BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
01 Nov 2025 08:13 PM IST
| BAJFINANCE 25-NOV-2025 1060 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Nov | 1042.80 | 25.2 | -3.5 | - | 3,095 | 480 | 1,138 | |||||||||
| 27 Oct | 1084.40 | 50 | -5 | - | 83 | 14 | 203 | |||||||||
| 26 Oct | 1089.75 | 54.05 | -2.5 | - | 56 | 24 | 189 | |||||||||
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| 25 Oct | 1089.75 | 54.05 | -2.5 | - | 56 | 24 | 189 | |||||||||
| 18 Oct | 1070.10 | 40.05 | 0.1 | - | 52 | 4 | 93 | |||||||||
| 15 Oct | 1019.15 | 20.5 | -6.2 | - | 30 | 13 | 39 | |||||||||
| 28 Sept | 985.10 | 15.5 | -4.5 | 22.88 | 3 | 0 | 2 | |||||||||
| 21 Sept | 992.45 | 20 | 10.05 | 22.22 | 1 | 1 | 1 | |||||||||
| 14 Sept | 1003.25 | 9.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1060 expiring on 25NOV2025
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 1 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 25.2, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by 480 which increased total open position to 1138
On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 50, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 203
On 26 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 54.05, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 189
On 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 54.05, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 189
On 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 40.05, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 93
On 15 Oct BAJFINANCE was trading at 1019.15. The strike last trading price was 20.5, which was -6.2 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 39
On 28 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 15.5, which was -4.5 lower than the previous day. The implied volatity was 22.88, the open interest changed by 0 which decreased total open position to 2
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 20, which was 10.05 higher than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 1
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 9.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 25NOV2025 1060 PE | |||||||
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|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 1042.80 | 34 | 4.8 | - | 1,514 | 110 | 613 |
| 27 Oct | 1084.40 | 19.75 | -1.25 | - | 203 | 7 | 305 |
| 26 Oct | 1089.75 | 21.15 | 0.75 | - | 192 | 18 | 298 |
| 25 Oct | 1089.75 | 21.15 | 0.75 | - | 192 | 18 | 298 |
| 18 Oct | 1070.10 | 26.4 | -2.2 | - | 92 | 14 | 110 |
| 15 Oct | 1019.15 | 177.6 | 0 | - | 0 | 0 | 0 |
| 28 Sept | 985.10 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 992.45 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1003.25 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1060 expiring on 25NOV2025
Delta for 1060 PE is -
Historical price for 1060 PE is as follows
On 1 Nov BAJFINANCE was trading at 1042.80. The strike last trading price was 34, which was 4.8 higher than the previous day. The implied volatity was -, the open interest changed by 110 which increased total open position to 613
On 27 Oct BAJFINANCE was trading at 1084.40. The strike last trading price was 19.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 305
On 26 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 21.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 298
On 25 Oct BAJFINANCE was trading at 1089.75. The strike last trading price was 21.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 298
On 18 Oct BAJFINANCE was trading at 1070.10. The strike last trading price was 26.4, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 110
On 15 Oct BAJFINANCE was trading at 1019.15. The strike last trading price was 177.6, 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 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 0, 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 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0, 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 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0, 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

































































































































































































































