BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1840 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.15
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2067.30 | 236.8 | -13.2 | 33.45 | 1 | 0 | 38 | |||||||||
| 14 Sept | 2081.50 | 250 | 45 | - | 12 | -4 | 40 | |||||||||
| 17 Aug | 1925.10 | 280.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1840 expiring on 30SEP2025
Delta for 1840 CE is 0.98
Historical price for 1840 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 236.8, which was -13.2 lower than the previous day. The implied volatity was 33.45, the open interest changed by 0 which decreased total open position to 38
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 250, which was 45 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 40
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 280.65, 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
| BAJAJFINSV 30SEP2025 1840 PE | |||||||
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Delta: -0.02
Vega: 0.14
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 0.65 | -0.65 | 32.67 | 14 | -3 | 129 |
| 14 Sept | 2081.50 | 1.25 | -0.25 | 29.80 | 60 | -19 | 134 |
| 17 Aug | 1925.10 | 19.2 | -12.8 | 21.21 | 11 | 11 | 13 |
For Bajaj Finserv Ltd. - strike price 1840 expiring on 30SEP2025
Delta for 1840 PE is -0.02
Historical price for 1840 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 32.67, the open interest changed by -3 which decreased total open position to 129
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 29.80, the open interest changed by -19 which decreased total open position to 134
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 19.2, which was -12.8 lower than the previous day. The implied volatity was 21.21, the open interest changed by 11 which increased total open position to 13
