased total open position to 28
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 11.65, which was -0.1 lower than the previous day. The implied volatity was 21.37, the open interest changed by -1 which decreased total open position to 24
On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 11.75, which was -4.75 lower than the previous day. The implied volatity was 22.20, the open interest changed by 8 which increased total open position to 26
On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 15.75, which was 1.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by 18 which increased total open position to 18
On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 14.15, which was 0 lower than the previous day. The implied volatity was 8.90, 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 14.15, which was 0 lower than the previous day. The implied volatity was 7.80, 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 14.15, which was 0 lower than the previous day. The implied volatity was 6.10, 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 14.15, which was 0 lower than the previous day. The implied volatity was 6.92, 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 14.15, which was 0 lower than the previous day. The implied volatity was 5.91, 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 14.15, 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 14.15, which was 0 lower than the previous day. The implied volatity was 6.52, 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 14.15, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0































































































































































































































