BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 1.43
Theta: -1.34
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 22.15 | -3.75 | 16.40 | 1,379 | 84 | 839 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2081.50 | 42 | 22.75 | 18.96 | 4,964 | -18 | 691 | |||||||||
| 17 Aug | 1925.10 | 133.75 | 0 | 4.80 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2080 expiring on 30SEP2025
Delta for 2080 CE is 0.49
Historical price for 2080 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 22.15, which was -3.75 lower than the previous day. The implied volatity was 16.40, the open interest changed by 84 which increased total open position to 839
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 42, which was 22.75 higher than the previous day. The implied volatity was 18.96, the open interest changed by -18 which decreased total open position to 691
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 133.75, which was 0 lower than the previous day. The implied volatity was 4.80, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30SEP2025 2080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 1.43
Theta: -1.04
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 31.05 | 0.8 | 20.49 | 462 | 3 | 331 |
| 14 Sept | 2081.50 | 27.65 | -24.95 | 18.45 | 1,390 | 216 | 309 |
| 17 Aug | 1925.10 | 126.8 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2080 expiring on 30SEP2025
Delta for 2080 PE is -0.51
Historical price for 2080 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 31.05, which was 0.8 higher than the previous day. The implied volatity was 20.49, the open interest changed by 3 which increased total open position to 331
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 27.65, which was -24.95 lower than the previous day. The implied volatity was 18.45, the open interest changed by 216 which increased total open position to 309
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 126.8, 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
