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BAJFINANCE
Bajaj Finance Limited
1006.5 14.05 (1.42%)

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Historical option data for BAJFINANCE

21 Sep 2025 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BAJFINANCE 28OCT2025 970 CE
Delta: 0.71
Vega: 1.12
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 992.45 47.65 0.85 21.29 5 0 332
14 Sept 1003.25 57.3 22.4 21.35 77 -11 50

For Bajaj Finance Limited - strike price 970 expiring on 28OCT2025

Delta for 970 CE is 0.71

Historical price for 970 CE is as follows

On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 47.65, which was 0.85 higher than the previous day. The implied volatity was 21.29, the open interest changed by 0 which decreased total open position to 332


On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 57.3, which was 22.4 higher than the previous day. The implied volatity was 21.35, the open interest changed by -11 which decreased total open position to 50


BAJFINANCE 28OCT2025 970 PE
Delta: -0.31
Vega: 1.15
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 992.45 16.3 1.3 23.89 26 -1 193
14 Sept 1003.25 16.1 -10.35 24.44 198 -66 58

For Bajaj Finance Limited - strike price 970 expiring on 28OCT2025

Delta for 970 PE is -0.31

Historical price for 970 PE is as follows

On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 16.3, which was 1.3 higher than the previous day. The implied volatity was 23.89, the open interest changed by -1 which decreased total open position to 193


On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 16.1, which was -10.35 lower than the previous day. The implied volatity was 24.44, the open interest changed by -66 which decreased total open position to 58