BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 870 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 125.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1003.25 | 100 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 861.45 | 27.7 | -0.8 | 21.20 | 16 | 8 | 45 | |||||||||
For Bajaj Finance Limited - strike price 870 expiring on 30SEP2025
Delta for 870 CE is 0.00
Historical price for 870 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 125.8, 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 100, 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 27.7, which was -0.8 lower than the previous day. The implied volatity was 21.20, the open interest changed by 8 which increased total open position to 45
| BAJFINANCE 30SEP2025 870 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.09
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.6 | -0.1 | 39.95 | 62 | -42 | 513 |
| 14 Sept | 1003.25 | 0.85 | -0.3 | 35.21 | 397 | -34 | 580 |
| 17 Aug | 861.45 | 28 | -1.2 | 23.99 | 5 | 0 | 14 |
For Bajaj Finance Limited - strike price 870 expiring on 30SEP2025
Delta for 870 PE is -0.02
Historical price for 870 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 39.95, the open interest changed by -42 which decreased total open position to 513
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.85, which was -0.3 lower than the previous day. The implied volatity was 35.21, the open interest changed by -34 which decreased total open position to 580
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 28, which was -1.2 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 14
