Historical option data for BAJAJFINSV
02 Jun 2026 12:35 PM IST
| BAJAJFINSV 30-Jun-2026 (28d) 1780 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.02
Theta: -0.74
Gamma: 0.00382
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 1734.70 | 23.3 | -14.55 (-38.44%) | 20.24 | 5,778 | 3,922 | 4,295 | |||||||||
| 1 Jun | 1758.90 | 38.2 | -19.55 (-33.85%) | 21.92 | 1,016 | 209 | 375 | |||||||||
| 29 May | 1783.60 | 57.65 | -14.3 (-19.87%) | 24.57 | 213 | 38 | 169 | |||||||||
| 27 May | 1809.10 | 73.7 | 6.95 (10.41%) | 23.12 | 112 | -4 | 131 | |||||||||
| 26 May | 1800.70 | 66.95 | -6.6 (-8.97%) | 22.2 | 75 | 9 | 138 | |||||||||
| 25 May | 1807.40 | 73.55 | 19.15 (35.20%) | 22.79 | 313 | -5 | 132 | |||||||||
| 22 May | 1766.00 | 55.9 | 5.25 (10.37%) | 23.79 | 124 | 51 | 136 | |||||||||
| 21 May | 1752.20 | 51.2 | -8.25 (-13.88%) | 25.37 | 105 | 79 | 84 | |||||||||
| 20 May | 1772.00 | 60.95 | -35.2 (-36.61%) | 27.21 | 7 | 5 | 5 | |||||||||
| 19 May | 1749.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 1753.10 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 1728.10 | 0 | -96.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 1740.20 | 0 | -96.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1728.90 | 0 | -96.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1744.80 | 0 | -96.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1794.20 | 0 | -96.15 (-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 1780 expiring on 30JUN2026
Delta for 1780 CE is 0.36
Historical price for 1780 CE is as follows
On 2 Jun BAJAJFINSV was trading at 1734.70. The strike last trading price was 23.3, which was -14.55 lower than the previous day. The implied volatity was 20.24, the open interest changed by 3922 which increased total open position to 4295
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 38.2, which was -19.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by 209 which increased total open position to 375
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 57.65, which was -14.3 lower than the previous day. The implied volatity was 24.57, the open interest changed by 38 which increased total open position to 169
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 73.7, which was 6.95 higher than the previous day. The implied volatity was 23.12, the open interest changed by -4 which decreased total open position to 131
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 66.95, which was -6.6 lower than the previous day. The implied volatity was 22.2, the open interest changed by 9 which increased total open position to 138
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 73.55, which was 19.15 higher than the previous day. The implied volatity was 22.79, the open interest changed by -5 which decreased total open position to 132
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 55.9, which was 5.25 higher than the previous day. The implied volatity was 23.79, the open interest changed by 51 which increased total open position to 136
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 51.2, which was -8.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 79 which increased total open position to 84
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 60.95, which was -35.2 lower than the previous day. The implied volatity was 27.21, the open interest changed by 5 which increased total open position to 5
On 19 May BAJAJFINSV was trading at 1749.80. 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 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 -96.15 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 -96.15 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 -96.15 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 -96.15 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 -96.15 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 (28d) 1780 PE | |||||||
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Delta: -0.63
Vega: 0.02
Theta: -0.5
Gamma: 0.00373
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 1734.70 | 62 | 13 (26.53%) | 20.8 | 418 | -6 | 645 |
| 1 Jun | 1758.90 | 47 | 12 (34.29%) | 20.51 | 3,318 | 241 | 654 |
| 29 May | 1783.60 | 36 | 8 (28.57%) | 19.75 | 435 | 38 | 414 |
| 27 May | 1809.10 | 27 | -9 (-25.00%) | 20.08 | 310 | 50 | 377 |
| 26 May | 1800.70 | 35 | 1 (2.94%) | 22.24 | 397 | 120 | 329 |
| 25 May | 1807.40 | 33 | -20 (-37.74%) | 22.26 | 214 | 31 | 208 |
| 22 May | 1766.00 | 51 | -13 (-20.31%) | 22.05 | 138 | 81 | 177 |
| 21 May | 1752.20 | 64 | 8 (14.29%) | 23.49 | 39 | 24 | 86 |
| 20 May | 1772.00 | 56 | -24 (-30.00%) | 25.11 | 73 | 50 | 61 |
| 19 May | 1749.80 | 80 | 0 (0.00%) | - | 11 | 0 | 11 |
| 18 May | 1753.10 | 80 | 0 (0.00%) | - | 11 | 0 | 11 |
| 15 May | 1728.10 | 80 | 0 (0.00%) | - | 0 | 0 | 11 |
| 14 May | 1740.20 | 80 | 0 (0.00%) | 0 | 0 | 0 | 11 |
| 13 May | 1728.90 | 80 | 0.6 (0.76%) | 22.78 | 11 | 11 | 11 |
| 12 May | 1744.80 | 0 | -79.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1794.20 | 0 | -79.4 (-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 1780 expiring on 30JUN2026
Delta for 1780 PE is -0.63
Historical price for 1780 PE is as follows
On 2 Jun BAJAJFINSV was trading at 1734.70. The strike last trading price was 62, which was 13 higher than the previous day. The implied volatity was 20.8, the open interest changed by -6 which decreased total open position to 645
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 47, which was 12 higher than the previous day. The implied volatity was 20.51, the open interest changed by 241 which increased total open position to 654
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 36, which was 8 higher than the previous day. The implied volatity was 19.75, the open interest changed by 38 which increased total open position to 414
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 27, which was -9 lower than the previous day. The implied volatity was 20.08, the open interest changed by 50 which increased total open position to 377
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 35, which was 1 higher than the previous day. The implied volatity was 22.24, the open interest changed by 120 which increased total open position to 329
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 33, which was -20 lower than the previous day. The implied volatity was 22.26, the open interest changed by 31 which increased total open position to 208
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 51, which was -13 lower than the previous day. The implied volatity was 22.05, the open interest changed by 81 which increased total open position to 177
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 64, which was 8 higher than the previous day. The implied volatity was 23.49, the open interest changed by 24 which increased total open position to 86
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 56, which was -24 lower than the previous day. The implied volatity was 25.11, the open interest changed by 50 which increased total open position to 61
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 80, 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 11
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 80, which was 0.6 higher than the previous day. The implied volatity was 22.78, the open interest changed by 11 which increased total open position to 11
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 0, which was -79.4 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 -79.4 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
