BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 1980 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2067.30 | 93.2 | -5.95 | - | 53 | -19 | 255 | |||||||||
| 14 Sept | 2081.50 | 119.75 | 42.8 | 22.58 | 45 | -9 | 303 | |||||||||
| 17 Aug | 1925.10 | 41 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is -
Historical price for 1980 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 93.2, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 255
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 119.75, which was 42.8 higher than the previous day. The implied volatity was 22.58, the open interest changed by -9 which decreased total open position to 303
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 41, 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 1980 PE | |||||||
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Delta: -0.08
Vega: 0.54
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 2.65 | -1.05 | 19.92 | 622 | -20 | 917 |
| 14 Sept | 2081.50 | 5 | -6.15 | 20.59 | 1,276 | 221 | 540 |
| 17 Aug | 1925.10 | 101.4 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is -0.08
Historical price for 1980 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 2.65, which was -1.05 lower than the previous day. The implied volatity was 19.92, the open interest changed by -20 which decreased total open position to 917
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 5, which was -6.15 lower than the previous day. The implied volatity was 20.59, the open interest changed by 221 which increased total open position to 540
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 101.4, 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
