BAJFINANCE

Bajaj Finance Limited

981.7 +16.95 (1.76%)

L: 966.1 H: 986.5

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Historical option data for BAJFINANCE
06 Feb 2026 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJFINANCE 24-FEB-2026 970 CE
Delta: 0.66 Vega: 0.8 Theta: -0.61 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	981.70	26.85 ₹ 20,137.5	7.15 5362.50	19.92	6,467 48,50,250	-360 -2,70,000	1,050 7,87,500
5 Feb	964.75	19.5 ₹ 14,625	-2.4 -1800.00	22.38	3,284 24,63,000	303 2,27,250	1,583 11,87,250
4 Feb	963.30	20.85 ₹ 15,637.5	-6.9 -5175.00	23.57	8,464 63,48,000	317 2,37,750	1,284 9,63,000
3 Feb	964.40	28.1 ₹ 21,075	20.15 15112.50	30.7	6,851 51,38,250	375 2,81,250	962 7,21,500
2 Feb	903.70	8.4 ₹ 6,300	-0.5 -375.00	30.51	663 4,97,250	149 1,11,750	591 4,43,250
1 Feb	902.35	8.8 ₹ 6,600	-7.85 -5887.50	31.5	807 6,05,250	3 2,250	446 3,34,500
30 Jan	929.85	17.15 ₹ 12,862.5	-1.65 -1237.50	31.07	851 6,38,250	47 35,250	444 3,33,000
29 Jan	935.15	18.8 ₹ 14,100	0.75 562.50	29.64	834 6,25,500	17 12,750	397 2,97,750
28 Jan	935.15	18.45 ₹ 13,837.5	4.25 3187.50	29.11	1,025 7,68,750	-21 -15,750	379 2,84,250
27 Jan	914.70	14.75 ₹ 11,062.5	-3.95 -2962.50	31.08	1,469 11,01,750	159 1,19,250	396 2,97,000
23 Jan	927.85	19 ₹ 14,250	-4.05 -3037.50	29.15	238 1,78,500	62 46,500	236 1,77,000
22 Jan	942.85	23.95 ₹ 17,962.5	1.45 1087.50	27.49	84 63,000	14 10,500	172 1,29,000
21 Jan	936.25	22.35 ₹ 16,762.5	0.9 675.00	28.18	134 1,00,500	-2 -1,500	158 1,18,500
20 Jan	933.20	21.85 ₹ 16,387.5	-13.8 -10350.00	29.46	155 1,16,250	-7 -5,250	157 1,17,750
19 Jan	969.45	34.65 ₹ 25,987.5	7.65 5737.50	25.69	135 1,01,250	35 26,250	163 1,22,250
16 Jan	950.25	26.9 ₹ 20,175	0.3 225.00	24.93	129 96,750	76 57,000	124 93,000
14 Jan	945.95	26.6 ₹ 19,950	-4.4 -3300.00	26.16	14 10,500	4 3,000	47 35,250
13 Jan	949.00	31 ₹ 23,250	-5 -3750.00	-	0 0	0 0	0 0
12 Jan	951.90	31 ₹ 23,250	-5 -3750.00	26.91	50 37,500	38 28,500	43 32,250
9 Jan	959.60	36 ₹ 27,000	-6.45 -4837.50	25.13	4 3,000	0 0	4 3,000
8 Jan	971.95	42.45 ₹ 31,837.5	-20.45 -15337.50	25.99	5 3,750	3 2,250	3 2,250
7 Jan	968.80	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0
6 Jan	977.35	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0
5 Jan	978.75	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0
2 Jan	990.45	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0

1 Jan	973.10	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0
31 Dec	986.80	62.9 ₹ 47,175	0 0.00	-	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 970 expiring on 24FEB2026

Delta for 970 CE is 0.66

Historical price for 970 CE is as follows

On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 26.85, which was 7.15 higher than the previous day. The implied volatity was 19.92, the open interest changed by -360 which decreased total open position to 1050

On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 19.5, which was -2.4 lower than the previous day. The implied volatity was 22.38, the open interest changed by 303 which increased total open position to 1583

On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 20.85, which was -6.9 lower than the previous day. The implied volatity was 23.57, the open interest changed by 317 which increased total open position to 1284

On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 28.1, which was 20.15 higher than the previous day. The implied volatity was 30.7, the open interest changed by 375 which increased total open position to 962

On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 8.4, which was -0.5 lower than the previous day. The implied volatity was 30.51, the open interest changed by 149 which increased total open position to 591

On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 8.8, which was -7.85 lower than the previous day. The implied volatity was 31.5, the open interest changed by 3 which increased total open position to 446

On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 17.15, which was -1.65 lower than the previous day. The implied volatity was 31.07, the open interest changed by 47 which increased total open position to 444

On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 18.8, which was 0.75 higher than the previous day. The implied volatity was 29.64, the open interest changed by 17 which increased total open position to 397

On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 18.45, which was 4.25 higher than the previous day. The implied volatity was 29.11, the open interest changed by -21 which decreased total open position to 379

On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 14.75, which was -3.95 lower than the previous day. The implied volatity was 31.08, the open interest changed by 159 which increased total open position to 396

On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 19, which was -4.05 lower than the previous day. The implied volatity was 29.15, the open interest changed by 62 which increased total open position to 236

On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 23.95, which was 1.45 higher than the previous day. The implied volatity was 27.49, the open interest changed by 14 which increased total open position to 172

On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 22.35, which was 0.9 higher than the previous day. The implied volatity was 28.18, the open interest changed by -2 which decreased total open position to 158

On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 21.85, which was -13.8 lower than the previous day. The implied volatity was 29.46, the open interest changed by -7 which decreased total open position to 157

On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 34.65, which was 7.65 higher than the previous day. The implied volatity was 25.69, the open interest changed by 35 which increased total open position to 163

On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 26.9, which was 0.3 higher than the previous day. The implied volatity was 24.93, the open interest changed by 76 which increased total open position to 124

On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 26.6, which was -4.4 lower than the previous day. The implied volatity was 26.16, the open interest changed by 4 which increased total open position to 47

On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 31, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 31, which was -5 lower than the previous day. The implied volatity was 26.91, the open interest changed by 38 which increased total open position to 43

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 36, which was -6.45 lower than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 4

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 42.45, which was -20.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 3 which increased total open position to 3

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 62.9, 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 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 62.9, 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 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 62.9, 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 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 62.9, 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 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 62.9, 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 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 62.9, 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

BAJFINANCE 24FEB2026 970 PE
Delta: -0.37 Vega: 0.82 Theta: -0.49 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	981.70	14.85 ₹ 11,137.5	-8.55 -6412.50	25.78	6,250 46,87,500	703 5,27,250	2,072 15,54,000
5 Feb	964.75	23.15 ₹ 17,362.5	-0.55 -412.50	26.19	2,307 17,30,250	-354 -2,65,500	1,373 10,29,750
4 Feb	963.30	23.95 ₹ 17,962.5	-7.9 -5925.00	26.18	6,170 46,27,500	653 4,89,750	1,726 12,94,500
3 Feb	964.40	32.5 ₹ 24,375	-37.1 -27825.00	35	3,554 26,65,500	695 5,21,250	1,048 7,86,000
2 Feb	903.70	67.5 ₹ 50,625	-5.45 -4087.50	34.75	34 25,500	5 3,750	352 2,64,000
1 Feb	902.35	72.7 ₹ 54,525	20.6 15450.00	37.79	48 36,000	-21 -15,750	349 2,61,750
30 Jan	929.85	51.8 ₹ 38,850	3.7 2775.00	33.4	87 65,250	6 4,500	370 2,77,500
29 Jan	935.15	48.7 ₹ 36,525	-0.15 -112.50	33.84	81 60,750	27 20,250	364 2,73,000
28 Jan	935.15	48.7 ₹ 36,525	-12.9 -9675.00	32.61	57 42,750	2 1,500	337 2,52,750
27 Jan	914.70	60.4 ₹ 45,300	6.25 4687.50	32.21	301 2,25,750	34 25,500	334 2,50,500
23 Jan	927.85	53.8 ₹ 40,350	10.3 7725.00	31.81	219 1,64,250	68 51,000	297 2,22,750
22 Jan	942.85	43.5 ₹ 32,625	-6.4 -4800.00	30.41	38 28,500	13 9,750	229 1,71,750
21 Jan	936.25	49.8 ₹ 37,350	-1.9 -1425.00	32.16	12 9,000	-1 -750	215 1,61,250
20 Jan	933.20	54.6 ₹ 40,950	24 18000.00	32.84	237 1,77,750	-146 -1,09,500	216 1,62,000
19 Jan	969.45	31.2 ₹ 23,400	-8.7 -6525.00	28.65	357 2,67,750	311 2,33,250	362 2,71,500
16 Jan	950.25	39.9 ₹ 29,925	1.9 1425.00	28.41	65 48,750	50 37,500	53 39,750
14 Jan	945.95	38 ₹ 28,500	3 2250.00	-	0 0	0 0	3 2,250
13 Jan	949.00	38 ₹ 28,500	3 2250.00	-	0 0	0 0	0 0
12 Jan	951.90	38 ₹ 28,500	3 2250.00	26.81	2 1,500	0 0	1 750
9 Jan	959.60	35 ₹ 26,250	0.35 262.50	27.07	1 750	0 0	0 0
8 Jan	971.95	34.65 ₹ 25,987.5	0 0.00	1.13	0 0	0 0	0 0
7 Jan	968.80	34.65 ₹ 25,987.5	0 0.00	1.12	0 0	0 0	0 0
6 Jan	977.35	34.65 ₹ 25,987.5	0 0.00	1.69	0 0	0 0	0 0
5 Jan	978.75	34.65 ₹ 25,987.5	0 0.00	1.66	0 0	0 0	0 0
2 Jan	990.45	34.65 ₹ 25,987.5	0 0.00	2.63	0 0	0 0	0 0
1 Jan	973.10	34.65 ₹ 25,987.5	0 0.00	1.53	0 0	0 0	0 0
31 Dec	986.80	34.65 ₹ 25,987.5	0 0.00	2.3	0 0	0 0	0 0

For Bajaj Finance Limited - strike price 970 expiring on 24FEB2026

Delta for 970 PE is -0.37

Historical price for 970 PE is as follows

On 6 Feb BAJFINANCE was trading at 981.70. The strike last trading price was 14.85, which was -8.55 lower than the previous day. The implied volatity was 25.78, the open interest changed by 703 which increased total open position to 2072

On 5 Feb BAJFINANCE was trading at 964.75. The strike last trading price was 23.15, which was -0.55 lower than the previous day. The implied volatity was 26.19, the open interest changed by -354 which decreased total open position to 1373

On 4 Feb BAJFINANCE was trading at 963.30. The strike last trading price was 23.95, which was -7.9 lower than the previous day. The implied volatity was 26.18, the open interest changed by 653 which increased total open position to 1726

On 3 Feb BAJFINANCE was trading at 964.40. The strike last trading price was 32.5, which was -37.1 lower than the previous day. The implied volatity was 35, the open interest changed by 695 which increased total open position to 1048

On 2 Feb BAJFINANCE was trading at 903.70. The strike last trading price was 67.5, which was -5.45 lower than the previous day. The implied volatity was 34.75, the open interest changed by 5 which increased total open position to 352

On 1 Feb BAJFINANCE was trading at 902.35. The strike last trading price was 72.7, which was 20.6 higher than the previous day. The implied volatity was 37.79, the open interest changed by -21 which decreased total open position to 349

On 30 Jan BAJFINANCE was trading at 929.85. The strike last trading price was 51.8, which was 3.7 higher than the previous day. The implied volatity was 33.4, the open interest changed by 6 which increased total open position to 370

On 29 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 48.7, which was -0.15 lower than the previous day. The implied volatity was 33.84, the open interest changed by 27 which increased total open position to 364

On 28 Jan BAJFINANCE was trading at 935.15. The strike last trading price was 48.7, which was -12.9 lower than the previous day. The implied volatity was 32.61, the open interest changed by 2 which increased total open position to 337

On 27 Jan BAJFINANCE was trading at 914.70. The strike last trading price was 60.4, which was 6.25 higher than the previous day. The implied volatity was 32.21, the open interest changed by 34 which increased total open position to 334

On 23 Jan BAJFINANCE was trading at 927.85. The strike last trading price was 53.8, which was 10.3 higher than the previous day. The implied volatity was 31.81, the open interest changed by 68 which increased total open position to 297

On 22 Jan BAJFINANCE was trading at 942.85. The strike last trading price was 43.5, which was -6.4 lower than the previous day. The implied volatity was 30.41, the open interest changed by 13 which increased total open position to 229

On 21 Jan BAJFINANCE was trading at 936.25. The strike last trading price was 49.8, which was -1.9 lower than the previous day. The implied volatity was 32.16, the open interest changed by -1 which decreased total open position to 215

On 20 Jan BAJFINANCE was trading at 933.20. The strike last trading price was 54.6, which was 24 higher than the previous day. The implied volatity was 32.84, the open interest changed by -146 which decreased total open position to 216

On 19 Jan BAJFINANCE was trading at 969.45. The strike last trading price was 31.2, which was -8.7 lower than the previous day. The implied volatity was 28.65, the open interest changed by 311 which increased total open position to 362

On 16 Jan BAJFINANCE was trading at 950.25. The strike last trading price was 39.9, which was 1.9 higher than the previous day. The implied volatity was 28.41, the open interest changed by 50 which increased total open position to 53

On 14 Jan BAJFINANCE was trading at 945.95. The strike last trading price was 38, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 13 Jan BAJFINANCE was trading at 949.00. The strike last trading price was 38, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan BAJFINANCE was trading at 951.90. The strike last trading price was 38, which was 3 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 1

On 9 Jan BAJFINANCE was trading at 959.60. The strike last trading price was 35, which was 0.35 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 0

On 8 Jan BAJFINANCE was trading at 971.95. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0

On 7 Jan BAJFINANCE was trading at 968.80. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0

On 6 Jan BAJFINANCE was trading at 977.35. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0

On 5 Jan BAJFINANCE was trading at 978.75. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0

On 2 Jan BAJFINANCE was trading at 990.45. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0

On 1 Jan BAJFINANCE was trading at 973.10. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0

On 31 Dec BAJFINANCE was trading at 986.80. The strike last trading price was 34.65, which was 0 lower than the previous day. The implied volatity was 2.3, the open interest changed by 0 which decreased total open position to 0

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