BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
01 Apr 2026 04:11 PM IST
| BAJAJFINSV 28-Apr-2026 (27d) 1720 CE | ||||||||||||||||
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Delta: 0.37
Vega: 1.69
Theta: -1.15
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
| 19 Mar | 1714.90 | 78.25 | -170.35 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 1791.80 | 78.25 | -170.35 | - | 0 | 0 | 3 | |||||||||
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| 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 0.37
Historical price for 1720 CE is as follows
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 (27d) 1720 PE | |||||||
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Delta: -0.62
Vega: 1.71
Theta: -0.78
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.62
Historical price for 1720 PE is as follows
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
