BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.17
Theta: -0.22
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 0.9 | -0.25 | 27.16 | 524 | 78 | 851 | |||||||||
| 14 Sept | 1003.25 | 2.3 | 1.55 | 23.45 | 1,846 | 551 | 580 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.05
Historical price for 1080 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 27.16, the open interest changed by 78 which increased total open position to 851
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 2.3, which was 1.55 higher than the previous day. The implied volatity was 23.45, the open interest changed by 551 which increased total open position to 580
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 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.08
Theta: 0.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 83 | 5.2 | 21.87 | 2 | 1 | 172 |
| 14 Sept | 1003.25 | 195.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.98
Historical price for 1080 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 83, which was 5.2 higher than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 172
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 195.8, 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
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
