Historical option data for BAJAJFINSV
10 Jun 2026 10:20 AM IST
| BAJAJFINSV 30-Jun-2026 (20d) 1740 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.01
Theta: -0.88
Gamma: 0.00394
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 1688.50 | 18.1 | -0.45 (-2.43%) | 22.59 | 1,348 | 149 | 2,240 | |||||||||
| 9 Jun | 1693.10 | 18.55 | 3.75 (25.34%) | 22.13 | 4,341 | 706 | 2,092 | |||||||||
| 8 Jun | 1674.60 | 12.7 | -15.25 (-54.56%) | 22.6 | 2,496 | 584 | 1,412 | |||||||||
| 5 Jun | 1703.20 | 26.75 | -7.05 (-20.86%) | 22.9 | 5,451 | 364 | 829 | |||||||||
| 4 Jun | 1709.80 | 34.6 | -9.7 (-21.90%) | 23.33 | 1,376 | 82 | 461 | |||||||||
| 3 Jun | 1734.40 | 44.25 | -5.1 (-10.33%) | 23.03 | 1,351 | -70 | 378 | |||||||||
| 2 Jun | 1741.40 | 48.5 | -11.65 (-19.37%) | 20.73 | 1,573 | 305 | 461 | |||||||||
| 1 Jun | 1758.90 | 60.4 | -33.6 (-35.74%) | 23.25 | 75 | 38 | 156 | |||||||||
| 29 May | 1783.60 | 94 | 0 (0.00%) | - | 1 | 0 | 118 | |||||||||
| 27 May | 1809.10 | 94 | 0 (0.00%) | 23.65 | 1 | 0 | 118 | |||||||||
| 26 May | 1800.70 | 94 | -3.4 (-3.49%) | 23.65 | 1 | 0 | 118 | |||||||||
| 25 May | 1807.40 | 97.4 | 20.8 (27.15%) | 22.03 | 49 | 20 | 118 | |||||||||
| 22 May | 1766.00 | 78 | 6.6 (9.24%) | 24.62 | 8 | 5 | 97 | |||||||||
| 21 May | 1752.20 | 71.35 | -10.55 (-12.88%) | 25.64 | 90 | 59 | 74 | |||||||||
| 20 May | 1772.00 | 81.85 | 10.2 (14.24%) | 24.75 | 29 | 13 | 16 | |||||||||
| 19 May | 1749.80 | 72.8 | -44.8 (-38.10%) | 27.3 | 9 | 2 | 2 | |||||||||
| 18 May | 1753.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1728.10 | 0 | -117.6 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1740.20 | 0 | -117.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1728.90 | 0 | -117.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1744.80 | 0 | -117.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1794.20 | 0 | -117.6 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1818.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1824.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 1836.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 1794.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 1770.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1747.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 1764.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30JUN2026
Delta for 1740 CE is 0.32
Historical price for 1740 CE is as follows
On 10 Jun BAJAJFINSV was trading at 1688.50. The strike last trading price was 18.1, which was -0.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by 149 which increased total open position to 2240
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 18.55, which was 3.75 higher than the previous day. The implied volatity was 22.13, the open interest changed by 706 which increased total open position to 2092
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 12.7, which was -15.25 lower than the previous day. The implied volatity was 22.6, the open interest changed by 584 which increased total open position to 1412
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 26.75, which was -7.05 lower than the previous day. The implied volatity was 22.9, the open interest changed by 364 which increased total open position to 829
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 34.6, which was -9.7 lower than the previous day. The implied volatity was 23.33, the open interest changed by 82 which increased total open position to 461
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 44.25, which was -5.1 lower than the previous day. The implied volatity was 23.03, the open interest changed by -70 which decreased total open position to 378
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 48.5, which was -11.65 lower than the previous day. The implied volatity was 20.73, the open interest changed by 305 which increased total open position to 461
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 60.4, which was -33.6 lower than the previous day. The implied volatity was 23.25, the open interest changed by 38 which increased total open position to 156
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 94, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 94, which was 0 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 118
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 94, which was -3.4 lower than the previous day. The implied volatity was 23.65, the open interest changed by 0 which decreased total open position to 118
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 97.4, which was 20.8 higher than the previous day. The implied volatity was 22.03, the open interest changed by 20 which increased total open position to 118
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 78, which was 6.6 higher than the previous day. The implied volatity was 24.62, the open interest changed by 5 which increased total open position to 97
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 71.35, which was -10.55 lower than the previous day. The implied volatity was 25.64, the open interest changed by 59 which increased total open position to 74
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 81.85, which was 10.2 higher than the previous day. The implied volatity was 24.75, the open interest changed by 13 which increased total open position to 16
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 72.8, which was -44.8 lower than the previous day. The implied volatity was 27.3, the open interest changed by 2 which increased total open position to 2
On 18 May BAJAJFINSV was trading at 1753.10. 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 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 0, which was -117.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 0, which was -117.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 0, which was -117.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 0, which was -117.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 0, which was -117.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BAJAJFINSV was trading at 1818.30. 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 7 May BAJAJFINSV was trading at 1824.50. 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 6 May BAJAJFINSV was trading at 1836.10. 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 5 May BAJAJFINSV was trading at 1794.60. 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 4 May BAJAJFINSV was trading at 1770.40. 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 30 Apr BAJAJFINSV was trading at 1747.20. 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 29 Apr BAJAJFINSV was trading at 1764.20. 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 30-Jun-2026 (20d) 1740 PE | |||||||
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Delta: -0.73
Vega: 0.01
Theta: -0.46
Gamma: 0.00423
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 1688.50 | 62.9 | 6.9 (12.32%) | 19.67 | 15 | 0 | 689 |
| 9 Jun | 1693.10 | 57.1 | -21.15 (-27.03%) | 18.44 | 172 | -4 | 689 |
| 8 Jun | 1674.60 | 86.3 | 35.05 (68.39%) | 24.62 | 258 | -16 | 701 |
| 5 Jun | 1703.20 | 51.5 | 0.25 (0.49%) | 18.18 | 1,467 | 128 | 717 |
| 4 Jun | 1709.80 | 50 | 8 (19.05%) | 21.6 | 384 | -65 | 590 |
| 3 Jun | 1734.40 | 42 | 6 (16.67%) | 22.34 | 781 | -103 | 657 |
| 2 Jun | 1741.40 | 37 | 6 (19.35%) | 22.42 | 1,659 | 488 | 760 |
| 1 Jun | 1758.90 | 30 | 8 (36.36%) | 21.74 | 377 | -15 | 271 |
| 29 May | 1783.60 | 22 | 5 (29.41%) | 20.93 | 316 | 53 | 287 |
| 27 May | 1809.10 | 17 | -6 (-26.09%) | 21.36 | 237 | 3 | 235 |
| 26 May | 1800.70 | 22 | 0 (0.00%) | 22.81 | 358 | 54 | 233 |
| 25 May | 1807.40 | 21 | -15 (-41.67%) | 23.08 | 151 | 9 | 178 |
| 22 May | 1766.00 | 34 | -11 (-24.44%) | 22.5 | 35 | -3 | 169 |
| 21 May | 1752.20 | 45 | 17 (60.71%) | 23.7 | 26 | 17 | 171 |
| 20 May | 1772.00 | 31 | -16 (-34.04%) | 21.27 | 210 | 119 | 154 |
| 19 May | 1749.80 | 47 | -5 (-9.62%) | 24.31 | 2 | 0 | 35 |
| 18 May | 1753.10 | 52 | -4 (-7.14%) | 26.86 | 2 | 0 | 34 |
| 15 May | 1728.10 | 56.3 | -5.7 (-9.19%) | 26.79 | 1 | 1 | 34 |
| 14 May | 1740.20 | 62 | 17 (37.78%) | 24.98 | 1 | 1 | 33 |
| 13 May | 1728.90 | 45 | 0 (0.00%) | 0 | 0 | 0 | 32 |
| 12 May | 1744.80 | 45 | -1.6 (-3.43%) | 0 | 1 | 1 | 32 |
| 11 May | 1794.20 | 46.6 | 0 (0.00%) | 0 | 0 | 0 | 31 |
| 8 May | 1818.30 | 46.6 | 0 (0.00%) | - | 0 | 0 | 31 |
| 7 May | 1824.50 | 46.6 | 0 (0.00%) | - | 0 | 0 | 31 |
| 6 May | 1836.10 | 46.6 | 0 (0.00%) | 27.2 | 0 | 0 | 31 |
| 5 May | 1794.60 | 46.6 | -14.65 (-23.92%) | 27.2 | 38 | 31 | 31 |
| 4 May | 1770.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1747.20 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1764.20 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30JUN2026
Delta for 1740 PE is -0.73
Historical price for 1740 PE is as follows
On 10 Jun BAJAJFINSV was trading at 1688.50. The strike last trading price was 62.9, which was 6.9 higher than the previous day. The implied volatity was 19.67, the open interest changed by 0 which decreased total open position to 689
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 57.1, which was -21.15 lower than the previous day. The implied volatity was 18.44, the open interest changed by -4 which decreased total open position to 689
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 86.3, which was 35.05 higher than the previous day. The implied volatity was 24.62, the open interest changed by -16 which decreased total open position to 701
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 51.5, which was 0.25 higher than the previous day. The implied volatity was 18.18, the open interest changed by 128 which increased total open position to 717
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 50, which was 8 higher than the previous day. The implied volatity was 21.6, the open interest changed by -65 which decreased total open position to 590
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 42, which was 6 higher than the previous day. The implied volatity was 22.34, the open interest changed by -103 which decreased total open position to 657
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 37, which was 6 higher than the previous day. The implied volatity was 22.42, the open interest changed by 488 which increased total open position to 760
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 30, which was 8 higher than the previous day. The implied volatity was 21.74, the open interest changed by -15 which decreased total open position to 271
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 22, which was 5 higher than the previous day. The implied volatity was 20.93, the open interest changed by 53 which increased total open position to 287
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 17, which was -6 lower than the previous day. The implied volatity was 21.36, the open interest changed by 3 which increased total open position to 235
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 22, which was 0 lower than the previous day. The implied volatity was 22.81, the open interest changed by 54 which increased total open position to 233
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 21, which was -15 lower than the previous day. The implied volatity was 23.08, the open interest changed by 9 which increased total open position to 178
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 34, which was -11 lower than the previous day. The implied volatity was 22.5, the open interest changed by -3 which decreased total open position to 169
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 45, which was 17 higher than the previous day. The implied volatity was 23.7, the open interest changed by 17 which increased total open position to 171
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 31, which was -16 lower than the previous day. The implied volatity was 21.27, the open interest changed by 119 which increased total open position to 154
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 47, which was -5 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 35
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 52, which was -4 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 34
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 56.3, which was -5.7 lower than the previous day. The implied volatity was 26.79, the open interest changed by 1 which increased total open position to 34
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 62, which was 17 higher than the previous day. The implied volatity was 24.98, the open interest changed by 1 which increased total open position to 33
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 32
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 45, which was -1.6 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 32
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 31
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 46.6, which was 0 lower than the previous day. The implied volatity was 27.2, the open interest changed by 0 which decreased total open position to 31
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 46.6, which was -14.65 lower than the previous day. The implied volatity was 27.2, the open interest changed by 31 which increased total open position to 31
On 4 May BAJAJFINSV was trading at 1770.40. 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 30 Apr BAJAJFINSV was trading at 1747.20. 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 29 Apr BAJAJFINSV was trading at 1764.20. 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
