BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
01 Apr 2026 04:12 PM IST
| BAJFINANCE 28-Apr-2026 (26d) 1000 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.2
Theta: -0.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 817.30 | 1.4 | -0.2 | 39.41 | 909 | 260 | 1,452 | |||||||||
| 30 Mar | 801.55 | 1.7 | -1.3 | 42.88 | 595 | 266 | 1,190 | |||||||||
| 27 Mar | 843.80 | 3.15 | -1.75 | 36.45 | 441 | 70 | 924 | |||||||||
| 25 Mar | 882.75 | 5 | 1.55 | 31.38 | 1,105 | 160 | 849 | |||||||||
| 24 Mar | 849.00 | 3.75 | 0.7 | 34.83 | 308 | -12 | 687 | |||||||||
| 23 Mar | 812.60 | 3 | 0 | 40.86 | 200 | 11 | 699 | |||||||||
| 20 Mar | 830.55 | 3 | -0.25 | 35.49 | 190 | 50 | 687 | |||||||||
| 19 Mar | 832.20 | 3.35 | -1.5 | 34.64 | 301 | 17 | 637 | |||||||||
| 18 Mar | 880.10 | 4.85 | 0.6 | 28 | 681 | 119 | 619 | |||||||||
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| 17 Mar | 868.60 | 4.25 | -1.65 | 29.36 | 169 | 62 | 491 | |||||||||
| 16 Mar | 878.15 | 5.6 | -0.4 | 30.3 | 298 | -142 | 427 | |||||||||
| 13 Mar | 855.05 | 6.2 | -0.4 | 33.54 | 163 | 76 | 569 | |||||||||
| 12 Mar | 863.10 | 6.4 | -2.7 | 32.16 | 379 | 148 | 492 | |||||||||
| 11 Mar | 893.65 | 8.85 | -7.8 | 28.61 | 338 | 107 | 340 | |||||||||
| 10 Mar | 939.80 | 16.55 | 0.15 | 24.4 | 119 | 41 | 232 | |||||||||
| 9 Mar | 938.05 | 16.25 | -3.25 | 24.76 | 127 | 30 | 191 | |||||||||
| 6 Mar | 950.20 | 19.5 | -2.7 | 22.94 | 36 | 10 | 161 | |||||||||
| 5 Mar | 962.40 | 22.2 | 2.05 | 21.5 | 79 | 14 | 152 | |||||||||
| 4 Mar | 945.10 | 20.25 | -10.6 | 24.68 | 127 | 45 | 137 | |||||||||
| 2 Mar | 978.25 | 30.35 | -10.4 | 22.6 | 88 | 32 | 91 | |||||||||
| 27 Feb | 995.90 | 41.35 | -4.85 | 21.5 | 20 | 4 | 60 | |||||||||
| 26 Feb | 1012.95 | 46.2 | -5.8 | 17.33 | 54 | 31 | 56 | |||||||||
| 25 Feb | 1021.05 | 52 | -2.25 | 18.06 | 8 | 5 | 23 | |||||||||
| 24 Feb | 1023.55 | 54 | 24.25 | - | 0 | 0 | 18 | |||||||||
| 23 Feb | 1031.00 | 54 | 24.25 | 13.81 | 18 | 14 | 14 | |||||||||
| 20 Feb | 1030.20 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1017.05 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1023.80 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1014.15 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1012.75 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1024.75 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 999.10 | 29.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 964.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 903.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 902.35 | 0 | 0 | 4.54 | 0 | 0 | 0 | |||||||||
| 30 Jan | 929.85 | 0 | 0 | 2.65 | 0 | 0 | 0 | |||||||||
| 29 Jan | 935.15 | 0 | 0 | 2.44 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1000 expiring on 28APR2026
Delta for 1000 CE is 0.04
Historical price for 1000 CE is as follows
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 39.41, the open interest changed by 260 which increased total open position to 1452
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 1.7, which was -1.3 lower than the previous day. The implied volatity was 42.88, the open interest changed by 266 which increased total open position to 1190
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 3.15, which was -1.75 lower than the previous day. The implied volatity was 36.45, the open interest changed by 70 which increased total open position to 924
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 5, which was 1.55 higher than the previous day. The implied volatity was 31.38, the open interest changed by 160 which increased total open position to 849
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 3.75, which was 0.7 higher than the previous day. The implied volatity was 34.83, the open interest changed by -12 which decreased total open position to 687
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 40.86, the open interest changed by 11 which increased total open position to 699
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 35.49, the open interest changed by 50 which increased total open position to 687
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 3.35, which was -1.5 lower than the previous day. The implied volatity was 34.64, the open interest changed by 17 which increased total open position to 637
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 4.85, which was 0.6 higher than the previous day. The implied volatity was 28, the open interest changed by 119 which increased total open position to 619
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 4.25, which was -1.65 lower than the previous day. The implied volatity was 29.36, the open interest changed by 62 which increased total open position to 491
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 5.6, which was -0.4 lower than the previous day. The implied volatity was 30.3, the open interest changed by -142 which decreased total open position to 427
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 6.2, which was -0.4 lower than the previous day. The implied volatity was 33.54, the open interest changed by 76 which increased total open position to 569
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 6.4, which was -2.7 lower than the previous day. The implied volatity was 32.16, the open interest changed by 148 which increased total open position to 492
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 8.85, which was -7.8 lower than the previous day. The implied volatity was 28.61, the open interest changed by 107 which increased total open position to 340
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 16.55, which was 0.15 higher than the previous day. The implied volatity was 24.4, the open interest changed by 41 which increased total open position to 232
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 16.25, which was -3.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 30 which increased total open position to 191
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 19.5, which was -2.7 lower than the previous day. The implied volatity was 22.94, the open interest changed by 10 which increased total open position to 161
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 22.2, which was 2.05 higher than the previous day. The implied volatity was 21.5, the open interest changed by 14 which increased total open position to 152
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 20.25, which was -10.6 lower than the previous day. The implied volatity was 24.68, the open interest changed by 45 which increased total open position to 137
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 30.35, which was -10.4 lower than the previous day. The implied volatity was 22.6, the open interest changed by 32 which increased total open position to 91
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 41.35, which was -4.85 lower than the previous day. The implied volatity was 21.5, the open interest changed by 4 which increased total open position to 60
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 46.2, which was -5.8 lower than the previous day. The implied volatity was 17.33, the open interest changed by 31 which increased total open position to 56
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 52, which was -2.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by 5 which increased total open position to 23
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 54, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 54, which was 24.25 higher than the previous day. The implied volatity was 13.81, the open interest changed by 14 which increased total open position to 14
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 29.75, 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 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 29.75, 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 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 29.75, 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 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 29.75, 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 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 29.75, 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 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 29.75, 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 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 29.75, 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 Feb BAJFINANCE was trading at 964.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. 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 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.54, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 28-Apr-2026 (26d) 1000 PE | |||||||
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Delta: -0.95
Vega: 0.23
Theta: 0.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 817.30 | 175.5 | -18 | 41.62 | 138 | 15 | 752 |
| 30 Mar | 801.55 | 192.15 | 38.6 | 44.5 | 461 | 94 | 735 |
| 27 Mar | 843.80 | 150.7 | 32.5 | 42.83 | 158 | 133 | 640 |
| 25 Mar | 882.75 | 118 | -29 | 39.57 | 153 | 12 | 506 |
| 24 Mar | 849.00 | 146 | -39.1 | 43.85 | 63 | 48 | 491 |
| 23 Mar | 812.60 | 184.8 | 16.8 | 48.68 | 102 | 61 | 433 |
| 20 Mar | 830.55 | 168 | 20 | 47.22 | 7 | 6 | 371 |
| 19 Mar | 832.20 | 148 | 23 | 18.62 | 5 | 3 | 363 |
| 18 Mar | 880.10 | 125 | -2 | 45.74 | 87 | 5 | 280 |
| 17 Mar | 868.60 | 127 | -6 | 34.54 | 8 | 7 | 274 |
| 16 Mar | 878.15 | 133 | -8.15 | 46.29 | 9 | -2 | 274 |
| 13 Mar | 855.05 | 141.15 | 7.95 | 39.17 | 3 | 2 | 276 |
| 12 Mar | 863.10 | 134 | 27.65 | 36.75 | 63 | 58 | 273 |
| 11 Mar | 893.65 | 108.7 | 44.8 | 35.87 | 41 | -7 | 215 |
| 10 Mar | 939.80 | 63.9 | -4.6 | 26.52 | 17 | 0 | 222 |
| 9 Mar | 938.05 | 69 | 7.5 | 28.57 | 43 | 2 | 221 |
| 6 Mar | 950.20 | 61.5 | 0.5 | 28.83 | 107 | 75 | 219 |
| 5 Mar | 962.40 | 61 | -1 | 32.34 | 1 | 0 | 143 |
| 4 Mar | 945.10 | 62 | 18.2 | 25.93 | 18 | -2 | 143 |
| 2 Mar | 978.25 | 44.15 | 11.75 | 25.4 | 87 | -3 | 143 |
| 27 Feb | 995.90 | 31.85 | 5.05 | 23.75 | 53 | -5 | 138 |
| 26 Feb | 1012.95 | 26.8 | 3 | 24.76 | 161 | 113 | 144 |
| 25 Feb | 1021.05 | 23.55 | -0.1 | 23.93 | 16 | 9 | 31 |
| 24 Feb | 1023.55 | 23.65 | 4 | 24.54 | 12 | 5 | 21 |
| 23 Feb | 1031.00 | 19.15 | -80.55 | 22.82 | 17 | 14 | 14 |
| 20 Feb | 1030.20 | 99.7 | 0 | 3.27 | 0 | 0 | 0 |
| 19 Feb | 1017.05 | 99.7 | 0 | 2.31 | 0 | 0 | 0 |
| 18 Feb | 1023.80 | 99.7 | 0 | 2.6 | 0 | 0 | 0 |
| 17 Feb | 1014.15 | 99.7 | 0 | 1.76 | 0 | 0 | 0 |
| 16 Feb | 1012.75 | 99.7 | 0 | 2.67 | 0 | 0 | 0 |
| 13 Feb | 1024.75 | 0 | 0 | 2.38 | 0 | 0 | 0 |
| 12 Feb | 999.10 | 0 | 0 | 1.14 | 0 | 0 | 0 |
| 3 Feb | 964.40 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 903.70 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 902.35 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 929.85 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 935.15 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1000 expiring on 28APR2026
Delta for 1000 PE is -0.95
Historical price for 1000 PE is as follows
On 1 Apr BAJFINANCE was trading at 817.30. The strike last trading price was 175.5, which was -18 lower than the previous day. The implied volatity was 41.62, the open interest changed by 15 which increased total open position to 752
On 30 Mar BAJFINANCE was trading at 801.55. The strike last trading price was 192.15, which was 38.6 higher than the previous day. The implied volatity was 44.5, the open interest changed by 94 which increased total open position to 735
On 27 Mar BAJFINANCE was trading at 843.80. The strike last trading price was 150.7, which was 32.5 higher than the previous day. The implied volatity was 42.83, the open interest changed by 133 which increased total open position to 640
On 25 Mar BAJFINANCE was trading at 882.75. The strike last trading price was 118, which was -29 lower than the previous day. The implied volatity was 39.57, the open interest changed by 12 which increased total open position to 506
On 24 Mar BAJFINANCE was trading at 849.00. The strike last trading price was 146, which was -39.1 lower than the previous day. The implied volatity was 43.85, the open interest changed by 48 which increased total open position to 491
On 23 Mar BAJFINANCE was trading at 812.60. The strike last trading price was 184.8, which was 16.8 higher than the previous day. The implied volatity was 48.68, the open interest changed by 61 which increased total open position to 433
On 20 Mar BAJFINANCE was trading at 830.55. The strike last trading price was 168, which was 20 higher than the previous day. The implied volatity was 47.22, the open interest changed by 6 which increased total open position to 371
On 19 Mar BAJFINANCE was trading at 832.20. The strike last trading price was 148, which was 23 higher than the previous day. The implied volatity was 18.62, the open interest changed by 3 which increased total open position to 363
On 18 Mar BAJFINANCE was trading at 880.10. The strike last trading price was 125, which was -2 lower than the previous day. The implied volatity was 45.74, the open interest changed by 5 which increased total open position to 280
On 17 Mar BAJFINANCE was trading at 868.60. The strike last trading price was 127, which was -6 lower than the previous day. The implied volatity was 34.54, the open interest changed by 7 which increased total open position to 274
On 16 Mar BAJFINANCE was trading at 878.15. The strike last trading price was 133, which was -8.15 lower than the previous day. The implied volatity was 46.29, the open interest changed by -2 which decreased total open position to 274
On 13 Mar BAJFINANCE was trading at 855.05. The strike last trading price was 141.15, which was 7.95 higher than the previous day. The implied volatity was 39.17, the open interest changed by 2 which increased total open position to 276
On 12 Mar BAJFINANCE was trading at 863.10. The strike last trading price was 134, which was 27.65 higher than the previous day. The implied volatity was 36.75, the open interest changed by 58 which increased total open position to 273
On 11 Mar BAJFINANCE was trading at 893.65. The strike last trading price was 108.7, which was 44.8 higher than the previous day. The implied volatity was 35.87, the open interest changed by -7 which decreased total open position to 215
On 10 Mar BAJFINANCE was trading at 939.80. The strike last trading price was 63.9, which was -4.6 lower than the previous day. The implied volatity was 26.52, the open interest changed by 0 which decreased total open position to 222
On 9 Mar BAJFINANCE was trading at 938.05. The strike last trading price was 69, which was 7.5 higher than the previous day. The implied volatity was 28.57, the open interest changed by 2 which increased total open position to 221
On 6 Mar BAJFINANCE was trading at 950.20. The strike last trading price was 61.5, which was 0.5 higher than the previous day. The implied volatity was 28.83, the open interest changed by 75 which increased total open position to 219
On 5 Mar BAJFINANCE was trading at 962.40. The strike last trading price was 61, which was -1 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 143
On 4 Mar BAJFINANCE was trading at 945.10. The strike last trading price was 62, which was 18.2 higher than the previous day. The implied volatity was 25.93, the open interest changed by -2 which decreased total open position to 143
On 2 Mar BAJFINANCE was trading at 978.25. The strike last trading price was 44.15, which was 11.75 higher than the previous day. The implied volatity was 25.4, the open interest changed by -3 which decreased total open position to 143
On 27 Feb BAJFINANCE was trading at 995.90. The strike last trading price was 31.85, which was 5.05 higher than the previous day. The implied volatity was 23.75, the open interest changed by -5 which decreased total open position to 138
On 26 Feb BAJFINANCE was trading at 1012.95. The strike last trading price was 26.8, which was 3 higher than the previous day. The implied volatity was 24.76, the open interest changed by 113 which increased total open position to 144
On 25 Feb BAJFINANCE was trading at 1021.05. The strike last trading price was 23.55, which was -0.1 lower than the previous day. The implied volatity was 23.93, the open interest changed by 9 which increased total open position to 31
On 24 Feb BAJFINANCE was trading at 1023.55. The strike last trading price was 23.65, which was 4 higher than the previous day. The implied volatity was 24.54, the open interest changed by 5 which increased total open position to 21
On 23 Feb BAJFINANCE was trading at 1031.00. The strike last trading price was 19.15, which was -80.55 lower than the previous day. The implied volatity was 22.82, the open interest changed by 14 which increased total open position to 14
On 20 Feb BAJFINANCE was trading at 1030.20. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BAJFINANCE was trading at 1017.05. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJFINANCE was trading at 1023.80. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.6, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJFINANCE was trading at 1014.15. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJFINANCE was trading at 1012.75. The strike last trading price was 99.7, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJFINANCE was trading at 1024.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJFINANCE was trading at 999.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJFINANCE was trading at 903.70. 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 1 Feb BAJFINANCE was trading at 902.35. 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 30 Jan BAJFINANCE was trading at 929.85. 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 29 Jan BAJFINANCE was trading at 935.15. 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
