BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2040 CE | ||||||||||||||||
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Delta: 0.77
Vega: 1.09
Theta: -1.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 43.4 | -5.7 | 14.04 | 383 | -35 | 403 | |||||||||
| 14 Sept | 2081.50 | 67.45 | 30.5 | 18.93 | 2,699 | -323 | 590 | |||||||||
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| 17 Aug | 1925.10 | 26.25 | 6.25 | 22.05 | 16 | 6 | 10 | |||||||||
For Bajaj Finserv Ltd. - strike price 2040 expiring on 30SEP2025
Delta for 2040 CE is 0.77
Historical price for 2040 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 43.4, which was -5.7 lower than the previous day. The implied volatity was 14.04, the open interest changed by -35 which decreased total open position to 403
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 67.45, which was 30.5 higher than the previous day. The implied volatity was 18.93, the open interest changed by -323 which decreased total open position to 590
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 26.25, which was 6.25 higher than the previous day. The implied volatity was 22.05, the open interest changed by 6 which increased total open position to 10
| BAJAJFINSV 30SEP2025 2040 PE | |||||||
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Delta: -0.29
Vega: 1.22
Theta: -0.88
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 12.3 | -1.3 | 18.80 | 961 | -50 | 562 |
| 14 Sept | 2081.50 | 14.25 | -15.95 | 18.96 | 2,793 | 398 | 837 |
| 17 Aug | 1925.10 | 107.2 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2040 expiring on 30SEP2025
Delta for 2040 PE is -0.29
Historical price for 2040 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 12.3, which was -1.3 lower than the previous day. The implied volatity was 18.80, the open interest changed by -50 which decreased total open position to 562
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 14.25, which was -15.95 lower than the previous day. The implied volatity was 18.96, the open interest changed by 398 which increased total open position to 837
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 107.2, 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
