BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2060 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.36
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 31.45 | -4.45 | 15.48 | 2,076 | -54 | 1,919 | |||||||||
| 14 Sept | 2081.50 | 53.65 | 26.9 | 18.82 | 5,889 | -75 | 1,960 | |||||||||
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| 17 Aug | 1925.10 | 22 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2060 expiring on 30SEP2025
Delta for 2060 CE is 0.62
Historical price for 2060 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 31.45, which was -4.45 lower than the previous day. The implied volatity was 15.48, the open interest changed by -54 which decreased total open position to 1919
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 53.65, which was 26.9 higher than the previous day. The implied volatity was 18.82, the open interest changed by -75 which decreased total open position to 1960
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 22, 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
| BAJAJFINSV 30SEP2025 2060 PE | |||||||
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Delta: -0.40
Vega: 1.39
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 19.8 | -0.7 | 19.15 | 1,984 | 252 | 836 |
| 14 Sept | 2081.50 | 20.6 | -19.3 | 18.98 | 2,904 | 441 | 835 |
| 17 Aug | 1925.10 | 149.5 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2060 expiring on 30SEP2025
Delta for 2060 PE is -0.40
Historical price for 2060 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 19.8, which was -0.7 lower than the previous day. The implied volatity was 19.15, the open interest changed by 252 which increased total open position to 836
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 20.6, which was -19.3 lower than the previous day. The implied volatity was 18.98, the open interest changed by 441 which increased total open position to 835
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 149.5, 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
