BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 980 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.62
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 992.45 | 25.1 | -3.7 | 22.18 | 997 | 23 | 828 | |||||||||
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| 14 Sept | 1003.25 | 36.3 | 21 | 22.30 | 12,463 | -591 | 1,103 | |||||||||
| 17 Aug | 861.45 | 4.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 980 expiring on 30SEP2025
Delta for 980 CE is 0.68
Historical price for 980 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 25.1, which was -3.7 lower than the previous day. The implied volatity was 22.18, the open interest changed by 23 which increased total open position to 828
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 36.3, which was 21 higher than the previous day. The implied volatity was 22.30, the open interest changed by -591 which decreased total open position to 1103
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30SEP2025 980 PE | |||||||
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Delta: -0.31
Vega: 0.61
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 7.15 | -0.65 | 20.55 | 2,208 | -117 | 2,028 |
| 14 Sept | 1003.25 | 9.1 | -13.9 | 22.73 | 8,604 | 1,348 | 2,142 |
| 17 Aug | 861.45 | 106 | 0 | - | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 980 expiring on 30SEP2025
Delta for 980 PE is -0.31
Historical price for 980 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 20.55, the open interest changed by -117 which decreased total open position to 2028
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 9.1, which was -13.9 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1348 which increased total open position to 2142
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 106, 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
