[--[65.84.65.76]--]

BAJFINANCE

Bajaj Finance Limited
999.6 +1.20 (0.12%)
L: 995.3 H: 1011.2

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Historical option data for BAJFINANCE

17 Dec 2025 04:12 PM IST
BAJFINANCE 30-DEC-2025 990 CE
Delta: 0.65
Vega: 0.70
Theta: -0.72
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
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
Delta: -0.35
Vega: 0.70
Theta: -0.43
Gamma: 0.01
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