Historical option data for BAJFINANCE
29 Jun 2026 10:50 AM IST
| BAJFINANCE 28-Jul-2026 (27d) 980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.58
Vega: 0.01
Theta: -0.56
Gamma: 0.00518
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 988.10 | 36.65 | 3.65 (11.06%) | 26.79 | 260 | 57 | 588 | |||||||||
| 25 Jun | 980.40 | 33.7 | -2.3 (-6.39%) | 25.82 | 633 | 102 | 525 | |||||||||
| 24 Jun | 990.95 | 37.1 | 14.1 (61.30%) | 24.09 | 932 | 222 | 416 | |||||||||
| 23 Jun | 962.40 | 23 | -3 (-11.54%) | 23.81 | 208 | 21 | 194 | |||||||||
| 22 Jun | 968.30 | 25.6 | 2.6 (11.30%) | 23.23 | 126 | 40 | 173 | |||||||||
| 19 Jun | 961.80 | 22.6 | -0.5 (-2.16%) | 22.53 | 251 | 92 | 133 | |||||||||
| 18 Jun | 958.85 | 23 | -0.3 (-1.29%) | 23.62 | 31 | 20 | 40 | |||||||||
| 17 Jun | 958.40 | 23.3 | -0.6 (-2.51%) | 23.6 | 9 | 1 | 19 | |||||||||
| 16 Jun | 959.65 | 23.85 | 5.85 (32.50%) | 23.02 | 25 | 6 | 17 | |||||||||
| 15 Jun | 942.30 | 17.8 | 5.8 (48.33%) | 23.96 | 9 | 6 | 12 | |||||||||
| 12 Jun | 918.30 | 12 | 3.25 (37.14%) | 25.31 | 7 | 4 | 5 | |||||||||
| 11 Jun | 870.55 | 8.75 | -0.25 (-2.78%) | - | 2 | 0 | 1 | |||||||||
| 10 Jun | 884.10 | 8.75 | -0.25 (-2.78%) | - | 2 | 0 | 1 | |||||||||
| 9 Jun | 886.90 | 8.75 | -0.25 (-2.78%) | - | 2 | 0 | 1 | |||||||||
| 8 Jun | 871.10 | 8.75 | -0.25 (-2.78%) | - | 2 | 0 | 1 | |||||||||
| 5 Jun | 889.40 | 8.75 | -0.25 (-2.78%) | 27.61 | 2 | 0 | 1 | |||||||||
| 4 Jun | 874.40 | 8.75 | -39.3 (-81.79%) | 27.61 | 2 | 1 | 1 | |||||||||
| 13 May | 896.15 | 0 | -48 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 904.20 | 0 | -48 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 980 expiring on 28JUL2026
Delta for 980 CE is 0.58
Historical price for 980 CE is as follows
On 29 Jun BAJFINANCE was trading at 988.10. The strike last trading price was 36.65, which was 3.65 higher than the previous day. The implied volatity was 26.79, the open interest changed by 57 which increased total open position to 588
On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 33.7, which was -2.3 lower than the previous day. The implied volatity was 25.82, the open interest changed by 102 which increased total open position to 525
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 37.1, which was 14.1 higher than the previous day. The implied volatity was 24.09, the open interest changed by 222 which increased total open position to 416
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 23, which was -3 lower than the previous day. The implied volatity was 23.81, the open interest changed by 21 which increased total open position to 194
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 25.6, which was 2.6 higher than the previous day. The implied volatity was 23.23, the open interest changed by 40 which increased total open position to 173
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 22.6, which was -0.5 lower than the previous day. The implied volatity was 22.53, the open interest changed by 92 which increased total open position to 133
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 23, which was -0.3 lower than the previous day. The implied volatity was 23.62, the open interest changed by 20 which increased total open position to 40
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 23.3, which was -0.6 lower than the previous day. The implied volatity was 23.6, the open interest changed by 1 which increased total open position to 19
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 23.85, which was 5.85 higher than the previous day. The implied volatity was 23.02, the open interest changed by 6 which increased total open position to 17
On 15 Jun BAJFINANCE was trading at 942.30. The strike last trading price was 17.8, which was 5.8 higher than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 12
On 12 Jun BAJFINANCE was trading at 918.30. The strike last trading price was 12, which was 3.25 higher than the previous day. The implied volatity was 25.31, the open interest changed by 4 which increased total open position to 5
On 11 Jun BAJFINANCE was trading at 870.55. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun BAJFINANCE was trading at 884.10. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun BAJFINANCE was trading at 886.90. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun BAJFINANCE was trading at 871.10. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun BAJFINANCE was trading at 889.40. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 1
On 4 Jun BAJFINANCE was trading at 874.40. The strike last trading price was 8.75, which was -39.3 lower than the previous day. The implied volatity was 27.61, the open interest changed by 1 which increased total open position to 1
On 13 May BAJFINANCE was trading at 896.15. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJFINANCE was trading at 904.20. The strike last trading price was 0, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 28-Jul-2026 (27d) 980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.01
Theta: -0.47
Gamma: 0.00465
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 988.10 | 27.4 | -3.8 (-12.18%) | 29.97 | 169 | 3 | 381 |
| 25 Jun | 980.40 | 30.5 | 5.5 (22.00%) | 28.47 | 462 | 23 | 384 |
| 24 Jun | 990.95 | 24.95 | -14.45 (-36.68%) | 26.91 | 527 | 272 | 361 |
| 23 Jun | 962.40 | 39.4 | 2 (5.35%) | 27.13 | 265 | 55 | 89 |
| 22 Jun | 968.30 | 37.4 | -0.45 (-1.19%) | 26.79 | 25 | 17 | 33 |
| 19 Jun | 961.80 | 37.85 | -6.15 (-13.98%) | 25.66 | 13 | 10 | 15 |
| 18 Jun | 958.85 | 43.6 | -1.4 (-3.11%) | 27.24 | 2 | 1 | 5 |
| 17 Jun | 958.40 | 45.45 | 45.45 (-49.50%) | 29.07 | 5 | 0 | 4 |
| 16 Jun | 959.65 | 45.45 | -44.55 (-49.50%) | 29.07 | 5 | 4 | 4 |
| 15 Jun | 942.30 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 918.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 870.55 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 884.10 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 886.90 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 871.10 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 889.40 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 874.40 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 896.15 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 904.20 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 980 expiring on 28JUL2026
Delta for 980 PE is -0.42
Historical price for 980 PE is as follows
On 29 Jun BAJFINANCE was trading at 988.10. The strike last trading price was 27.4, which was -3.8 lower than the previous day. The implied volatity was 29.97, the open interest changed by 3 which increased total open position to 381
On 25 Jun BAJFINANCE was trading at 980.40. The strike last trading price was 30.5, which was 5.5 higher than the previous day. The implied volatity was 28.47, the open interest changed by 23 which increased total open position to 384
On 24 Jun BAJFINANCE was trading at 990.95. The strike last trading price was 24.95, which was -14.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 272 which increased total open position to 361
On 23 Jun BAJFINANCE was trading at 962.40. The strike last trading price was 39.4, which was 2 higher than the previous day. The implied volatity was 27.13, the open interest changed by 55 which increased total open position to 89
On 22 Jun BAJFINANCE was trading at 968.30. The strike last trading price was 37.4, which was -0.45 lower than the previous day. The implied volatity was 26.79, the open interest changed by 17 which increased total open position to 33
On 19 Jun BAJFINANCE was trading at 961.80. The strike last trading price was 37.85, which was -6.15 lower than the previous day. The implied volatity was 25.66, the open interest changed by 10 which increased total open position to 15
On 18 Jun BAJFINANCE was trading at 958.85. The strike last trading price was 43.6, which was -1.4 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 5
On 17 Jun BAJFINANCE was trading at 958.40. The strike last trading price was 45.45, which was 45.45 higher than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 4
On 16 Jun BAJFINANCE was trading at 959.65. The strike last trading price was 45.45, which was -44.55 lower than the previous day. The implied volatity was 29.07, the open interest changed by 4 which increased total open position to 4
On 15 Jun BAJFINANCE was trading at 942.30. 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 12 Jun BAJFINANCE was trading at 918.30. 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 11 Jun BAJFINANCE was trading at 870.55. 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 Jun BAJFINANCE was trading at 884.10. 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 9 Jun BAJFINANCE was trading at 886.90. 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 8 Jun BAJFINANCE was trading at 871.10. 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 5 Jun BAJFINANCE was trading at 889.40. 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 4 Jun BAJFINANCE was trading at 874.40. 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 13 May BAJFINANCE was trading at 896.15. 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 12 May BAJFINANCE was trading at 904.20. 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
