BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 03:28 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1600 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0
Theta: -1.34
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1773.40 | 173 | -77 | 57.46 | 9 | -8 | 231 | |||||||||
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| 23 Apr | 1792.60 | 250 | -3.1999999999999886 | - | 0 | 0 | 239 | |||||||||
| 22 Apr | 1842.90 | 250 | -3.1999999999999886 | 50.94 | 0 | 0 | 239 | |||||||||
| 21 Apr | 1851.40 | 250 | 10 | 50.94 | 8 | 0 | 247 | |||||||||
| 20 Apr | 1830.60 | 240 | 5 | 46.42 | 1 | 0 | 247 | |||||||||
| 17 Apr | 1838.90 | 235 | 5.199999999999989 | 41.37 | 1 | 0 | 247 | |||||||||
| 16 Apr | 1829.90 | 229.8 | 3.8000000000000114 | 40.98 | 5 | 0 | 247 | |||||||||
| 15 Apr | 1825.80 | 226 | 37 | 44.91 | 1 | 0 | 247 | |||||||||
| 13 Apr | 1788.30 | 189 | -23 | 38.82 | 5 | -2 | 247 | |||||||||
| 10 Apr | 1809.20 | 212 | 34.099999999999994 | 40.43 | 9 | -4 | 249 | |||||||||
| 9 Apr | 1767.70 | 176.85 | -23.15 | 36.42 | 20 | -1 | 253 | |||||||||
| 8 Apr | 1784.60 | 200 | 86.15 | 32.98 | 27 | -9 | 254 | |||||||||
| 7 Apr | 1684.40 | 111.75 | 2.4 | 33.48 | 71 | 19 | 263 | |||||||||
| 6 Apr | 1672.30 | 111.45 | 22.55 | 38.98 | 180 | 12 | 244 | |||||||||
| 2 Apr | 1640.70 | 90.6 | -7.15 | 35.82 | 486 | 99 | 231 | |||||||||
| 1 Apr | 1647.00 | 97.5 | 4.8 | 34.5 | 80 | -19 | 127 | |||||||||
| 30 Mar | 1631.80 | 92.95 | -40.05 | 36.68 | 249 | 42 | 146 | |||||||||
| 27 Mar | 1694.70 | 133 | -47 | 33.39 | 141 | 65 | 103 | |||||||||
| 25 Mar | 1746.20 | 180 | 38.5 | 33.9 | 3 | 0 | 38 | |||||||||
| 24 Mar | 1704.40 | 141.5 | 26.4 | 28.35 | 37 | 29 | 38 | |||||||||
| 23 Mar | 1675.50 | 115.1 | -235.25 | 33.41 | 9 | 8 | 8 | |||||||||
| 20 Mar | 1710.30 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1714.90 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1791.80 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1774.70 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1773.90 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1738.00 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 350.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1600 expiring on 28APR2026
Delta for 1600 CE is 0.95
Historical price for 1600 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1773.40. The strike last trading price was 173, which was -77 lower than the previous day. The implied volatity was 57.46, the open interest changed by -8 which decreased total open position to 231
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 250, which was -3.1999999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 239
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 250, which was -3.1999999999999886 lower than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 239
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 250, which was 10 higher than the previous day. The implied volatity was 50.94, the open interest changed by 0 which decreased total open position to 247
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 240, which was 5 higher than the previous day. The implied volatity was 46.42, the open interest changed by 0 which decreased total open position to 247
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 235, which was 5.199999999999989 higher than the previous day. The implied volatity was 41.37, the open interest changed by 0 which decreased total open position to 247
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 229.8, which was 3.8000000000000114 higher than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 247
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 226, which was 37 higher than the previous day. The implied volatity was 44.91, the open interest changed by 0 which decreased total open position to 247
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 189, which was -23 lower than the previous day. The implied volatity was 38.82, the open interest changed by -2 which decreased total open position to 247
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 212, which was 34.099999999999994 higher than the previous day. The implied volatity was 40.43, the open interest changed by -4 which decreased total open position to 249
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 176.85, which was -23.15 lower than the previous day. The implied volatity was 36.42, the open interest changed by -1 which decreased total open position to 253
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 200, which was 86.15 higher than the previous day. The implied volatity was 32.98, the open interest changed by -9 which decreased total open position to 254
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 111.75, which was 2.4 higher than the previous day. The implied volatity was 33.48, the open interest changed by 19 which increased total open position to 263
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 111.45, which was 22.55 higher than the previous day. The implied volatity was 38.98, the open interest changed by 12 which increased total open position to 244
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 90.6, which was -7.15 lower than the previous day. The implied volatity was 35.82, the open interest changed by 99 which increased total open position to 231
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 97.5, which was 4.8 higher than the previous day. The implied volatity was 34.5, the open interest changed by -19 which decreased total open position to 127
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 92.95, which was -40.05 lower than the previous day. The implied volatity was 36.68, the open interest changed by 42 which increased total open position to 146
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 133, which was -47 lower than the previous day. The implied volatity was 33.39, the open interest changed by 65 which increased total open position to 103
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 180, which was 38.5 higher than the previous day. The implied volatity was 33.9, the open interest changed by 0 which decreased total open position to 38
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 141.5, which was 26.4 higher than the previous day. The implied volatity was 28.35, the open interest changed by 29 which increased total open position to 38
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 115.1, which was -235.25 lower than the previous day. The implied volatity was 33.41, the open interest changed by 8 which increased total open position to 8
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 350.35, 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
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 350.35, 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
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 350.35, 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
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 350.35, 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
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 350.35, 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
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 350.35, 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
On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 350.35, 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) 1600 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.13
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1773.40 | 0.1 | -0.24999999999999997 | 36.42 | 73 | -3 | 427 |
| 23 Apr | 1792.60 | 0.3 | -0.55 | 39.95 | 681 | 21 | 685 |
| 22 Apr | 1842.90 | 0.9 | -0.5499999999999999 | 52.7 | 815 | 56 | 868 |
| 21 Apr | 1851.40 | 1.75 | 0.55 | 56.68 | 142 | -18 | 817 |
| 20 Apr | 1830.60 | 1.4 | 0 | 46.96 | 30 | -4 | 836 |
| 17 Apr | 1838.90 | 1.4 | -0.55 | 42.35 | 15 | -4 | 842 |
| 16 Apr | 1829.90 | 2.1 | -0.5499999999999998 | 42.82 | 66 | 3 | 845 |
| 15 Apr | 1825.80 | 2.6 | -1.9499999999999997 | 41.65 | 309 | -60 | 843 |
| 13 Apr | 1788.30 | 4.5 | 1.0499999999999998 | 38.85 | 497 | -99 | 903 |
| 10 Apr | 1809.20 | 3.45 | -2.5999999999999996 | 36.04 | 117 | -43 | 1,002 |
| 9 Apr | 1767.70 | 6.7 | 1.45 | 35.23 | 286 | 76 | 1,046 |
| 8 Apr | 1784.60 | 4.95 | -18.75 | 35.17 | 567 | -220 | 976 |
| 7 Apr | 1684.40 | 23.65 | -4.35 | 37.62 | 651 | 30 | 1,196 |
| 6 Apr | 1672.30 | 29 | -14.45 | 38.45 | 722 | 98 | 1,167 |
| 2 Apr | 1640.70 | 42.65 | 1.7 | 37.91 | 1,482 | 179 | 1,072 |
| 1 Apr | 1647.00 | 40 | -15.8 | 38.13 | 684 | 58 | 893 |
| 30 Mar | 1631.80 | 56.5 | 20.25 | 43.1 | 472 | 7 | 840 |
| 27 Mar | 1694.70 | 37.15 | 18.75 | 41.34 | 504 | 220 | 832 |
| 25 Mar | 1746.20 | 18.35 | -11.45 | 35.94 | 311 | -12 | 612 |
| 24 Mar | 1704.40 | 27.95 | -11.05 | 36.74 | 945 | 515 | 624 |
| 23 Mar | 1675.50 | 39.5 | 14.7 | 35.65 | 115 | 63 | 109 |
| 20 Mar | 1710.30 | 24 | -3 | 33.64 | 25 | 2 | 45 |
| 19 Mar | 1714.90 | 21.6 | 14.55 | 32.56 | 43 | 3 | 41 |
| 18 Mar | 1791.80 | 7.05 | -5.85 | 27.56 | 59 | 20 | 38 |
| 17 Mar | 1774.70 | 12.9 | -11.5 | 31.37 | 2 | 0 | 20 |
| 16 Mar | 1773.90 | 24.4 | 9.5 | 38.25 | 2 | 0 | 18 |
| 13 Mar | 1738.00 | 13.75 | 5.6 | - | 25 | 18 | 20 |
| 12 Mar | 1770.80 | 13.75 | 5.6 | 30.69 | 25 | 20 | 20 |
For Bajaj Finserv Ltd. - strike price 1600 expiring on 28APR2026
Delta for 1600 PE is 0
Historical price for 1600 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1773.40. The strike last trading price was 0.1, which was -0.24999999999999997 lower than the previous day. The implied volatity was 36.42, the open interest changed by -3 which decreased total open position to 427
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was 39.95, the open interest changed by 21 which increased total open position to 685
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 0.9, which was -0.5499999999999999 lower than the previous day. The implied volatity was 52.7, the open interest changed by 56 which increased total open position to 868
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 56.68, the open interest changed by -18 which decreased total open position to 817
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 46.96, the open interest changed by -4 which decreased total open position to 836
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 42.35, the open interest changed by -4 which decreased total open position to 842
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 2.1, which was -0.5499999999999998 lower than the previous day. The implied volatity was 42.82, the open interest changed by 3 which increased total open position to 845
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 2.6, which was -1.9499999999999997 lower than the previous day. The implied volatity was 41.65, the open interest changed by -60 which decreased total open position to 843
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 4.5, which was 1.0499999999999998 higher than the previous day. The implied volatity was 38.85, the open interest changed by -99 which decreased total open position to 903
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 3.45, which was -2.5999999999999996 lower than the previous day. The implied volatity was 36.04, the open interest changed by -43 which decreased total open position to 1002
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 6.7, which was 1.45 higher than the previous day. The implied volatity was 35.23, the open interest changed by 76 which increased total open position to 1046
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 4.95, which was -18.75 lower than the previous day. The implied volatity was 35.17, the open interest changed by -220 which decreased total open position to 976
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 23.65, which was -4.35 lower than the previous day. The implied volatity was 37.62, the open interest changed by 30 which increased total open position to 1196
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 29, which was -14.45 lower than the previous day. The implied volatity was 38.45, the open interest changed by 98 which increased total open position to 1167
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 42.65, which was 1.7 higher than the previous day. The implied volatity was 37.91, the open interest changed by 179 which increased total open position to 1072
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 40, which was -15.8 lower than the previous day. The implied volatity was 38.13, the open interest changed by 58 which increased total open position to 893
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 56.5, which was 20.25 higher than the previous day. The implied volatity was 43.1, the open interest changed by 7 which increased total open position to 840
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 37.15, which was 18.75 higher than the previous day. The implied volatity was 41.34, the open interest changed by 220 which increased total open position to 832
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 18.35, which was -11.45 lower than the previous day. The implied volatity was 35.94, the open interest changed by -12 which decreased total open position to 612
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 27.95, which was -11.05 lower than the previous day. The implied volatity was 36.74, the open interest changed by 515 which increased total open position to 624
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 39.5, which was 14.7 higher than the previous day. The implied volatity was 35.65, the open interest changed by 63 which increased total open position to 109
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 24, which was -3 lower than the previous day. The implied volatity was 33.64, the open interest changed by 2 which increased total open position to 45
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 21.6, which was 14.55 higher than the previous day. The implied volatity was 32.56, the open interest changed by 3 which increased total open position to 41
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 7.05, which was -5.85 lower than the previous day. The implied volatity was 27.56, the open interest changed by 20 which increased total open position to 38
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 12.9, which was -11.5 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 20
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 24.4, which was 9.5 higher than the previous day. The implied volatity was 38.25, the open interest changed by 0 which decreased total open position to 18
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 13.75, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 20
On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 13.75, which was 5.6 higher than the previous day. The implied volatity was 30.69, the open interest changed by 20 which increased total open position to 20
