BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 04:10 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 1
Vega: 0
Theta: 0.07
Gamma: 0.00005
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1770.70 | 397 | 0 | 75.11 | 0 | 0 | 174 | |||||||||
| 23 Apr | 1792.60 | 397 | -28.649999999999977 | 75.11 | 26 | 0 | 174 | |||||||||
| 22 Apr | 1842.90 | 424.1 | -1.5499999999999545 | - | 0 | 0 | 174 | |||||||||
| 21 Apr | 1851.40 | 424.1 | -1.5499999999999545 | 64.52 | 0 | 0 | 174 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 1830.60 | 424.1 | -2.6499999999999773 | 64.52 | 7 | 0 | 174 | |||||||||
| 17 Apr | 1838.90 | 426.75 | -5.850000000000023 | 3.8 | 0 | 0 | 174 | |||||||||
| 16 Apr | 1829.90 | 426.75 | 52.5 | 3.8 | 11 | 0 | 174 | |||||||||
| 15 Apr | 1825.80 | 374.25 | -17.399999999999977 | - | 0 | 0 | 174 | |||||||||
| 13 Apr | 1788.30 | 374.25 | 83.75 | 53.53 | 27 | 0 | 174 | |||||||||
| 10 Apr | 1809.20 | 289.3 | -1.1999999999999886 | - | 0 | 0 | 174 | |||||||||
| 9 Apr | 1767.70 | 289.3 | 5.5 | - | 0 | 0 | 174 | |||||||||
| 8 Apr | 1784.60 | 289.3 | 5.5 | - | 0 | 0 | 174 | |||||||||
| 7 Apr | 1684.40 | 289.3 | 5.5 | 29.4 | 28 | 18 | 174 | |||||||||
| 6 Apr | 1672.30 | 286.65 | 32.8 | 51.21 | 23 | 17 | 155 | |||||||||
| 2 Apr | 1640.70 | 255.2 | -5.2 | 42.04 | 43 | 21 | 133 | |||||||||
| 1 Apr | 1647.00 | 261.45 | 13.45 | 31.24 | 79 | 45 | 106 | |||||||||
| 30 Mar | 1631.80 | 248 | -60.5 | 32.07 | 9 | 7 | 60 | |||||||||
| 27 Mar | 1694.70 | 308.5 | -55.5 | 34.82 | 51 | 44 | 52 | |||||||||
| 25 Mar | 1746.20 | 364 | -175.75 | 37.98 | 8 | 0 | 0 | |||||||||
| 24 Mar | 1704.40 | 539.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1400 expiring on 28APR2026
Delta for 1400 CE is 1
Historical price for 1400 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 397, which was 0 lower than the previous day. The implied volatity was 75.11, the open interest changed by 0 which decreased total open position to 174
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 397, which was -28.649999999999977 lower than the previous day. The implied volatity was 75.11, the open interest changed by 0 which decreased total open position to 174
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 424.1, which was -1.5499999999999545 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 424.1, which was -1.5499999999999545 lower than the previous day. The implied volatity was 64.52, the open interest changed by 0 which decreased total open position to 174
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 424.1, which was -2.6499999999999773 lower than the previous day. The implied volatity was 64.52, the open interest changed by 0 which decreased total open position to 174
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 426.75, which was -5.850000000000023 lower than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 174
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 426.75, which was 52.5 higher than the previous day. The implied volatity was 3.8, the open interest changed by 0 which decreased total open position to 174
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 374.25, which was -17.399999999999977 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 374.25, which was 83.75 higher than the previous day. The implied volatity was 53.53, the open interest changed by 0 which decreased total open position to 174
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 289.3, which was -1.1999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 289.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 289.3, which was 5.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 289.3, which was 5.5 higher than the previous day. The implied volatity was 29.4, the open interest changed by 18 which increased total open position to 174
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 286.65, which was 32.8 higher than the previous day. The implied volatity was 51.21, the open interest changed by 17 which increased total open position to 155
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 255.2, which was -5.2 lower than the previous day. The implied volatity was 42.04, the open interest changed by 21 which increased total open position to 133
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 261.45, which was 13.45 higher than the previous day. The implied volatity was 31.24, the open interest changed by 45 which increased total open position to 106
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 248, which was -60.5 lower than the previous day. The implied volatity was 32.07, the open interest changed by 7 which increased total open position to 60
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 308.5, which was -55.5 lower than the previous day. The implied volatity was 34.82, the open interest changed by 44 which increased total open position to 52
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 364, which was -175.75 lower than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 539.75, 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
| BAJAJFINSV 28-Apr-2026 (4d) 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.09
Gamma: 0.00005
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1770.70 | 0.1 | 0 | 77.92 | 20 | -12 | 170 |
| 23 Apr | 1792.60 | 0.1 | -0.30000000000000004 | 72.41 | 57 | 3 | 185 |
| 22 Apr | 1842.90 | 0.45 | 0.2 | 85.69 | 8 | -1 | 183 |
| 21 Apr | 1851.40 | 0.25 | 0.1 | 75.68 | 17 | 0 | 189 |
| 20 Apr | 1830.60 | 0.15 | -0.1 | 65.73 | 37 | 1 | 189 |
| 17 Apr | 1838.90 | 0.25 | 0 | 60.16 | 2 | 0 | 188 |
| 16 Apr | 1829.90 | 0.25 | -1.75 | 56.47 | 16 | 0 | 188 |
| 15 Apr | 1825.80 | 2 | 2 | - | 0 | 0 | 188 |
| 13 Apr | 1788.30 | 2 | 1.3 | 57.8 | 1 | 0 | 187 |
| 10 Apr | 1809.20 | 0.7 | -0.30000000000000004 | 49.92 | 1 | 0 | 187 |
| 9 Apr | 1767.70 | 1 | 0.1 | 48.1 | 29 | 6 | 173 |
| 8 Apr | 1784.60 | 0.9 | -2.2 | 48.71 | 130 | -2 | 167 |
| 7 Apr | 1684.40 | 3.1 | -1 | 46.62 | 100 | -13 | 169 |
| 6 Apr | 1672.30 | 4.1 | -3.65 | 46.84 | 164 | -1 | 181 |
| 2 Apr | 1640.70 | 7.45 | -0.05 | 45.73 | 201 | 38 | 183 |
| 1 Apr | 1647.00 | 7.3 | -7.95 | 46.08 | 230 | 21 | 143 |
| 30 Mar | 1631.80 | 15.3 | 5.6 | 52.18 | 254 | 55 | 121 |
| 27 Mar | 1694.70 | 9.85 | 4.85 | 50.78 | 64 | 29 | 66 |
| 25 Mar | 1746.20 | 5 | -2.15 | 47.08 | 24 | 9 | 37 |
| 24 Mar | 1704.40 | 7.25 | 6.65 | 46.72 | 34 | 28 | 28 |
For Bajaj Finserv Ltd. - strike price 1400 expiring on 28APR2026
Delta for 1400 PE is 0
Historical price for 1400 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 77.92, the open interest changed by -12 which decreased total open position to 170
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 0.1, which was -0.30000000000000004 lower than the previous day. The implied volatity was 72.41, the open interest changed by 3 which increased total open position to 185
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 85.69, the open interest changed by -1 which decreased total open position to 183
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 75.68, the open interest changed by 0 which decreased total open position to 189
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 65.73, the open interest changed by 1 which increased total open position to 189
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 60.16, the open interest changed by 0 which decreased total open position to 188
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 0.25, which was -1.75 lower than the previous day. The implied volatity was 56.47, the open interest changed by 0 which decreased total open position to 188
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 2, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 188
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 2, which was 1.3 higher than the previous day. The implied volatity was 57.8, the open interest changed by 0 which decreased total open position to 187
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 0.7, which was -0.30000000000000004 lower than the previous day. The implied volatity was 49.92, the open interest changed by 0 which decreased total open position to 187
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 1, which was 0.1 higher than the previous day. The implied volatity was 48.1, the open interest changed by 6 which increased total open position to 173
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 0.9, which was -2.2 lower than the previous day. The implied volatity was 48.71, the open interest changed by -2 which decreased total open position to 167
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 3.1, which was -1 lower than the previous day. The implied volatity was 46.62, the open interest changed by -13 which decreased total open position to 169
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 4.1, which was -3.65 lower than the previous day. The implied volatity was 46.84, the open interest changed by -1 which decreased total open position to 181
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 7.45, which was -0.05 lower than the previous day. The implied volatity was 45.73, the open interest changed by 38 which increased total open position to 183
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 7.3, which was -7.95 lower than the previous day. The implied volatity was 46.08, the open interest changed by 21 which increased total open position to 143
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 15.3, which was 5.6 higher than the previous day. The implied volatity was 52.18, the open interest changed by 55 which increased total open position to 121
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 9.85, which was 4.85 higher than the previous day. The implied volatity was 50.78, the open interest changed by 29 which increased total open position to 66
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 5, which was -2.15 lower than the previous day. The implied volatity was 47.08, the open interest changed by 9 which increased total open position to 37
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 7.25, which was 6.65 higher than the previous day. The implied volatity was 46.72, the open interest changed by 28 which increased total open position to 28
