[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
1017.3 +10.90 (1.08%)
L: 1000 H: 1020.8

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Historical option data for BAJFINANCE

12 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 980 CE
Delta: 0.82
Vega: 0.58
Theta: -0.55
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 45.05 6.55 20.24 138 -40 158
11 Dec 1006.40 38.45 -3.9 18.40 344 49 197
10 Dec 1010.30 42.3 -6.05 21.80 245 -15 149
9 Dec 1016.70 48 -6.05 20.17 74 32 164
8 Dec 1026.40 53.25 -23.75 14.01 255 13 133
5 Dec 1048.00 77 19.5 23.33 53 -13 120
4 Dec 1029.10 57.5 7.05 18.54 11 2 133
3 Dec 1021.40 50.45 -6.25 12.81 15 2 131
2 Dec 1025.50 56.7 2.2 18.34 76 -8 130
1 Dec 1021.10 52.8 -14.55 18.74 75 21 140
28 Nov 1037.50 68.05 1.4 15.41 54 -9 118
27 Nov 1033.80 68.05 20.45 19.23 241 -39 127
26 Nov 1010.70 47.45 14.95 18.06 418 -35 166
25 Nov 986.20 31.75 -6.7 19.78 320 107 203
24 Nov 994.00 37.9 -7.9 19.74 103 35 96
21 Nov 1004.10 46.3 -17.95 19.15 157 25 61
20 Nov 1028.60 64.2 15 17.80 43 -4 37
19 Nov 1005.60 49.3 -7.45 20.49 56 28 32
18 Nov 1013.60 56.75 -13.25 21.09 3 2 3
17 Nov 1026.80 70 -10.15 24.02 1 0 0
14 Nov 1018.50 80.15 0 - 0 0 0
13 Nov 1005.40 80.15 0 - 0 0 0
12 Nov 1013.20 80.15 0 - 0 0 0
11 Nov 1005.20 80.15 0 - 0 0 0
10 Nov 1085.00 80.15 0 - 0 0 0
7 Nov 1066.60 80.15 0 - 0 0 0
6 Nov 1041.90 80.15 0 - 0 0 0
4 Nov 1057.00 80.15 0 - 0 0 0
3 Nov 1043.10 80.15 0 - 0 0 0
31 Oct 1042.80 80.15 0 - 0 0 0
30 Oct 1052.30 80.15 0 - 0 0 0
29 Oct 1062.95 80.15 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 980 expiring on 30DEC2025

Delta for 980 CE is 0.82

Historical price for 980 CE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 45.05, which was 6.55 higher than the previous day. The implied volatity was 20.24, the open interest changed by -40 which decreased total open position to 158


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 38.45, which was -3.9 lower than the previous day. The implied volatity was 18.40, the open interest changed by 49 which increased total open position to 197


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 42.3, which was -6.05 lower than the previous day. The implied volatity was 21.80, the open interest changed by -15 which decreased total open position to 149


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 48, which was -6.05 lower than the previous day. The implied volatity was 20.17, the open interest changed by 32 which increased total open position to 164


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 53.25, which was -23.75 lower than the previous day. The implied volatity was 14.01, the open interest changed by 13 which increased total open position to 133


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 77, which was 19.5 higher than the previous day. The implied volatity was 23.33, the open interest changed by -13 which decreased total open position to 120


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 57.5, which was 7.05 higher than the previous day. The implied volatity was 18.54, the open interest changed by 2 which increased total open position to 133


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 50.45, which was -6.25 lower than the previous day. The implied volatity was 12.81, the open interest changed by 2 which increased total open position to 131


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 56.7, which was 2.2 higher than the previous day. The implied volatity was 18.34, the open interest changed by -8 which decreased total open position to 130


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 52.8, which was -14.55 lower than the previous day. The implied volatity was 18.74, the open interest changed by 21 which increased total open position to 140


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 68.05, which was 1.4 higher than the previous day. The implied volatity was 15.41, the open interest changed by -9 which decreased total open position to 118


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 68.05, which was 20.45 higher than the previous day. The implied volatity was 19.23, the open interest changed by -39 which decreased total open position to 127


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 47.45, which was 14.95 higher than the previous day. The implied volatity was 18.06, the open interest changed by -35 which decreased total open position to 166


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 31.75, which was -6.7 lower than the previous day. The implied volatity was 19.78, the open interest changed by 107 which increased total open position to 203


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 37.9, which was -7.9 lower than the previous day. The implied volatity was 19.74, the open interest changed by 35 which increased total open position to 96


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 46.3, which was -17.95 lower than the previous day. The implied volatity was 19.15, the open interest changed by 25 which increased total open position to 61


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 64.2, which was 15 higher than the previous day. The implied volatity was 17.80, the open interest changed by -4 which decreased total open position to 37


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 49.3, which was -7.45 lower than the previous day. The implied volatity was 20.49, the open interest changed by 28 which increased total open position to 32


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 56.75, which was -13.25 lower than the previous day. The implied volatity was 21.09, the open interest changed by 2 which increased total open position to 3


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 70, which was -10.15 lower than the previous day. The implied volatity was 24.02, 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 80.15, 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 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 80.15, 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 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 80.15, 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 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 80.15, 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 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 80.15, 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 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 80.15, 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 6 Nov BAJFINANCE was trading at 1041.90. The strike last trading price was 80.15, 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 4 Nov BAJFINANCE was trading at 1057.00. The strike last trading price was 80.15, 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 Nov BAJFINANCE was trading at 1043.10. The strike last trading price was 80.15, 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 31 Oct BAJFINANCE was trading at 1042.80. The strike last trading price was 80.15, 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 80.15, 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 29 Oct BAJFINANCE was trading at 1062.95. The strike last trading price was 80.15, 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 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 980 PE
Delta: -0.17
Vega: 0.57
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1017.30 4.2 -2.6 19.85 677 5 763
11 Dec 1006.40 6.6 -0.1 20.81 1,475 -55 768
10 Dec 1010.30 6.85 1.1 21.11 913 42 826
9 Dec 1016.70 5.85 0.8 21.65 919 -67 787
8 Dec 1026.40 5.05 2.45 22.44 879 -83 856
5 Dec 1048.00 2.6 -3.1 21.46 1,881 242 938
4 Dec 1029.10 5.8 -1.55 22.18 378 -51 696
3 Dec 1021.40 7 -0.1 22.18 326 78 748
2 Dec 1025.50 6.9 -1.2 22.55 550 52 674
1 Dec 1021.10 8.3 3 22.57 444 51 623
28 Nov 1037.50 5.2 -0.15 21.90 312 33 572
27 Nov 1033.80 5 -4.45 20.79 1,718 -148 541
26 Nov 1010.70 9.6 -8.85 20.42 1,128 129 692
25 Nov 986.20 18.85 2.3 21.02 1,057 242 547
24 Nov 994.00 17.05 3.5 22.15 389 50 306
21 Nov 1004.10 13.6 5.65 21.59 259 24 253
20 Nov 1028.60 7.95 -6.2 21.42 246 35 230
19 Nov 1005.60 14.2 1.25 21.93 101 9 192
18 Nov 1013.60 12.8 3.6 22.59 127 76 186
17 Nov 1026.80 9 -4.15 21.57 110 4 110
14 Nov 1018.50 13.05 -4.05 22.44 75 -5 113
13 Nov 1005.40 16.65 1.65 23.14 45 1 117
12 Nov 1013.20 15.35 -3.6 22.85 86 -34 115
11 Nov 1005.20 17.2 10.6 23.71 448 104 143
10 Nov 1085.00 6.75 -6.8 27.84 59 35 39
7 Nov 1066.60 13.55 -32.85 31.63 4 0 0
6 Nov 1041.90 46.4 0 5.43 0 0 0
4 Nov 1057.00 46.4 0 6.27 0 0 0
3 Nov 1043.10 46.4 0 5.25 0 0 0
31 Oct 1042.80 46.4 0 - 0 0 0
30 Oct 1052.30 46.4 0 5.88 0 0 0
29 Oct 1062.95 46.4 0 6.51 0 0 0
27 Oct 1084.40 46.4 0 7.45 0 0 0
24 Oct 1089.75 46.4 0 - 0 0 0
23 Oct 1094.15 46.4 0 7.81 0 0 0
15 Oct 1059.90 46.4 0 - 0 0 0
13 Oct 1036.75 46.4 0 - 0 0 0
10 Oct 1023.85 46.4 0 - 0 0 0
9 Oct 1024.10 46.4 0 - 0 0 0
3 Oct 989.75 0 0 1.99 0 0 0


For Bajaj Finance Limited - strike price 980 expiring on 30DEC2025

Delta for 980 PE is -0.17

Historical price for 980 PE is as follows

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 4.2, which was -2.6 lower than the previous day. The implied volatity was 19.85, the open interest changed by 5 which increased total open position to 763


On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 6.6, which was -0.1 lower than the previous day. The implied volatity was 20.81, the open interest changed by -55 which decreased total open position to 768


On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 6.85, which was 1.1 higher than the previous day. The implied volatity was 21.11, the open interest changed by 42 which increased total open position to 826


On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 5.85, which was 0.8 higher than the previous day. The implied volatity was 21.65, the open interest changed by -67 which decreased total open position to 787


On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 5.05, which was 2.45 higher than the previous day. The implied volatity was 22.44, the open interest changed by -83 which decreased total open position to 856


On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 2.6, which was -3.1 lower than the previous day. The implied volatity was 21.46, the open interest changed by 242 which increased total open position to 938


On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 22.18, the open interest changed by -51 which decreased total open position to 696


On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 7, which was -0.1 lower than the previous day. The implied volatity was 22.18, the open interest changed by 78 which increased total open position to 748


On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 6.9, which was -1.2 lower than the previous day. The implied volatity was 22.55, the open interest changed by 52 which increased total open position to 674


On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 8.3, which was 3 higher than the previous day. The implied volatity was 22.57, the open interest changed by 51 which increased total open position to 623


On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 5.2, which was -0.15 lower than the previous day. The implied volatity was 21.90, the open interest changed by 33 which increased total open position to 572


On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 5, which was -4.45 lower than the previous day. The implied volatity was 20.79, the open interest changed by -148 which decreased total open position to 541


On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 9.6, which was -8.85 lower than the previous day. The implied volatity was 20.42, the open interest changed by 129 which increased total open position to 692


On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 18.85, which was 2.3 higher than the previous day. The implied volatity was 21.02, the open interest changed by 242 which increased total open position to 547


On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 17.05, which was 3.5 higher than the previous day. The implied volatity was 22.15, the open interest changed by 50 which increased total open position to 306


On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 13.6, which was 5.65 higher than the previous day. The implied volatity was 21.59, the open interest changed by 24 which increased total open position to 253


On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 7.95, which was -6.2 lower than the previous day. The implied volatity was 21.42, the open interest changed by 35 which increased total open position to 230


On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 14.2, which was 1.25 higher than the previous day. The implied volatity was 21.93, the open interest changed by 9 which increased total open position to 192


On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 12.8, which was 3.6 higher than the previous day. The implied volatity was 22.59, the open interest changed by 76 which increased total open position to 186


On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 9, which was -4.15 lower than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 110


On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 13.05, which was -4.05 lower than the previous day. The implied volatity was 22.44, the open interest changed by -5 which decreased total open position to 113


On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 16.65, which was 1.65 higher than the previous day. The implied volatity was 23.14, the open interest changed by 1 which increased total open position to 117


On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 15.35, which was -3.6 lower than the previous day. The implied volatity was 22.85, the open interest changed by -34 which decreased total open position to 115


On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 17.2, which was 10.6 higher than the previous day. The implied volatity was 23.71, the open interest changed by 104 which increased total open position to 143


On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 6.75, which was -6.8 lower than the previous day. The implied volatity was 27.84, the open interest changed by 35 which increased total open position to 39


On 7 Nov BAJFINANCE was trading at 1066.60. The strike last trading price was 13.55, which was -32.85 lower than the previous day. The implied volatity was 31.63, 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 46.4, which was 0 lower than the previous day. The implied volatity was 5.43, 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 46.4, which was 0 lower than the previous day. The implied volatity was 6.27, 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 46.4, which was 0 lower than the previous day. The implied volatity was 5.25, 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 46.4, 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 46.4, which was 0 lower than the previous day. The implied volatity was 5.88, 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 46.4, which was 0 lower than the previous day. The implied volatity was 6.51, 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 46.4, which was 0 lower than the previous day. The implied volatity was 7.45, 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 46.4, 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 46.4, which was 0 lower than the previous day. The implied volatity was 7.81, 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 46.4, 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 46.4, 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 46.4, 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 46.4, 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 1.99, the open interest changed by 0 which decreased total open position to 0