BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
30 Mar 2026 04:11 PM IST
| BAJAJFINSV 28-Apr-2026 (28d) 1740 CE | ||||||||||||||||
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Delta: 0.3
Vega: 1.6
Theta: -1.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 1631.80 | 27.5 | -20.2 | 33.28 | 610 | 17 | 565 | |||||||||
| 27 Mar | 1694.70 | 47.05 | -22.75 | 30.18 | 432 | 73 | 547 | |||||||||
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| 25 Mar | 1746.20 | 70.75 | 19.65 | 26.97 | 351 | 7 | 473 | |||||||||
| 24 Mar | 1704.40 | 53 | 12.25 | 27.82 | 633 | 438 | 465 | |||||||||
| 23 Mar | 1675.50 | 40.75 | -15.6 | 31.16 | 17 | 2 | 27 | |||||||||
| 20 Mar | 1710.30 | 58.5 | -1.1 | 26.87 | 30 | 15 | 25 | |||||||||
| 19 Mar | 1714.90 | 60 | -30 | 25.73 | 16 | 10 | 10 | |||||||||
| 18 Mar | 1791.80 | 90 | 14 | 22.29 | 1 | 0 | 1 | |||||||||
| 17 Mar | 1774.70 | 76 | -253.05 | - | 1 | 0 | 1 | |||||||||
| 16 Mar | 1773.90 | 76 | -253.05 | 21.8 | 1 | 0 | 0 | |||||||||
| 13 Mar | 1738.00 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1795.30 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1867.80 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1841.50 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1868.90 | 329.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1740 expiring on 28APR2026
Delta for 1740 CE is 0.3
Historical price for 1740 CE is as follows
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 27.5, which was -20.2 lower than the previous day. The implied volatity was 33.28, the open interest changed by 17 which increased total open position to 565
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 47.05, which was -22.75 lower than the previous day. The implied volatity was 30.18, the open interest changed by 73 which increased total open position to 547
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 70.75, which was 19.65 higher than the previous day. The implied volatity was 26.97, the open interest changed by 7 which increased total open position to 473
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 53, which was 12.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by 438 which increased total open position to 465
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 40.75, which was -15.6 lower than the previous day. The implied volatity was 31.16, the open interest changed by 2 which increased total open position to 27
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 58.5, which was -1.1 lower than the previous day. The implied volatity was 26.87, the open interest changed by 15 which increased total open position to 25
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 60, which was -30 lower than the previous day. The implied volatity was 25.73, the open interest changed by 10 which increased total open position to 10
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 90, which was 14 higher than the previous day. The implied volatity was 22.29, the open interest changed by 0 which decreased total open position to 1
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 76, which was -253.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 76, which was -253.05 lower than the previous day. The implied volatity was 21.8, 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 329.05, 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 329.05, 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 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 329.05, 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 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 329.05, 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 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 329.05, 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 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 329.05, 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
| BAJAJFINSV 28-Apr-2026 (28d) 1740 PE | |||||||
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Delta: -0.66
Vega: 1.68
Theta: -0.83
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 1631.80 | 130 | 42.45 | 40.15 | 81 | -10 | 296 |
| 27 Mar | 1694.70 | 87.1 | 31.65 | 35.19 | 435 | 203 | 305 |
| 25 Mar | 1746.20 | 54.45 | -35.45 | 31.45 | 81 | 48 | 103 |
| 24 Mar | 1704.40 | 89.9 | 18.3 | - | 0 | 0 | 55 |
| 23 Mar | 1675.50 | 89.9 | 18.3 | 26.19 | 4 | -3 | 56 |
| 20 Mar | 1710.30 | 70.65 | 1.5 | 30.73 | 22 | 15 | 58 |
| 19 Mar | 1714.90 | 66.05 | -11.5 | 29.69 | 36 | 20 | 42 |
| 18 Mar | 1791.80 | 77.55 | 57.65 | - | 0 | 0 | 22 |
| 17 Mar | 1774.70 | 77.55 | 57.65 | - | 0 | 0 | 22 |
| 16 Mar | 1773.90 | 77.55 | 57.65 | 41.24 | 0 | 0 | 0 |
| 13 Mar | 1738.00 | 19.9 | 14.05 | - | 0 | 0 | 0 |
| 12 Mar | 1770.80 | 19.9 | 14.05 | - | 0 | 0 | 21 |
| 11 Mar | 1795.30 | 19.9 | 14.05 | - | 0 | 0 | 21 |
| 10 Mar | 1867.80 | 19.9 | 14.05 | - | 0 | 0 | 21 |
| 9 Mar | 1841.50 | 19.9 | 14.05 | - | 0 | 0 | 21 |
| 6 Mar | 1868.90 | 19.9 | 14.05 | 26.69 | 23 | 21 | 21 |
For Bajaj Finserv Ltd. - strike price 1740 expiring on 28APR2026
Delta for 1740 PE is -0.66
Historical price for 1740 PE is as follows
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 130, which was 42.45 higher than the previous day. The implied volatity was 40.15, the open interest changed by -10 which decreased total open position to 296
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 87.1, which was 31.65 higher than the previous day. The implied volatity was 35.19, the open interest changed by 203 which increased total open position to 305
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 54.45, which was -35.45 lower than the previous day. The implied volatity was 31.45, the open interest changed by 48 which increased total open position to 103
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 89.9, which was 18.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 89.9, which was 18.3 higher than the previous day. The implied volatity was 26.19, the open interest changed by -3 which decreased total open position to 56
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 70.65, which was 1.5 higher than the previous day. The implied volatity was 30.73, the open interest changed by 15 which increased total open position to 58
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 66.05, which was -11.5 lower than the previous day. The implied volatity was 29.69, the open interest changed by 20 which increased total open position to 42
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 77.55, which was 57.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 77.55, which was 57.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 77.55, which was 57.65 higher than the previous day. The implied volatity was 41.24, 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 19.9, which was 14.05 higher 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 19.9, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 19.9, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 19.9, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 19.9, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 19.9, which was 14.05 higher than the previous day. The implied volatity was 26.69, the open interest changed by 21 which increased total open position to 21
