BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Dec 2025 04:14 PM IST
| BAJFINANCE 27-JAN-2026 1010 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 21 Dec | 1008.30 | 32.05 | 3.85 | - | 96 | 8 | 89 | |||||||||
| 20 Dec | 1008.30 | 32.05 | 3.85 | - | 96 | 8 | 89 | |||||||||
| 14 Dec | 1017.30 | 37.85 | 2.05 | - | 3 | 0 | 48 | |||||||||
| 13 Dec | 1017.30 | 37.85 | 2.05 | - | 3 | 0 | 48 | |||||||||
| 7 Dec | 1048.00 | 63 | 18 | - | 2 | 0 | 2 | |||||||||
| 5 Dec | 1048.00 | 63 | 18 | - | 2 | 0 | 2 | |||||||||
| 30 Nov | 1037.50 | 55 | 15 | - | 0 | 0 | 0 | |||||||||
| 29 Nov | 1037.50 | 55 | 15 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1010 expiring on 27JAN2026
Delta for 1010 CE is -
Historical price for 1010 CE is as follows
On 21 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 32.05, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 89
On 20 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 32.05, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 89
On 14 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 37.85, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 13 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 37.85, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 7 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 63, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 63, which was 18 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 55, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 55, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 27JAN2026 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 1008.30 | 25 | -0.55 | - | 44 | 15 | 39 |
| 20 Dec | 1008.30 | 25 | -0.55 | - | 44 | 15 | 39 |
| 14 Dec | 1017.30 | 25.5 | 2.5 | - | 0 | 0 | 10 |
| 13 Dec | 1017.30 | 25.5 | 2.5 | - | 0 | 0 | 10 |
| 7 Dec | 1048.00 | 14.4 | -45.5 | - | 4 | 4 | 3 |
| 5 Dec | 1048.00 | 14.4 | -45.5 | - | 4 | 3 | 3 |
| 30 Nov | 1037.50 | 59.9 | 0 | - | 0 | 0 | 0 |
| 29 Nov | 1037.50 | 59.9 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1010 expiring on 27JAN2026
Delta for 1010 PE is -
Historical price for 1010 PE is as follows
On 21 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 39
On 20 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 39
On 14 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 25.5, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 7 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 14.4, which was -45.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 3
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 14.4, which was -45.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 30 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 59.9, 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 29 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 59.9, 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































































































































































































































