BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 920 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.22
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 78.35 | -4 | 31.25 | 113 | -37 | 832 | |||||||||
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| 14 Sept | 1003.25 | 88.25 | 32.25 | 24.53 | 172 | -10 | 1,002 | |||||||||
| 17 Aug | 861.45 | 10.4 | -0.8 | 21.77 | 23 | 3 | 139 | |||||||||
For Bajaj Finance Limited - strike price 920 expiring on 30SEP2025
Delta for 920 CE is 0.93
Historical price for 920 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 78.35, which was -4 lower than the previous day. The implied volatity was 31.25, the open interest changed by -37 which decreased total open position to 832
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 88.25, which was 32.25 higher than the previous day. The implied volatity was 24.53, the open interest changed by -10 which decreased total open position to 1002
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 10.4, which was -0.8 lower than the previous day. The implied volatity was 21.77, the open interest changed by 3 which increased total open position to 139
| BAJFINANCE 30SEP2025 920 PE | |||||||
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Delta: -0.05
Vega: 0.19
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 1.15 | -0.3 | 29.13 | 514 | -39 | 1,155 |
| 14 Sept | 1003.25 | 1.9 | -2.1 | 28.02 | 2,762 | 118 | 1,452 |
| 17 Aug | 861.45 | 61.7 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 920 expiring on 30SEP2025
Delta for 920 PE is -0.05
Historical price for 920 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 1.15, which was -0.3 lower than the previous day. The implied volatity was 29.13, the open interest changed by -39 which decreased total open position to 1155
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 1.9, which was -2.1 lower than the previous day. The implied volatity was 28.02, the open interest changed by 118 which increased total open position to 1452
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 61.7, 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
