BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 800 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 197 | -1.5 | - | 20 | -18 | 255 | |||||||||
| 14 Sept | 1003.25 | 204.45 | 32.45 | - | 53 | -22 | 286 | |||||||||
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| 17 Aug | 861.45 | 76.2 | -0.05 | 21.32 | 26 | 3 | 81 | |||||||||
For Bajaj Finance Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is -
Historical price for 800 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 197, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 255
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 204.45, which was 32.45 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 286
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 76.2, which was -0.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by 3 which increased total open position to 81
| BAJFINANCE 30SEP2025 800 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.2 | 0.05 | - | 25 | -16 | 525 |
| 14 Sept | 1003.25 | 0.3 | 0 | 44.80 | 50 | -9 | 537 |
| 17 Aug | 861.45 | 6.6 | -0.55 | 25.20 | 102 | -8 | 399 |
For Bajaj Finance Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -
Historical price for 800 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 525
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 44.80, the open interest changed by -9 which decreased total open position to 537
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 6.6, which was -0.55 lower than the previous day. The implied volatity was 25.20, the open interest changed by -8 which decreased total open position to 399
