BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 0.2 | 0 | 43.77 | 167 | -60 | 385 | |||||||||
| 14 Sept | 1003.25 | 0.4 | 0.25 | 35.47 | 136 | 56 | 207 | |||||||||
| 17 Aug | 861.45 | 0.65 | -0.2 | 39.89 | 30 | -1 | 49 | |||||||||
For Bajaj Finance Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.01
Historical price for 1200 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 43.77, the open interest changed by -60 which decreased total open position to 385
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.4, which was 0.25 higher than the previous day. The implied volatity was 35.47, the open interest changed by 56 which increased total open position to 207
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 39.89, the open interest changed by -1 which decreased total open position to 49
| BAJFINANCE 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 196 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1003.25 | 196 | -109 | 57.08 | 3 | -3 | 28 |
| 17 Aug | 861.45 | 236.8 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is 0.00
Historical price for 1200 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 196, 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
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 196, which was -109 lower than the previous day. The implied volatity was 57.08, the open interest changed by -3 which decreased total open position to 28
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 236.8, 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
