BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1940 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 | 130.2 | -6.35 | - | 4 | 1 | 173 | |||||||||
| 14 Sept | 2081.50 | 152.05 | 40.9 | - | 4 | 1 | 176 | |||||||||
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| 17 Aug | 1925.10 | 64.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1940 expiring on 30SEP2025
Delta for 1940 CE is -
Historical price for 1940 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 130.2, which was -6.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 173
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 152.05, which was 40.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 176
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 64.95, 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 1940 PE | |||||||
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Delta: -0.03
Vega: 0.28
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 1.1 | -1.1 | 21.85 | 77 | -7 | 853 |
| 14 Sept | 2081.50 | 3.05 | -2.55 | 22.98 | 848 | 152 | 962 |
| 17 Aug | 1925.10 | 65 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1940 expiring on 30SEP2025
Delta for 1940 PE is -0.03
Historical price for 1940 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.1, which was -1.1 lower than the previous day. The implied volatity was 21.85, the open interest changed by -7 which decreased total open position to 853
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 3.05, which was -2.55 lower than the previous day. The implied volatity was 22.98, the open interest changed by 152 which increased total open position to 962
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 65, 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
