BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Sep 2025 04:12 PM IST
| BAJAJFINSV 30SEP2025 2400 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.11
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2067.30 | 0.55 | 0.15 | 36.84 | 1 | 0 | 41 | |||||||||
For Bajaj Finserv Ltd. - strike price 2400 expiring on 30SEP2025
Delta for 2400 CE is 0.01
Historical price for 2400 CE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 41
| BAJAJFINSV 30SEP2025 2400 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 | 299 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2400 expiring on 30SEP2025
Delta for 2400 PE is 0.00
Historical price for 2400 PE is as follows
On 21 Sept BAJAJFINSV was trading at 2067.30. The strike last trading price was 299, 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
