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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.
2069.5 2.20 (0.11%)

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Historical option data for BAJAJFINSV

21 Sep 2025 04:12 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BAJAJFINSV 28OCT2025 2000 CE
Delta: 0.78
Vega: 2.03
Theta: -0.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2067.30 109 -2.25 19.09 14 -3 154
14 Sept 2081.50 123.85 28.8 18.47 12 3 78

For Bajaj Finserv Ltd. - strike price 2000 expiring on 28OCT2025

Delta for 2000 CE is 0.78

Historical price for 2000 CE is as follows

On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 109, which was -2.25 lower than the previous day. The implied volatity was 19.09, the open interest changed by -3 which decreased total open position to 154


On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 123.85, which was 28.8 higher than the previous day. The implied volatity was 18.47, the open interest changed by 3 which increased total open position to 78


BAJAJFINSV 28OCT2025 2000 PE
Delta: -0.25
Vega: 2.17
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 2067.30 23.55 -0.95 22.09 81 38 153
14 Sept 2081.50 24 -11.2 22.32 58 28 58

For Bajaj Finserv Ltd. - strike price 2000 expiring on 28OCT2025

Delta for 2000 PE is -0.25

Historical price for 2000 PE is as follows

On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 23.55, which was -0.95 lower than the previous day. The implied volatity was 22.09, the open interest changed by 38 which increased total open position to 153


On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 24, which was -11.2 lower than the previous day. The implied volatity was 22.32, the open interest changed by 28 which increased total open position to 58