BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 930 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.28
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 69.1 | -3.2 | 30.70 | 42 | -20 | 468 | |||||||||
| 14 Sept | 1003.25 | 78.5 | 31.1 | 23.00 | 168 | -48 | 582 | |||||||||
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| 17 Aug | 861.45 | 23.35 | 0 | 4.85 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 930 expiring on 30SEP2025
Delta for 930 CE is 0.91
Historical price for 930 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 69.1, which was -3.2 lower than the previous day. The implied volatity was 30.70, the open interest changed by -20 which decreased total open position to 468
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 78.5, which was 31.1 higher than the previous day. The implied volatity was 23.00, the open interest changed by -48 which decreased total open position to 582
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 23.35, which was 0 lower than the previous day. The implied volatity was 4.85, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 930 PE | |||||||
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Delta: -0.07
Vega: 0.23
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 1.5 | -0.3 | 27.59 | 365 | -67 | 1,317 |
| 14 Sept | 1003.25 | 2.45 | -3.05 | 27.07 | 2,075 | 143 | 1,504 |
| 17 Aug | 861.45 | 66 | -11 | 23.53 | 1 | 1 | 4 |
For Bajaj Finance Limited - strike price 930 expiring on 30SEP2025
Delta for 930 PE is -0.07
Historical price for 930 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 27.59, the open interest changed by -67 which decreased total open position to 1317
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 2.45, which was -3.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 143 which increased total open position to 1504
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 66, which was -11 lower than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 4
