BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2100 CE | ||||||||||||||||
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Delta: 0.36
Vega: 1.35
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 15.55 | -2.6 | 17.67 | 2,306 | -114 | 2,764 | |||||||||
| 14 Sept | 2081.50 | 31.95 | 17.85 | 18.98 | 11,490 | 446 | 1,591 | |||||||||
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| 17 Aug | 1925.10 | 11.5 | 0.25 | 20.59 | 47 | 30 | 71 | |||||||||
For Bajaj Finserv Ltd. - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.36
Historical price for 2100 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 15.55, which was -2.6 lower than the previous day. The implied volatity was 17.67, the open interest changed by -114 which decreased total open position to 2764
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 31.95, which was 17.85 higher than the previous day. The implied volatity was 18.98, the open interest changed by 446 which increased total open position to 1591
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 11.5, which was 0.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by 30 which increased total open position to 71
| BAJAJFINSV 30SEP2025 2100 PE | |||||||
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Delta: -0.61
Vega: 1.38
Theta: -0.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 43.9 | 1.6 | 21.46 | 311 | -33 | 501 |
| 14 Sept | 2081.50 | 37.65 | -28.55 | 18.57 | 892 | 67 | 434 |
| 17 Aug | 1925.10 | 175 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.61
Historical price for 2100 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 43.9, which was 1.6 higher than the previous day. The implied volatity was 21.46, the open interest changed by -33 which decreased total open position to 501
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 37.65, which was -28.55 lower than the previous day. The implied volatity was 18.57, the open interest changed by 67 which increased total open position to 434
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 175, 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
