Historical option data for BAJAJFINSV
22 Jun 2026 01:20 PM IST
| BAJAJFINSV 28-Jul-2026 (36d) 1800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.02
Theta: -0.87
Gamma: 0.00288
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 1780.70 | 51 | 3.95 (8.40%) | 24.65 | 97 | 29 | 262 | |||||||||
| 19 Jun | 1769.40 | 46.1 | -3.15 (-6.40%) | 24.05 | 62 | 14 | 233 | |||||||||
| 18 Jun | 1771.70 | 49.8 | 3 (6.41%) | 24.53 | 108 | 25 | 217 | |||||||||
| 17 Jun | 1764.60 | 46.9 | -9 (-16.10%) | 24.51 | 177 | 36 | 192 | |||||||||
| 16 Jun | 1787.30 | 55 | 14.8 (36.82%) | 23.18 | 134 | -3 | 156 | |||||||||
| 15 Jun | 1750.20 | 39.8 | 16.75 (72.67%) | 23.44 | 200 | 26 | 159 | |||||||||
| 12 Jun | 1689.10 | 23 | 9 (64.29%) | 24.31 | 51 | -11 | 132 | |||||||||
| 11 Jun | 1645.10 | 14.75 | -5.25 (-26.25%) | 24.78 | 94 | -8 | 143 | |||||||||
| 10 Jun | 1664.20 | 19.5 | -7.5 (-27.78%) | 25.01 | 121 | 84 | 151 | |||||||||
| 9 Jun | 1693.10 | 26.55 | 2.65 (11.09%) | 24.74 | 28 | 20 | 66 | |||||||||
| 8 Jun | 1674.60 | 21.85 | -11.35 (-34.19%) | 25.17 | 28 | 10 | 48 | |||||||||
| 5 Jun | 1703.20 | 33.2 | -2.6 (-7.26%) | 24.88 | 36 | 19 | 38 | |||||||||
| 4 Jun | 1709.80 | 35.8 | -10.7 (-23.01%) | 24.9 | 1 | 0 | 20 | |||||||||
| 3 Jun | 1734.40 | 46.5 | 1.4 (3.10%) | 24.35 | 3 | 0 | 18 | |||||||||
| 2 Jun | 1741.40 | 45.1 | -62.8 (-58.20%) | 22.13 | 20 | 16 | 16 | |||||||||
| 1 Jun | 1758.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 1783.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1800 expiring on 28JUL2026
Delta for 1800 CE is 0.49
Historical price for 1800 CE is as follows
On 22 Jun BAJAJFINSV was trading at 1780.70. The strike last trading price was 51, which was 3.95 higher than the previous day. The implied volatity was 24.65, the open interest changed by 29 which increased total open position to 262
On 19 Jun BAJAJFINSV was trading at 1769.40. The strike last trading price was 46.1, which was -3.15 lower than the previous day. The implied volatity was 24.05, the open interest changed by 14 which increased total open position to 233
On 18 Jun BAJAJFINSV was trading at 1771.70. The strike last trading price was 49.8, which was 3 higher than the previous day. The implied volatity was 24.53, the open interest changed by 25 which increased total open position to 217
On 17 Jun BAJAJFINSV was trading at 1764.60. The strike last trading price was 46.9, which was -9 lower than the previous day. The implied volatity was 24.51, the open interest changed by 36 which increased total open position to 192
On 16 Jun BAJAJFINSV was trading at 1787.30. The strike last trading price was 55, which was 14.8 higher than the previous day. The implied volatity was 23.18, the open interest changed by -3 which decreased total open position to 156
On 15 Jun BAJAJFINSV was trading at 1750.20. The strike last trading price was 39.8, which was 16.75 higher than the previous day. The implied volatity was 23.44, the open interest changed by 26 which increased total open position to 159
On 12 Jun BAJAJFINSV was trading at 1689.10. The strike last trading price was 23, which was 9 higher than the previous day. The implied volatity was 24.31, the open interest changed by -11 which decreased total open position to 132
On 11 Jun BAJAJFINSV was trading at 1645.10. The strike last trading price was 14.75, which was -5.25 lower than the previous day. The implied volatity was 24.78, the open interest changed by -8 which decreased total open position to 143
On 10 Jun BAJAJFINSV was trading at 1664.20. The strike last trading price was 19.5, which was -7.5 lower than the previous day. The implied volatity was 25.01, the open interest changed by 84 which increased total open position to 151
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 26.55, which was 2.65 higher than the previous day. The implied volatity was 24.74, the open interest changed by 20 which increased total open position to 66
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 21.85, which was -11.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 10 which increased total open position to 48
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 33.2, which was -2.6 lower than the previous day. The implied volatity was 24.88, the open interest changed by 19 which increased total open position to 38
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 35.8, which was -10.7 lower than the previous day. The implied volatity was 24.9, the open interest changed by 0 which decreased total open position to 20
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 46.5, which was 1.4 higher than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 18
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 45.1, which was -62.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by 16 which increased total open position to 16
On 1 Jun BAJAJFINSV was trading at 1758.90. 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 29 May BAJAJFINSV was trading at 1783.60. 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
| BAJAJFINSV 28-Jul-2026 (36d) 1800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.02
Theta: -0.54
Gamma: 0.00312
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 1780.70 | 55 | -6 (-9.84%) | 22.72 | 24 | 17 | 208 |
| 19 Jun | 1769.40 | 62 | 2 (3.33%) | 21.82 | 5 | 1 | 191 |
| 18 Jun | 1771.70 | 60 | -5 (-7.69%) | 21.73 | 25 | 17 | 190 |
| 17 Jun | 1764.60 | 64 | 8 (14.29%) | 20.72 | 103 | 75 | 174 |
| 16 Jun | 1787.30 | 56 | -23 (-29.11%) | 22.74 | 66 | 3 | 72 |
| 15 Jun | 1750.20 | 77 | -68 (-46.90%) | 23.39 | 76 | 25 | 70 |
| 12 Jun | 1689.10 | 145 | 0.15 (0.10%) | 21.37 | 3 | 2 | 44 |
| 11 Jun | 1645.10 | 144.85 | 14.85 (11.42%) | 19.8 | 2 | 0 | 41 |
| 10 Jun | 1664.20 | 130 | 11.15 (9.38%) | 20.82 | 3 | 0 | 41 |
| 9 Jun | 1693.10 | 118.85 | -9.15 (-7.15%) | 22.86 | 3 | 0 | 41 |
| 8 Jun | 1674.60 | 128 | 38 (42.22%) | 22.53 | 40 | 29 | 31 |
| 5 Jun | 1703.20 | 90 | 28 (45.16%) | 20.82 | 1 | 1 | 2 |
| 4 Jun | 1709.80 | 62 | 62 | - | 1 | 0 | 1 |
| 3 Jun | 1734.40 | 62 | 62 (0.00%) | - | 1 | 0 | 1 |
| 2 Jun | 1741.40 | 62 | 0 (0.00%) | - | 1 | 0 | 1 |
| 1 Jun | 1758.90 | 62 | 0 (0.00%) | 23.7 | 1 | 0 | 1 |
| 29 May | 1783.60 | 62 | -41.1 (-39.86%) | 23.7 | 1 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1800 expiring on 28JUL2026
Delta for 1800 PE is -0.51
Historical price for 1800 PE is as follows
On 22 Jun BAJAJFINSV was trading at 1780.70. The strike last trading price was 55, which was -6 lower than the previous day. The implied volatity was 22.72, the open interest changed by 17 which increased total open position to 208
On 19 Jun BAJAJFINSV was trading at 1769.40. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was 21.82, the open interest changed by 1 which increased total open position to 191
On 18 Jun BAJAJFINSV was trading at 1771.70. The strike last trading price was 60, which was -5 lower than the previous day. The implied volatity was 21.73, the open interest changed by 17 which increased total open position to 190
On 17 Jun BAJAJFINSV was trading at 1764.60. The strike last trading price was 64, which was 8 higher than the previous day. The implied volatity was 20.72, the open interest changed by 75 which increased total open position to 174
On 16 Jun BAJAJFINSV was trading at 1787.30. The strike last trading price was 56, which was -23 lower than the previous day. The implied volatity was 22.74, the open interest changed by 3 which increased total open position to 72
On 15 Jun BAJAJFINSV was trading at 1750.20. The strike last trading price was 77, which was -68 lower than the previous day. The implied volatity was 23.39, the open interest changed by 25 which increased total open position to 70
On 12 Jun BAJAJFINSV was trading at 1689.10. The strike last trading price was 145, which was 0.15 higher than the previous day. The implied volatity was 21.37, the open interest changed by 2 which increased total open position to 44
On 11 Jun BAJAJFINSV was trading at 1645.10. The strike last trading price was 144.85, which was 14.85 higher than the previous day. The implied volatity was 19.8, the open interest changed by 0 which decreased total open position to 41
On 10 Jun BAJAJFINSV was trading at 1664.20. The strike last trading price was 130, which was 11.15 higher than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 41
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 118.85, which was -9.15 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 41
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 128, which was 38 higher than the previous day. The implied volatity was 22.53, the open interest changed by 29 which increased total open position to 31
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 90, which was 28 higher than the previous day. The implied volatity was 20.82, the open interest changed by 1 which increased total open position to 2
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 62, which was 62 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 62, which was 62 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was 23.7, the open interest changed by 0 which decreased total open position to 1
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 62, which was -41.1 lower than the previous day. The implied volatity was 23.7, the open interest changed by 0 which decreased total open position to 0
