BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 880 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 | 115 | -11.45 | - | 14 | -10 | 154 | |||||||||
| 14 Sept | 1003.25 | 125 | 33 | - | 46 | -30 | 171 | |||||||||
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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 -
Historical price for 880 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 115, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 154
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 125, which was 33 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 171
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: -0.02
Vega: 0.09
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.55 | -0.15 | 36.56 | 149 | -20 | 925 |
| 14 Sept | 1003.25 | 0.95 | -0.45 | 33.54 | 657 | -83 | 970 |
| 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 -0.02
Historical price for 880 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 36.56, the open interest changed by -20 which decreased total open position to 925
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 33.54, the open interest changed by -83 which decreased total open position to 970
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
