BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2120 CE | ||||||||||||||||
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Delta: 0.26
Vega: 1.17
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 10 | -2.05 | 18.00 | 666 | 21 | 656 | |||||||||
| 14 Sept | 2081.50 | 22.9 | 13.35 | 18.57 | 2,708 | 353 | 647 | |||||||||
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| 17 Aug | 1925.10 | 9.9 | -106 | 21.23 | 1 | 1 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2120 expiring on 30SEP2025
Delta for 2120 CE is 0.26
Historical price for 2120 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was 18.00, the open interest changed by 21 which increased total open position to 656
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 22.9, which was 13.35 higher than the previous day. The implied volatity was 18.57, the open interest changed by 353 which increased total open position to 647
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 9.9, which was -106 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1 which increased total open position to 0
| BAJAJFINSV 30SEP2025 2120 PE | |||||||
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Delta: -0.69
Vega: 1.27
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 59.3 | 2.8 | 23.06 | 57 | -5 | 148 |
| 14 Sept | 2081.50 | 48.1 | -34.75 | 17.81 | 109 | 45 | 98 |
| 17 Aug | 1925.10 | 148.35 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2120 expiring on 30SEP2025
Delta for 2120 PE is -0.69
Historical price for 2120 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 59.3, which was 2.8 higher than the previous day. The implied volatity was 23.06, the open interest changed by -5 which decreased total open position to 148
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 48.1, which was -34.75 lower than the previous day. The implied volatity was 17.81, the open interest changed by 45 which increased total open position to 98
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 148.35, 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
