BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2160 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.75
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2067.30 | 4.4 | -0.8 | 19.58 | 1,153 | 8 | 763 | |||||||||
| 14 Sept | 2081.50 | 12 | 7.35 | 19.08 | 2,336 | -23 | 420 | |||||||||
| 17 Aug | 1925.10 | 8.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2160 expiring on 30SEP2025
Delta for 2160 CE is 0.13
Historical price for 2160 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 4.4, which was -0.8 lower than the previous day. The implied volatity was 19.58, the open interest changed by 8 which increased total open position to 763
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 12, which was 7.35 higher than the previous day. The implied volatity was 19.08, the open interest changed by -23 which decreased total open position to 420
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 8.5, 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 2160 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 99 | 0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2081.50 | 83.55 | -58.4 | 22.68 | 25 | 2 | 16 |
| 17 Aug | 1925.10 | 171.7 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2160 expiring on 30SEP2025
Delta for 2160 PE is 0.00
Historical price for 2160 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 99, which was 0.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 83.55, which was -58.4 lower than the previous day. The implied volatity was 22.68, the open interest changed by 2 which increased total open position to 16
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 171.7, 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
