[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
999.6 +1.20 (0.12%)
L: 995.3 H: 1011.2

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Historical option data for BAJFINANCE

17 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 970 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 999.60 39.1 -11.6 - 0 0 121
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 999.60. 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
Delta: -0.18
Vega: 0.50
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 999.60 3.8 -1.15 20.20 1,453 113 1,104
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 -0.18

Historical price for 970 PE is as follows

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 3.8, which was -1.15 lower than the previous day. The implied volatity was 20.20, the open interest changed by 113 which increased total open position to 1104


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