BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
28 Sep 2025 10:08 PM IST
| BAJFINANCE 28-OCT-2025 1000 CE | ||||||||||||||||
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Delta: 0.48
Vega: 1.16
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 985.10 | 24.5 | -14.1 | 23.58 | 1,671 | 228 | 1,106 | |||||||||
| 21 Sept | 992.45 | 31.05 | -1.9 | 22.18 | 433 | 103 | 975 | |||||||||
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| 14 Sept | 1003.25 | 38.15 | 17.1 | 21.24 | 1,094 | 329 | 598 | |||||||||
| 17 Aug | 861.45 | 6 | 0.7 | 24.03 | 1 | 0 | 21 | |||||||||
For Bajaj Finance Limited - strike price 1000 expiring on 28OCT2025
Delta for 1000 CE is 0.48
Historical price for 1000 CE is as follows
On 28 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 24.5, which was -14.1 lower than the previous day. The implied volatity was 23.58, the open interest changed by 228 which increased total open position to 1106
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 31.05, which was -1.9 lower than the previous day. The implied volatity was 22.18, the open interest changed by 103 which increased total open position to 975
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 38.15, which was 17.1 higher than the previous day. The implied volatity was 21.24, the open interest changed by 329 which increased total open position to 598
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 6, which was 0.7 higher than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 21
| BAJFINANCE 28OCT2025 1000 PE | |||||||
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Delta: -0.52
Vega: 1.16
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 985.10 | 33.65 | 13 | 26.06 | 2,286 | 32 | 888 |
| 21 Sept | 992.45 | 28.8 | 0.95 | 24.02 | 204 | 38 | 551 |
| 14 Sept | 1003.25 | 26.35 | -17.35 | 23.72 | 283 | 164 | 206 |
| 17 Aug | 861.45 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1000 expiring on 28OCT2025
Delta for 1000 PE is -0.52
Historical price for 1000 PE is as follows
On 28 Sept BAJFINANCE was trading at 985.10. The strike last trading price was 33.65, which was 13 higher than the previous day. The implied volatity was 26.06, the open interest changed by 32 which increased total open position to 888
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 28.8, which was 0.95 higher than the previous day. The implied volatity was 24.02, the open interest changed by 38 which increased total open position to 551
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 26.35, which was -17.35 lower than the previous day. The implied volatity was 23.72, the open interest changed by 164 which increased total open position to 206
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 0, 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
