BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
17 Aug 2025 12:57 AM IST
| BAJFINANCE 30SEP2025 880 CE | ||||||||||||||||
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Delta: 0.47
Vega: 1.23
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 861.45 | 23 | -1.05 | 21.18 | 50 | 18 | 66 | |||||||||
For Bajaj Finance Limited - strike price 880 expiring on 30SEP2025
Delta for 880 CE is 0.47
Historical price for 880 CE is as follows
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 23, which was -1.05 lower than the previous day. The implied volatity was 21.18, the open interest changed by 18 which increased total open position to 66
| BAJFINANCE 30SEP2025 880 PE | |||||||
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Delta: -0.52
Vega: 1.23
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 861.45 | 33.4 | -3.35 | 24.15 | 28 | 10 | 24 |
For Bajaj Finance Limited - strike price 880 expiring on 30SEP2025
Delta for 880 PE is -0.52
Historical price for 880 PE is as follows
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 33.4, which was -3.35 lower than the previous day. The implied volatity was 24.15, the open interest changed by 10 which increased total open position to 24
