BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 910 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 | 85.45 | -5.1 | - | 10 | 0 | 283 | |||||||||
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| 14 Sept | 1003.25 | 96.7 | 32.35 | - | 39 | -2 | 283 | |||||||||
| 17 Aug | 861.45 | 13.5 | -0.7 | 22.23 | 2 | 2 | 2 | |||||||||
For Bajaj Finance Limited - strike price 910 expiring on 30SEP2025
Delta for 910 CE is -
Historical price for 910 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 85.45, which was -5.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 283
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 96.7, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 283
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 13.5, which was -0.7 lower than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 2
| BAJFINANCE 30SEP2025 910 PE | |||||||
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Delta: -0.04
Vega: 0.16
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 0.95 | -0.2 | 31.05 | 89 | 0 | 441 |
| 14 Sept | 1003.25 | 1.55 | -1.45 | 29.27 | 614 | -33 | 586 |
| 17 Aug | 861.45 | 55.4 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 910 expiring on 30SEP2025
Delta for 910 PE is -0.04
Historical price for 910 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 31.05, the open interest changed by 0 which decreased total open position to 441
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 1.55, which was -1.45 lower than the previous day. The implied volatity was 29.27, the open interest changed by -33 which decreased total open position to 586
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 55.4, 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
