BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1900 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 | 168.15 | -4.35 | - | 42 | 15 | 88 | |||||||||
| 14 Sept | 2081.50 | 197.1 | 47.1 | 30.44 | 13 | -1 | 91 | |||||||||
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| 17 Aug | 1925.10 | 81.1 | 3.1 | 20.54 | 16 | -2 | 26 | |||||||||
For Bajaj Finserv Ltd. - strike price 1900 expiring on 30SEP2025
Delta for 1900 CE is -
Historical price for 1900 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 168.15, which was -4.35 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 88
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 197.1, which was 47.1 higher than the previous day. The implied volatity was 30.44, the open interest changed by -1 which decreased total open position to 91
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 81.1, which was 3.1 higher than the previous day. The implied volatity was 20.54, the open interest changed by -2 which decreased total open position to 26
| BAJAJFINSV 30SEP2025 1900 PE | |||||||
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Delta: -0.03
Vega: 0.26
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 1.3 | -0.2 | 28.10 | 35 | -1 | 1,334 |
| 14 Sept | 2081.50 | 1.8 | -1.05 | 25.01 | 751 | -74 | 1,125 |
| 17 Aug | 1925.10 | 38 | -7.6 | 21.24 | 8 | 4 | 19 |
For Bajaj Finserv Ltd. - strike price 1900 expiring on 30SEP2025
Delta for 1900 PE is -0.03
Historical price for 1900 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 28.10, the open interest changed by -1 which decreased total open position to 1334
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by -74 which decreased total open position to 1125
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 38, which was -7.6 lower than the previous day. The implied volatity was 21.24, the open interest changed by 4 which increased total open position to 19
