BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Dec 2025 04:12 PM IST
| BAJFINANCE 30-DEC-2025 990 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.70
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 17 Dec | 999.60 | 23.1 | 0.6 | 20.51 | 882 | 67 | 413 | |||||||||
| 16 Dec | 998.40 | 21.45 | -11.8 | 19.87 | 397 | 106 | 344 | |||||||||
| 15 Dec | 1012.70 | 33 | -4.1 | 20.77 | 85 | 8 | 238 | |||||||||
| 12 Dec | 1017.30 | 37.05 | 5.9 | 19.90 | 94 | -19 | 230 | |||||||||
| 11 Dec | 1006.40 | 31.1 | -3.65 | 18.49 | 309 | 43 | 250 | |||||||||
| 10 Dec | 1010.30 | 34.1 | -8 | 20.45 | 76 | 22 | 206 | |||||||||
| 9 Dec | 1016.70 | 42.1 | -3.85 | 22.53 | 16 | 3 | 185 | |||||||||
| 8 Dec | 1026.40 | 45.35 | -21.65 | 16.26 | 33 | -7 | 182 | |||||||||
| 5 Dec | 1048.00 | 66.85 | 16.7 | 20.56 | 75 | -38 | 186 | |||||||||
| 4 Dec | 1029.10 | 49.3 | 3.5 | 18.63 | 26 | -5 | 225 | |||||||||
| 3 Dec | 1021.40 | 45.8 | -3.4 | 18.77 | 20 | 0 | 230 | |||||||||
| 2 Dec | 1025.50 | 49.5 | 4.45 | 19.52 | 34 | 0 | 230 | |||||||||
| 1 Dec | 1021.10 | 45.45 | -14.15 | 19.21 | 54 | 3 | 243 | |||||||||
| 28 Nov | 1037.50 | 60 | 1.15 | 16.96 | 49 | -15 | 240 | |||||||||
| 27 Nov | 1033.80 | 60.35 | 20.2 | 19.99 | 341 | -106 | 256 | |||||||||
| 26 Nov | 1010.70 | 40.25 | 13.05 | 18.09 | 1,246 | -229 | 363 | |||||||||
| 25 Nov | 986.20 | 26.85 | -5.55 | 20.23 | 1,526 | 277 | 572 | |||||||||
| 24 Nov | 994.00 | 32 | -6.45 | 19.84 | 342 | 236 | 289 | |||||||||
| 21 Nov | 1004.10 | 38.9 | -17.8 | 18.56 | 50 | 25 | 52 | |||||||||
| 20 Nov | 1028.60 | 56.65 | 14 | 18.33 | 15 | 5 | 28 | |||||||||
| 19 Nov | 1005.60 | 42.65 | -7.35 | 20.45 | 23 | 13 | 16 | |||||||||
| 18 Nov | 1013.60 | 50 | -10 | 21.26 | 2 | 1 | 2 | |||||||||
| 17 Nov | 1026.80 | 60 | 14 | 21.54 | 1 | 0 | 1 | |||||||||
| 14 Nov | 1018.50 | 46 | -66 | 15.22 | 1 | 0 | 0 | |||||||||
| 13 Nov | 1005.40 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1013.20 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1005.20 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1085.00 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 1066.60 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1041.90 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1057.00 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1043.10 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1042.80 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 1052.30 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 1062.95 | 112 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 990 expiring on 30DEC2025
Delta for 990 CE is 0.65
Historical price for 990 CE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 23.1, which was 0.6 higher than the previous day. The implied volatity was 20.51, the open interest changed by 67 which increased total open position to 413
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 21.45, which was -11.8 lower than the previous day. The implied volatity was 19.87, the open interest changed by 106 which increased total open position to 344
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 33, which was -4.1 lower than the previous day. The implied volatity was 20.77, the open interest changed by 8 which increased total open position to 238
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 37.05, which was 5.9 higher than the previous day. The implied volatity was 19.90, the open interest changed by -19 which decreased total open position to 230
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 31.1, which was -3.65 lower than the previous day. The implied volatity was 18.49, the open interest changed by 43 which increased total open position to 250
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 34.1, which was -8 lower than the previous day. The implied volatity was 20.45, the open interest changed by 22 which increased total open position to 206
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 42.1, which was -3.85 lower than the previous day. The implied volatity was 22.53, the open interest changed by 3 which increased total open position to 185
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 45.35, which was -21.65 lower than the previous day. The implied volatity was 16.26, the open interest changed by -7 which decreased total open position to 182
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 66.85, which was 16.7 higher than the previous day. The implied volatity was 20.56, the open interest changed by -38 which decreased total open position to 186
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 49.3, which was 3.5 higher than the previous day. The implied volatity was 18.63, the open interest changed by -5 which decreased total open position to 225
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 45.8, which was -3.4 lower than the previous day. The implied volatity was 18.77, the open interest changed by 0 which decreased total open position to 230
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 49.5, which was 4.45 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 230
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 45.45, which was -14.15 lower than the previous day. The implied volatity was 19.21, the open interest changed by 3 which increased total open position to 243
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 60, which was 1.15 higher than the previous day. The implied volatity was 16.96, the open interest changed by -15 which decreased total open position to 240
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 60.35, which was 20.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by -106 which decreased total open position to 256
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 40.25, which was 13.05 higher than the previous day. The implied volatity was 18.09, the open interest changed by -229 which decreased total open position to 363
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 26.85, which was -5.55 lower than the previous day. The implied volatity was 20.23, the open interest changed by 277 which increased total open position to 572
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 32, which was -6.45 lower than the previous day. The implied volatity was 19.84, the open interest changed by 236 which increased total open position to 289
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 38.9, which was -17.8 lower than the previous day. The implied volatity was 18.56, the open interest changed by 25 which increased total open position to 52
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 56.65, which was 14 higher than the previous day. The implied volatity was 18.33, the open interest changed by 5 which increased total open position to 28
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 42.65, which was -7.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 13 which increased total open position to 16
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 50, which was -10 lower than the previous day. The implied volatity was 21.26, the open interest changed by 1 which increased total open position to 2
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 60, which was 14 higher than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 1
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 46, which was -66 lower than the previous day. The implied volatity was 15.22, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 112, 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 990 PE | |||||||
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Delta: -0.35
Vega: 0.70
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 999.60 | 8.9 | -1.75 | 19.68 | 2,263 | -31 | 830 |
| 16 Dec | 998.40 | 11.35 | 5.15 | 20.93 | 1,834 | 211 | 850 |
| 15 Dec | 1012.70 | 6.15 | 0.15 | 19.72 | 613 | 8 | 642 |
| 12 Dec | 1017.30 | 6.2 | -3.35 | 19.64 | 610 | 18 | 633 |
| 11 Dec | 1006.40 | 9.35 | 0.1 | 20.76 | 1,723 | 48 | 626 |
| 10 Dec | 1010.30 | 9.5 | 1.5 | 20.95 | 646 | 41 | 577 |
| 9 Dec | 1016.70 | 8 | 1 | 21.36 | 550 | -12 | 536 |
| 8 Dec | 1026.40 | 7.15 | 3.55 | 22.54 | 1,039 | -100 | 548 |
| 5 Dec | 1048.00 | 3.6 | -3.85 | 21.12 | 2,246 | 98 | 647 |
| 4 Dec | 1029.10 | 7.85 | -1.8 | 22.10 | 292 | -7 | 550 |
| 3 Dec | 1021.40 | 9.25 | -0.05 | 22.02 | 335 | 43 | 558 |
| 2 Dec | 1025.50 | 9.15 | -1.55 | 22.49 | 415 | 22 | 515 |
| 1 Dec | 1021.10 | 10.75 | 3.8 | 22.42 | 491 | -3 | 497 |
| 28 Nov | 1037.50 | 6.8 | -0.2 | 21.66 | 363 | 7 | 505 |
| 27 Nov | 1033.80 | 6.6 | -5.75 | 20.55 | 1,700 | -106 | 499 |
| 26 Nov | 1010.70 | 12.3 | -10.5 | 20.20 | 894 | 111 | 605 |
| 25 Nov | 986.20 | 23.1 | 2.55 | 20.81 | 768 | 177 | 497 |
| 24 Nov | 994.00 | 20.95 | 3.9 | 22.05 | 454 | 87 | 312 |
| 21 Nov | 1004.10 | 16.9 | 7.05 | 21.50 | 124 | 39 | 224 |
| 20 Nov | 1028.60 | 9.9 | -7.55 | 21.09 | 129 | 34 | 203 |
| 19 Nov | 1005.60 | 17.3 | 1.5 | 21.68 | 68 | 13 | 159 |
| 18 Nov | 1013.60 | 15.8 | 4.4 | 22.54 | 62 | 19 | 146 |
| 17 Nov | 1026.80 | 11.4 | -6.6 | 21.54 | 146 | 117 | 125 |
| 14 Nov | 1018.50 | 18 | -3.4 | - | 0 | 0 | 0 |
| 13 Nov | 1005.40 | 18 | -3.4 | - | 0 | 6 | 0 |
| 12 Nov | 1013.20 | 18 | -3.4 | 22.37 | 8 | 5 | 7 |
| 11 Nov | 1005.20 | 20.85 | 1.95 | 23.92 | 3 | 2 | 2 |
| 10 Nov | 1085.00 | 18.9 | 0 | 7.66 | 0 | 0 | 0 |
| 7 Nov | 1066.60 | 18.9 | 0 | 6.50 | 0 | 0 | 0 |
| 6 Nov | 1041.90 | 18.9 | 0 | 4.77 | 0 | 0 | 0 |
| 4 Nov | 1057.00 | 18.9 | 0 | 5.53 | 0 | 0 | 0 |
| 3 Nov | 1043.10 | 18.9 | 0 | 4.58 | 0 | 0 | 0 |
| 31 Oct | 1042.80 | 18.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 1052.30 | 18.9 | 0 | 5.26 | 0 | 0 | 0 |
| 29 Oct | 1062.95 | 18.9 | 0 | 5.89 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 990 expiring on 30DEC2025
Delta for 990 PE is -0.35
Historical price for 990 PE is as follows
On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 8.9, which was -1.75 lower than the previous day. The implied volatity was 19.68, the open interest changed by -31 which decreased total open position to 830
On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 11.35, which was 5.15 higher than the previous day. The implied volatity was 20.93, the open interest changed by 211 which increased total open position to 850
On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 19.72, the open interest changed by 8 which increased total open position to 642
On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 6.2, which was -3.35 lower than the previous day. The implied volatity was 19.64, the open interest changed by 18 which increased total open position to 633
On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 9.35, which was 0.1 higher than the previous day. The implied volatity was 20.76, the open interest changed by 48 which increased total open position to 626
On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 9.5, which was 1.5 higher than the previous day. The implied volatity was 20.95, the open interest changed by 41 which increased total open position to 577
On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 21.36, the open interest changed by -12 which decreased total open position to 536
On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 7.15, which was 3.55 higher than the previous day. The implied volatity was 22.54, the open interest changed by -100 which decreased total open position to 548
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 3.6, which was -3.85 lower than the previous day. The implied volatity was 21.12, the open interest changed by 98 which increased total open position to 647
On 4 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 7.85, which was -1.8 lower than the previous day. The implied volatity was 22.10, the open interest changed by -7 which decreased total open position to 550
On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 9.25, which was -0.05 lower than the previous day. The implied volatity was 22.02, the open interest changed by 43 which increased total open position to 558
On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 9.15, which was -1.55 lower than the previous day. The implied volatity was 22.49, the open interest changed by 22 which increased total open position to 515
On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 10.75, which was 3.8 higher than the previous day. The implied volatity was 22.42, the open interest changed by -3 which decreased total open position to 497
On 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 6.8, which was -0.2 lower than the previous day. The implied volatity was 21.66, the open interest changed by 7 which increased total open position to 505
On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 6.6, which was -5.75 lower than the previous day. The implied volatity was 20.55, the open interest changed by -106 which decreased total open position to 499
On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 12.3, which was -10.5 lower than the previous day. The implied volatity was 20.20, the open interest changed by 111 which increased total open position to 605
On 25 Nov BAJFINANCE was trading at 986.20. The strike last trading price was 23.1, which was 2.55 higher than the previous day. The implied volatity was 20.81, the open interest changed by 177 which increased total open position to 497
On 24 Nov BAJFINANCE was trading at 994.00. The strike last trading price was 20.95, which was 3.9 higher than the previous day. The implied volatity was 22.05, the open interest changed by 87 which increased total open position to 312
On 21 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 16.9, which was 7.05 higher than the previous day. The implied volatity was 21.50, the open interest changed by 39 which increased total open position to 224
On 20 Nov BAJFINANCE was trading at 1028.60. The strike last trading price was 9.9, which was -7.55 lower than the previous day. The implied volatity was 21.09, the open interest changed by 34 which increased total open position to 203
On 19 Nov BAJFINANCE was trading at 1005.60. The strike last trading price was 17.3, which was 1.5 higher than the previous day. The implied volatity was 21.68, the open interest changed by 13 which increased total open position to 159
On 18 Nov BAJFINANCE was trading at 1013.60. The strike last trading price was 15.8, which was 4.4 higher than the previous day. The implied volatity was 22.54, the open interest changed by 19 which increased total open position to 146
On 17 Nov BAJFINANCE was trading at 1026.80. The strike last trading price was 11.4, which was -6.6 lower than the previous day. The implied volatity was 21.54, the open interest changed by 117 which increased total open position to 125
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 18, which was -3.4 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 18, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 12 Nov BAJFINANCE was trading at 1013.20. The strike last trading price was 18, which was -3.4 lower than the previous day. The implied volatity was 22.37, the open interest changed by 5 which increased total open position to 7
On 11 Nov BAJFINANCE was trading at 1005.20. The strike last trading price was 20.85, which was 1.95 higher than the previous day. The implied volatity was 23.92, the open interest changed by 2 which increased total open position to 2
On 10 Nov BAJFINANCE was trading at 1085.00. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 7.66, 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 18.9, which was 0 lower than the previous day. The implied volatity was 6.50, 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 18.9, which was 0 lower than the previous day. The implied volatity was 4.77, 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 18.9, which was 0 lower than the previous day. The implied volatity was 5.53, 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 18.9, which was 0 lower than the previous day. The implied volatity was 4.58, 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 18.9, 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 18.9, which was 0 lower than the previous day. The implied volatity was 5.26, 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 18.9, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0































































































































































































































