BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:38 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1780 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.01
Theta: -2.24
Gamma: 0.00758
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 1762.00 | 12.55 | -15.649999999999999 | 25.75 | 1,118 | 39 | 325 | |||||||||
| 23 Apr | 1792.60 | 24.85 | -47.6 | 24.08 | 504 | 36 | 287 | |||||||||
| 22 Apr | 1842.90 | 69.15 | -8.5 | 34.71 | 28 | 2 | 250 | |||||||||
| 21 Apr | 1851.40 | 78.8 | 15.649999999999999 | 23.48 | 102 | -15 | 249 | |||||||||
| 20 Apr | 1830.60 | 61.55 | -11.600000000000009 | 26.96 | 94 | -1 | 264 | |||||||||
| 17 Apr | 1838.90 | 73.3 | 5.5 | 25.82 | 98 | -14 | 266 | |||||||||
| 16 Apr | 1829.90 | 68.15 | 1.75 | 23.07 | 237 | 18 | 280 | |||||||||
| 15 Apr | 1825.80 | 65.3 | 16.9 | 25.36 | 324 | -51 | 263 | |||||||||
| 13 Apr | 1788.30 | 48.5 | -14.649999999999999 | 28.01 | 993 | 39 | 329 | |||||||||
| 10 Apr | 1809.20 | 61.7 | 19 | 25.63 | 723 | -65 | 292 | |||||||||
| 9 Apr | 1767.70 | 42.35 | -11.75 | 29.29 | 995 | 142 | 349 | |||||||||
| 8 Apr | 1784.60 | 55.5 | 36.9 | 27.92 | 685 | 19 | 210 | |||||||||
| 7 Apr | 1684.40 | 18.3 | 0.6 | 30.19 | 359 | 24 | 188 | |||||||||
| 6 Apr | 1672.30 | 17.3 | 2.7 | 30.93 | 185 | 9 | 160 | |||||||||
| 2 Apr | 1640.70 | 14.4 | -2.75 | 31.3 | 218 | -55 | 151 | |||||||||
| 1 Apr | 1647.00 | 17.6 | -1.2 | 31.23 | 237 | 36 | 207 | |||||||||
| 30 Mar | 1631.80 | 18.85 | -13.75 | 33.58 | 478 | -29 | 169 | |||||||||
| 27 Mar | 1694.70 | 32.5 | -15.7 | 29.95 | 231 | 107 | 201 | |||||||||
| 25 Mar | 1746.20 | 48.25 | 12.15 | 25.71 | 59 | 13 | 92 | |||||||||
| 24 Mar | 1704.40 | 36.15 | 5.8 | 27.28 | 28 | 4 | 81 | |||||||||
| 23 Mar | 1675.50 | 30.35 | -7.75 | 32.01 | 20 | -3 | 68 | |||||||||
| 20 Mar | 1710.30 | 38.1 | -0.8 | 25.17 | 33 | 21 | 71 | |||||||||
| 19 Mar | 1714.90 | 39.05 | -28.95 | 24.1 | 60 | 42 | 49 | |||||||||
| 18 Mar | 1791.80 | 68 | 2.05 | 21.78 | 4 | 0 | 7 | |||||||||
| 17 Mar | 1774.70 | 65.95 | 13.95 | 24.72 | 5 | 2 | 7 | |||||||||
| 16 Mar | 1773.90 | 52 | -13 | 20.94 | 5 | 2 | 4 | |||||||||
| 13 Mar | 1738.00 | 65 | -91.65 | 27.54 | 1 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 156.65 | -136.25 | - | 0 | 0 | 1 | |||||||||
| 11 Mar | 1795.30 | 156.65 | -136.25 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 1867.80 | 156.65 | -136.25 | - | 1 | 0 | 1 | |||||||||
| 9 Mar | 1841.50 | 156.65 | -136.25 | 41.04 | 1 | 0 | 0 | |||||||||
| 6 Mar | 1868.90 | 292.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1780 expiring on 28APR2026
Delta for 1780 CE is 0.37
Historical price for 1780 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 12.55, which was -15.649999999999999 lower than the previous day. The implied volatity was 25.75, the open interest changed by 39 which increased total open position to 325
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 24.85, which was -47.6 lower than the previous day. The implied volatity was 24.08, the open interest changed by 36 which increased total open position to 287
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 69.15, which was -8.5 lower than the previous day. The implied volatity was 34.71, the open interest changed by 2 which increased total open position to 250
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 78.8, which was 15.649999999999999 higher than the previous day. The implied volatity was 23.48, the open interest changed by -15 which decreased total open position to 249
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 61.55, which was -11.600000000000009 lower than the previous day. The implied volatity was 26.96, the open interest changed by -1 which decreased total open position to 264
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 73.3, which was 5.5 higher than the previous day. The implied volatity was 25.82, the open interest changed by -14 which decreased total open position to 266
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 68.15, which was 1.75 higher than the previous day. The implied volatity was 23.07, the open interest changed by 18 which increased total open position to 280
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 65.3, which was 16.9 higher than the previous day. The implied volatity was 25.36, the open interest changed by -51 which decreased total open position to 263
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 48.5, which was -14.649999999999999 lower than the previous day. The implied volatity was 28.01, the open interest changed by 39 which increased total open position to 329
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 61.7, which was 19 higher than the previous day. The implied volatity was 25.63, the open interest changed by -65 which decreased total open position to 292
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 42.35, which was -11.75 lower than the previous day. The implied volatity was 29.29, the open interest changed by 142 which increased total open position to 349
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 55.5, which was 36.9 higher than the previous day. The implied volatity was 27.92, the open interest changed by 19 which increased total open position to 210
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 18.3, which was 0.6 higher than the previous day. The implied volatity was 30.19, the open interest changed by 24 which increased total open position to 188
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 17.3, which was 2.7 higher than the previous day. The implied volatity was 30.93, the open interest changed by 9 which increased total open position to 160
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 14.4, which was -2.75 lower than the previous day. The implied volatity was 31.3, the open interest changed by -55 which decreased total open position to 151
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 17.6, which was -1.2 lower than the previous day. The implied volatity was 31.23, the open interest changed by 36 which increased total open position to 207
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 18.85, which was -13.75 lower than the previous day. The implied volatity was 33.58, the open interest changed by -29 which decreased total open position to 169
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 32.5, which was -15.7 lower than the previous day. The implied volatity was 29.95, the open interest changed by 107 which increased total open position to 201
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 48.25, which was 12.15 higher than the previous day. The implied volatity was 25.71, the open interest changed by 13 which increased total open position to 92
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 36.15, which was 5.8 higher than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 81
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 30.35, which was -7.75 lower than the previous day. The implied volatity was 32.01, the open interest changed by -3 which decreased total open position to 68
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 38.1, which was -0.8 lower than the previous day. The implied volatity was 25.17, the open interest changed by 21 which increased total open position to 71
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 39.05, which was -28.95 lower than the previous day. The implied volatity was 24.1, the open interest changed by 42 which increased total open position to 49
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 68, which was 2.05 higher than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 7
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 65.95, which was 13.95 higher than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 7
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 52, which was -13 lower than the previous day. The implied volatity was 20.94, the open interest changed by 2 which increased total open position to 4
On 13 Mar BAJAJFINSV was trading at 1738.00. The strike last trading price was 65, which was -91.65 lower than the previous day. The implied volatity was 27.54, 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 156.65, which was -136.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 156.65, which was -136.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 156.65, which was -136.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 156.65, which was -136.25 lower than the previous day. The implied volatity was 41.04, 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 292.9, 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
| BAJAJFINSV 28-Apr-2026 (4d) 1780 PE | |||||||
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Delta: -0.63
Vega: 0.01
Theta: -2
Gamma: 0.00748
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1762.00 | 30.05 | 11.400000000000002 | 26.13 | 2,407 | -250 | 426 |
| 23 Apr | 1792.60 | 20.9 | 14.7 | 28.64 | 1,999 | 18 | 676 |
| 22 Apr | 1842.90 | 6.7 | -0.75 | 29.01 | 396 | 21 | 657 |
| 21 Apr | 1851.40 | 7.3 | -7.7 | 30.96 | 550 | -84 | 639 |
| 20 Apr | 1830.60 | 15.5 | 2.25 | 31.7 | 619 | -43 | 725 |
| 17 Apr | 1838.90 | 13.1 | -5.15 | 28.52 | 481 | -23 | 769 |
| 16 Apr | 1829.90 | 18.55 | -1.5999999999999979 | 28.71 | 1,000 | -31 | 792 |
| 15 Apr | 1825.80 | 20.35 | -17.4 | 29.42 | 739 | -57 | 823 |
| 13 Apr | 1788.30 | 35.9 | 7.949999999999999 | 29.39 | 877 | 177 | 895 |
| 10 Apr | 1809.20 | 28 | -19.700000000000003 | 26.86 | 562 | -10 | 724 |
| 9 Apr | 1767.70 | 49.2 | 9.55 | 27.47 | 1,110 | 299 | 732 |
| 8 Apr | 1784.60 | 37.7 | -70.25 | 27.57 | 1,224 | 331 | 431 |
| 7 Apr | 1684.40 | 105.8 | -6 | 31.56 | 14 | 10 | 99 |
| 6 Apr | 1672.30 | 111.15 | 10.55 | - | 0 | 0 | 89 |
| 2 Apr | 1640.70 | 111.15 | 10.55 | - | 0 | 0 | 89 |
| 1 Apr | 1647.00 | 111.15 | 10.55 | - | 0 | 0 | 89 |
| 30 Mar | 1631.80 | 111.15 | 10.55 | - | 0 | 0 | 89 |
| 27 Mar | 1694.70 | 111.15 | 10.55 | 34.71 | 75 | 56 | 88 |
| 25 Mar | 1746.20 | 97.75 | -27.25 | - | 0 | 0 | 32 |
| 24 Mar | 1704.40 | 97.75 | -27.25 | 32 | 3 | 0 | 31 |
| 23 Mar | 1675.50 | 125 | 50.95 | 29.85 | 1 | 0 | 32 |
| 20 Mar | 1710.30 | 74.05 | 27.35 | - | 0 | 0 | 32 |
| 19 Mar | 1714.90 | 74.05 | 27.35 | 23.38 | 21 | 4 | 25 |
| 18 Mar | 1791.80 | 46.65 | -45.35 | 25.47 | 17 | 10 | 21 |
| 17 Mar | 1774.70 | 92 | 69.05 | - | 0 | 0 | 11 |
| 16 Mar | 1773.90 | 92 | 69.05 | 39.22 | 0 | 0 | 0 |
| 13 Mar | 1738.00 | 22.95 | 13.65 | - | 0 | 0 | 0 |
| 12 Mar | 1770.80 | 22.95 | 13.65 | - | 0 | 0 | 10 |
| 11 Mar | 1795.30 | 22.95 | 13.65 | - | 0 | 0 | 10 |
| 10 Mar | 1867.80 | 22.95 | 13.65 | - | 0 | 0 | 10 |
| 9 Mar | 1841.50 | 22.95 | 13.65 | - | 0 | 0 | 10 |
| 6 Mar | 1868.90 | 22.95 | 13.65 | 23.34 | 10 | 9 | 9 |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 28APR2026
Delta for 1780 PE is -0.63
Historical price for 1780 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 30.05, which was 11.400000000000002 higher than the previous day. The implied volatity was 26.13, the open interest changed by -250 which decreased total open position to 426
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 20.9, which was 14.7 higher than the previous day. The implied volatity was 28.64, the open interest changed by 18 which increased total open position to 676
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 29.01, the open interest changed by 21 which increased total open position to 657
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 7.3, which was -7.7 lower than the previous day. The implied volatity was 30.96, the open interest changed by -84 which decreased total open position to 639
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 15.5, which was 2.25 higher than the previous day. The implied volatity was 31.7, the open interest changed by -43 which decreased total open position to 725
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 13.1, which was -5.15 lower than the previous day. The implied volatity was 28.52, the open interest changed by -23 which decreased total open position to 769
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 18.55, which was -1.5999999999999979 lower than the previous day. The implied volatity was 28.71, the open interest changed by -31 which decreased total open position to 792
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 20.35, which was -17.4 lower than the previous day. The implied volatity was 29.42, the open interest changed by -57 which decreased total open position to 823
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 35.9, which was 7.949999999999999 higher than the previous day. The implied volatity was 29.39, the open interest changed by 177 which increased total open position to 895
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 28, which was -19.700000000000003 lower than the previous day. The implied volatity was 26.86, the open interest changed by -10 which decreased total open position to 724
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 49.2, which was 9.55 higher than the previous day. The implied volatity was 27.47, the open interest changed by 299 which increased total open position to 732
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 37.7, which was -70.25 lower than the previous day. The implied volatity was 27.57, the open interest changed by 331 which increased total open position to 431
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 105.8, which was -6 lower than the previous day. The implied volatity was 31.56, the open interest changed by 10 which increased total open position to 99
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 111.15, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 111.15, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 111.15, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 111.15, which was 10.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 111.15, which was 10.55 higher than the previous day. The implied volatity was 34.71, the open interest changed by 56 which increased total open position to 88
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 97.75, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 97.75, which was -27.25 lower than the previous day. The implied volatity was 32, the open interest changed by 0 which decreased total open position to 31
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 125, which was 50.95 higher than the previous day. The implied volatity was 29.85, the open interest changed by 0 which decreased total open position to 32
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 74.05, which was 27.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 74.05, which was 27.35 higher than the previous day. The implied volatity was 23.38, the open interest changed by 4 which increased total open position to 25
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 46.65, which was -45.35 lower than the previous day. The implied volatity was 25.47, the open interest changed by 10 which increased total open position to 21
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 92, which was 69.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar BAJAJFINSV was trading at 1773.90. The strike last trading price was 92, which was 69.05 higher than the previous day. The implied volatity was 39.22, 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 22.95, which was 13.65 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 22.95, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 22.95, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 22.95, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 22.95, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 22.95, which was 13.65 higher than the previous day. The implied volatity was 23.34, the open interest changed by 9 which increased total open position to 9
