BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 890 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.08
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 107.05 | -5.75 | 31.73 | 8 | -4 | 254 | |||||||||
| 14 Sept | 1003.25 | 116.45 | 33.45 | - | 58 | -42 | 284 | |||||||||
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| 17 Aug | 861.45 | 38.55 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 890 expiring on 30SEP2025
Delta for 890 CE is 0.98
Historical price for 890 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 107.05, which was -5.75 lower than the previous day. The implied volatity was 31.73, the open interest changed by -4 which decreased total open position to 254
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 116.45, which was 33.45 higher than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 284
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 38.55, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 890 PE | |||||||
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Delta: -0.03
Vega: 0.11
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.65 | -0.15 | 34.70 | 107 | 8 | 609 |
| 14 Sept | 1003.25 | 1.1 | -0.7 | 32.06 | 478 | -14 | 744 |
| 17 Aug | 861.45 | 43.85 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 890 expiring on 30SEP2025
Delta for 890 PE is -0.03
Historical price for 890 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 34.70, the open interest changed by 8 which increased total open position to 609
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 1.1, which was -0.7 lower than the previous day. The implied volatity was 32.06, the open interest changed by -14 which decreased total open position to 744
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 43.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
