BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 860 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 | 135 | -1.25 | - | 1 | 0 | 93 | |||||||||
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| 14 Sept | 1003.25 | 144.5 | 52.45 | - | 4 | -1 | 93 | |||||||||
| 17 Aug | 861.45 | 32.7 | -1.05 | 20.97 | 55 | 9 | 124 | |||||||||
For Bajaj Finance Limited - strike price 860 expiring on 30SEP2025
Delta for 860 CE is -
Historical price for 860 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 135, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 144.5, which was 52.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 32.7, which was -1.05 lower than the previous day. The implied volatity was 20.97, the open interest changed by 9 which increased total open position to 124
| BAJFINANCE 30SEP2025 860 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 | -0.15 | 39.49 | 42 | -6 | 230 |
| 14 Sept | 1003.25 | 0.7 | -0.25 | 36.35 | 265 | -65 | 254 |
| 17 Aug | 861.45 | 23.4 | -1.05 | 24.05 | 27 | 13 | 20 |
For Bajaj Finance Limited - strike price 860 expiring on 30SEP2025
Delta for 860 PE is -0.01
Historical price for 860 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 39.49, the open interest changed by -6 which decreased total open position to 230
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 36.35, the open interest changed by -65 which decreased total open position to 254
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 23.4, which was -1.05 lower than the previous day. The implied volatity was 24.05, the open interest changed by 13 which increased total open position to 20
