BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1010 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.65
Theta: -0.75
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 9.6 | -2.25 | 21.95 | 2,019 | 181 | 1,716 | |||||||||
| 14 Sept | 1003.25 | 17.9 | 12.05 | 21.41 | 10,225 | 467 | 835 | |||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1010 expiring on 30SEP2025
Delta for 1010 CE is 0.37
Historical price for 1010 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 9.6, which was -2.25 lower than the previous day. The implied volatity was 21.95, the open interest changed by 181 which increased total open position to 1716
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 17.9, which was 12.05 higher than the previous day. The implied volatity was 21.41, the open interest changed by 467 which increased total open position to 835
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 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 1010 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.65
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 21.3 | 0.75 | 20.01 | 560 | -66 | 786 |
| 14 Sept | 1003.25 | 20.6 | -22.95 | 21.83 | 1,189 | 257 | 470 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1010 expiring on 30SEP2025
Delta for 1010 PE is -0.64
Historical price for 1010 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 21.3, which was 0.75 higher than the previous day. The implied volatity was 20.01, the open interest changed by -66 which decreased total open position to 786
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 20.6, which was -22.95 lower than the previous day. The implied volatity was 21.83, the open interest changed by 257 which increased total open position to 470
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 0.00, the open interest changed by 0 which decreased total open position to 0
