BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:37 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1700 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0
Theta: -0.69
Gamma: 0.00291
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1761.60 | 66.25 | -26.200000000000003 | 22.95 | 105 | -34 | 531 | |||||||||
| 23 Apr | 1792.60 | 89.4 | -58.75 | 32.41 | 353 | -218 | 564 | |||||||||
| 22 Apr | 1842.90 | 148.15 | -3.5999999999999943 | 27.26 | 32 | 5 | 782 | |||||||||
| 21 Apr | 1851.40 | 151.75 | 20.44999999999999 | 40.16 | 29 | -6 | 777 | |||||||||
| 20 Apr | 1830.60 | 129.95 | -12.400000000000006 | 36.7 | 33 | -11 | 786 | |||||||||
| 17 Apr | 1838.90 | 142.65 | 5.900000000000006 | 33.11 | 39 | -11 | 797 | |||||||||
| 16 Apr | 1829.90 | 136.5 | 3.5 | 28.03 | 147 | -43 | 809 | |||||||||
| 15 Apr | 1825.80 | 132.9 | 28.25 | 27.67 | 116 | -17 | 852 | |||||||||
| 13 Apr | 1788.30 | 107 | -18.400000000000006 | 31.38 | 190 | 37 | 870 | |||||||||
| 10 Apr | 1809.20 | 124.15 | 30.900000000000006 | 27.91 | 106 | -57 | 834 | |||||||||
| 9 Apr | 1767.70 | 93.7 | -15.9 | 32.74 | 193 | 16 | 868 | |||||||||
| 8 Apr | 1784.60 | 112.4 | 63.8 | 30.63 | 884 | -303 | 875 | |||||||||
| 7 Apr | 1684.40 | 46.85 | 0.5 | 30.89 | 2,030 | 288 | 1,184 | |||||||||
| 6 Apr | 1672.30 | 46.6 | 10 | 33.41 | 1,252 | 109 | 893 | |||||||||
| 2 Apr | 1640.70 | 37.25 | -4.15 | 32.8 | 1,201 | -21 | 785 | |||||||||
| 1 Apr | 1647.00 | 41.85 | 0.7 | 32.05 | 1,648 | 14 | 805 | |||||||||
| 30 Mar | 1631.80 | 41.05 | -26.4 | 34.03 | 2,032 | 146 | 780 | |||||||||
| 27 Mar | 1694.70 | 66.35 | -27.95 | 30.8 | 714 | 281 | 634 | |||||||||
| 25 Mar | 1746.20 | 96 | 23.5 | 27.56 | 187 | -12 | 354 | |||||||||
| 24 Mar | 1704.40 | 74.25 | 13.7 | 28.46 | 334 | 74 | 365 | |||||||||
| 23 Mar | 1675.50 | 61 | -17.15 | 33.51 | 167 | 56 | 289 | |||||||||
| 20 Mar | 1710.30 | 82.35 | 1.2 | 28.28 | 163 | 109 | 234 | |||||||||
| 19 Mar | 1714.90 | 84.55 | -42.85 | 27.11 | 42 | 12 | 126 | |||||||||
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| 18 Mar | 1791.80 | 126.9 | 8 | 24.34 | 8 | -4 | 114 | |||||||||
| 17 Mar | 1774.70 | 118.9 | 4.9 | 26.59 | 2 | 0 | 118 | |||||||||
| 16 Mar | 1773.90 | 114 | 20.15 | 27.53 | 82 | 72 | 118 | |||||||||
| 13 Mar | 1738.00 | 93.7 | -25.25 | 20.4 | 48 | -39 | 45 | |||||||||
| 12 Mar | 1770.80 | 117.6 | -83.2 | 23.08 | 92 | 83 | 84 | |||||||||
| 11 Mar | 1795.30 | 200.8 | -165.5 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 1867.80 | 200.8 | -165.5 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 1841.50 | 200.8 | -165.5 | - | 0 | 0 | 1 | |||||||||
For Bajaj Finserv Ltd. - strike price 1700 expiring on 28APR2026
Delta for 1700 CE is 0.93
Historical price for 1700 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1761.60. The strike last trading price was 66.25, which was -26.200000000000003 lower than the previous day. The implied volatity was 22.95, the open interest changed by -34 which decreased total open position to 531
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 89.4, which was -58.75 lower than the previous day. The implied volatity was 32.41, the open interest changed by -218 which decreased total open position to 564
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 148.15, which was -3.5999999999999943 lower than the previous day. The implied volatity was 27.26, the open interest changed by 5 which increased total open position to 782
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 151.75, which was 20.44999999999999 higher than the previous day. The implied volatity was 40.16, the open interest changed by -6 which decreased total open position to 777
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 129.95, which was -12.400000000000006 lower than the previous day. The implied volatity was 36.7, the open interest changed by -11 which decreased total open position to 786
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 142.65, which was 5.900000000000006 higher than the previous day. The implied volatity was 33.11, the open interest changed by -11 which decreased total open position to 797
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 136.5, which was 3.5 higher than the previous day. The implied volatity was 28.03, the open interest changed by -43 which decreased total open position to 809
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 132.9, which was 28.25 higher than the previous day. The implied volatity was 27.67, the open interest changed by -17 which decreased total open position to 852
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 107, which was -18.400000000000006 lower than the previous day. The implied volatity was 31.38, the open interest changed by 37 which increased total open position to 870
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 124.15, which was 30.900000000000006 higher than the previous day. The implied volatity was 27.91, the open interest changed by -57 which decreased total open position to 834
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 93.7, which was -15.9 lower than the previous day. The implied volatity was 32.74, the open interest changed by 16 which increased total open position to 868
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 112.4, which was 63.8 higher than the previous day. The implied volatity was 30.63, the open interest changed by -303 which decreased total open position to 875
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 46.85, which was 0.5 higher than the previous day. The implied volatity was 30.89, the open interest changed by 288 which increased total open position to 1184
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 46.6, which was 10 higher than the previous day. The implied volatity was 33.41, the open interest changed by 109 which increased total open position to 893
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 37.25, which was -4.15 lower than the previous day. The implied volatity was 32.8, the open interest changed by -21 which decreased total open position to 785
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 41.85, which was 0.7 higher than the previous day. The implied volatity was 32.05, the open interest changed by 14 which increased total open position to 805
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 41.05, which was -26.4 lower than the previous day. The implied volatity was 34.03, the open interest changed by 146 which increased total open position to 780
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 66.35, which was -27.95 lower than the previous day. The implied volatity was 30.8, the open interest changed by 281 which increased total open position to 634
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 96, which was 23.5 higher than the previous day. The implied volatity was 27.56, the open interest changed by -12 which decreased total open position to 354
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 74.25, which was 13.7 higher than the previous day. The implied volatity was 28.46, the open interest changed by 74 which increased total open position to 365
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 61, which was -17.15 lower than the previous day. The implied volatity was 33.51, the open interest changed by 56 which increased total open position to 289
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 82.35, which was 1.2 higher than the previous day. The implied volatity was 28.28, the open interest changed by 109 which increased total open position to 234
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 84.55, which was -42.85 lower than the previous day. The implied volatity was 27.11, the open interest changed by 12 which increased total open position to 126
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 126.9, which was 8 higher than the previous day. The implied volatity was 24.34, the open interest changed by -4 which decreased total open position to 114
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 118.9, which was 4.9 higher than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 118
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 114, which was 20.15 higher than the previous day. The implied volatity was 27.53, the open interest changed by 72 which increased total open position to 118
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 93.7, which was -25.25 lower than the previous day. The implied volatity was 20.4, the open interest changed by -39 which decreased total open position to 45
On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 117.6, which was -83.2 lower than the previous day. The implied volatity was 23.08, the open interest changed by 83 which increased total open position to 84
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 200.8, which was -165.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 200.8, which was -165.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 200.8, which was -165.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| BAJAJFINSV 28-Apr-2026 (4d) 1700 PE | |||||||
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Delta: -0.11
Vega: 0
Theta: -0.96
Gamma: 0.00363
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1761.60 | 3 | 0.20000000000000018 | 27.49 | 976 | 164 | 716 |
| 23 Apr | 1792.60 | 3.1 | 1.25 | 32.82 | 509 | -75 | 555 |
| 22 Apr | 1842.90 | 2.05 | -0.5 | 37.73 | 225 | 3 | 632 |
| 21 Apr | 1851.40 | 2.5 | -1.5999999999999996 | 38.71 | 115 | -30 | 627 |
| 20 Apr | 1830.60 | 4 | 0.10000000000000009 | 35.53 | 130 | -21 | 657 |
| 17 Apr | 1838.90 | 3.9 | -1.7500000000000004 | 33.01 | 268 | -11 | 679 |
| 16 Apr | 1829.90 | 5.55 | -1.2999999999999998 | 33.22 | 432 | -103 | 690 |
| 15 Apr | 1825.80 | 6.85 | -7.9 | 33.25 | 595 | -131 | 793 |
| 13 Apr | 1788.30 | 14.5 | 3.8000000000000007 | 33.34 | 838 | -45 | 922 |
| 10 Apr | 1809.20 | 10.95 | -9 | 30.57 | 613 | -2 | 964 |
| 9 Apr | 1767.70 | 20.3 | 4.25 | 30.07 | 780 | -44 | 970 |
| 8 Apr | 1784.60 | 15 | -43 | 30.12 | 1,473 | -3 | 1,012 |
| 7 Apr | 1684.40 | 58.55 | -5.65 | 34.34 | 746 | 209 | 1,010 |
| 6 Apr | 1672.30 | 64.3 | -25.8 | 33.42 | 738 | 235 | 807 |
| 2 Apr | 1640.70 | 89 | 4.8 | 35.07 | 250 | 117 | 575 |
| 1 Apr | 1647.00 | 83.15 | -20.2 | 35.13 | 316 | 64 | 457 |
| 30 Mar | 1631.80 | 103.8 | 35.45 | 40.31 | 896 | 33 | 394 |
| 27 Mar | 1694.70 | 68.1 | 27.6 | 36.47 | 767 | 49 | 361 |
| 25 Mar | 1746.20 | 41.1 | -20.6 | 32.96 | 193 | 95 | 312 |
| 24 Mar | 1704.40 | 60.35 | -16.2 | 34.91 | 103 | 31 | 218 |
| 23 Mar | 1675.50 | 79 | 27.2 | 32.88 | 121 | 5 | 178 |
| 20 Mar | 1710.30 | 50 | -2.2 | 30 | 68 | 50 | 172 |
| 19 Mar | 1714.90 | 50.85 | 26.1 | 31.18 | 85 | 4 | 111 |
| 18 Mar | 1791.80 | 25.55 | -5.45 | 28.58 | 48 | -17 | 106 |
| 17 Mar | 1774.70 | 30.8 | -5.7 | 28.74 | 29 | 0 | 123 |
| 16 Mar | 1773.90 | 37 | -9.95 | 29.97 | 57 | 15 | 105 |
| 13 Mar | 1738.00 | 50.1 | 19.05 | 33.42 | 57 | 51 | 89 |
| 12 Mar | 1770.80 | 31.05 | 3.95 | 27.82 | 3 | 1 | 38 |
| 11 Mar | 1795.30 | 27.1 | 23.55 | 28.4 | 38 | 36 | 36 |
| 10 Mar | 1867.80 | 3.55 | 0 | 7.9 | 0 | 0 | 0 |
| 9 Mar | 1841.50 | 3.55 | 0 | 6.37 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1700 expiring on 28APR2026
Delta for 1700 PE is -0.11
Historical price for 1700 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1761.60. The strike last trading price was 3, which was 0.20000000000000018 higher than the previous day. The implied volatity was 27.49, the open interest changed by 164 which increased total open position to 716
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 3.1, which was 1.25 higher than the previous day. The implied volatity was 32.82, the open interest changed by -75 which decreased total open position to 555
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 37.73, the open interest changed by 3 which increased total open position to 632
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 2.5, which was -1.5999999999999996 lower than the previous day. The implied volatity was 38.71, the open interest changed by -30 which decreased total open position to 627
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 4, which was 0.10000000000000009 higher than the previous day. The implied volatity was 35.53, the open interest changed by -21 which decreased total open position to 657
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 3.9, which was -1.7500000000000004 lower than the previous day. The implied volatity was 33.01, the open interest changed by -11 which decreased total open position to 679
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 5.55, which was -1.2999999999999998 lower than the previous day. The implied volatity was 33.22, the open interest changed by -103 which decreased total open position to 690
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 6.85, which was -7.9 lower than the previous day. The implied volatity was 33.25, the open interest changed by -131 which decreased total open position to 793
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 14.5, which was 3.8000000000000007 higher than the previous day. The implied volatity was 33.34, the open interest changed by -45 which decreased total open position to 922
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 10.95, which was -9 lower than the previous day. The implied volatity was 30.57, the open interest changed by -2 which decreased total open position to 964
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 20.3, which was 4.25 higher than the previous day. The implied volatity was 30.07, the open interest changed by -44 which decreased total open position to 970
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 15, which was -43 lower than the previous day. The implied volatity was 30.12, the open interest changed by -3 which decreased total open position to 1012
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 58.55, which was -5.65 lower than the previous day. The implied volatity was 34.34, the open interest changed by 209 which increased total open position to 1010
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 64.3, which was -25.8 lower than the previous day. The implied volatity was 33.42, the open interest changed by 235 which increased total open position to 807
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 89, which was 4.8 higher than the previous day. The implied volatity was 35.07, the open interest changed by 117 which increased total open position to 575
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 83.15, which was -20.2 lower than the previous day. The implied volatity was 35.13, the open interest changed by 64 which increased total open position to 457
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 103.8, which was 35.45 higher than the previous day. The implied volatity was 40.31, the open interest changed by 33 which increased total open position to 394
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 68.1, which was 27.6 higher than the previous day. The implied volatity was 36.47, the open interest changed by 49 which increased total open position to 361
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 41.1, which was -20.6 lower than the previous day. The implied volatity was 32.96, the open interest changed by 95 which increased total open position to 312
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 60.35, which was -16.2 lower than the previous day. The implied volatity was 34.91, the open interest changed by 31 which increased total open position to 218
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 79, which was 27.2 higher than the previous day. The implied volatity was 32.88, the open interest changed by 5 which increased total open position to 178
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 50, which was -2.2 lower than the previous day. The implied volatity was 30, the open interest changed by 50 which increased total open position to 172
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 50.85, which was 26.1 higher than the previous day. The implied volatity was 31.18, the open interest changed by 4 which increased total open position to 111
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 25.55, which was -5.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by -17 which decreased total open position to 106
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 30.8, which was -5.7 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 123
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 37, which was -9.95 lower than the previous day. The implied volatity was 29.97, the open interest changed by 15 which increased total open position to 105
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 50.1, which was 19.05 higher than the previous day. The implied volatity was 33.42, the open interest changed by 51 which increased total open position to 89
On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 31.05, which was 3.95 higher than the previous day. The implied volatity was 27.82, the open interest changed by 1 which increased total open position to 38
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 27.1, which was 23.55 higher than the previous day. The implied volatity was 28.4, the open interest changed by 36 which increased total open position to 36
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 7.9, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 3.55, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
