[--[65.84.65.76]--]

BAJAJFINSV

Bajaj Finserv Ltd.
1694.7 -51.50 (-2.95%)
L: 1680.1 H: 1738.6

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Historical option data for BAJAJFINSV

27 Mar 2026 04:11 PM IST
BAJAJFINSV 30-MAR-2026 1720 CE
Delta: 0.23
Vega: 0.47
Theta: -1.71
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 1694.70 4.2 -26.2 20.63 9,995 2,029 4,390
25 Mar 1746.20 31.45 16.55 12.24 2,488 -312 2,363
24 Mar 1704.40 16.45 8.3 22.11 6,213 -411 2,679
23 Mar 1675.50 8.3 -17.7 28.71 9,178 2,627 3,091
20 Mar 1710.30 27.8 -1.9 23.31 2,762 -54 463
19 Mar 1714.90 32.45 -45.7 23.2 1,340 270 523
18 Mar 1791.80 78.15 9.95 18.05 76 -5 253
17 Mar 1774.70 67.1 -6.3 21.59 224 -16 263
16 Mar 1773.90 66.55 13.5 27.39 347 -2 281
13 Mar 1738.00 53.75 -22.9 20.47 522 168 276
12 Mar 1770.80 77.35 -78.3 24.5 105 24 109
11 Mar 1795.30 155.7 26 - 0 0 85
10 Mar 1867.80 155.7 26 19.81 55 47 83
9 Mar 1841.50 129.7 -201.3 17.08 30 16 35
6 Mar 1868.90 331 -15 - 0 0 19
5 Mar 1911.80 331 -15 - 0 0 0
4 Mar 1889.30 331 -15 - 0 0 19
2 Mar 1941.90 331 -15 - 0 0 0
27 Feb 1993.40 331 -15 - 0 0 19
26 Feb 2041.30 331 -15 - 0 0 19
25 Feb 2049.30 331 -15 - 2 0 19
24 Feb 2043.30 331 -15 27.33 2 0 17
23 Feb 2051.60 346 -7 33.08 1 0 17
20 Feb 2058.50 353 -1 - 0 0 17
19 Feb 2033.20 353 -1 51.53 1 0 18
18 Feb 2060.60 354 10.1 34.74 24 18 18
17 Feb 2044.40 343.9 0 - 0 0 0
16 Feb 2050.90 343.9 0 - 0 0 0
13 Feb 2023.20 343.9 0 - 0 0 0
12 Feb 2037.10 343.9 0 - 0 0 0
11 Feb 2027.00 343.9 0 - 0 0 0
10 Feb 2027.90 343.9 0 - 0 0 0
9 Feb 2024.60 343.9 0 - 0 0 0
6 Feb 2024.20 343.9 0 - 0 0 0
5 Feb 2000.10 343.9 0 - 0 0 0
4 Feb 2019.60 343.9 0 - 0 0 0
3 Feb 2012.70 343.9 0 - 0 0 0
2 Feb 1930.10 343.9 0 - 0 0 0
1 Feb 1908.80 343.9 0 - 0 0 0
30 Jan 1952.60 343.9 0 - 0 0 0
29 Jan 1948.10 343.9 0 - 0 0 0
28 Jan 1940.30 343.9 0 - 0 0 0
27 Jan 1917.70 0 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1720 expiring on 30MAR2026

Delta for 1720 CE is 0.23

Historical price for 1720 CE is as follows

On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 4.2, which was -26.2 lower than the previous day. The implied volatity was 20.63, the open interest changed by 2029 which increased total open position to 4390


On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 31.45, which was 16.55 higher than the previous day. The implied volatity was 12.24, the open interest changed by -312 which decreased total open position to 2363


On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 16.45, which was 8.3 higher than the previous day. The implied volatity was 22.11, the open interest changed by -411 which decreased total open position to 2679


On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 8.3, which was -17.7 lower than the previous day. The implied volatity was 28.71, the open interest changed by 2627 which increased total open position to 3091


On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 27.8, which was -1.9 lower than the previous day. The implied volatity was 23.31, the open interest changed by -54 which decreased total open position to 463


On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 32.45, which was -45.7 lower than the previous day. The implied volatity was 23.2, the open interest changed by 270 which increased total open position to 523


On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 78.15, which was 9.95 higher than the previous day. The implied volatity was 18.05, the open interest changed by -5 which decreased total open position to 253


On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 67.1, which was -6.3 lower than the previous day. The implied volatity was 21.59, the open interest changed by -16 which decreased total open position to 263


On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 66.55, which was 13.5 higher than the previous day. The implied volatity was 27.39, the open interest changed by -2 which decreased total open position to 281


On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 53.75, which was -22.9 lower than the previous day. The implied volatity was 20.47, the open interest changed by 168 which increased total open position to 276


On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 77.35, which was -78.3 lower than the previous day. The implied volatity was 24.5, the open interest changed by 24 which increased total open position to 109


On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 155.7, which was 26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 85


On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 155.7, which was 26 higher than the previous day. The implied volatity was 19.81, the open interest changed by 47 which increased total open position to 83


On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 129.7, which was -201.3 lower than the previous day. The implied volatity was 17.08, the open interest changed by 16 which increased total open position to 35


On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 331, which was -15 lower than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 17


On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 346, which was -7 lower than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 17


On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 353, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 353, which was -1 lower than the previous day. The implied volatity was 51.53, the open interest changed by 0 which decreased total open position to 18


On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 354, which was 10.1 higher than the previous day. The implied volatity was 34.74, the open interest changed by 18 which increased total open position to 18


On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 343.9, 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 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 343.9, 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 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 343.9, 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 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 343.9, 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 343.9, 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 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 343.9, 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 343.9, 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 30 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 343.9, 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 29 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 343.9, 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 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 343.9, 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 27 Jan BAJAJFINSV was trading at 1917.70. 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 30MAR2026 1720 PE
Delta: -0.66
Vega: 0.56
Theta: -2.96
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 1694.70 35.65 27.35 35.06 5,661 -2,085 429
25 Mar 1746.20 8.4 -25.85 25.34 6,407 2,034 2,514
24 Mar 1704.40 31.95 -24.65 32.8 2,155 -258 491
23 Mar 1675.50 61 28 28.7 695 -51 750
20 Mar 1710.30 29.5 -4.6 27.2 3,695 306 803
19 Mar 1714.90 31.3 23 29.98 2,520 131 497
18 Mar 1791.80 8.65 -6.45 26.71 876 -31 367
17 Mar 1774.70 15.6 -4.9 28.99 706 12 399
16 Mar 1773.90 22.3 -12.95 31.15 879 36 388
13 Mar 1738.00 33.55 9.05 33.95 1,251 -16 317
12 Mar 1770.80 25.2 5 32.76 806 154 337
11 Mar 1795.30 18.6 12.5 31.46 708 10 184
10 Mar 1867.80 5.9 -7.4 29.9 194 -79 174
9 Mar 1841.50 13.9 5.45 33.53 596 164 248
6 Mar 1868.90 8.55 4.65 30.47 131 -11 88
5 Mar 1911.80 4.25 -4.5 28.97 123 -58 99
4 Mar 1889.30 9.45 6.8 31.22 610 151 161
2 Mar 1941.90 2.65 0.85 27.05 16 6 10
27 Feb 1993.40 1.8 -7.5 - 0 0 4
26 Feb 2041.30 1.8 -7.5 - 0 0 4
25 Feb 2049.30 1.8 -7.5 - 0 0 4
24 Feb 2043.30 1.8 -7.5 - 0 0 4
23 Feb 2051.60 1.8 -7.5 - 0 0 4
20 Feb 2058.50 1.8 -7.5 - 0 0 4
19 Feb 2033.20 1.8 -7.5 - 0 0 4
18 Feb 2060.60 1.8 -7.5 - 0 0 4
17 Feb 2044.40 1.8 -7.5 28.15 29 -24 8
16 Feb 2050.90 9.3 -5.3 - 0 0 32
13 Feb 2023.20 9.3 -5.3 - 0 0 32
12 Feb 2037.10 9.3 -5.3 - 0 0 32
11 Feb 2027.00 9.3 -5.3 - 0 0 32
10 Feb 2027.90 9.3 -5.3 - 0 0 32
9 Feb 2024.60 9.3 -5.3 - 0 0 32
6 Feb 2024.20 9.3 -5.3 - 0 0 32
5 Feb 2000.10 9.3 -5.3 - 0 0 32
4 Feb 2019.60 9.3 -5.3 - 0 0 32
3 Feb 2012.70 9.3 -5.3 - 0 0 32
2 Feb 1930.10 9.3 -5.3 - 0 0 32
1 Feb 1908.80 9.3 -5.3 - 0 0 32
30 Jan 1952.60 9.3 -5.3 27.6 45 13 27
29 Jan 1948.10 14.6 2.6 - 0 0 14
28 Jan 1940.30 14.6 2.6 30.01 14 12 12
27 Jan 1917.70 0 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1720 expiring on 30MAR2026

Delta for 1720 PE is -0.66

Historical price for 1720 PE is as follows

On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 35.65, which was 27.35 higher than the previous day. The implied volatity was 35.06, the open interest changed by -2085 which decreased total open position to 429


On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 8.4, which was -25.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 2034 which increased total open position to 2514


On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 31.95, which was -24.65 lower than the previous day. The implied volatity was 32.8, the open interest changed by -258 which decreased total open position to 491


On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 61, which was 28 higher than the previous day. The implied volatity was 28.7, the open interest changed by -51 which decreased total open position to 750


On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 29.5, which was -4.6 lower than the previous day. The implied volatity was 27.2, the open interest changed by 306 which increased total open position to 803


On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 31.3, which was 23 higher than the previous day. The implied volatity was 29.98, the open interest changed by 131 which increased total open position to 497


On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 8.65, which was -6.45 lower than the previous day. The implied volatity was 26.71, the open interest changed by -31 which decreased total open position to 367


On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 15.6, which was -4.9 lower than the previous day. The implied volatity was 28.99, the open interest changed by 12 which increased total open position to 399


On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 22.3, which was -12.95 lower than the previous day. The implied volatity was 31.15, the open interest changed by 36 which increased total open position to 388


On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 33.55, which was 9.05 higher than the previous day. The implied volatity was 33.95, the open interest changed by -16 which decreased total open position to 317


On 12 Mar BAJAJFINSV was trading at 1770.80. The strike last trading price was 25.2, which was 5 higher than the previous day. The implied volatity was 32.76, the open interest changed by 154 which increased total open position to 337


On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 18.6, which was 12.5 higher than the previous day. The implied volatity was 31.46, the open interest changed by 10 which increased total open position to 184


On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 5.9, which was -7.4 lower than the previous day. The implied volatity was 29.9, the open interest changed by -79 which decreased total open position to 174


On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 13.9, which was 5.45 higher than the previous day. The implied volatity was 33.53, the open interest changed by 164 which increased total open position to 248


On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 8.55, which was 4.65 higher than the previous day. The implied volatity was 30.47, the open interest changed by -11 which decreased total open position to 88


On 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 4.25, which was -4.5 lower than the previous day. The implied volatity was 28.97, the open interest changed by -58 which decreased total open position to 99


On 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 9.45, which was 6.8 higher than the previous day. The implied volatity was 31.22, the open interest changed by 151 which increased total open position to 161


On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 2.65, which was 0.85 higher than the previous day. The implied volatity was 27.05, the open interest changed by 6 which increased total open position to 10


On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 1.8, which was -7.5 lower than the previous day. The implied volatity was 28.15, the open interest changed by -24 which decreased total open position to 8


On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 9 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 6 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 30 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 9.3, which was -5.3 lower than the previous day. The implied volatity was 27.6, the open interest changed by 13 which increased total open position to 27


On 29 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 14.6, which was 2.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 14.6, which was 2.6 higher than the previous day. The implied volatity was 30.01, the open interest changed by 12 which increased total open position to 12


On 27 Jan BAJAJFINSV was trading at 1917.70. 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