BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 780 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 110.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 1003.25 | 110.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 861.45 | 110.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is -
Historical price for 780 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 110.75, 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 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 110.75, 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 110.75, 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
| BAJFINANCE 30SEP2025 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.1 | 0 | - | 3 | -3 | 110 |
| 14 Sept | 1003.25 | 0.15 | 0 | 45.21 | 64 | -2 | 120 |
| 17 Aug | 861.45 | 7 | 0 | 8.27 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -
Historical price for 780 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 110
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 45.21, the open interest changed by -2 which decreased total open position to 120
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0
