BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 850 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 | 145.5 | -5.25 | - | 1 | -1 | 179 | |||||||||
| 14 Sept | 1003.25 | 155.05 | 33.25 | - | 44 | -41 | 183 | |||||||||
| 17 Aug | 861.45 | 37.85 | -2.8 | 20.33 | 38 | 10 | 38 | |||||||||
For Bajaj Finance Limited - strike price 850 expiring on 30SEP2025
Delta for 850 CE is -
Historical price for 850 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 145.5, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 179
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 155.05, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by -41 which decreased total open position to 183
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 37.85, which was -2.8 lower than the previous day. The implied volatity was 20.33, the open interest changed by 10 which increased total open position to 38
| BAJFINANCE 30SEP2025 850 PE | |||||||
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Delta: -0.01
Vega: 0.05
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.25 | -0.1 | 40.32 | 84 | -44 | 464 |
| 14 Sept | 1003.25 | 0.6 | -0.2 | 37.71 | 316 | 25 | 642 |
| 17 Aug | 861.45 | 19.4 | -1.15 | 24.18 | 41 | 6 | 337 |
For Bajaj Finance Limited - strike price 850 expiring on 30SEP2025
Delta for 850 PE is -0.01
Historical price for 850 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 40.32, the open interest changed by -44 which decreased total open position to 464
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 37.71, the open interest changed by 25 which increased total open position to 642
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 19.4, which was -1.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by 6 which increased total open position to 337
