BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 960 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.43
Theta: -0.66
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 40.4 | -4.8 | 22.83 | 216 | -49 | 655 | |||||||||
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| 14 Sept | 1003.25 | 51.95 | 26.25 | 22.89 | 2,583 | -180 | 1,091 | |||||||||
| 17 Aug | 861.45 | 4.7 | -10.75 | 23.09 | 17 | 15 | 15 | |||||||||
For Bajaj Finance Limited - strike price 960 expiring on 30SEP2025
Delta for 960 CE is 0.83
Historical price for 960 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 40.4, which was -4.8 lower than the previous day. The implied volatity was 22.83, the open interest changed by -49 which decreased total open position to 655
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 51.95, which was 26.25 higher than the previous day. The implied volatity was 22.89, the open interest changed by -180 which decreased total open position to 1091
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 4.7, which was -10.75 lower than the previous day. The implied volatity was 23.09, the open interest changed by 15 which increased total open position to 15
| BAJFINANCE 30SEP2025 960 PE | |||||||
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Delta: -0.16
Vega: 0.42
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 3.3 | -0.75 | 22.33 | 1,090 | -205 | 1,186 |
| 14 Sept | 1003.25 | 5.2 | -8.45 | 24.09 | 5,387 | 295 | 1,726 |
| 17 Aug | 861.45 | 90.15 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 960 expiring on 30SEP2025
Delta for 960 PE is -0.16
Historical price for 960 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 22.33, the open interest changed by -205 which decreased total open position to 1186
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 5.2, which was -8.45 lower than the previous day. The implied volatity was 24.09, the open interest changed by 295 which increased total open position to 1726
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 90.15, 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
