BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 950 CE | ||||||||||||||||
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Delta: 0.86
Vega: 0.38
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 50.05 | -3.25 | 26.01 | 261 | -55 | 794 | |||||||||
| 14 Sept | 1003.25 | 61 | 28.75 | 24.22 | 1,232 | -113 | 1,105 | |||||||||
| 17 Aug | 861.45 | 5.7 | -0.7 | 22.70 | 39 | 9 | 217 | |||||||||
For Bajaj Finance Limited - strike price 950 expiring on 30SEP2025
Delta for 950 CE is 0.86
Historical price for 950 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 50.05, which was -3.25 lower than the previous day. The implied volatity was 26.01, the open interest changed by -55 which decreased total open position to 794
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 61, which was 28.75 higher than the previous day. The implied volatity was 24.22, the open interest changed by -113 which decreased total open position to 1105
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 5.7, which was -0.7 lower than the previous day. The implied volatity was 22.70, the open interest changed by 9 which increased total open position to 217
| BAJFINANCE 30SEP2025 950 PE | |||||||
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Delta: -0.12
Vega: 0.35
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 2.5 | -0.5 | 24.10 | 1,204 | -61 | 1,588 |
| 14 Sept | 1003.25 | 3.9 | -6.3 | 24.79 | 4,866 | 453 | 1,879 |
| 17 Aug | 861.45 | 82.6 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 950 expiring on 30SEP2025
Delta for 950 PE is -0.12
Historical price for 950 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 2.5, which was -0.5 lower than the previous day. The implied volatity was 24.10, the open interest changed by -61 which decreased total open position to 1588
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 3.9, which was -6.3 lower than the previous day. The implied volatity was 24.79, the open interest changed by 453 which increased total open position to 1879
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 82.6, 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
