BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:38 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1740 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.01
Theta: -1.93
Gamma: 0.00727
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1762.00 | 33.8 | -21.950000000000003 | 24.39 | 115 | 1 | 551 | |||||||||
| 23 Apr | 1792.60 | 54.1 | -53.4 | 22.83 | 115 | -31 | 550 | |||||||||
| 22 Apr | 1842.90 | 107.5 | 12.900000000000006 | 33.88 | 19 | -2 | 582 | |||||||||
| 21 Apr | 1851.40 | 94.75 | 0.15000000000000568 | 36.29 | 0 | 0 | 584 | |||||||||
| 20 Apr | 1830.60 | 94.75 | -10.950000000000003 | 36.29 | 23 | -5 | 584 | |||||||||
| 17 Apr | 1838.90 | 105.7 | -0.09999999999999432 | 24.34 | 12 | -4 | 590 | |||||||||
| 16 Apr | 1829.90 | 105.8 | 9.099999999999994 | 26.86 | 39 | -13 | 594 | |||||||||
| 15 Apr | 1825.80 | 96.7 | 22.450000000000003 | 25.99 | 44 | -14 | 607 | |||||||||
| 13 Apr | 1788.30 | 74.8 | -17.950000000000003 | 29.11 | 155 | 0 | 621 | |||||||||
| 10 Apr | 1809.20 | 91.5 | 25.5 | 27.26 | 158 | -5 | 625 | |||||||||
| 9 Apr | 1767.70 | 66.55 | -13.3 | 31.54 | 428 | -25 | 629 | |||||||||
| 8 Apr | 1784.60 | 81.55 | 50.65 | 29.06 | 572 | -63 | 661 | |||||||||
| 7 Apr | 1684.40 | 30.15 | 0.7 | 30.48 | 961 | 93 | 721 | |||||||||
| 6 Apr | 1672.30 | 30 | 6.5 | 32.38 | 493 | -5 | 627 | |||||||||
| 2 Apr | 1640.70 | 23.55 | -3.4 | 31.79 | 424 | 49 | 632 | |||||||||
| 1 Apr | 1647.00 | 27.1 | -0.65 | 31.17 | 372 | 18 | 583 | |||||||||
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| 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 | |||||||||
| 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 0.71
Historical price for 1740 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 33.8, which was -21.950000000000003 lower than the previous day. The implied volatity was 24.39, the open interest changed by 1 which increased total open position to 551
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 54.1, which was -53.4 lower than the previous day. The implied volatity was 22.83, the open interest changed by -31 which decreased total open position to 550
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 107.5, which was 12.900000000000006 higher than the previous day. The implied volatity was 33.88, the open interest changed by -2 which decreased total open position to 582
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 94.75, which was 0.15000000000000568 higher than the previous day. The implied volatity was 36.29, the open interest changed by 0 which decreased total open position to 584
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 94.75, which was -10.950000000000003 lower than the previous day. The implied volatity was 36.29, the open interest changed by -5 which decreased total open position to 584
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 105.7, which was -0.09999999999999432 lower than the previous day. The implied volatity was 24.34, the open interest changed by -4 which decreased total open position to 590
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 105.8, which was 9.099999999999994 higher than the previous day. The implied volatity was 26.86, the open interest changed by -13 which decreased total open position to 594
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 96.7, which was 22.450000000000003 higher than the previous day. The implied volatity was 25.99, the open interest changed by -14 which decreased total open position to 607
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 74.8, which was -17.950000000000003 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 621
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 91.5, which was 25.5 higher than the previous day. The implied volatity was 27.26, the open interest changed by -5 which decreased total open position to 625
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 66.55, which was -13.3 lower than the previous day. The implied volatity was 31.54, the open interest changed by -25 which decreased total open position to 629
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 81.55, which was 50.65 higher than the previous day. The implied volatity was 29.06, the open interest changed by -63 which decreased total open position to 661
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 30.15, which was 0.7 higher than the previous day. The implied volatity was 30.48, the open interest changed by 93 which increased total open position to 721
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 30, which was 6.5 higher than the previous day. The implied volatity was 32.38, the open interest changed by -5 which decreased total open position to 627
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 23.55, which was -3.4 lower than the previous day. The implied volatity was 31.79, the open interest changed by 49 which increased total open position to 632
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 27.1, which was -0.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by 18 which increased total open position to 583
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 (4d) 1740 PE | |||||||
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Delta: -0.33
Vega: 0.01
Theta: -1.98
Gamma: 0.00686
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1762.00 | 11.4 | 4.1000000000000005 | 27.14 | 956 | 35 | 1,302 |
| 23 Apr | 1792.60 | 8.4 | 5.3500000000000005 | 29.98 | 1,268 | 333 | 1,269 |
| 22 Apr | 1842.90 | 3.35 | -0.6499999999999999 | 32.39 | 794 | 134 | 936 |
| 21 Apr | 1851.40 | 3.95 | -3.0999999999999996 | 34.73 | 420 | 2 | 805 |
| 20 Apr | 1830.60 | 7.8 | 0.7000000000000002 | 33.06 | 366 | 6 | 804 |
| 17 Apr | 1838.90 | 7 | -2.8000000000000007 | 30.56 | 448 | 24 | 798 |
| 16 Apr | 1829.90 | 9.9 | -1.5999999999999996 | 32.02 | 525 | 28 | 774 |
| 15 Apr | 1825.80 | 11.6 | -12.049999999999999 | 31.02 | 686 | 26 | 746 |
| 13 Apr | 1788.30 | 23 | 5.949999999999999 | 31.32 | 738 | 178 | 726 |
| 10 Apr | 1809.20 | 17.2 | -14.350000000000001 | 28.69 | 663 | 15 | 552 |
| 9 Apr | 1767.70 | 31.8 | 6.4 | 28.47 | 652 | 127 | 538 |
| 8 Apr | 1784.60 | 24.1 | -55.9 | 28.76 | 837 | 4 | 412 |
| 7 Apr | 1684.40 | 81.45 | -6.65 | 33.98 | 160 | 102 | 408 |
| 6 Apr | 1672.30 | 88.6 | -25.5 | 33.14 | 13 | 4 | 307 |
| 2 Apr | 1640.70 | 114.1 | 8.2 | 33.73 | 8 | 2 | 302 |
| 1 Apr | 1647.00 | 105.9 | -24.1 | 33.18 | 58 | 4 | 300 |
| 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 -0.33
Historical price for 1740 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 11.4, which was 4.1000000000000005 higher than the previous day. The implied volatity was 27.14, the open interest changed by 35 which increased total open position to 1302
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 8.4, which was 5.3500000000000005 higher than the previous day. The implied volatity was 29.98, the open interest changed by 333 which increased total open position to 1269
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 3.35, which was -0.6499999999999999 lower than the previous day. The implied volatity was 32.39, the open interest changed by 134 which increased total open position to 936
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 3.95, which was -3.0999999999999996 lower than the previous day. The implied volatity was 34.73, the open interest changed by 2 which increased total open position to 805
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 7.8, which was 0.7000000000000002 higher than the previous day. The implied volatity was 33.06, the open interest changed by 6 which increased total open position to 804
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 7, which was -2.8000000000000007 lower than the previous day. The implied volatity was 30.56, the open interest changed by 24 which increased total open position to 798
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 9.9, which was -1.5999999999999996 lower than the previous day. The implied volatity was 32.02, the open interest changed by 28 which increased total open position to 774
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 11.6, which was -12.049999999999999 lower than the previous day. The implied volatity was 31.02, the open interest changed by 26 which increased total open position to 746
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 23, which was 5.949999999999999 higher than the previous day. The implied volatity was 31.32, the open interest changed by 178 which increased total open position to 726
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 17.2, which was -14.350000000000001 lower than the previous day. The implied volatity was 28.69, the open interest changed by 15 which increased total open position to 552
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 31.8, which was 6.4 higher than the previous day. The implied volatity was 28.47, the open interest changed by 127 which increased total open position to 538
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 24.1, which was -55.9 lower than the previous day. The implied volatity was 28.76, the open interest changed by 4 which increased total open position to 412
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 81.45, which was -6.65 lower than the previous day. The implied volatity was 33.98, the open interest changed by 102 which increased total open position to 408
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 88.6, which was -25.5 lower than the previous day. The implied volatity was 33.14, the open interest changed by 4 which increased total open position to 307
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 114.1, which was 8.2 higher than the previous day. The implied volatity was 33.73, the open interest changed by 2 which increased total open position to 302
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 105.9, which was -24.1 lower than the previous day. The implied volatity was 33.18, the open interest changed by 4 which increased total open position to 300
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
