BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.58
Theta: -0.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 3.05 | -0.45 | 20.59 | 589 | -13 | 428 | |||||||||
| 14 Sept | 2081.50 | 8.2 | 5 | 19.11 | 1,095 | 168 | 333 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1925.10 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2180 expiring on 30SEP2025
Delta for 2180 CE is 0.09
Historical price for 2180 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 3.05, which was -0.45 lower than the previous day. The implied volatity was 20.59, the open interest changed by -13 which decreased total open position to 428
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 8.2, which was 5 higher than the previous day. The implied volatity was 19.11, the open interest changed by 168 which increased total open position to 333
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 0, 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 2180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 1.06
Theta: -1.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 117.9 | 32.05 | 34.47 | 1 | -1 | 2 |
| 14 Sept | 2081.50 | 238.2 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1925.10 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2180 expiring on 30SEP2025
Delta for 2180 PE is -0.78
Historical price for 2180 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 117.9, which was 32.05 higher than the previous day. The implied volatity was 34.47, the open interest changed by -1 which decreased total open position to 2
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 238.2, 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
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 0, 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
