BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1000 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.69
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 13.5 | -3 | 21.68 | 4,967 | 187 | 3,181 | |||||||||
| 14 Sept | 1003.25 | 23 | 14.8 | 21.41 | 28,681 | 1,360 | 3,019 | |||||||||
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| 17 Aug | 861.45 | 2.4 | -0.15 | 25.10 | 147 | 78 | 717 | |||||||||
For Bajaj Finance Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.48
Historical price for 1000 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 13.5, which was -3 lower than the previous day. The implied volatity was 21.68, the open interest changed by 187 which increased total open position to 3181
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 23, which was 14.8 higher than the previous day. The implied volatity was 21.41, the open interest changed by 1360 which increased total open position to 3019
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 25.10, the open interest changed by 78 which increased total open position to 717
| BAJFINANCE 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.69
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 15.2 | -0.2 | 19.80 | 2,149 | -50 | 2,330 |
| 14 Sept | 1003.25 | 15.7 | -20.25 | 21.78 | 7,881 | 1,697 | 2,524 |
| 17 Aug | 861.45 | 132 | 0 | 32.93 | 151 | 147 | 165 |
For Bajaj Finance Limited - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.53
Historical price for 1000 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 15.2, which was -0.2 lower than the previous day. The implied volatity was 19.80, the open interest changed by -50 which decreased total open position to 2330
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 15.7, which was -20.25 lower than the previous day. The implied volatity was 21.78, the open interest changed by 1697 which increased total open position to 2524
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 132, which was 0 lower than the previous day. The implied volatity was 32.93, the open interest changed by 147 which increased total open position to 165
