BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2200 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.45
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2067.30 | 2.1 | -0.35 | 21.49 | 811 | 16 | 1,179 | |||||||||
| 14 Sept | 2081.50 | 5.75 | 3.5 | 19.46 | 4,445 | 184 | 1,218 | |||||||||
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| 17 Aug | 1925.10 | 5 | 0.5 | 22.95 | 12 | 1 | 24 | |||||||||
For Bajaj Finserv Ltd. - strike price 2200 expiring on 30SEP2025
Delta for 2200 CE is 0.06
Historical price for 2200 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 21.49, the open interest changed by 16 which increased total open position to 1179
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 5.75, which was 3.5 higher than the previous day. The implied volatity was 19.46, the open interest changed by 184 which increased total open position to 1218
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 5, which was 0.5 higher than the previous day. The implied volatity was 22.95, the open interest changed by 1 which increased total open position to 24
| BAJAJFINSV 30SEP2025 2200 PE | |||||||
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Delta: -0.81
Vega: 0.99
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2067.30 | 136.7 | 12.45 | 37.02 | 6 | 4 | 173 |
| 14 Sept | 2081.50 | 109.75 | -45.65 | 17.26 | 24 | 6 | 202 |
| 17 Aug | 1925.10 | 253.5 | -18.5 | 19.31 | 2 | 2 | 3 |
For Bajaj Finserv Ltd. - strike price 2200 expiring on 30SEP2025
Delta for 2200 PE is -0.81
Historical price for 2200 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 136.7, which was 12.45 higher than the previous day. The implied volatity was 37.02, the open interest changed by 4 which increased total open position to 173
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 109.75, which was -45.65 lower than the previous day. The implied volatity was 17.26, the open interest changed by 6 which increased total open position to 202
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 253.5, which was -18.5 lower than the previous day. The implied volatity was 19.31, the open interest changed by 2 which increased total open position to 3
