BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Dec 2025 04:14 PM IST
| BAJFINANCE 30-DEC-2025 1020 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 1008.30 | 7.6 | 0.25 | - | 6,955 | -797 | 4,238 | |||||||||
| 20 Dec | 1008.30 | 7.6 | 0.25 | - | 6,955 | -797 | 4,238 | |||||||||
| 14 Dec | 1017.30 | 17.9 | 3.05 | - | 4,014 | -43 | 3,504 | |||||||||
| 13 Dec | 1017.30 | 17.9 | 3.05 | - | 4,014 | -43 | 3,504 | |||||||||
| 7 Dec | 1048.00 | 42.45 | 12.65 | - | 2,120 | -310 | 1,658 | |||||||||
| 5 Dec | 1048.00 | 42.45 | 12.65 | 19.98 | 2,120 | -308 | 1,658 | |||||||||
| 30 Nov | 1037.50 | 37.9 | 1.25 | - | 988 | -4 | 1,187 | |||||||||
| 29 Nov | 1037.50 | 37.9 | 1.25 | - | 988 | -4 | 1,187 | |||||||||
| 23 Nov | 1004.10 | 23.1 | -13 | - | 1,116 | 262 | 921 | |||||||||
| 22 Nov | 1004.10 | 23.1 | -13 | - | 1,116 | 262 | 921 | |||||||||
| 16 Nov | 1018.50 | 35 | 4.2 | - | 170 | 33 | 168 | |||||||||
| 15 Nov | 1018.50 | 35 | 4.2 | - | 170 | 33 | 168 | |||||||||
| 14 Nov | 1018.50 | 35 | 4.2 | - | 170 | 31 | 168 | |||||||||
| 13 Nov | 1005.40 | 31 | -3.55 | - | 153 | 39 | 136 | |||||||||
| 9 Nov | 1069.60 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 8 Nov | 1069.60 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Nov | 1042.80 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Nov | 1042.80 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 1084.40 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Oct | 1089.75 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Oct | 1089.75 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Oct | 1070.10 | 60.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1020 expiring on 30DEC2025
Delta for 1020 CE is -
Historical price for 1020 CE is as follows
On 21 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 7.6, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -797 which decreased total open position to 4238
On 20 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 7.6, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -797 which decreased total open position to 4238
On 14 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 17.9, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 3504
On 13 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 17.9, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 3504
On 7 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 42.45, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by -310 which decreased total open position to 1658
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 42.45, which was 12.65 higher than the previous day. The implied volatity was 19.98, the open interest changed by -308 which decreased total open position to 1658
On 30 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 37.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1187
On 29 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 37.9, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 1187
On 23 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 23.1, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 262 which increased total open position to 921
On 22 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 23.1, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 262 which increased total open position to 921
On 16 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 35, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 168
On 15 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 35, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 168
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 35, which was 4.2 higher than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 168
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 31, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 39 which increased total open position to 136
On 9 Nov BAJFINANCE was trading at 1069.60. The strike last trading price was 60.25, 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 Nov BAJFINANCE was trading at 1069.60. The strike last trading price was 60.25, 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 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 60.25, 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 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 60.25, 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 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 60.25, 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 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 60.25, 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 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 60.25, 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 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 1008.30 | 18.8 | -5.7 | - | 844 | -49 | 2,352 |
| 20 Dec | 1008.30 | 18.8 | -5.7 | - | 844 | -49 | 2,352 |
| 14 Dec | 1017.30 | 16.95 | -6.2 | - | 2,262 | 164 | 2,563 |
| 13 Dec | 1017.30 | 16.95 | -6.2 | - | 2,262 | 164 | 2,563 |
| 7 Dec | 1048.00 | 9 | -7.7 | - | 3,625 | 237 | 1,627 |
| 5 Dec | 1048.00 | 9 | -7.7 | 20.33 | 3,625 | 240 | 1,627 |
| 30 Nov | 1037.50 | 14.5 | -0.35 | - | 1,134 | 87 | 1,062 |
| 29 Nov | 1037.50 | 14.5 | -0.35 | - | 1,134 | 87 | 1,062 |
| 23 Nov | 1004.10 | 30.6 | 11.4 | - | 883 | 159 | 668 |
| 22 Nov | 1004.10 | 30.6 | 11.4 | - | 883 | 159 | 668 |
| 16 Nov | 1018.50 | 27.35 | -5.15 | - | 57 | 17 | 155 |
| 15 Nov | 1018.50 | 27.35 | -5.15 | - | 57 | 17 | 155 |
| 14 Nov | 1018.50 | 27.35 | -5.15 | - | 57 | 17 | 155 |
| 13 Nov | 1005.40 | 32.5 | 1.2 | - | 84 | 32 | 138 |
| 9 Nov | 1069.60 | 18.05 | -47.85 | - | 1 | 1 | 0 |
| 8 Nov | 1069.60 | 18.05 | -47.85 | - | 1 | 1 | 0 |
| 2 Nov | 1042.80 | 65.9 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 1042.80 | 65.9 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 1084.40 | 65.9 | 0 | - | 0 | 0 | 0 |
| 26 Oct | 1089.75 | 65.9 | 0 | - | 0 | 0 | 0 |
| 25 Oct | 1089.75 | 65.9 | 0 | - | 0 | 0 | 0 |
| 18 Oct | 1070.10 | 65.9 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1020 expiring on 30DEC2025
Delta for 1020 PE is -
Historical price for 1020 PE is as follows
On 21 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 18.8, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 2352
On 20 Dec BAJFINANCE was trading at 1008.30. The strike last trading price was 18.8, which was -5.7 lower than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 2352
On 14 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 16.95, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 164 which increased total open position to 2563
On 13 Dec BAJFINANCE was trading at 1017.30. The strike last trading price was 16.95, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 164 which increased total open position to 2563
On 7 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 9, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 237 which increased total open position to 1627
On 5 Dec BAJFINANCE was trading at 1048.00. The strike last trading price was 9, which was -7.7 lower than the previous day. The implied volatity was 20.33, the open interest changed by 240 which increased total open position to 1627
On 30 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 1062
On 29 Nov BAJFINANCE was trading at 1037.50. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 87 which increased total open position to 1062
On 23 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 30.6, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 668
On 22 Nov BAJFINANCE was trading at 1004.10. The strike last trading price was 30.6, which was 11.4 higher than the previous day. The implied volatity was -, the open interest changed by 159 which increased total open position to 668
On 16 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 27.35, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 155
On 15 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 27.35, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 155
On 14 Nov BAJFINANCE was trading at 1018.50. The strike last trading price was 27.35, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 155
On 13 Nov BAJFINANCE was trading at 1005.40. The strike last trading price was 32.5, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 138
On 9 Nov BAJFINANCE was trading at 1069.60. The strike last trading price was 18.05, which was -47.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Nov BAJFINANCE was trading at 1069.60. The strike last trading price was 18.05, which was -47.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 65.9, 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 1 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 65.9, 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 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 65.9, 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 26 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 65.9, 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 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 65.9, 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 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 65.9, 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































































































































































































































