BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.58
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 6.6 | -1.7 | 22.16 | 2,452 | 85 | 3,009 | |||||||||
| 14 Sept | 1003.25 | 13.65 | 9.55 | 21.45 | 12,154 | 498 | 1,360 | |||||||||
| 17 Aug | 861.45 | 6.05 | 0 | 11.58 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1020 expiring on 30SEP2025
Delta for 1020 CE is 0.28
Historical price for 1020 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 6.6, which was -1.7 lower than the previous day. The implied volatity was 22.16, the open interest changed by 85 which increased total open position to 3009
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 13.65, which was 9.55 higher than the previous day. The implied volatity was 21.45, the open interest changed by 498 which increased total open position to 1360
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 6.05, which was 0 lower than the previous day. The implied volatity was 11.58, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 1020 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 0.56
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 28.3 | 1.25 | 20.01 | 630 | -138 | 967 |
| 14 Sept | 1003.25 | 26.45 | -25 | 22.05 | 571 | 174 | 271 |
| 17 Aug | 861.45 | 140.25 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1020 expiring on 30SEP2025
Delta for 1020 PE is -0.74
Historical price for 1020 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 28.3, which was 1.25 higher than the previous day. The implied volatity was 20.01, the open interest changed by -138 which decreased total open position to 967
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 26.45, which was -25 lower than the previous day. The implied volatity was 22.05, the open interest changed by 174 which increased total open position to 271
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 140.25, 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
