BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
25 Oct 2025 03:52 PM IST
| BAJFINANCE 28-OCT-2025 1050 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Oct | 1089.75 | 40.25 | -4.15 | - | 292 | -46 | 791 | |||||||||
| 18 Oct | 1070.10 | 27.1 | 1.2 | - | 1,267 | 4 | 1,055 | |||||||||
| 15 Oct | 1019.15 | 10.5 | -6.6 | - | 5,162 | 352 | 1,830 | |||||||||
| 28 Sept | 985.10 | 9.45 | -6.6 | 24.48 | 1,089 | 189 | 694 | |||||||||
| 21 Sept | 992.45 | 12.6 | -1.2 | 22.50 | 90 | 15 | 333 | |||||||||
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| 14 Sept | 1003.25 | 16.85 | 9 | 21.46 | 100 | 47 | 59 | |||||||||
For Bajaj Finance Limited - strike price 1050 expiring on 28OCT2025
Delta for 1050 CE is -
Historical price for 1050 CE is as follows
On 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 40.25, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 791
On 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 27.1, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 1055
On 15 Oct BAJFINANCE was trading at 1019.15. The strike last trading price was 10.5, which was -6.6 lower than the previous day. The implied volatity was -, the open interest changed by 352 which increased total open position to 1830
On 28 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 9.45, which was -6.6 lower than the previous day. The implied volatity was 24.48, the open interest changed by 189 which increased total open position to 694
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 12.6, which was -1.2 lower than the previous day. The implied volatity was 22.50, the open interest changed by 15 which increased total open position to 333
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 16.85, which was 9 higher than the previous day. The implied volatity was 21.46, the open interest changed by 47 which increased total open position to 59
| BAJFINANCE 28OCT2025 1050 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Oct | 1089.75 | 1.7 | -0.65 | - | 1,567 | -192 | 1,609 |
| 18 Oct | 1070.10 | 7.8 | -2.15 | - | 3,275 | 22 | 1,631 |
| 15 Oct | 1019.15 | 41.35 | 12.95 | - | 749 | -164 | 635 |
| 28 Sept | 985.10 | 68.05 | 19.5 | 27.48 | 52 | -3 | 157 |
| 21 Sept | 992.45 | 60.05 | 1.7 | 24.82 | 17 | 4 | 182 |
| 14 Sept | 1003.25 | 55.3 | -112.8 | 24.70 | 37 | 31 | 30 |
For Bajaj Finance Limited - strike price 1050 expiring on 28OCT2025
Delta for 1050 PE is -
Historical price for 1050 PE is as follows
On 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -192 which decreased total open position to 1609
On 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 7.8, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 1631
On 15 Oct BAJFINANCE was trading at 1019.15. The strike last trading price was 41.35, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by -164 which decreased total open position to 635
On 28 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 68.05, which was 19.5 higher than the previous day. The implied volatity was 27.48, the open interest changed by -3 which decreased total open position to 157
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 60.05, which was 1.7 higher than the previous day. The implied volatity was 24.82, the open interest changed by 4 which increased total open position to 182
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 55.3, which was -112.8 lower than the previous day. The implied volatity was 24.70, the open interest changed by 31 which increased total open position to 30
