BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.95
Theta: -0.90
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 6.5 | -1.35 | 18.64 | 857 | 57 | 728 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 2081.50 | 16.85 | 10.1 | 18.90 | 3,126 | 78 | 549 | |||||||||
| 17 Aug | 1925.10 | 9.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2140 expiring on 30SEP2025
Delta for 2140 CE is 0.18
Historical price for 2140 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 6.5, which was -1.35 lower than the previous day. The implied volatity was 18.64, the open interest changed by 57 which increased total open position to 728
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 16.85, which was 10.1 higher than the previous day. The implied volatity was 18.90, the open interest changed by 78 which increased total open position to 549
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 9.25, 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 2140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 1.22
Theta: -1.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 80.25 | 6.15 | 28.60 | 9 | 2 | 40 |
| 14 Sept | 2081.50 | 62 | -37.8 | 18.20 | 16 | 1 | 19 |
| 17 Aug | 1925.10 | 215.95 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2140 expiring on 30SEP2025
Delta for 2140 PE is -0.72
Historical price for 2140 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 80.25, which was 6.15 higher than the previous day. The implied volatity was 28.60, the open interest changed by 2 which increased total open position to 40
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 62, which was -37.8 lower than the previous day. The implied volatity was 18.20, the open interest changed by 1 which increased total open position to 19
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 215.95, 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
