BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
10 Mar 2026 12:59 PM IST
| BAJFINANCE 30-MAR-2026 990 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.71
Theta: -0.5
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 946.15 | 8 | -0.7 | 24.45 | 706 | -36 | 768 | |||||||||
| 9 Mar | 938.05 | 8.45 | -2.45 | 27.16 | 588 | 3 | 811 | |||||||||
| 6 Mar | 950.20 | 11.2 | -2.65 | 24.05 | 382 | 80 | 808 | |||||||||
| 5 Mar | 962.40 | 13.8 | 1.6 | 22.14 | 1,061 | 235 | 728 | |||||||||
| 4 Mar | 945.10 | 12.1 | -10.15 | 26.25 | 963 | 149 | 495 | |||||||||
| 2 Mar | 978.25 | 22.25 | -11.45 | 23.86 | 1,496 | 141 | 349 | |||||||||
| 27 Feb | 995.90 | 33.95 | -11 | 22.34 | 572 | -13 | 206 | |||||||||
| 26 Feb | 1012.95 | 45.45 | -4.35 | 21.9 | 145 | 6 | 218 | |||||||||
| 25 Feb | 1021.05 | 50.65 | 0.7 | 22.07 | 37 | 0 | 212 | |||||||||
| 24 Feb | 1023.55 | 50 | -5.8 | 18.45 | 114 | 1 | 212 | |||||||||
| 23 Feb | 1031.00 | 54.7 | 1.4 | 16.76 | 215 | 105 | 211 | |||||||||
| 20 Feb | 1030.20 | 53.3 | 9.75 | 18.8 | 160 | 90 | 107 | |||||||||
| 19 Feb | 1017.05 | 40.95 | -11.15 | 19.15 | 30 | -10 | 16 | |||||||||
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| 18 Feb | 1023.80 | 51.5 | 6.8 | 19.52 | 13 | 3 | 24 | |||||||||
| 17 Feb | 1014.15 | 44.7 | -3.8 | 18.59 | 5 | 3 | 21 | |||||||||
| 16 Feb | 1012.75 | 48.5 | -6.5 | 20.83 | 8 | 3 | 20 | |||||||||
| 13 Feb | 1024.75 | 55 | 12 | 12.94 | 34 | 10 | 19 | |||||||||
| 12 Feb | 999.10 | 44.7 | 10.9 | 22.58 | 29 | 8 | 10 | |||||||||
| 11 Feb | 968.95 | 33.8 | 1.6 | 27.84 | 1 | 0 | 1 | |||||||||
| 10 Feb | 965.60 | 32.2 | -0.6 | - | 0 | 0 | 1 | |||||||||
| 9 Feb | 983.15 | 32.2 | -0.6 | 20.93 | 2 | 1 | 2 | |||||||||
| 6 Feb | 981.70 | 32.8 | 10.55 | 20.15 | 1 | 0 | 0 | |||||||||
| 5 Feb | 964.75 | 22.25 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 4 Feb | 963.30 | 22.25 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | 22.25 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 22.25 | 0 | 5.07 | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 22.25 | 0 | 5.19 | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 22.25 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 22.25 | 0 | 2.67 | 0 | 0 | 0 | |||||||||
| 28 Jan | 935.15 | 22.25 | 0 | 2.78 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 990 expiring on 30MAR2026
Delta for 990 CE is 0.25
Historical price for 990 CE is as follows
On 10 Mar BAJFINANCE was trading at 946.15. The strike last trading price was 8, which was -0.7 lower than the previous day. The implied volatity was 24.45, the open interest changed by -36 which decreased total open position to 768
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 8.45, which was -2.45 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 811
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 11.2, which was -2.65 lower than the previous day. The implied volatity was 24.05, the open interest changed by 80 which increased total open position to 808
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 13.8, which was 1.6 higher than the previous day. The implied volatity was 22.14, the open interest changed by 235 which increased total open position to 728
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 12.1, which was -10.15 lower than the previous day. The implied volatity was 26.25, the open interest changed by 149 which increased total open position to 495
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 22.25, which was -11.45 lower than the previous day. The implied volatity was 23.86, the open interest changed by 141 which increased total open position to 349
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 33.95, which was -11 lower than the previous day. The implied volatity was 22.34, the open interest changed by -13 which decreased total open position to 206
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 45.45, which was -4.35 lower than the previous day. The implied volatity was 21.9, the open interest changed by 6 which increased total open position to 218
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 50.65, which was 0.7 higher than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 212
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 50, which was -5.8 lower than the previous day. The implied volatity was 18.45, the open interest changed by 1 which increased total open position to 212
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 54.7, which was 1.4 higher than the previous day. The implied volatity was 16.76, the open interest changed by 105 which increased total open position to 211
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 53.3, which was 9.75 higher than the previous day. The implied volatity was 18.8, the open interest changed by 90 which increased total open position to 107
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 40.95, which was -11.15 lower than the previous day. The implied volatity was 19.15, the open interest changed by -10 which decreased total open position to 16
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 51.5, which was 6.8 higher than the previous day. The implied volatity was 19.52, the open interest changed by 3 which increased total open position to 24
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 44.7, which was -3.8 lower than the previous day. The implied volatity was 18.59, the open interest changed by 3 which increased total open position to 21
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 48.5, which was -6.5 lower than the previous day. The implied volatity was 20.83, the open interest changed by 3 which increased total open position to 20
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 55, which was 12 higher than the previous day. The implied volatity was 12.94, the open interest changed by 10 which increased total open position to 19
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 44.7, which was 10.9 higher than the previous day. The implied volatity was 22.58, the open interest changed by 8 which increased total open position to 10
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 33.8, which was 1.6 higher than the previous day. The implied volatity was 27.84, the open interest changed by 0 which decreased total open position to 1
On 10 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 32.2, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 32.2, which was -0.6 lower than the previous day. The implied volatity was 20.93, the open interest changed by 1 which increased total open position to 2
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 32.8, which was 10.55 higher than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 22.25, which was 0 lower than the previous day. The implied volatity was 2.67, 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 22.25, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30MAR2026 990 PE | |||||||
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Delta: -0.69
Vega: 0.78
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 946.15 | 51.35 | -13.65 | 31.06 | 37 | -1 | 545 |
| 9 Mar | 938.05 | 65 | 17.3 | 40.97 | 29 | -8 | 546 |
| 6 Mar | 950.20 | 46.7 | 7.6 | 28.26 | 45 | -4 | 554 |
| 5 Mar | 962.40 | 39.95 | -11.8 | 28.26 | 93 | -19 | 560 |
| 4 Mar | 945.10 | 53.1 | 21.3 | 29.65 | 189 | -22 | 579 |
| 2 Mar | 978.25 | 32.1 | 10.75 | 26.11 | 1,337 | 162 | 603 |
| 27 Feb | 995.90 | 20.5 | 5.35 | 23.83 | 978 | 174 | 441 |
| 26 Feb | 1012.95 | 14.35 | 1.35 | 23.52 | 647 | 102 | 269 |
| 25 Feb | 1021.05 | 13 | 0 | 23.7 | 659 | 21 | 170 |
| 24 Feb | 1023.55 | 13.25 | 2.8 | 24.48 | 432 | 20 | 151 |
| 23 Feb | 1031.00 | 10.35 | -1.6 | 23.1 | 238 | -11 | 131 |
| 20 Feb | 1030.20 | 12.3 | -3.4 | 22.94 | 103 | 13 | 140 |
| 19 Feb | 1017.05 | 18 | 4.75 | 22.98 | 68 | 19 | 127 |
| 18 Feb | 1023.80 | 13.5 | -4.8 | 22.49 | 73 | 13 | 107 |
| 17 Feb | 1014.15 | 18.3 | -0.3 | 24.17 | 16 | -2 | 94 |
| 16 Feb | 1012.75 | 18.5 | 0.95 | 24.38 | 70 | 18 | 94 |
| 13 Feb | 1024.75 | 17.35 | -6.3 | 26.92 | 54 | 3 | 35 |
| 12 Feb | 999.10 | 23.1 | -64.1 | 23.92 | 45 | 32 | 32 |
| 11 Feb | 968.95 | 87.2 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 965.60 | 87.2 | 0 | 0 | 0 | 0 | 0 |
| 9 Feb | 983.15 | 87.2 | 0 | 0.52 | 0 | 0 | 0 |
| 6 Feb | 981.70 | 87.2 | 0 | 0.51 | 0 | 0 | 0 |
| 5 Feb | 964.75 | 87.2 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 963.30 | 87.2 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 964.40 | 87.2 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 903.70 | 87.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 902.35 | 87.2 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 929.85 | 87.2 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 935.15 | 87.2 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 935.15 | 87.2 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 990 expiring on 30MAR2026
Delta for 990 PE is -0.69
Historical price for 990 PE is as follows
On 10 Mar BAJFINANCE was trading at 946.15. The strike last trading price was 51.35, which was -13.65 lower than the previous day. The implied volatity was 31.06, the open interest changed by -1 which decreased total open position to 545
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 65, which was 17.3 higher than the previous day. The implied volatity was 40.97, the open interest changed by -8 which decreased total open position to 546
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 46.7, which was 7.6 higher than the previous day. The implied volatity was 28.26, the open interest changed by -4 which decreased total open position to 554
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 39.95, which was -11.8 lower than the previous day. The implied volatity was 28.26, the open interest changed by -19 which decreased total open position to 560
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 53.1, which was 21.3 higher than the previous day. The implied volatity was 29.65, the open interest changed by -22 which decreased total open position to 579
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 32.1, which was 10.75 higher than the previous day. The implied volatity was 26.11, the open interest changed by 162 which increased total open position to 603
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 20.5, which was 5.35 higher than the previous day. The implied volatity was 23.83, the open interest changed by 174 which increased total open position to 441
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 14.35, which was 1.35 higher than the previous day. The implied volatity was 23.52, the open interest changed by 102 which increased total open position to 269
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 13, which was 0 lower than the previous day. The implied volatity was 23.7, the open interest changed by 21 which increased total open position to 170
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 13.25, which was 2.8 higher than the previous day. The implied volatity was 24.48, the open interest changed by 20 which increased total open position to 151
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 10.35, which was -1.6 lower than the previous day. The implied volatity was 23.1, the open interest changed by -11 which decreased total open position to 131
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 12.3, which was -3.4 lower than the previous day. The implied volatity was 22.94, the open interest changed by 13 which increased total open position to 140
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 18, which was 4.75 higher than the previous day. The implied volatity was 22.98, the open interest changed by 19 which increased total open position to 127
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 13.5, which was -4.8 lower than the previous day. The implied volatity was 22.49, the open interest changed by 13 which increased total open position to 107
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 18.3, which was -0.3 lower than the previous day. The implied volatity was 24.17, the open interest changed by -2 which decreased total open position to 94
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 18.5, which was 0.95 higher than the previous day. The implied volatity was 24.38, the open interest changed by 18 which increased total open position to 94
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 17.35, which was -6.3 lower than the previous day. The implied volatity was 26.92, the open interest changed by 3 which increased total open position to 35
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 23.1, which was -64.1 lower than the previous day. The implied volatity was 23.92, the open interest changed by 32 which increased total open position to 32
On 11 Feb BAJFINANCE was trading at 968.95. The strike last trading price was 87.2, 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 Feb BAJFINANCE was trading at 965.60. The strike last trading price was 87.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJFINANCE was trading at 983.15. The strike last trading price was 87.2, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 87.2, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 87.2, 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 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 87.2, 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 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 87.2, 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 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 87.2, 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 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 87.2, 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 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 87.2, 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 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 87.2, 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 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 87.2, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
