BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1880 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 | 214.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2081.50 | 208 | 38.1 | - | 6 | -5 | 32 | |||||||||
| 17 Aug | 1925.10 | 251.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1880 expiring on 30SEP2025
Delta for 1880 CE is 0.00
Historical price for 1880 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 214.7, 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 208, which was 38.1 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 32
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 251.6, 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 1880 PE | |||||||
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Delta: -0.03
Vega: 0.22
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 1.05 | -0.05 | 29.33 | 4 | -1 | 366 |
| 14 Sept | 2081.50 | 1.45 | -0.7 | 26.20 | 133 | -17 | 352 |
| 17 Aug | 1925.10 | 32.45 | -5.55 | 21.93 | 26 | 23 | 25 |
For Bajaj Finserv Ltd. - strike price 1880 expiring on 30SEP2025
Delta for 1880 PE is -0.03
Historical price for 1880 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 29.33, the open interest changed by -1 which decreased total open position to 366
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 1.45, which was -0.7 lower than the previous day. The implied volatity was 26.20, the open interest changed by -17 which decreased total open position to 352
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 32.45, which was -5.55 lower than the previous day. The implied volatity was 21.93, the open interest changed by 23 which increased total open position to 25
