BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2020 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.59
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 58.45 | -5.8 | 12.09 | 94 | -4 | 301 | |||||||||
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| 14 Sept | 2081.50 | 85.6 | 37.15 | 21.22 | 878 | -115 | 441 | |||||||||
| 17 Aug | 1925.10 | 72.7 | 0 | 2.76 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2020 expiring on 30SEP2025
Delta for 2020 CE is 0.91
Historical price for 2020 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 58.45, which was -5.8 lower than the previous day. The implied volatity was 12.09, the open interest changed by -4 which decreased total open position to 301
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 85.6, which was 37.15 higher than the previous day. The implied volatity was 21.22, the open interest changed by -115 which decreased total open position to 441
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 72.7, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30SEP2025 2020 PE | |||||||
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Delta: -0.19
Vega: 0.99
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 7.5 | -1.3 | 19.04 | 750 | -64 | 395 |
| 14 Sept | 2081.50 | 10 | -11.95 | 19.36 | 1,610 | 127 | 568 |
| 17 Aug | 1925.10 | 124.25 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2020 expiring on 30SEP2025
Delta for 2020 PE is -0.19
Historical price for 2020 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 7.5, which was -1.3 lower than the previous day. The implied volatity was 19.04, the open interest changed by -64 which decreased total open position to 395
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 10, which was -11.95 lower than the previous day. The implied volatity was 19.36, the open interest changed by 127 which increased total open position to 568
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 124.25, 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
