BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 04:10 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1720 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0
Theta: -0.35
Gamma: 0.00245
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1770.70 | 59.35 | -13.899999999999999 | 17.55 | 85 | -17 | 776 | |||||||||
| 23 Apr | 1792.60 | 70.2 | -43.14999999999999 | 31.21 | 19 | -2 | 793 | |||||||||
| 22 Apr | 1842.90 | 111 | -2.3499999999999943 | - | 0 | 0 | 795 | |||||||||
| 21 Apr | 1851.40 | 111 | -2.3499999999999943 | 26.01 | 0 | 0 | 795 | |||||||||
| 20 Apr | 1830.60 | 111 | -13 | 26.01 | 19 | -2 | 795 | |||||||||
| 17 Apr | 1838.90 | 124 | 1.9500000000000028 | 22.15 | 17 | -5 | 797 | |||||||||
| 16 Apr | 1829.90 | 122.05 | 8.149999999999991 | 23.51 | 15 | -2 | 802 | |||||||||
| 15 Apr | 1825.80 | 113.55 | 25 | 26.06 | 57 | -8 | 804 | |||||||||
| 13 Apr | 1788.30 | 89.6 | -20.25 | 29.55 | 145 | 1 | 813 | |||||||||
| 10 Apr | 1809.20 | 109.85 | 30.599999999999994 | 30.19 | 30 | -1 | 812 | |||||||||
| 9 Apr | 1767.70 | 80.15 | -13.6 | 32.52 | 114 | -1 | 813 | |||||||||
| 8 Apr | 1784.60 | 95.3 | 56.25 | 28.92 | 276 | -18 | 815 | |||||||||
| 7 Apr | 1684.40 | 38.1 | 0.85 | 30.82 | 1,903 | 536 | 836 | |||||||||
| 6 Apr | 1672.30 | 36 | 7.1 | 31.81 | 582 | 27 | 300 | |||||||||
| 2 Apr | 1640.70 | 29.25 | -4.05 | 31.9 | 318 | 87 | 274 | |||||||||
| 1 Apr | 1647.00 | 34.3 | 0.25 | 31.81 | 622 | 32 | 186 | |||||||||
| 30 Mar | 1631.80 | 34.05 | -23.35 | 33.8 | 608 | -20 | 156 | |||||||||
| 27 Mar | 1694.70 | 56.85 | -28.25 | 30.82 | 283 | 141 | 183 | |||||||||
| 25 Mar | 1746.20 | 85.1 | 23 | 28.38 | 21 | -4 | 46 | |||||||||
| 24 Mar | 1704.40 | 63.8 | 12.45 | 28.47 | 21 | 9 | 49 | |||||||||
| 23 Mar | 1675.50 | 51.35 | -16.5 | 32.8 | 12 | 10 | 39 | |||||||||
| 20 Mar | 1710.30 | 68 | -10.25 | 26.7 | 49 | 26 | 29 | |||||||||
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| 19 Mar | 1714.90 | 78.25 | -170.35 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 1791.80 | 78.25 | -170.35 | - | 0 | 0 | 3 | |||||||||
| 17 Mar | 1774.70 | 78.25 | -170.35 | - | 3 | 0 | 3 | |||||||||
| 16 Mar | 1773.90 | 78.25 | -170.35 | 15.88 | 3 | 1 | 1 | |||||||||
| 13 Mar | 1738.00 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1795.30 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1867.80 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1841.50 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1868.90 | 248.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2012.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1930.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1908.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1720 expiring on 28APR2026
Delta for 1720 CE is 0.96
Historical price for 1720 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 59.35, which was -13.899999999999999 lower than the previous day. The implied volatity was 17.55, the open interest changed by -17 which decreased total open position to 776
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 70.2, which was -43.14999999999999 lower than the previous day. The implied volatity was 31.21, the open interest changed by -2 which decreased total open position to 793
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 111, which was -2.3499999999999943 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 795
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 111, which was -2.3499999999999943 lower than the previous day. The implied volatity was 26.01, the open interest changed by 0 which decreased total open position to 795
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 111, which was -13 lower than the previous day. The implied volatity was 26.01, the open interest changed by -2 which decreased total open position to 795
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 124, which was 1.9500000000000028 higher than the previous day. The implied volatity was 22.15, the open interest changed by -5 which decreased total open position to 797
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 122.05, which was 8.149999999999991 higher than the previous day. The implied volatity was 23.51, the open interest changed by -2 which decreased total open position to 802
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 113.55, which was 25 higher than the previous day. The implied volatity was 26.06, the open interest changed by -8 which decreased total open position to 804
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 89.6, which was -20.25 lower than the previous day. The implied volatity was 29.55, the open interest changed by 1 which increased total open position to 813
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 109.85, which was 30.599999999999994 higher than the previous day. The implied volatity was 30.19, the open interest changed by -1 which decreased total open position to 812
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 80.15, which was -13.6 lower than the previous day. The implied volatity was 32.52, the open interest changed by -1 which decreased total open position to 813
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 95.3, which was 56.25 higher than the previous day. The implied volatity was 28.92, the open interest changed by -18 which decreased total open position to 815
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 38.1, which was 0.85 higher than the previous day. The implied volatity was 30.82, the open interest changed by 536 which increased total open position to 836
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 36, which was 7.1 higher than the previous day. The implied volatity was 31.81, the open interest changed by 27 which increased total open position to 300
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 29.25, which was -4.05 lower than the previous day. The implied volatity was 31.9, the open interest changed by 87 which increased total open position to 274
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 34.3, which was 0.25 higher than the previous day. The implied volatity was 31.81, the open interest changed by 32 which increased total open position to 186
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 34.05, which was -23.35 lower than the previous day. The implied volatity was 33.8, the open interest changed by -20 which decreased total open position to 156
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 56.85, which was -28.25 lower than the previous day. The implied volatity was 30.82, the open interest changed by 141 which increased total open position to 183
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 85.1, which was 23 higher than the previous day. The implied volatity was 28.38, the open interest changed by -4 which decreased total open position to 46
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 63.8, which was 12.45 higher than the previous day. The implied volatity was 28.47, the open interest changed by 9 which increased total open position to 49
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 51.35, which was -16.5 lower than the previous day. The implied volatity was 32.8, the open interest changed by 10 which increased total open position to 39
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 68, which was -10.25 lower than the previous day. The implied volatity was 26.7, the open interest changed by 26 which increased total open position to 29
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 78.25, which was -170.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 78.25, which was -170.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 78.25, which was -170.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 78.25, which was -170.35 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1 which increased total open position to 1
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 248.6, 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 248.6, 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 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 248.6, 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 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 248.6, 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 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 248.6, 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 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 248.6, 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 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 0, 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 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 0, 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) 1720 PE | |||||||
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Delta: -0.12
Vega: 0
Theta: -0.96
Gamma: 0.00387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1770.70 | 3 | -1.75 | 26.4 | 1,072 | -29 | 479 |
| 23 Apr | 1792.60 | 5.15 | 2.8500000000000005 | 31.05 | 442 | 60 | 471 |
| 22 Apr | 1842.90 | 2.4 | -0.8999999999999999 | 35.12 | 97 | -6 | 413 |
| 21 Apr | 1851.40 | 3.3 | -1.7999999999999998 | 37.21 | 87 | -31 | 421 |
| 20 Apr | 1830.60 | 5.55 | 0.20000000000000018 | 33.76 | 188 | -17 | 451 |
| 17 Apr | 1838.90 | 5.5 | -1.8499999999999996 | 31.8 | 163 | 8 | 468 |
| 16 Apr | 1829.90 | 7.3 | -1.4500000000000002 | 32.82 | 366 | -43 | 461 |
| 15 Apr | 1825.80 | 8.75 | -9.850000000000001 | 31.8 | 438 | -52 | 503 |
| 13 Apr | 1788.30 | 18.35 | 4.900000000000002 | 32.38 | 546 | 156 | 553 |
| 10 Apr | 1809.20 | 13.4 | -11.9 | 29.48 | 366 | -41 | 396 |
| 9 Apr | 1767.70 | 25.4 | 5.2 | 29.2 | 568 | 32 | 442 |
| 8 Apr | 1784.60 | 18.75 | -49.3 | 29.18 | 670 | -58 | 411 |
| 7 Apr | 1684.40 | 68.5 | -7.05 | 33.57 | 295 | 155 | 469 |
| 6 Apr | 1672.30 | 75.3 | -21.8 | 32.9 | 27 | 8 | 314 |
| 2 Apr | 1640.70 | 94.5 | -21 | - | 0 | 0 | 306 |
| 1 Apr | 1647.00 | 94.5 | -21 | 34.45 | 274 | 77 | 306 |
| 30 Mar | 1631.80 | 115.55 | 37.8 | 39.67 | 315 | 17 | 227 |
| 27 Mar | 1694.70 | 78.2 | 30.8 | 36.34 | 310 | 113 | 197 |
| 25 Mar | 1746.20 | 47.95 | -19.75 | 32.49 | 42 | 27 | 84 |
| 24 Mar | 1704.40 | 67.25 | -9.75 | 33.63 | 37 | 9 | 47 |
| 23 Mar | 1675.50 | 77 | 16.2 | 26.2 | 11 | -4 | 40 |
| 20 Mar | 1710.30 | 60 | 0.1 | 30.43 | 14 | 10 | 42 |
| 19 Mar | 1714.90 | 57.35 | 28.85 | 30.13 | 21 | 6 | 33 |
| 18 Mar | 1791.80 | 28.5 | -24.2 | 26.36 | 18 | 0 | 27 |
| 17 Mar | 1774.70 | 52.7 | 0.2 | - | 3 | 0 | 27 |
| 16 Mar | 1773.90 | 52.7 | 0.2 | 34.43 | 3 | 2 | 26 |
| 13 Mar | 1738.00 | 52.5 | 18 | 31.06 | 2 | 0 | 0 |
| 12 Mar | 1770.80 | 34.5 | 14.65 | - | 0 | 8 | 0 |
| 11 Mar | 1795.30 | 34.5 | 14.65 | 29.17 | 12 | 7 | 23 |
| 10 Mar | 1867.80 | 19.85 | -4.2 | 29.9 | 6 | 2 | 15 |
| 9 Mar | 1841.50 | 24.05 | 7.1 | 28.72 | 15 | 10 | 12 |
| 6 Mar | 1868.90 | 16.95 | -7.6 | 26.92 | 2 | 1 | 1 |
| 3 Feb | 2012.70 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 1930.10 | 0 | 0 | 6.9 | 0 | 0 | 0 |
| 1 Feb | 1908.80 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1720 expiring on 28APR2026
Delta for 1720 PE is -0.12
Historical price for 1720 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 3, which was -1.75 lower than the previous day. The implied volatity was 26.4, the open interest changed by -29 which decreased total open position to 479
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 5.15, which was 2.8500000000000005 higher than the previous day. The implied volatity was 31.05, the open interest changed by 60 which increased total open position to 471
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 2.4, which was -0.8999999999999999 lower than the previous day. The implied volatity was 35.12, the open interest changed by -6 which decreased total open position to 413
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 3.3, which was -1.7999999999999998 lower than the previous day. The implied volatity was 37.21, the open interest changed by -31 which decreased total open position to 421
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 5.55, which was 0.20000000000000018 higher than the previous day. The implied volatity was 33.76, the open interest changed by -17 which decreased total open position to 451
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 5.5, which was -1.8499999999999996 lower than the previous day. The implied volatity was 31.8, the open interest changed by 8 which increased total open position to 468
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 7.3, which was -1.4500000000000002 lower than the previous day. The implied volatity was 32.82, the open interest changed by -43 which decreased total open position to 461
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 8.75, which was -9.850000000000001 lower than the previous day. The implied volatity was 31.8, the open interest changed by -52 which decreased total open position to 503
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 18.35, which was 4.900000000000002 higher than the previous day. The implied volatity was 32.38, the open interest changed by 156 which increased total open position to 553
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 13.4, which was -11.9 lower than the previous day. The implied volatity was 29.48, the open interest changed by -41 which decreased total open position to 396
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 25.4, which was 5.2 higher than the previous day. The implied volatity was 29.2, the open interest changed by 32 which increased total open position to 442
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 18.75, which was -49.3 lower than the previous day. The implied volatity was 29.18, the open interest changed by -58 which decreased total open position to 411
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 68.5, which was -7.05 lower than the previous day. The implied volatity was 33.57, the open interest changed by 155 which increased total open position to 469
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 75.3, which was -21.8 lower than the previous day. The implied volatity was 32.9, the open interest changed by 8 which increased total open position to 314
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 94.5, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 306
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 94.5, which was -21 lower than the previous day. The implied volatity was 34.45, the open interest changed by 77 which increased total open position to 306
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 115.55, which was 37.8 higher than the previous day. The implied volatity was 39.67, the open interest changed by 17 which increased total open position to 227
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 78.2, which was 30.8 higher than the previous day. The implied volatity was 36.34, the open interest changed by 113 which increased total open position to 197
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 47.95, which was -19.75 lower than the previous day. The implied volatity was 32.49, the open interest changed by 27 which increased total open position to 84
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 67.25, which was -9.75 lower than the previous day. The implied volatity was 33.63, the open interest changed by 9 which increased total open position to 47
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 77, which was 16.2 higher than the previous day. The implied volatity was 26.2, the open interest changed by -4 which decreased total open position to 40
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 60, which was 0.1 higher than the previous day. The implied volatity was 30.43, the open interest changed by 10 which increased total open position to 42
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 57.35, which was 28.85 higher than the previous day. The implied volatity was 30.13, the open interest changed by 6 which increased total open position to 33
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 28.5, which was -24.2 lower than the previous day. The implied volatity was 26.36, the open interest changed by 0 which decreased total open position to 27
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 52.7, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 52.7, which was 0.2 higher than the previous day. The implied volatity was 34.43, the open interest changed by 2 which increased total open position to 26
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 52.5, which was 18 higher than the previous day. The implied volatity was 31.06, 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 34.5, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 34.5, which was 14.65 higher than the previous day. The implied volatity was 29.17, the open interest changed by 7 which increased total open position to 23
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 19.85, which was -4.2 lower than the previous day. The implied volatity was 29.9, the open interest changed by 2 which increased total open position to 15
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 24.05, which was 7.1 higher than the previous day. The implied volatity was 28.72, the open interest changed by 10 which increased total open position to 12
On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 16.95, which was -7.6 lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 1
On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.9, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 0, 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
