BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 940 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.35
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 60 | -2.7 | 29.79 | 318 | -127 | 540 | |||||||||
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| 14 Sept | 1003.25 | 69.45 | 29.7 | 23.43 | 390 | -147 | 1,126 | |||||||||
| 17 Aug | 861.45 | 6.85 | -1.05 | 22.24 | 21 | 17 | 17 | |||||||||
For Bajaj Finance Limited - strike price 940 expiring on 30SEP2025
Delta for 940 CE is 0.88
Historical price for 940 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 60, which was -2.7 lower than the previous day. The implied volatity was 29.79, the open interest changed by -127 which decreased total open position to 540
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 69.45, which was 29.7 higher than the previous day. The implied volatity was 23.43, the open interest changed by -147 which decreased total open position to 1126
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 6.85, which was -1.05 lower than the previous day. The implied volatity was 22.24, the open interest changed by 17 which increased total open position to 17
| BAJFINANCE 30SEP2025 940 PE | |||||||
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Delta: -0.09
Vega: 0.28
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 1.9 | -0.45 | 25.77 | 624 | -106 | 1,635 |
| 14 Sept | 1003.25 | 3.05 | -4.4 | 25.85 | 4,409 | 205 | 2,059 |
| 17 Aug | 861.45 | 75.3 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 940 expiring on 30SEP2025
Delta for 940 PE is -0.09
Historical price for 940 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 1.9, which was -0.45 lower than the previous day. The implied volatity was 25.77, the open interest changed by -106 which decreased total open position to 1635
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 3.05, which was -4.4 lower than the previous day. The implied volatity was 25.85, the open interest changed by 205 which increased total open position to 2059
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 75.3, 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
