BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 970 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.54
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 32.6 | -4.1 | 22.95 | 387 | -83 | 556 | |||||||||
| 14 Sept | 1003.25 | 43.65 | 23.6 | 22.30 | 4,682 | -412 | 1,007 | |||||||||
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| 17 Aug | 861.45 | 13.3 | 0 | 7.77 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 970 expiring on 30SEP2025
Delta for 970 CE is 0.76
Historical price for 970 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 32.6, which was -4.1 lower than the previous day. The implied volatity was 22.95, the open interest changed by -83 which decreased total open position to 556
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 43.65, which was 23.6 higher than the previous day. The implied volatity was 22.30, the open interest changed by -412 which decreased total open position to 1007
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 13.3, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 970 PE | |||||||
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Delta: -0.22
Vega: 0.52
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 4.9 | -0.6 | 21.46 | 2,177 | -273 | 1,234 |
| 14 Sept | 1003.25 | 6.8 | -10.95 | 23.24 | 5,879 | 814 | 2,030 |
| 17 Aug | 861.45 | 97.95 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 970 expiring on 30SEP2025
Delta for 970 PE is -0.22
Historical price for 970 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 4.9, which was -0.6 lower than the previous day. The implied volatity was 21.46, the open interest changed by -273 which decreased total open position to 1234
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 6.8, which was -10.95 lower than the previous day. The implied volatity was 23.24, the open interest changed by 814 which increased total open position to 2030
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 97.95, 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
