BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1780 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 | 162.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2081.50 | 162.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1925.10 | 169 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1780 expiring on 30SEP2025
Delta for 1780 CE is 0.00
Historical price for 1780 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 162.5, 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 162.5, 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 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 169, 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
| BAJAJFINSV 30SEP2025 1780 PE | |||||||
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Delta: -0.01
Vega: 0.11
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 0.6 | 0.35 | 39.12 | 1 | 0 | 55 |
| 14 Sept | 2081.50 | 0.6 | 0.1 | 32.82 | 10 | -6 | 63 |
| 17 Aug | 1925.10 | 26.3 | 0 | 6.27 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 30SEP2025
Delta for 1780 PE is -0.01
Historical price for 1780 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.6, which was 0.35 higher than the previous day. The implied volatity was 39.12, the open interest changed by 0 which decreased total open position to 55
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 32.82, the open interest changed by -6 which decreased total open position to 63
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 26.3, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
