BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.13
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 0.65 | -0.1 | 30.24 | 1,130 | -113 | 2,254 | |||||||||
| 14 Sept | 1003.25 | 1.4 | 0.9 | 24.93 | 3,474 | 1,018 | 1,281 | |||||||||
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| 17 Aug | 861.45 | 2.75 | 0 | 16.52 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is 0.03
Historical price for 1100 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 30.24, the open interest changed by -113 which decreased total open position to 2254
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 1.4, which was 0.9 higher than the previous day. The implied volatity was 24.93, the open interest changed by 1018 which increased total open position to 1281
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 2.75, which was 0 lower than the previous day. The implied volatity was 16.52, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 1100 PE | |||||||
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Delta: -0.89
Vega: 0.32
Theta: -0.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 106.5 | 5.7 | 44.25 | 5 | -4 | 104 |
| 14 Sept | 1003.25 | 96.3 | -30.85 | 33.17 | 24 | 5 | 100 |
| 17 Aug | 861.45 | 210.4 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.89
Historical price for 1100 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 106.5, which was 5.7 higher than the previous day. The implied volatity was 44.25, the open interest changed by -4 which decreased total open position to 104
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 96.3, which was -30.85 lower than the previous day. The implied volatity was 33.17, the open interest changed by 5 which increased total open position to 100
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 210.4, 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
