BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2000 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 | 76 | -5.35 | - | 226 | -65 | 798 | |||||||||
| 14 Sept | 2081.50 | 101 | 38.7 | 20.77 | 1,181 | -43 | 918 | |||||||||
| 17 Aug | 1925.10 | 35.3 | 4.1 | 20.92 | 61 | 30 | 109 | |||||||||
For Bajaj Finserv Ltd. - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is -
Historical price for 2000 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 76, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by -65 which decreased total open position to 798
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 101, which was 38.7 higher than the previous day. The implied volatity was 20.77, the open interest changed by -43 which decreased total open position to 918
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 35.3, which was 4.1 higher than the previous day. The implied volatity was 20.92, the open interest changed by 30 which increased total open position to 109
| BAJAJFINSV 30SEP2025 2000 PE | |||||||
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Delta: -0.12
Vega: 0.72
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 4.1 | -1.65 | 18.82 | 1,820 | -369 | 1,322 |
| 14 Sept | 2081.50 | 7 | -8.8 | 19.88 | 2,547 | 366 | 1,709 |
| 17 Aug | 1925.10 | 110 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.12
Historical price for 2000 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 4.1, which was -1.65 lower than the previous day. The implied volatity was 18.82, the open interest changed by -369 which decreased total open position to 1322
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 7, which was -8.8 lower than the previous day. The implied volatity was 19.88, the open interest changed by 366 which increased total open position to 1709
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 110, 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
