BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Feb 2026 04:12 PM IST
| BAJFINANCE 24-FEB-2026 990 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.29
Theta: -1.81
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1030.20 | 34.15 | 9.6 | 44.59 | 588 | 7 | 789 | |||||||||
| 19 Feb | 1017.05 | 19.95 | -14.2 | 15.95 | 1,390 | -12 | 778 | |||||||||
| 18 Feb | 1023.80 | 33.2 | 4.55 | 18.96 | 585 | -61 | 791 | |||||||||
| 17 Feb | 1014.15 | 26.95 | -3.9 | 20.2 | 605 | -10 | 852 | |||||||||
| 16 Feb | 1012.75 | 31 | -10.85 | 25.76 | 638 | -39 | 865 | |||||||||
| 13 Feb | 1024.75 | 44.25 | 19.9 | 13.35 | 4,063 | -142 | 905 | |||||||||
| 12 Feb | 999.10 | 26.65 | 17.55 | 25.97 | 12,851 | 23 | 1,075 | |||||||||
| 11 Feb | 968.95 | 8.9 | -0.65 | 22.28 | 2,033 | 12 | 1,052 | |||||||||
| 10 Feb | 965.60 | 9.1 | -6.6 | 23.11 | 2,207 | 109 | 1,034 | |||||||||
| 9 Feb | 983.15 | 15.25 | -1.2 | 21.85 | 2,222 | 75 | 927 | |||||||||
| 6 Feb | 981.70 | 16.1 | 4.6 | 20.22 | 6,340 | 111 | 858 | |||||||||
| 5 Feb | 964.75 | 11.3 | -1.65 | 22.3 | 1,769 | -14 | 745 | |||||||||
| 4 Feb | 963.30 | 12.7 | -6.1 | 23.59 | 5,716 | 110 | 757 | |||||||||
| 3 Feb | 964.40 | 18.85 | 14 | 29.87 | 4,764 | 298 | 627 | |||||||||
| 2 Feb | 903.70 | 5.2 | -0.5 | 30.68 | 416 | 65 | 331 | |||||||||
| 1 Feb | 902.35 | 5.75 | -5 | 31.95 | 362 | 16 | 266 | |||||||||
| 30 Jan | 929.85 | 11.15 | -1.2 | 30.48 | 308 | -7 | 251 | |||||||||
| 29 Jan | 935.15 | 12.2 | 0.2 | 28.98 | 619 | 1 | 267 | |||||||||
| 28 Jan | 935.15 | 12 | 2.45 | 28.54 | 441 | 38 | 271 | |||||||||
|
|
||||||||||||||||
| 27 Jan | 914.70 | 9.65 | -3.3 | 30.6 | 469 | 36 | 236 | |||||||||
| 23 Jan | 927.85 | 13.35 | -2 | 29.25 | 159 | 34 | 198 | |||||||||
| 22 Jan | 942.85 | 15.35 | -0.65 | 25.98 | 51 | 24 | 164 | |||||||||
| 21 Jan | 936.25 | 15.95 | 0.9 | 28.3 | 82 | 45 | 138 | |||||||||
| 20 Jan | 933.20 | 14.95 | -11.25 | 28.72 | 96 | 35 | 94 | |||||||||
| 19 Jan | 969.45 | 26 | 6.4 | 26.22 | 67 | 1 | 60 | |||||||||
| 16 Jan | 950.25 | 19.6 | -2 | 25.3 | 64 | 30 | 58 | |||||||||
| 14 Jan | 945.95 | 21.6 | -3.95 | 28.11 | 14 | 4 | 26 | |||||||||
| 13 Jan | 949.00 | 25.55 | -0.7 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 951.90 | 25.55 | -0.7 | 28.86 | 12 | 2 | 21 | |||||||||
| 9 Jan | 959.60 | 26.2 | -6.5 | 24.51 | 8 | 3 | 18 | |||||||||
| 8 Jan | 971.95 | 32.7 | -5 | - | 0 | 0 | 15 | |||||||||
| 7 Jan | 968.80 | 32.7 | -5 | 25.76 | 6 | 2 | 14 | |||||||||
| 6 Jan | 977.35 | 37.4 | -1.75 | 26.15 | 14 | 4 | 12 | |||||||||
| 5 Jan | 978.75 | 39.15 | -0.85 | 26.76 | 6 | 2 | 7 | |||||||||
| 2 Jan | 990.45 | 40 | -4.5 | - | 0 | 0 | 5 | |||||||||
| 1 Jan | 973.10 | 40 | -4.5 | 26.69 | 1 | 0 | 4 | |||||||||
| 31 Dec | 986.80 | 44.5 | -7.8 | 25.41 | 4 | 3 | 3 | |||||||||
For Bajaj Finance Limited - strike price 990 expiring on 24FEB2026
Delta for 990 CE is 0.81
Historical price for 990 CE is as follows
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 34.15, which was 9.6 higher than the previous day. The implied volatity was 44.59, the open interest changed by 7 which increased total open position to 789
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 19.95, which was -14.2 lower than the previous day. The implied volatity was 15.95, the open interest changed by -12 which decreased total open position to 778
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 33.2, which was 4.55 higher than the previous day. The implied volatity was 18.96, the open interest changed by -61 which decreased total open position to 791
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 26.95, which was -3.9 lower than the previous day. The implied volatity was 20.2, the open interest changed by -10 which decreased total open position to 852
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 31, which was -10.85 lower than the previous day. The implied volatity was 25.76, the open interest changed by -39 which decreased total open position to 865
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 44.25, which was 19.9 higher than the previous day. The implied volatity was 13.35, the open interest changed by -142 which decreased total open position to 905
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 26.65, which was 17.55 higher than the previous day. The implied volatity was 25.97, the open interest changed by 23 which increased total open position to 1075
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 8.9, which was -0.65 lower than the previous day. The implied volatity was 22.28, the open interest changed by 12 which increased total open position to 1052
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 9.1, which was -6.6 lower than the previous day. The implied volatity was 23.11, the open interest changed by 109 which increased total open position to 1034
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 15.25, which was -1.2 lower than the previous day. The implied volatity was 21.85, the open interest changed by 75 which increased total open position to 927
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 16.1, which was 4.6 higher than the previous day. The implied volatity was 20.22, the open interest changed by 111 which increased total open position to 858
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 11.3, which was -1.65 lower than the previous day. The implied volatity was 22.3, the open interest changed by -14 which decreased total open position to 745
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 12.7, which was -6.1 lower than the previous day. The implied volatity was 23.59, the open interest changed by 110 which increased total open position to 757
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 18.85, which was 14 higher than the previous day. The implied volatity was 29.87, the open interest changed by 298 which increased total open position to 627
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 5.2, which was -0.5 lower than the previous day. The implied volatity was 30.68, the open interest changed by 65 which increased total open position to 331
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 5.75, which was -5 lower than the previous day. The implied volatity was 31.95, the open interest changed by 16 which increased total open position to 266
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 11.15, which was -1.2 lower than the previous day. The implied volatity was 30.48, the open interest changed by -7 which decreased total open position to 251
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 12.2, which was 0.2 higher than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 267
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 12, which was 2.45 higher than the previous day. The implied volatity was 28.54, the open interest changed by 38 which increased total open position to 271
On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 9.65, which was -3.3 lower than the previous day. The implied volatity was 30.6, the open interest changed by 36 which increased total open position to 236
On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 13.35, which was -2 lower than the previous day. The implied volatity was 29.25, the open interest changed by 34 which increased total open position to 198
On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 15.35, which was -0.65 lower than the previous day. The implied volatity was 25.98, the open interest changed by 24 which increased total open position to 164
On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 15.95, which was 0.9 higher than the previous day. The implied volatity was 28.3, the open interest changed by 45 which increased total open position to 138
On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 14.95, which was -11.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by 35 which increased total open position to 94
On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 26, which was 6.4 higher than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 60
On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 19.6, which was -2 lower than the previous day. The implied volatity was 25.3, the open interest changed by 30 which increased total open position to 58
On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 21.6, which was -3.95 lower than the previous day. The implied volatity was 28.11, the open interest changed by 4 which increased total open position to 26
On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 25.55, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 25.55, which was -0.7 lower than the previous day. The implied volatity was 28.86, the open interest changed by 2 which increased total open position to 21
On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 26.2, which was -6.5 lower than the previous day. The implied volatity was 24.51, the open interest changed by 3 which increased total open position to 18
On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 32.7, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 32.7, which was -5 lower than the previous day. The implied volatity was 25.76, the open interest changed by 2 which increased total open position to 14
On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 37.4, which was -1.75 lower than the previous day. The implied volatity was 26.15, the open interest changed by 4 which increased total open position to 12
On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 39.15, which was -0.85 lower than the previous day. The implied volatity was 26.76, the open interest changed by 2 which increased total open position to 7
On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 40, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 40, which was -4.5 lower than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 4
On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 44.5, which was -7.8 lower than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 3
| BAJFINANCE 24FEB2026 990 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.15
Theta: -0.44
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1030.20 | 0.9 | -1.5 | 24.17 | 2,235 | -156 | 744 |
| 19 Feb | 1017.05 | 3.55 | 1.4 | 21.91 | 3,525 | -144 | 906 |
| 18 Feb | 1023.80 | 2.2 | -3.3 | 23.37 | 2,837 | 36 | 1,051 |
| 17 Feb | 1014.15 | 5.75 | -0.95 | 26.63 | 1,324 | 40 | 1,023 |
| 16 Feb | 1012.75 | 6.45 | -0.8 | 27.05 | 4,140 | -48 | 1,000 |
| 13 Feb | 1024.75 | 6.4 | -6.7 | 30.98 | 6,384 | 128 | 1,024 |
| 12 Feb | 999.10 | 12.15 | -17.35 | 25.6 | 5,602 | 524 | 897 |
| 11 Feb | 968.95 | 29.75 | -0.85 | 25.06 | 385 | -6 | 373 |
| 10 Feb | 965.60 | 31.8 | 9.95 | 25.71 | 509 | 4 | 380 |
| 9 Feb | 983.15 | 21.8 | -2.15 | 24.51 | 482 | 38 | 378 |
| 6 Feb | 981.70 | 23.65 | -11.4 | 25.31 | 1,259 | 3 | 331 |
| 5 Feb | 964.75 | 35 | 0.15 | 26.52 | 359 | -7 | 332 |
| 4 Feb | 963.30 | 34.8 | -7.95 | 25.35 | 1,018 | 128 | 338 |
| 3 Feb | 964.40 | 42.85 | -44.1 | 33.97 | 465 | -41 | 209 |
| 2 Feb | 903.70 | 83.6 | -7.4 | 34.87 | 46 | 6 | 248 |
| 1 Feb | 902.35 | 89.25 | 20.45 | 38.95 | 10 | -1 | 242 |
| 30 Jan | 929.85 | 68.8 | 7 | 36.88 | 22 | -3 | 243 |
| 29 Jan | 935.15 | 61.8 | -1.2 | 33.46 | 3 | 0 | 0 |
| 28 Jan | 935.15 | 63 | -13.6 | 33.42 | 10 | 2 | 242 |
| 27 Jan | 914.70 | 76.55 | 7.8 | 33.68 | 63 | 39 | 240 |
| 23 Jan | 927.85 | 68.2 | 14 | 32.42 | 12 | 7 | 201 |
| 22 Jan | 942.85 | 54.2 | -4.8 | 28.64 | 198 | 129 | 153 |
| 21 Jan | 936.25 | 59 | 17.95 | - | 0 | 0 | 24 |
| 20 Jan | 933.20 | 59 | 17.95 | 23.81 | 5 | 1 | 28 |
| 19 Jan | 969.45 | 41.45 | -9.05 | 28.44 | 16 | 10 | 27 |
| 16 Jan | 950.25 | 50.5 | -1.5 | 27.34 | 2 | 1 | 16 |
| 14 Jan | 945.95 | 52 | 5.7 | - | 0 | 0 | 15 |
| 13 Jan | 949.00 | 52 | 5.7 | - | 0 | 0 | 0 |
| 12 Jan | 951.90 | 52 | 5.7 | 28.02 | 1 | 0 | 14 |
| 9 Jan | 959.60 | 46.35 | 3 | 27.51 | 3 | 1 | 12 |
| 8 Jan | 971.95 | 43.35 | 0.35 | 29.2 | 11 | 8 | 12 |
| 7 Jan | 968.80 | 43 | 4.5 | 27.93 | 2 | 1 | 3 |
| 6 Jan | 977.35 | 38.5 | -4.75 | - | 0 | 0 | 2 |
| 5 Jan | 978.75 | 38.5 | -4.75 | 27.08 | 1 | 0 | 1 |
| 2 Jan | 990.45 | 43.25 | 4.9 | - | 0 | 0 | 1 |
| 1 Jan | 973.10 | 43.25 | 4.9 | 28.95 | 5 | -3 | 3 |
| 31 Dec | 986.80 | 38.35 | -5.5 | 28.83 | 8 | 7 | 7 |
For Bajaj Finance Limited - strike price 990 expiring on 24FEB2026
Delta for 990 PE is -0.08
Historical price for 990 PE is as follows
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 0.9, which was -1.5 lower than the previous day. The implied volatity was 24.17, the open interest changed by -156 which decreased total open position to 744
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 3.55, which was 1.4 higher than the previous day. The implied volatity was 21.91, the open interest changed by -144 which decreased total open position to 906
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 2.2, which was -3.3 lower than the previous day. The implied volatity was 23.37, the open interest changed by 36 which increased total open position to 1051
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 5.75, which was -0.95 lower than the previous day. The implied volatity was 26.63, the open interest changed by 40 which increased total open position to 1023
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 6.45, which was -0.8 lower than the previous day. The implied volatity was 27.05, the open interest changed by -48 which decreased total open position to 1000
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 6.4, which was -6.7 lower than the previous day. The implied volatity was 30.98, the open interest changed by 128 which increased total open position to 1024
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 12.15, which was -17.35 lower than the previous day. The implied volatity was 25.6, the open interest changed by 524 which increased total open position to 897
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 29.75, which was -0.85 lower than the previous day. The implied volatity was 25.06, the open interest changed by -6 which decreased total open position to 373
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 31.8, which was 9.95 higher than the previous day. The implied volatity was 25.71, the open interest changed by 4 which increased total open position to 380
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 21.8, which was -2.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 38 which increased total open position to 378
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 23.65, which was -11.4 lower than the previous day. The implied volatity was 25.31, the open interest changed by 3 which increased total open position to 331
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 35, which was 0.15 higher than the previous day. The implied volatity was 26.52, the open interest changed by -7 which decreased total open position to 332
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 34.8, which was -7.95 lower than the previous day. The implied volatity was 25.35, the open interest changed by 128 which increased total open position to 338
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 42.85, which was -44.1 lower than the previous day. The implied volatity was 33.97, the open interest changed by -41 which decreased total open position to 209
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 83.6, which was -7.4 lower than the previous day. The implied volatity was 34.87, the open interest changed by 6 which increased total open position to 248
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 89.25, which was 20.45 higher than the previous day. The implied volatity was 38.95, the open interest changed by -1 which decreased total open position to 242
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 68.8, which was 7 higher than the previous day. The implied volatity was 36.88, the open interest changed by -3 which decreased total open position to 243
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 61.8, which was -1.2 lower than the previous day. The implied volatity was 33.46, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 63, which was -13.6 lower than the previous day. The implied volatity was 33.42, the open interest changed by 2 which increased total open position to 242
On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 76.55, which was 7.8 higher than the previous day. The implied volatity was 33.68, the open interest changed by 39 which increased total open position to 240
On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 68.2, which was 14 higher than the previous day. The implied volatity was 32.42, the open interest changed by 7 which increased total open position to 201
On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 54.2, which was -4.8 lower than the previous day. The implied volatity was 28.64, the open interest changed by 129 which increased total open position to 153
On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 59, which was 17.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 59, which was 17.95 higher than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 28
On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 41.45, which was -9.05 lower than the previous day. The implied volatity was 28.44, the open interest changed by 10 which increased total open position to 27
On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 50.5, which was -1.5 lower than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 16
On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 52, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 52, which was 5.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 52, which was 5.7 higher than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 14
On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 46.35, which was 3 higher than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 12
On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 43.35, which was 0.35 higher than the previous day. The implied volatity was 29.2, the open interest changed by 8 which increased total open position to 12
On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 43, which was 4.5 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 3
On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 38.5, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 38.5, which was -4.75 lower than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 1
On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 43.25, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 43.25, which was 4.9 higher than the previous day. The implied volatity was 28.95, the open interest changed by -3 which decreased total open position to 3
On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 38.35, which was -5.5 lower than the previous day. The implied volatity was 28.83, the open interest changed by 7 which increased total open position to 7
