BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1920 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 | 158.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2081.50 | 172.75 | 43.75 | 15.12 | 12 | -3 | 79 | |||||||||
| 17 Aug | 1925.10 | 64 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1920 expiring on 30SEP2025
Delta for 1920 CE is 0.00
Historical price for 1920 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 158.45, 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 172.75, which was 43.75 higher than the previous day. The implied volatity was 15.12, the open interest changed by -3 which decreased total open position to 79
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 64, 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 1920 PE | |||||||
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Delta: -0.04
Vega: 0.30
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 1.5 | -0.2 | 26.02 | 21 | -13 | 283 |
| 14 Sept | 2081.50 | 2.4 | -1.6 | 24.13 | 286 | -43 | 254 |
| 17 Aug | 1925.10 | 46 | -3.15 | 21.13 | 3 | 1 | 8 |
For Bajaj Finserv Ltd. - strike price 1920 expiring on 30SEP2025
Delta for 1920 PE is -0.04
Historical price for 1920 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 26.02, the open interest changed by -13 which decreased total open position to 283
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 2.4, which was -1.6 lower than the previous day. The implied volatity was 24.13, the open interest changed by -43 which decreased total open position to 254
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 46, which was -3.15 lower than the previous day. The implied volatity was 21.13, the open interest changed by 1 which increased total open position to 8
