BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
14 May 2026 04:10 PM IST
| BAJAJFINSV 26-May-2026 (12d) 1780 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.01
Theta: -1.19
Gamma: 0.00477
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 May | 1740.20 | 15.5 | 1.0999999999999996 (7.64%) | 23.52 | 2,624 | 91 | 1,196 | |||||||||
| 13 May | 1728.90 | 14.4 | -6.499999999999998 (-31.10%) | 25.06 | 1,969 | 15 | 1,105 | |||||||||
| 12 May | 1744.80 | 21.8 | -25.400000000000002 (-53.81%) | 0 | 2,933 | 707 | 1,090 | |||||||||
| 11 May | 1794.20 | 47 | -17.799999999999997 (-27.47%) | 0 | 468 | -43 | 384 | |||||||||
| 8 May | 1818.30 | 63.2 | -13.099999999999994 (-17.17%) | 25.85 | 181 | -63 | 428 | |||||||||
| 7 May | 1824.50 | 77.3 | -9.450000000000003 (-10.89%) | 27.57 | 197 | -51 | 493 | |||||||||
| 6 May | 1836.10 | 85.3 | 26.949999999999996 (46.19%) | 28.55 | 949 | -336 | 546 | |||||||||
| 5 May | 1794.60 | 58.9 | 10.600000000000001 (21.95%) | 29.15 | 1,709 | -17 | 872 | |||||||||
| 4 May | 1770.40 | 49.85 | 6.950000000000003 (16.20%) | 27.3 | 2,543 | 573 | 894 | |||||||||
| 30 Apr | 1747.20 | 43 | -15.5 (-26.50%) | 30.82 | 5,186 | 437 | 758 | |||||||||
| 29 Apr | 1764.20 | 57 | -8.150000000000006 (-12.51%) | 32.2 | 1,042 | 121 | 318 | |||||||||
| 28 Apr | 1779.00 | 64.2 | -1.7000000000000028 (-2.58%) | 31.78 | 414 | 42 | 196 | |||||||||
| 27 Apr | 1772.20 | 65.1 | -4.75 (-6.80%) | 32.71 | 238 | 113 | 152 | |||||||||
| 24 Apr | 1770.70 | 69.35 | -9.700000000000003 (-12.27%) | 32.48 | 53 | 33 | 40 | |||||||||
| 23 Apr | 1792.60 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 22 Apr | 1842.90 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 21 Apr | 1851.40 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 20 Apr | 1830.60 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
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| 17 Apr | 1838.90 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 16 Apr | 1829.90 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 15 Apr | 1825.80 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 1788.30 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 10 Apr | 1809.20 | 79.05 | 1.9500000000000028 (2.53%) | - | 0 | 0 | 7 | |||||||||
| 9 Apr | 1767.70 | 79.05 | 34.25 (76.45%) | 30.65 | 2 | 1 | 7 | |||||||||
| 8 Apr | 1784.60 | 44.8 | 15.1 (50.84%) | - | 0 | 0 | 6 | |||||||||
| 7 Apr | 1684.40 | 44.8 | 15.1 (50.84%) | - | 0 | 0 | 6 | |||||||||
| 6 Apr | 1672.30 | 44.8 | 15.1 (50.84%) | 31.54 | 6 | 0 | 0 | |||||||||
| 2 Apr | 1640.70 | 29.7 | 0 (0.00%) | 5.89 | 0 | 0 | 0 | |||||||||
| 1 Apr | 1647.00 | 0 | 0 (0.00%) | 4.11 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1780 expiring on 26MAY2026
Delta for 1780 CE is 0.32
Historical price for 1780 CE is as follows
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 15.5, which was 1.0999999999999996 higher than the previous day. The implied volatity was 23.52, the open interest changed by 91 which increased total open position to 1196
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 14.4, which was -6.499999999999998 lower than the previous day. The implied volatity was 25.06, the open interest changed by 15 which increased total open position to 1105
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 21.8, which was -25.400000000000002 lower than the previous day. The implied volatity was 0, the open interest changed by 707 which increased total open position to 1090
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 47, which was -17.799999999999997 lower than the previous day. The implied volatity was 0, the open interest changed by -43 which decreased total open position to 384
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 63.2, which was -13.099999999999994 lower than the previous day. The implied volatity was 25.85, the open interest changed by -63 which decreased total open position to 428
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 77.3, which was -9.450000000000003 lower than the previous day. The implied volatity was 27.57, the open interest changed by -51 which decreased total open position to 493
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 85.3, which was 26.949999999999996 higher than the previous day. The implied volatity was 28.55, the open interest changed by -336 which decreased total open position to 546
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 58.9, which was 10.600000000000001 higher than the previous day. The implied volatity was 29.15, the open interest changed by -17 which decreased total open position to 872
On 4 May BAJAJFINSV was trading at 1770.40. The strike last trading price was 49.85, which was 6.950000000000003 higher than the previous day. The implied volatity was 27.3, the open interest changed by 573 which increased total open position to 894
On 30 Apr BAJAJFINSV was trading at 1747.20. The strike last trading price was 43, which was -15.5 lower than the previous day. The implied volatity was 30.82, the open interest changed by 437 which increased total open position to 758
On 29 Apr BAJAJFINSV was trading at 1764.20. The strike last trading price was 57, which was -8.150000000000006 lower than the previous day. The implied volatity was 32.2, the open interest changed by 121 which increased total open position to 318
On 28 Apr BAJAJFINSV was trading at 1779.00. The strike last trading price was 64.2, which was -1.7000000000000028 lower than the previous day. The implied volatity was 31.78, the open interest changed by 42 which increased total open position to 196
On 27 Apr BAJAJFINSV was trading at 1772.20. The strike last trading price was 65.1, which was -4.75 lower than the previous day. The implied volatity was 32.71, the open interest changed by 113 which increased total open position to 152
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 69.35, which was -9.700000000000003 lower than the previous day. The implied volatity was 32.48, the open interest changed by 33 which increased total open position to 40
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 79.05, which was 1.9500000000000028 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 79.05, which was 34.25 higher than the previous day. The implied volatity was 30.65, the open interest changed by 1 which increased total open position to 7
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 44.8, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 44.8, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 44.8, which was 15.1 higher than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 29.7, which was 0 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 26-May-2026 (12d) 1780 PE | |||||||
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Delta: -0.69
Vega: 0.01
Theta: -0.82
Gamma: 0.00505
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 May | 1740.20 | 50 | -12 (-19.35%) | 21.81 | 257 | -1 | 469 |
| 13 May | 1728.90 | 67 | 16 (31.37%) | 27.84 | 552 | 6 | 462 |
| 12 May | 1744.80 | 50 | 21 (72.41%) | 0 | 1,251 | -2 | 461 |
| 11 May | 1794.20 | 30 | 6 (25.00%) | 24.49 | 836 | -197 | 462 |
| 8 May | 1818.30 | 24.9 | 3.049999999999997 (13.96%) | 25.86 | 504 | -111 | 660 |
| 7 May | 1824.50 | 20.6 | 0 (0.00%) | 25.44 | 457 | -49 | 771 |
| 6 May | 1836.10 | 20.45 | -16.750000000000004 (-45.03%) | 26.24 | 1,022 | -205 | 820 |
| 5 May | 1794.60 | 37.1 | -9.899999999999999 (-21.06%) | 26.73 | 1,177 | -275 | 1,026 |
| 4 May | 1770.40 | 45.45 | -23.349999999999994 (-33.94%) | 27.06 | 2,067 | 996 | 1,300 |
| 30 Apr | 1747.20 | 69 | 5.700000000000003 (9.00%) | 27.01 | 2,644 | 611 | 915 |
| 29 Apr | 1764.20 | 64.15 | 8.750000000000007 (15.79%) | 30.09 | 730 | 122 | 305 |
| 28 Apr | 1779.00 | 55.5 | -4.399999999999999 (-7.35%) | 29.77 | 493 | 64 | 186 |
| 27 Apr | 1772.20 | 59.95 | -3.5 (-5.52%) | 30.03 | 213 | 104 | 123 |
| 24 Apr | 1770.70 | 63.45 | -94.74999999999999 (-59.89%) | 31.61 | 38 | 18 | 18 |
| 23 Apr | 1792.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 1842.90 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 1851.40 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 1830.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 1838.90 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 1829.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 1825.80 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1788.30 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 1809.20 | 0 | 0 (0.00%) | 1.86 | 0 | 0 | 0 |
| 9 Apr | 1767.70 | 158.2 | 0 (0.00%) | 0.21 | 0 | 0 | 0 |
| 8 Apr | 1784.60 | 158.2 | 0 (0.00%) | 1.37 | 0 | 0 | 0 |
| 7 Apr | 1684.40 | 158.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1672.30 | 158.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1640.70 | 158.2 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 1647.00 | 158.2 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 26MAY2026
Delta for 1780 PE is -0.69
Historical price for 1780 PE is as follows
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 50, which was -12 lower than the previous day. The implied volatity was 21.81, the open interest changed by -1 which decreased total open position to 469
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 67, which was 16 higher than the previous day. The implied volatity was 27.84, the open interest changed by 6 which increased total open position to 462
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 50, which was 21 higher than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 461
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 30, which was 6 higher than the previous day. The implied volatity was 24.49, the open interest changed by -197 which decreased total open position to 462
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 24.9, which was 3.049999999999997 higher than the previous day. The implied volatity was 25.86, the open interest changed by -111 which decreased total open position to 660
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 20.6, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by -49 which decreased total open position to 771
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 20.45, which was -16.750000000000004 lower than the previous day. The implied volatity was 26.24, the open interest changed by -205 which decreased total open position to 820
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 37.1, which was -9.899999999999999 lower than the previous day. The implied volatity was 26.73, the open interest changed by -275 which decreased total open position to 1026
On 4 May BAJAJFINSV was trading at 1770.40. The strike last trading price was 45.45, which was -23.349999999999994 lower than the previous day. The implied volatity was 27.06, the open interest changed by 996 which increased total open position to 1300
On 30 Apr BAJAJFINSV was trading at 1747.20. The strike last trading price was 69, which was 5.700000000000003 higher than the previous day. The implied volatity was 27.01, the open interest changed by 611 which increased total open position to 915
On 29 Apr BAJAJFINSV was trading at 1764.20. The strike last trading price was 64.15, which was 8.750000000000007 higher than the previous day. The implied volatity was 30.09, the open interest changed by 122 which increased total open position to 305
On 28 Apr BAJAJFINSV was trading at 1779.00. The strike last trading price was 55.5, which was -4.399999999999999 lower than the previous day. The implied volatity was 29.77, the open interest changed by 64 which increased total open position to 186
On 27 Apr BAJAJFINSV was trading at 1772.20. The strike last trading price was 59.95, which was -3.5 lower than the previous day. The implied volatity was 30.03, the open interest changed by 104 which increased total open position to 123
On 24 Apr BAJAJFINSV was trading at 1770.70. The strike last trading price was 63.45, which was -94.74999999999999 lower than the previous day. The implied volatity was 31.61, the open interest changed by 18 which increased total open position to 18
On 23 Apr BAJAJFINSV was trading at 1792.60. 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 22 Apr BAJAJFINSV was trading at 1842.90. 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 21 Apr BAJAJFINSV was trading at 1851.40. 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 20 Apr BAJAJFINSV was trading at 1830.60. 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 17 Apr BAJAJFINSV was trading at 1838.90. 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 16 Apr BAJAJFINSV was trading at 1829.90. 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 Apr BAJAJFINSV was trading at 1825.80. 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
On 13 Apr BAJAJFINSV was trading at 1788.30. 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 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 158.2, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 158.2, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 158.2, 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 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 158.2, 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 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 158.2, 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 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 158.2, 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 0
