BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 900 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 | 96.5 | -3.85 | - | 65 | -19 | 1,024 | |||||||||
| 14 Sept | 1003.25 | 108.45 | 34.4 | 30.76 | 713 | -112 | 1,460 | |||||||||
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| 17 Aug | 861.45 | 15.7 | -1.1 | 21.47 | 168 | 44 | 496 | |||||||||
For Bajaj Finance Limited - strike price 900 expiring on 30SEP2025
Delta for 900 CE is -
Historical price for 900 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 96.5, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 1024
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 108.45, which was 34.4 higher than the previous day. The implied volatity was 30.76, the open interest changed by -112 which decreased total open position to 1460
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 15.7, which was -1.1 lower than the previous day. The implied volatity was 21.47, the open interest changed by 44 which increased total open position to 496
| BAJFINANCE 30SEP2025 900 PE | |||||||
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Delta: -0.04
Vega: 0.14
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.85 | -0.05 | 33.38 | 802 | -206 | 2,188 |
| 14 Sept | 1003.25 | 1.3 | -1 | 30.66 | 3,030 | 53 | 2,352 |
| 17 Aug | 861.45 | 48.35 | 1.75 | 26.71 | 33 | -2 | 165 |
For Bajaj Finance Limited - strike price 900 expiring on 30SEP2025
Delta for 900 PE is -0.04
Historical price for 900 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 33.38, the open interest changed by -206 which decreased total open position to 2188
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 1.3, which was -1 lower than the previous day. The implied volatity was 30.66, the open interest changed by 53 which increased total open position to 2352
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 48.35, which was 1.75 higher than the previous day. The implied volatity was 26.71, the open interest changed by -2 which decreased total open position to 165
