BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1960 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 | 115.1 | -2.9 | - | 12 | -4 | 228 | |||||||||
| 14 Sept | 2081.50 | 140.25 | 47.5 | 26.06 | 59 | -15 | 236 | |||||||||
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| 17 Aug | 1925.10 | 40 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1960 expiring on 30SEP2025
Delta for 1960 CE is -
Historical price for 1960 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 115.1, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 228
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 140.25, which was 47.5 higher than the previous day. The implied volatity was 26.06, the open interest changed by -15 which decreased total open position to 236
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 40, 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 1960 PE | |||||||
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Delta: -0.06
Vega: 0.40
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 1.8 | -0.9 | 21.11 | 297 | -77 | 397 |
| 14 Sept | 2081.50 | 3.9 | -3.9 | 21.81 | 928 | 24 | 390 |
| 17 Aug | 1925.10 | 70 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1960 expiring on 30SEP2025
Delta for 1960 PE is -0.06
Historical price for 1960 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.8, which was -0.9 lower than the previous day. The implied volatity was 21.11, the open interest changed by -77 which decreased total open position to 397
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 3.9, which was -3.9 lower than the previous day. The implied volatity was 21.81, the open interest changed by 24 which increased total open position to 390
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 70, 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
