BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Sep 2025 04:13 PM IST
| BAJFINANCE 30SEP2025 990 CE | ||||||||||||||||
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Delta: 0.58
Vega: 0.67
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 992.45 | 18.6 | -3.5 | 21.65 | 1,870 | 90 | 741 | |||||||||
| 14 Sept | 1003.25 | 28.95 | 17.75 | 21.44 | 11,048 | 157 | 708 | |||||||||
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Finance Limited - strike price 990 expiring on 30SEP2025
Delta for 990 CE is 0.58
Historical price for 990 CE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 18.6, which was -3.5 lower than the previous day. The implied volatity was 21.65, the open interest changed by 90 which increased total open position to 741
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 28.95, which was 17.75 higher than the previous day. The implied volatity was 21.44, the open interest changed by 157 which increased total open position to 708
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 0, 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 990 PE | |||||||
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Delta: -0.41
Vega: 0.67
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 992.45 | 10.5 | -0.5 | 19.98 | 2,067 | -32 | 1,079 |
| 14 Sept | 1003.25 | 12.05 | -17 | 22.26 | 5,730 | 1,038 | 1,256 |
| 17 Aug | 861.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Finance Limited - strike price 990 expiring on 30SEP2025
Delta for 990 PE is -0.41
Historical price for 990 PE is as follows
On 21 Sept BAJFINANCE was trading at 992.45. The strike last trading price was 10.5, which was -0.5 lower than the previous day. The implied volatity was 19.98, the open interest changed by -32 which decreased total open position to 1079
On 14 Sept BAJFINANCE was trading at 1003.25. The strike last trading price was 12.05, which was -17 lower than the previous day. The implied volatity was 22.26, the open interest changed by 1038 which increased total open position to 1256
On 17 Aug BAJFINANCE was trading at 861.45. The strike last trading price was 0, 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
