BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:38 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1660 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.43
Gamma: 0.00112
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1762.00 | 126.95 | -2.3999999999999915 | 36.56 | 0 | 0 | 424 | |||||||||
| 23 Apr | 1792.60 | 126.95 | -69.8 | 36.56 | 77 | 25 | 423 | |||||||||
| 22 Apr | 1842.90 | 196.75 | 21.75 | 50.33 | 1 | 0 | 397 | |||||||||
| 21 Apr | 1851.40 | 175 | 1.6500000000000057 | 37.06 | 75 | 44 | 468 | |||||||||
| 20 Apr | 1830.60 | 168.5 | -21.5 | 39.83 | 201 | 54 | 606 | |||||||||
| 17 Apr | 1838.90 | 190 | 15.599999999999994 | 33.67 | 0 | 0 | 552 | |||||||||
| 16 Apr | 1829.90 | 190 | 19.599999999999994 | 33.67 | 9 | -3 | 553 | |||||||||
| 15 Apr | 1825.80 | 170.3 | 39.5 | 25.21 | 29 | -5 | 556 | |||||||||
| 13 Apr | 1788.30 | 130.8 | -34.25 | 34 | 6 | 0 | 564 | |||||||||
| 10 Apr | 1809.20 | 165.05 | 40.400000000000006 | 37.41 | 36 | -7 | 564 | |||||||||
| 9 Apr | 1767.70 | 123.95 | -19 | 33.29 | 19 | -2 | 575 | |||||||||
| 8 Apr | 1784.60 | 143.95 | 72.95 | 29.54 | 176 | -42 | 578 | |||||||||
| 7 Apr | 1684.40 | 69.4 | 1.2 | 31.87 | 1,022 | 158 | 625 | |||||||||
| 6 Apr | 1672.30 | 68.55 | 14.35 | 34.94 | 807 | 1 | 468 | |||||||||
| 2 Apr | 1640.70 | 54.15 | -5.7 | 33.24 | 709 | -27 | 468 | |||||||||
| 1 Apr | 1647.00 | 62 | 3.25 | 33.57 | 1,002 | 345 | 495 | |||||||||
| 30 Mar | 1631.80 | 58.65 | -31.35 | 34.92 | 846 | 139 | 148 | |||||||||
| 27 Mar | 1694.70 | 90 | -5.95 | 31.61 | 8 | 4 | 8 | |||||||||
| 25 Mar | 1746.20 | 99 | 25.85 | - | 0 | 0 | 4 | |||||||||
| 24 Mar | 1704.40 | 99 | 25.85 | 28.83 | 6 | 2 | 3 | |||||||||
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| 23 Mar | 1675.50 | 73.15 | -331.2 | 30.16 | 1 | 0 | 0 | |||||||||
| 20 Mar | 1710.30 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1714.90 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1791.80 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1774.70 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1773.90 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1738.00 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 404.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1660 expiring on 28APR2026
Delta for 1660 CE is 0.96
Historical price for 1660 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 126.95, which was -2.3999999999999915 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 424
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 126.95, which was -69.8 lower than the previous day. The implied volatity was 36.56, the open interest changed by 25 which increased total open position to 423
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 196.75, which was 21.75 higher than the previous day. The implied volatity was 50.33, the open interest changed by 0 which decreased total open position to 397
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 175, which was 1.6500000000000057 higher than the previous day. The implied volatity was 37.06, the open interest changed by 44 which increased total open position to 468
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 168.5, which was -21.5 lower than the previous day. The implied volatity was 39.83, the open interest changed by 54 which increased total open position to 606
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 190, which was 15.599999999999994 higher than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 552
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 190, which was 19.599999999999994 higher than the previous day. The implied volatity was 33.67, the open interest changed by -3 which decreased total open position to 553
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 170.3, which was 39.5 higher than the previous day. The implied volatity was 25.21, the open interest changed by -5 which decreased total open position to 556
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 130.8, which was -34.25 lower than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 564
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 165.05, which was 40.400000000000006 higher than the previous day. The implied volatity was 37.41, the open interest changed by -7 which decreased total open position to 564
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 123.95, which was -19 lower than the previous day. The implied volatity was 33.29, the open interest changed by -2 which decreased total open position to 575
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 143.95, which was 72.95 higher than the previous day. The implied volatity was 29.54, the open interest changed by -42 which decreased total open position to 578
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 69.4, which was 1.2 higher than the previous day. The implied volatity was 31.87, the open interest changed by 158 which increased total open position to 625
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 68.55, which was 14.35 higher than the previous day. The implied volatity was 34.94, the open interest changed by 1 which increased total open position to 468
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 54.15, which was -5.7 lower than the previous day. The implied volatity was 33.24, the open interest changed by -27 which decreased total open position to 468
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 62, which was 3.25 higher than the previous day. The implied volatity was 33.57, the open interest changed by 345 which increased total open position to 495
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 58.65, which was -31.35 lower than the previous day. The implied volatity was 34.92, the open interest changed by 139 which increased total open position to 148
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 90, which was -5.95 lower than the previous day. The implied volatity was 31.61, the open interest changed by 4 which increased total open position to 8
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 99, which was 25.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 99, which was 25.85 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 3
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 73.15, which was -331.2 lower than the previous day. The implied volatity was 30.16, 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 404.35, 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 404.35, 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 404.35, 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 404.35, 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 404.35, 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 404.35, 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 404.35, 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) 1660 PE | |||||||
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Delta: -0.05
Vega: 0
Theta: -0.45
Gamma: 0.00157
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1762.00 | 1.2 | -0.19999999999999996 | 31.92 | 56 | 3 | 499 |
| 23 Apr | 1792.60 | 1.35 | -0.9499999999999997 | 36.85 | 199 | 24 | 493 |
| 22 Apr | 1842.90 | 2.55 | 2.55 | - | 0 | 0 | 469 |
| 21 Apr | 1851.40 | 2.55 | 2.55 | 40.02 | 0 | 0 | 469 |
| 20 Apr | 1830.60 | 2.55 | 0 | 40.02 | 76 | 1 | 469 |
| 17 Apr | 1838.90 | 2.5 | -1 | 36.37 | 104 | -36 | 474 |
| 16 Apr | 1829.90 | 3.6 | -0.8000000000000003 | 37.32 | 174 | -39 | 511 |
| 15 Apr | 1825.80 | 4.35 | -4.65 | 36.21 | 143 | -1 | 552 |
| 13 Apr | 1788.30 | 8.9 | 2.25 | 35.18 | 168 | -13 | 555 |
| 10 Apr | 1809.20 | 6.5 | -5.800000000000001 | 31.83 | 155 | -3 | 567 |
| 9 Apr | 1767.70 | 12.65 | 2.6 | 31.71 | 197 | -10 | 570 |
| 8 Apr | 1784.60 | 9.35 | -31.4 | 31.81 | 505 | -62 | 577 |
| 7 Apr | 1684.40 | 41 | -5.8 | 35.25 | 1,037 | 159 | 638 |
| 6 Apr | 1672.30 | 46.15 | -22.05 | 34.74 | 402 | 13 | 480 |
| 2 Apr | 1640.70 | 67.5 | 4.4 | 36.18 | 540 | 101 | 471 |
| 1 Apr | 1647.00 | 61.5 | -20.05 | 35.43 | 914 | 98 | 369 |
| 30 Mar | 1631.80 | 82.8 | 29.75 | 41.6 | 2,745 | 152 | 276 |
| 27 Mar | 1694.70 | 53.3 | 23.95 | 38.22 | 198 | 55 | 124 |
| 25 Mar | 1746.20 | 29.5 | -14.55 | 33.79 | 18 | -1 | 68 |
| 24 Mar | 1704.40 | 43.1 | -18.25 | 34.58 | 67 | 43 | 70 |
| 23 Mar | 1675.50 | 63 | 24.5 | 35.1 | 26 | 13 | 23 |
| 20 Mar | 1710.30 | 38.5 | 36.45 | 31.93 | 10 | 0 | 0 |
| 19 Mar | 1714.90 | 2.05 | 0 | 3.99 | 0 | 0 | 0 |
| 18 Mar | 1791.80 | 2.05 | 0 | 6.94 | 0 | 0 | 0 |
| 17 Mar | 1774.70 | 2.05 | 0 | 6.18 | 0 | 0 | 0 |
| 16 Mar | 1773.90 | 2.05 | 0 | 5.78 | 0 | 0 | 0 |
| 13 Mar | 1738.00 | 2.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1770.80 | 2.05 | 0 | 5.66 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1660 expiring on 28APR2026
Delta for 1660 PE is -0.05
Historical price for 1660 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 1.2, which was -0.19999999999999996 lower than the previous day. The implied volatity was 31.92, the open interest changed by 3 which increased total open position to 499
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 1.35, which was -0.9499999999999997 lower than the previous day. The implied volatity was 36.85, the open interest changed by 24 which increased total open position to 493
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 2.55, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 469
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 2.55, which was 2.55 higher than the previous day. The implied volatity was 40.02, the open interest changed by 0 which decreased total open position to 469
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 40.02, the open interest changed by 1 which increased total open position to 469
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 36.37, the open interest changed by -36 which decreased total open position to 474
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 3.6, which was -0.8000000000000003 lower than the previous day. The implied volatity was 37.32, the open interest changed by -39 which decreased total open position to 511
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 4.35, which was -4.65 lower than the previous day. The implied volatity was 36.21, the open interest changed by -1 which decreased total open position to 552
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 8.9, which was 2.25 higher than the previous day. The implied volatity was 35.18, the open interest changed by -13 which decreased total open position to 555
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 6.5, which was -5.800000000000001 lower than the previous day. The implied volatity was 31.83, the open interest changed by -3 which decreased total open position to 567
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 12.65, which was 2.6 higher than the previous day. The implied volatity was 31.71, the open interest changed by -10 which decreased total open position to 570
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 9.35, which was -31.4 lower than the previous day. The implied volatity was 31.81, the open interest changed by -62 which decreased total open position to 577
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 41, which was -5.8 lower than the previous day. The implied volatity was 35.25, the open interest changed by 159 which increased total open position to 638
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 46.15, which was -22.05 lower than the previous day. The implied volatity was 34.74, the open interest changed by 13 which increased total open position to 480
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 67.5, which was 4.4 higher than the previous day. The implied volatity was 36.18, the open interest changed by 101 which increased total open position to 471
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 61.5, which was -20.05 lower than the previous day. The implied volatity was 35.43, the open interest changed by 98 which increased total open position to 369
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 82.8, which was 29.75 higher than the previous day. The implied volatity was 41.6, the open interest changed by 152 which increased total open position to 276
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 53.3, which was 23.95 higher than the previous day. The implied volatity was 38.22, the open interest changed by 55 which increased total open position to 124
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 29.5, which was -14.55 lower than the previous day. The implied volatity was 33.79, the open interest changed by -1 which decreased total open position to 68
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 43.1, which was -18.25 lower than the previous day. The implied volatity was 34.58, the open interest changed by 43 which increased total open position to 70
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 63, which was 24.5 higher than the previous day. The implied volatity was 35.1, the open interest changed by 13 which increased total open position to 23
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 38.5, which was 36.45 higher than the previous day. The implied volatity was 31.93, 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 2.05, which was 0 lower than the previous day. The implied volatity was 3.99, 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 2.05, which was 0 lower than the previous day. The implied volatity was 6.94, 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 2.05, which was 0 lower than the previous day. The implied volatity was 6.18, 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 2.05, which was 0 lower than the previous day. The implied volatity was 5.78, 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 2.05, 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 2.05, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
