BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 275 | 4.5 | - | 18 | -18 | 56 | |||||||||
| 14 Sept | 2081.50 | 285.8 | 51.8 | - | 51 | 42 | 92 | |||||||||
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| 17 Aug | 1925.10 | 154 | 9 | 20.65 | 1 | 0 | 20 | |||||||||
For Bajaj Finserv Ltd. - strike price 1800 expiring on 30SEP2025
Delta for 1800 CE is -
Historical price for 1800 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 275, which was 4.5 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 56
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 285.8, which was 51.8 higher than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 92
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 154, which was 9 higher than the previous day. The implied volatity was 20.65, the open interest changed by 0 which decreased total open position to 20
| BAJAJFINSV 30SEP2025 1800 PE | |||||||
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Delta: -0.01
Vega: 0.11
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 0.55 | 0.05 | 36.62 | 13 | 0 | 265 |
| 14 Sept | 2081.50 | 0.75 | -0.3 | 31.56 | 94 | -23 | 283 |
| 17 Aug | 1925.10 | 14 | -2.5 | 22.90 | 50 | 3 | 131 |
For Bajaj Finserv Ltd. - strike price 1800 expiring on 30SEP2025
Delta for 1800 PE is -0.01
Historical price for 1800 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 36.62, the open interest changed by 0 which decreased total open position to 265
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 31.56, the open interest changed by -23 which decreased total open position to 283
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 14, which was -2.5 lower than the previous day. The implied volatity was 22.90, the open interest changed by 3 which increased total open position to 131
