BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1860 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 | |||||||||
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| 21 Sept | 2067.30 | 162.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 2081.50 | 162.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1925.10 | 106 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1860 expiring on 30SEP2025
Delta for 1860 CE is 0.00
Historical price for 1860 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 162.45, 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 162.45, 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 106, 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 1860 PE | |||||||
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Delta: -0.02
Vega: 0.19
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 0.95 | 0.15 | 31.10 | 1 | 0 | 182 |
| 14 Sept | 2081.50 | 1.05 | -0.75 | 26.90 | 63 | -20 | 205 |
| 17 Aug | 1925.10 | 48.65 | 0 | 3.28 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1860 expiring on 30SEP2025
Delta for 1860 PE is -0.02
Historical price for 1860 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 31.10, the open interest changed by 0 which decreased total open position to 182
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 26.90, the open interest changed by -20 which decreased total open position to 205
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 48.65, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
