BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 840 CE | ||||||||||||||||
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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 | 169 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1003.25 | 130.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 861.45 | 44.4 | -1.4 | 20.36 | 5 | 2 | 16 | |||||||||
For Bajaj Finance Limited - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.00
Historical price for 840 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 169, 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 130.6, 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 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 44.4, which was -1.4 lower than the previous day. The implied volatity was 20.36, the open interest changed by 2 which increased total open position to 16
| BAJFINANCE 30SEP2025 840 PE | |||||||
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Delta: -0.01
Vega: 0.06
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.35 | 0 | 44.92 | 38 | -16 | 702 |
| 14 Sept | 1003.25 | 0.5 | -0.15 | 38.88 | 78 | -5 | 766 |
| 17 Aug | 861.45 | 15.7 | -1.15 | 24.13 | 10 | 6 | 42 |
For Bajaj Finance Limited - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.01
Historical price for 840 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 44.92, the open interest changed by -16 which decreased total open position to 702
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 38.88, the open interest changed by -5 which decreased total open position to 766
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 15.7, which was -1.15 lower than the previous day. The implied volatity was 24.13, the open interest changed by 6 which increased total open position to 42
