BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1040 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.41
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 3.1 | -0.9 | 23.19 | 1,393 | 148 | 1,805 | |||||||||
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| 14 Sept | 1003.25 | 7.4 | 5.4 | 21.49 | 7,038 | 263 | 1,444 | |||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is 0.15
Historical price for 1040 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 3.1, which was -0.9 lower than the previous day. The implied volatity was 23.19, the open interest changed by 148 which increased total open position to 1805
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 7.4, which was 5.4 higher than the previous day. The implied volatity was 21.49, the open interest changed by 263 which increased total open position to 1444
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 1040 PE | |||||||
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Delta: -0.89
Vega: 0.33
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 44.65 | 1.7 | 19.60 | 327 | -107 | 312 |
| 14 Sept | 1003.25 | 40.2 | -29.4 | 22.33 | 207 | 43 | 244 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.89
Historical price for 1040 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 44.65, which was 1.7 higher than the previous day. The implied volatity was 19.60, the open interest changed by -107 which decreased total open position to 312
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 40.2, which was -29.4 lower than the previous day. The implied volatity was 22.33, the open interest changed by 43 which increased total open position to 244
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
