BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 0.26
Theta: -0.32
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 1.6 | -0.45 | 25.04 | 892 | 53 | 809 | |||||||||
| 14 Sept | 1003.25 | 4 | 3 | 22.18 | 4,483 | 611 | 875 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is 0.08
Historical price for 1060 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 25.04, the open interest changed by 53 which increased total open position to 809
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 4, which was 3 higher than the previous day. The implied volatity was 22.18, the open interest changed by 611 which increased total open position to 875
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 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.21
Theta: 0.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 63.8 | 1.8 | 22.44 | 34 | 6 | 51 |
| 14 Sept | 1003.25 | 57.1 | -119.8 | 24.00 | 17 | 10 | 8 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.94
Historical price for 1060 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 63.8, which was 1.8 higher than the previous day. The implied volatity was 22.44, the open interest changed by 6 which increased total open position to 51
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 57.1, which was -119.8 lower than the previous day. The implied volatity was 24.00, the open interest changed by 10 which increased total open position to 8
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
