BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:38 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1640 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0
Theta: -0.43
Gamma: 0.00083
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1762.00 | 128 | -26.599999999999994 | 34.48 | 3 | 0 | 363 | |||||||||
| 23 Apr | 1792.60 | 154.6 | -51.55000000000001 | 39.24 | 8 | 2 | 365 | |||||||||
| 22 Apr | 1842.90 | 207.45 | 3.9499999999999886 | 51.11 | 30 | 13 | 363 | |||||||||
| 21 Apr | 1851.40 | 203.5 | 9.75 | - | 0 | 0 | 350 | |||||||||
| 20 Apr | 1830.60 | 203.5 | 9.75 | - | 0 | 0 | 350 | |||||||||
| 17 Apr | 1838.90 | 203.5 | 9.75 | 41.87 | 0 | 0 | 350 | |||||||||
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| 16 Apr | 1829.90 | 203.5 | 17.599999999999994 | 41.87 | 2 | 0 | 350 | |||||||||
| 15 Apr | 1825.80 | 185.9 | 12.200000000000017 | 38.07 | 29 | -12 | 350 | |||||||||
| 13 Apr | 1788.30 | 173.7 | -3.5500000000000114 | 29.88 | 0 | 0 | 362 | |||||||||
| 10 Apr | 1809.20 | 173.7 | 30.099999999999994 | 32.94 | 8 | -2 | 362 | |||||||||
| 9 Apr | 1767.70 | 140.9 | -20.4 | 34.12 | 73 | -9 | 364 | |||||||||
| 8 Apr | 1784.60 | 162.85 | 77.9 | 31.39 | 156 | -54 | 373 | |||||||||
| 7 Apr | 1684.40 | 82.95 | 2.65 | 32.71 | 451 | 191 | 425 | |||||||||
| 6 Apr | 1672.30 | 79.05 | 13.65 | 34.38 | 2,373 | -1 | 230 | |||||||||
| 2 Apr | 1640.70 | 65.85 | -5.9 | 34.41 | 538 | 79 | 225 | |||||||||
| 1 Apr | 1647.00 | 71.5 | 2.05 | 33.12 | 282 | 115 | 133 | |||||||||
| 30 Mar | 1631.80 | 68.8 | -246.15 | 35.31 | 35 | 17 | 17 | |||||||||
| 27 Mar | 1694.70 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 1746.20 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1704.40 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1675.50 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1710.30 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1714.90 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1791.80 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1774.70 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1773.90 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1738.00 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 314.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1640 expiring on 28APR2026
Delta for 1640 CE is 0.98
Historical price for 1640 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 128, which was -26.599999999999994 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 363
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 154.6, which was -51.55000000000001 lower than the previous day. The implied volatity was 39.24, the open interest changed by 2 which increased total open position to 365
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 207.45, which was 3.9499999999999886 higher than the previous day. The implied volatity was 51.11, the open interest changed by 13 which increased total open position to 363
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 203.5, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 203.5, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 350
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 203.5, which was 9.75 higher than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 350
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 203.5, which was 17.599999999999994 higher than the previous day. The implied volatity was 41.87, the open interest changed by 0 which decreased total open position to 350
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 185.9, which was 12.200000000000017 higher than the previous day. The implied volatity was 38.07, the open interest changed by -12 which decreased total open position to 350
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 173.7, which was -3.5500000000000114 lower than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 362
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 173.7, which was 30.099999999999994 higher than the previous day. The implied volatity was 32.94, the open interest changed by -2 which decreased total open position to 362
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 140.9, which was -20.4 lower than the previous day. The implied volatity was 34.12, the open interest changed by -9 which decreased total open position to 364
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 162.85, which was 77.9 higher than the previous day. The implied volatity was 31.39, the open interest changed by -54 which decreased total open position to 373
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 82.95, which was 2.65 higher than the previous day. The implied volatity was 32.71, the open interest changed by 191 which increased total open position to 425
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 79.05, which was 13.65 higher than the previous day. The implied volatity was 34.38, the open interest changed by -1 which decreased total open position to 230
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 65.85, which was -5.9 lower than the previous day. The implied volatity was 34.41, the open interest changed by 79 which increased total open position to 225
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 71.5, which was 2.05 higher than the previous day. The implied volatity was 33.12, the open interest changed by 115 which increased total open position to 133
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 68.8, which was -246.15 lower than the previous day. The implied volatity was 35.31, the open interest changed by 17 which increased total open position to 17
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 314.95, 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 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 314.95, 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 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 314.95, 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 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 314.95, 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 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 314.95, 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 314.95, 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 314.95, 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 314.95, 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 314.95, 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 314.95, 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 314.95, 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) 1640 PE | |||||||
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Delta: -0.02
Vega: 0
Theta: -0.19
Gamma: 0.00085
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1762.00 | 0.6 | -0.20000000000000007 | 34 | 7 | -1 | 418 |
| 23 Apr | 1792.60 | 0.85 | -0.2500000000000001 | 38.2 | 313 | 160 | 419 |
| 22 Apr | 1842.90 | 1.15 | -0.6000000000000001 | 46.31 | 85 | -15 | 259 |
| 21 Apr | 1851.40 | 1.75 | 0.3500000000000001 | 48.36 | 77 | 1 | 275 |
| 20 Apr | 1830.60 | 1.4 | -0.6000000000000001 | 41.41 | 41 | -13 | 274 |
| 17 Apr | 1838.90 | 2 | -0.75 | 38.27 | 64 | -11 | 287 |
| 16 Apr | 1829.90 | 2.75 | -1 | 37.85 | 52 | -30 | 298 |
| 15 Apr | 1825.80 | 3.75 | -3.4000000000000004 | 38.46 | 214 | -92 | 328 |
| 13 Apr | 1788.30 | 7 | 1.5499999999999998 | 36.33 | 269 | -9 | 420 |
| 10 Apr | 1809.20 | 5.25 | -4.4 | 33.63 | 256 | -41 | 428 |
| 9 Apr | 1767.70 | 9.85 | 1.85 | 32.47 | 255 | 2 | 466 |
| 8 Apr | 1784.60 | 7.5 | -27 | 32.86 | 481 | -17 | 462 |
| 7 Apr | 1684.40 | 33.9 | -5.55 | 35.75 | 691 | 152 | 478 |
| 6 Apr | 1672.30 | 39.2 | -19.65 | 35.74 | 598 | 132 | 324 |
| 2 Apr | 1640.70 | 58.25 | 3.6 | 36.74 | 293 | 10 | 192 |
| 1 Apr | 1647.00 | 54.1 | -17.7 | 36.7 | 579 | 26 | 181 |
| 30 Mar | 1631.80 | 72.3 | 25.6 | 41.58 | 804 | 50 | 151 |
| 27 Mar | 1694.70 | 47.2 | 21.95 | 39.2 | 129 | 79 | 101 |
| 25 Mar | 1746.20 | 25.65 | -11.3 | 34.75 | 47 | -1 | 22 |
| 24 Mar | 1704.40 | 36.95 | -6.05 | 35.05 | 16 | 2 | 23 |
| 23 Mar | 1675.50 | 43 | 26 | 29.61 | 2 | 0 | 21 |
| 20 Mar | 1710.30 | 17 | -14.05 | - | 0 | 0 | 21 |
| 19 Mar | 1714.90 | 17 | -14.05 | - | 0 | 0 | 21 |
| 18 Mar | 1791.80 | 17 | -14.05 | - | 0 | 0 | 21 |
| 17 Mar | 1774.70 | 17 | -14.05 | 29.35 | 1 | 0 | 21 |
| 16 Mar | 1773.90 | 31.05 | 18.9 | 36.29 | 22 | 19 | 19 |
| 13 Mar | 1738.00 | 12.15 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1770.80 | 12.15 | 0 | 6.86 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1640 expiring on 28APR2026
Delta for 1640 PE is -0.02
Historical price for 1640 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 0.6, which was -0.20000000000000007 lower than the previous day. The implied volatity was 34, the open interest changed by -1 which decreased total open position to 418
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 0.85, which was -0.2500000000000001 lower than the previous day. The implied volatity was 38.2, the open interest changed by 160 which increased total open position to 419
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 1.15, which was -0.6000000000000001 lower than the previous day. The implied volatity was 46.31, the open interest changed by -15 which decreased total open position to 259
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 1.75, which was 0.3500000000000001 higher than the previous day. The implied volatity was 48.36, the open interest changed by 1 which increased total open position to 275
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 1.4, which was -0.6000000000000001 lower than the previous day. The implied volatity was 41.41, the open interest changed by -13 which decreased total open position to 274
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 38.27, the open interest changed by -11 which decreased total open position to 287
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 2.75, which was -1 lower than the previous day. The implied volatity was 37.85, the open interest changed by -30 which decreased total open position to 298
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 3.75, which was -3.4000000000000004 lower than the previous day. The implied volatity was 38.46, the open interest changed by -92 which decreased total open position to 328
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 7, which was 1.5499999999999998 higher than the previous day. The implied volatity was 36.33, the open interest changed by -9 which decreased total open position to 420
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 5.25, which was -4.4 lower than the previous day. The implied volatity was 33.63, the open interest changed by -41 which decreased total open position to 428
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 9.85, which was 1.85 higher than the previous day. The implied volatity was 32.47, the open interest changed by 2 which increased total open position to 466
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 7.5, which was -27 lower than the previous day. The implied volatity was 32.86, the open interest changed by -17 which decreased total open position to 462
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 33.9, which was -5.55 lower than the previous day. The implied volatity was 35.75, the open interest changed by 152 which increased total open position to 478
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 39.2, which was -19.65 lower than the previous day. The implied volatity was 35.74, the open interest changed by 132 which increased total open position to 324
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 58.25, which was 3.6 higher than the previous day. The implied volatity was 36.74, the open interest changed by 10 which increased total open position to 192
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 54.1, which was -17.7 lower than the previous day. The implied volatity was 36.7, the open interest changed by 26 which increased total open position to 181
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 72.3, which was 25.6 higher than the previous day. The implied volatity was 41.58, the open interest changed by 50 which increased total open position to 151
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 47.2, which was 21.95 higher than the previous day. The implied volatity was 39.2, the open interest changed by 79 which increased total open position to 101
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 25.65, which was -11.3 lower than the previous day. The implied volatity was 34.75, the open interest changed by -1 which decreased total open position to 22
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 36.95, which was -6.05 lower than the previous day. The implied volatity was 35.05, the open interest changed by 2 which increased total open position to 23
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 43, which was 26 higher than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 21
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 17, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 17, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 17, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 17, which was -14.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 21
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 31.05, which was 18.9 higher than the previous day. The implied volatity was 36.29, the open interest changed by 19 which increased total open position to 19
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 12.15, 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 12.15, which was 0 lower than the previous day. The implied volatity was 6.86, the open interest changed by 0 which decreased total open position to 0
