BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
28 Sep 2025 10:08 PM IST
| BAJAJFINSV 28-OCT-2025 2020 CE | ||||||||||||||||
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Delta: 0.51
Vega: 2.36
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 2003.20 | 50.6 | -18.55 | 21.26 | 106 | 59 | 64 | |||||||||
| 21 Sept | 2067.30 | 92 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 2081.50 | 101 | 19 | 14.90 | 1 | -1 | 6 | |||||||||
For Bajaj Finserv Ltd. - strike price 2020 expiring on 28OCT2025
Delta for 2020 CE is 0.51
Historical price for 2020 CE is as follows
On 28 Sept BAJAJFINSV was trading at 2003.20. The strike last trading price was 50.6, which was -18.55 lower than the previous day. The implied volatity was 21.26, the open interest changed by 59 which increased total open position to 64
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 92, 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
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 101, which was 19 higher than the previous day. The implied volatity was 14.90, the open interest changed by -1 which decreased total open position to 6
| BAJAJFINSV 28OCT2025 2020 PE | |||||||
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Delta: -0.48
Vega: 2.36
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 2003.20 | 55.15 | 17.15 | 23.45 | 100 | 31 | 47 |
| 21 Sept | 2067.30 | 32 | 2 | 23.15 | 1 | 1 | 1 |
| 14 Sept | 2081.50 | 140.55 | 0 | 3.34 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2020 expiring on 28OCT2025
Delta for 2020 PE is -0.48
Historical price for 2020 PE is as follows
On 28 Sept BAJAJFINSV was trading at 2003.20. The strike last trading price was 55.15, which was 17.15 higher than the previous day. The implied volatity was 23.45, the open interest changed by 31 which increased total open position to 47
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 32, which was 2 higher than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 1
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 140.55, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
