BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1740 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 304.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2081.50 | 304.5 | 1.5 | - | 4 | 0 | 5 | |||||||||
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30SEP2025
Delta for 1740 CE is 0.00
Historical price for 1740 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 304.5, 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
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 304.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
| BAJAJFINSV 30SEP2025 1740 PE | |||||||
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Delta: -0.01
Vega: 0.05
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 0.25 | -0.1 | 40.43 | 3 | 2 | 1 |
| 14 Sept | 2081.50 | 0.35 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30SEP2025
Delta for 1740 PE is -0.01
Historical price for 1740 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 40.43, the open interest changed by 2 which increased total open position to 1
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 0.35, 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
