BAJFINANCE

Bajaj Finance Limited

959.6 -12.35 (-1.27%)

L: 953.7 H: 983

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Historical option data for BAJFINANCE
09 Jan 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 27-JAN-2026 990 CE
Delta: 0.32 Vega: 0.76 Theta: -0.54 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

9 Jan	959.60	9.2 ₹ 6,900	-3.6 -2700.00	21.67	4,799 35,99,250	160 1,20,000	2,928 21,96,000
8 Jan	971.95	12.7 ₹ 9,525	-2.85 -2137.50	21.56	3,697 27,72,750	96 72,000	2,768 20,76,000
7 Jan	968.80	15.7 ₹ 11,775	-3.4 -2550.00	24.51	2,870 21,52,500	166 1,24,500	2,672 20,04,000
6 Jan	977.35	19.2 ₹ 14,400	-1.15 -862.50	24.19	3,701 27,75,750	244 1,83,000	2,505 18,78,750
5 Jan	978.75	19.9 ₹ 14,925	-6.9 -5175.00	23.90	5,487 41,15,250	413 3,09,750	2,247 16,85,250
2 Jan	990.45	26.5 ₹ 19,875	5.55 4162.50	21.99	4,678 35,08,500	-68 -51,000	1,837 13,77,750
1 Jan	973.10	21.1 ₹ 15,825	-6.9 -5175.00	23.61	2,664 19,98,000	595 4,46,250	1,905 14,28,750
31 Dec	986.80	27.8 ₹ 20,850	-1.55 -1162.50	24.21	4,698 35,23,500	667 5,00,250	1,312 9,84,000
30 Dec	989.30	30 ₹ 22,500	-2.9 -2175.00	23.38	1,509 11,31,750	346 2,59,500	621 4,65,750
29 Dec	998.00	33.05 ₹ 24,787.5	-2.8 -2100.00	21.56	545 4,08,750	255 1,91,250	279 2,09,250
26 Dec	1000.00	36 ₹ 27,000	-9.15 -6862.50	22.71	29 21,750	17 12,750	23 17,250
24 Dec	1011.70	45.15 ₹ 33,862.5	1.15 862.50	23.63	4 3,000	1 750	4 3,000
23 Dec	1011.40	44 ₹ 33,000	0 0.00	20.50	1 750	0 0	2 1,500
22 Dec	1007.80	44 ₹ 33,000	0 0.00	22.59	2 1,500	0 0	1 750
19 Dec	1008.30	44 ₹ 33,000	1 750.00	22.16	2 1,500	1 750	1 750
18 Dec	1000.30	43 ₹ 32,250	-12.85 -9637.50	-	0 0	0 0	0 0
17 Dec	999.60	43 ₹ 32,250	-12.85 -9637.50	23.31	2 1,500	1 750	1 750
16 Dec	998.40	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
15 Dec	1012.70	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
12 Dec	1017.30	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
11 Dec	1006.40	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
10 Dec	1010.30	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
9 Dec	1016.70	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
8 Dec	1026.40	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
5 Dec	1048.00	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
4 Dec	1029.10	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
3 Dec	1021.40	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
2 Dec	1025.50	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
1 Dec	1021.10	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
28 Nov	1037.50	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
27 Nov	1033.80	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0
26 Nov	1010.70	55.85 ₹ 41,887.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 990 expiring on 27JAN2026

Delta for 990 CE is 0.32

Historical price for 990 CE is as follows

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 9.2, which was -3.6 lower than the previous day. The implied volatity was 21.67, the open interest changed by 160 which increased total open position to 2928

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 12.7, which was -2.85 lower than the previous day. The implied volatity was 21.56, the open interest changed by 96 which increased total open position to 2768

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 15.7, which was -3.4 lower than the previous day. The implied volatity was 24.51, the open interest changed by 166 which increased total open position to 2672

On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 19.2, which was -1.15 lower than the previous day. The implied volatity was 24.19, the open interest changed by 244 which increased total open position to 2505

On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 19.9, which was -6.9 lower than the previous day. The implied volatity was 23.90, the open interest changed by 413 which increased total open position to 2247

On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 26.5, which was 5.55 higher than the previous day. The implied volatity was 21.99, the open interest changed by -68 which decreased total open position to 1837

On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 21.1, which was -6.9 lower than the previous day. The implied volatity was 23.61, the open interest changed by 595 which increased total open position to 1905

On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 27.8, which was -1.55 lower than the previous day. The implied volatity was 24.21, the open interest changed by 667 which increased total open position to 1312

On 30 Dec BAJFINANCE was trading at 989.30. The strike last trading price was 30, which was -2.9 lower than the previous day. The implied volatity was 23.38, the open interest changed by 346 which increased total open position to 621

On 29 Dec BAJFINANCE was trading at 998.00. The strike last trading price was 33.05, which was -2.8 lower than the previous day. The implied volatity was 21.56, the open interest changed by 255 which increased total open position to 279

On 26 Dec BAJFINANCE was trading at 1000.00. The strike last trading price was 36, which was -9.15 lower than the previous day. The implied volatity was 22.71, the open interest changed by 17 which increased total open position to 23

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 45.15, which was 1.15 higher than the previous day. The implied volatity was 23.63, the open interest changed by 1 which increased total open position to 4

On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 20.50, the open interest changed by 0 which decreased total open position to 2

On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 44, which was 0 lower than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 1

On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 44, which was 1 higher than the previous day. The implied volatity was 22.16, the open interest changed by 1 which increased total open position to 1

On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 43, which was -12.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 43, which was -12.85 lower than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 1

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 55.85, 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 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 55.85, 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 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 55.85, 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 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 55.85, 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 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 55.85, 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 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 55.85, 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 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 55.85, 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 27JAN2026 990 PE
Delta: -0.67 Vega: 0.78 Theta: -0.33 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	959.60	34.4 ₹ 25,800	5.55 4162.50	23.72	1,264 9,48,000	-303 -2,27,250	1,582 11,86,500
8 Jan	971.95	29.05 ₹ 21,787.5	-2.65 -1987.50	23.43	931 6,98,250	-129 -96,750	1,884 14,13,000
7 Jan	968.80	31.25 ₹ 23,437.5	4.05 3037.50	25.26	440 3,30,000	-135 -1,01,250	2,013 15,09,750
6 Jan	977.35	27.2 ₹ 20,400	1 750.00	24.87	777 5,82,750	61 45,750	2,161 16,20,750
5 Jan	978.75	27.1 ₹ 20,325	4.4 3300.00	24.74	2,547 19,10,250	-174 -1,30,500	2,102 15,76,500
2 Jan	990.45	22.25 ₹ 16,687.5	-8.15 -6112.50	24.98	2,876 21,57,000	653 4,89,750	2,305 17,28,750
1 Jan	973.10	29.9 ₹ 22,425	5.6 4200.00	24.99	1,099 8,24,250	281 2,10,750	1,652 12,39,000
31 Dec	986.80	24.8 ₹ 18,600	2.8 2100.00	24.96	2,785 20,88,750	694 5,20,500	1,369 10,26,750
30 Dec	989.30	21.25 ₹ 15,937.5	1.55 1162.50	23.21	1,511 11,33,250	368 2,76,000	673 5,04,750
29 Dec	998.00	19.55 ₹ 14,662.5	0.65 487.50	24.19	413 3,09,750	38 28,500	304 2,28,000
26 Dec	1000.00	19.1 ₹ 14,325	4.3 3225.00	22.93	297 2,22,750	155 1,16,250	265 1,98,750
24 Dec	1011.70	16.95 ₹ 12,712.5	2.5 1875.00	23.97	255 1,91,250	30 22,500	111 83,250
23 Dec	1011.40	14.35 ₹ 10,762.5	-1.6 -1200.00	21.99	72 54,000	44 33,000	82 61,500
22 Dec	1007.80	16.1 ₹ 12,075	-1.8 -1350.00	22.26	28 21,000	17 12,750	37 27,750
19 Dec	1008.30	17.9 ₹ 13,425	-2.85 -2137.50	22.67	21 15,750	3 2,250	6 4,500
18 Dec	1000.30	20.75 ₹ 15,562.5	-2.3 -1725.00	23.26	1 750	0 0	2 1,500
17 Dec	999.60	23.05 ₹ 17,287.5	-26.25 -19687.50	24.60	2 1,500	1 750	1 750
16 Dec	998.40	49.3 ₹ 36,975	0 0.00	1.70	0 0	0 0	0 0
15 Dec	1012.70	49.3 ₹ 36,975	0 0.00	2.79	0 0	0 0	0 0
12 Dec	1017.30	49.3 ₹ 36,975	0 0.00	3.05	0 0	0 0	0 0
11 Dec	1006.40	49.3 ₹ 36,975	0 0.00	2.47	0 0	0 0	0 0
10 Dec	1010.30	49.3 ₹ 36,975	0 0.00	2.56	0 0	0 0	0 0
9 Dec	1016.70	49.3 ₹ 36,975	0 0.00	3.05	0 0	0 0	0 0
8 Dec	1026.40	49.3 ₹ 36,975	0 0.00	3.61	0 0	0 0	0 0
5 Dec	1048.00	49.3 ₹ 36,975	0 0.00	-	0 0	0 0	0 0
4 Dec	1029.10	49.3 ₹ 36,975	0 0.00	3.74	0 0	0 0	0 0
3 Dec	1021.40	49.3 ₹ 36,975	0 0.00	3.41	0 0	0 0	0 0
2 Dec	1025.50	49.3 ₹ 36,975	0 0.00	3.58	0 0	0 0	0 0
1 Dec	1021.10	49.3 ₹ 36,975	0 0.00	-	0 0	0 0	0 0
28 Nov	1037.50	49.3 ₹ 36,975	0 0.00	4.36	0 0	0 0	0 0
27 Nov	1033.80	49.3 ₹ 36,975	0 0.00	4.24	0 0	0 0	0 0
26 Nov	1010.70	49.3 ₹ 36,975	0 0.00	2.54	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 990 expiring on 27JAN2026

Delta for 990 PE is -0.67

Historical price for 990 PE is as follows

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 34.4, which was 5.55 higher than the previous day. The implied volatity was 23.72, the open interest changed by -303 which decreased total open position to 1582

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 29.05, which was -2.65 lower than the previous day. The implied volatity was 23.43, the open interest changed by -129 which decreased total open position to 1884

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 31.25, which was 4.05 higher than the previous day. The implied volatity was 25.26, the open interest changed by -135 which decreased total open position to 2013

On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 27.2, which was 1 higher than the previous day. The implied volatity was 24.87, the open interest changed by 61 which increased total open position to 2161

On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 27.1, which was 4.4 higher than the previous day. The implied volatity was 24.74, the open interest changed by -174 which decreased total open position to 2102

On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 22.25, which was -8.15 lower than the previous day. The implied volatity was 24.98, the open interest changed by 653 which increased total open position to 2305

On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 29.9, which was 5.6 higher than the previous day. The implied volatity was 24.99, the open interest changed by 281 which increased total open position to 1652

On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 24.8, which was 2.8 higher than the previous day. The implied volatity was 24.96, the open interest changed by 694 which increased total open position to 1369

On 30 Dec BAJFINANCE was trading at 989.30. The strike last trading price was 21.25, which was 1.55 higher than the previous day. The implied volatity was 23.21, the open interest changed by 368 which increased total open position to 673

On 29 Dec BAJFINANCE was trading at 998.00. The strike last trading price was 19.55, which was 0.65 higher than the previous day. The implied volatity was 24.19, the open interest changed by 38 which increased total open position to 304

On 26 Dec BAJFINANCE was trading at 1000.00. The strike last trading price was 19.1, which was 4.3 higher than the previous day. The implied volatity was 22.93, the open interest changed by 155 which increased total open position to 265

On 24 Dec BAJFINANCE was trading at 1011.70. The strike last trading price was 16.95, which was 2.5 higher than the previous day. The implied volatity was 23.97, the open interest changed by 30 which increased total open position to 111

On 23 Dec BAJFINANCE was trading at 1011.40. The strike last trading price was 14.35, which was -1.6 lower than the previous day. The implied volatity was 21.99, the open interest changed by 44 which increased total open position to 82

On 22 Dec BAJFINANCE was trading at 1007.80. The strike last trading price was 16.1, which was -1.8 lower than the previous day. The implied volatity was 22.26, the open interest changed by 17 which increased total open position to 37

On 19 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 17.9, which was -2.85 lower than the previous day. The implied volatity was 22.67, the open interest changed by 3 which increased total open position to 6

On 18 Dec BAJFINANCE was trading at 1000.30. The strike last trading price was 20.75, which was -2.3 lower than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 2

On 17 Dec BAJFINANCE was trading at 999.60. The strike last trading price was 23.05, which was -26.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by 1 which increased total open position to 1

On 16 Dec BAJFINANCE was trading at 998.40. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0

On 15 Dec BAJFINANCE was trading at 1012.70. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0

On 11 Dec BAJFINANCE was trading at 1006.40. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0

On 10 Dec BAJFINANCE was trading at 1010.30. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0

On 9 Dec BAJFINANCE was trading at 1016.70. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0

On 8 Dec BAJFINANCE was trading at 1026.40. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0

On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 49.3, 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 Dec BAJFINANCE was trading at 1029.10. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0

On 3 Dec BAJFINANCE was trading at 1021.40. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0

On 2 Dec BAJFINANCE was trading at 1025.50. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 3.58, the open interest changed by 0 which decreased total open position to 0

On 1 Dec BAJFINANCE was trading at 1021.10. The strike last trading price was 49.3, 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 28 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJFINANCE was trading at 1033.80. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0

On 26 Nov BAJFINANCE was trading at 1010.70. The strike last trading price was 49.3, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0

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