BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1030 CE | ||||||||||||||||
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Delta: 0.21
Vega: 0.49
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 4.45 | -1.4 | 22.46 | 1,708 | 38 | 1,457 | |||||||||
| 14 Sept | 1003.25 | 10 | 7.15 | 21.26 | 6,785 | 439 | 851 | |||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1030 expiring on 30SEP2025
Delta for 1030 CE is 0.21
Historical price for 1030 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 4.45, which was -1.4 lower than the previous day. The implied volatity was 22.46, the open interest changed by 38 which increased total open position to 1457
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 10, which was 7.15 higher than the previous day. The implied volatity was 21.26, the open interest changed by 439 which increased total open position to 851
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 1030 PE | |||||||
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Delta: -0.82
Vega: 0.45
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 36.25 | 2 | 20.14 | 42 | -4 | 294 |
| 14 Sept | 1003.25 | 32.85 | -98.35 | 22.02 | 204 | 74 | 72 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1030 expiring on 30SEP2025
Delta for 1030 PE is -0.82
Historical price for 1030 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 36.25, which was 2 higher than the previous day. The implied volatity was 20.14, the open interest changed by -4 which decreased total open position to 294
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 32.85, which was -98.35 lower than the previous day. The implied volatity was 22.02, the open interest changed by 74 which increased total open position to 72
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
