BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2240 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.27
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2067.30 | 1.1 | -0.25 | 23.54 | 54 | 6 | 539 | |||||||||
| 14 Sept | 2081.50 | 2.65 | 1.7 | 19.98 | 768 | 172 | 372 | |||||||||
| 17 Aug | 1925.10 | 3.45 | 0 | 23.57 | 22 | -5 | 77 | |||||||||
For Bajaj Finserv Ltd. - strike price 2240 expiring on 30SEP2025
Delta for 2240 CE is 0.03
Historical price for 2240 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 6 which increased total open position to 539
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 2.65, which was 1.7 higher than the previous day. The implied volatity was 19.98, the open interest changed by 172 which increased total open position to 372
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 23.57, the open interest changed by -5 which decreased total open position to 77
| BAJAJFINSV 30SEP2025 2240 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 | 201.8 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 2081.50 | 201.8 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1925.10 | 223.55 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2240 expiring on 30SEP2025
Delta for 2240 PE is 0.00
Historical price for 2240 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 201.8, 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
On 14 Sept BAJAJFINSV was trading at 2081.50. The strike last trading price was 201.8, 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
On 17 Aug BAJAJFINSV was trading at 1925.10. The strike last trading price was 223.55, 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
