BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Apr 2026 01:38 PM IST
| BAJAJFINSV 28-Apr-2026 (4d) 1820 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0
Theta: -1.39
Gamma: 0.00429
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 1762.00 | 3.75 | -6.800000000000001 | 27.04 | 1,969 | 2 | 1,320 | |||||||||
| 23 Apr | 1792.60 | 9.45 | -30.400000000000002 | 25.16 | 5,046 | 849 | 1,288 | |||||||||
| 22 Apr | 1842.90 | 38.35 | -7.899999999999999 | 30.12 | 365 | -3 | 439 | |||||||||
| 21 Apr | 1851.40 | 45.15 | 8.449999999999996 | 21.92 | 831 | -65 | 443 | |||||||||
| 20 Apr | 1830.60 | 36.55 | -7.900000000000006 | 29.91 | 936 | 33 | 514 | |||||||||
| 17 Apr | 1838.90 | 42.6 | 0.6000000000000014 | 24.06 | 1,012 | 36 | 479 | |||||||||
| 16 Apr | 1829.90 | 40.55 | -0.45000000000000284 | 27.12 | 915 | -42 | 443 | |||||||||
| 15 Apr | 1825.80 | 40.15 | 11.25 | 24.07 | 1,850 | 95 | 484 | |||||||||
| 13 Apr | 1788.30 | 29.25 | -10.950000000000003 | 27.55 | 824 | 59 | 395 | |||||||||
| 10 Apr | 1809.20 | 38.45 | 12.850000000000001 | 27.32 | 1,578 | 41 | 336 | |||||||||
| 9 Apr | 1767.70 | 25.7 | -8.45 | 28.5 | 542 | 17 | 297 | |||||||||
| 8 Apr | 1784.60 | 35.3 | 24.3 | 27.21 | 1,064 | 82 | 283 | |||||||||
| 7 Apr | 1684.40 | 10.65 | 0.1 | 30.16 | 115 | -9 | 201 | |||||||||
| 6 Apr | 1672.30 | 10.2 | 1.15 | 30.88 | 151 | 45 | 211 | |||||||||
| 2 Apr | 1640.70 | 9.1 | -1.9 | 31.7 | 138 | 27 | 152 | |||||||||
| 1 Apr | 1647.00 | 11.35 | -1.1 | 31.58 | 160 | 25 | 125 | |||||||||
| 30 Mar | 1631.80 | 12.55 | -9 | 33.77 | 164 | 20 | 99 | |||||||||
| 27 Mar | 1694.70 | 21.45 | -11.55 | 29.65 | 158 | 46 | 78 | |||||||||
| 25 Mar | 1746.20 | 33.4 | 13.8 | 25.99 | 6 | 3 | 31 | |||||||||
| 24 Mar | 1704.40 | 19.6 | -10.4 | - | 0 | 0 | 28 | |||||||||
| 23 Mar | 1675.50 | 19.6 | -10.4 | 31.01 | 3 | 0 | 27 | |||||||||
| 20 Mar | 1710.30 | 30 | 2.15 | 27.42 | 2 | 1 | 26 | |||||||||
| 19 Mar | 1714.90 | 27.85 | -21.15 | 25.01 | 27 | 16 | 24 | |||||||||
| 18 Mar | 1791.80 | 48.3 | 1.3 | 22.09 | 6 | 4 | 7 | |||||||||
| 17 Mar | 1774.70 | 47 | -13.2 | 24.51 | 2 | 0 | 1 | |||||||||
| 16 Mar | 1773.90 | 60.2 | -198 | 31.24 | 0 | 0 | 0 | |||||||||
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| 13 Mar | 1738.00 | 258.2 | 0 | 2.1 | 0 | 0 | 0 | |||||||||
| 12 Mar | 1770.80 | 258.2 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 11 Mar | 1795.30 | 258.2 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 10 Mar | 1867.80 | 258.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 1841.50 | 258.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 1868.90 | 258.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 1911.80 | 258.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 1889.30 | 258.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1820 expiring on 28APR2026
Delta for 1820 CE is 0.14
Historical price for 1820 CE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 3.75, which was -6.800000000000001 lower than the previous day. The implied volatity was 27.04, the open interest changed by 2 which increased total open position to 1320
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 9.45, which was -30.400000000000002 lower than the previous day. The implied volatity was 25.16, the open interest changed by 849 which increased total open position to 1288
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 38.35, which was -7.899999999999999 lower than the previous day. The implied volatity was 30.12, the open interest changed by -3 which decreased total open position to 439
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 45.15, which was 8.449999999999996 higher than the previous day. The implied volatity was 21.92, the open interest changed by -65 which decreased total open position to 443
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 36.55, which was -7.900000000000006 lower than the previous day. The implied volatity was 29.91, the open interest changed by 33 which increased total open position to 514
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 42.6, which was 0.6000000000000014 higher than the previous day. The implied volatity was 24.06, the open interest changed by 36 which increased total open position to 479
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 40.55, which was -0.45000000000000284 lower than the previous day. The implied volatity was 27.12, the open interest changed by -42 which decreased total open position to 443
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 40.15, which was 11.25 higher than the previous day. The implied volatity was 24.07, the open interest changed by 95 which increased total open position to 484
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 29.25, which was -10.950000000000003 lower than the previous day. The implied volatity was 27.55, the open interest changed by 59 which increased total open position to 395
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 38.45, which was 12.850000000000001 higher than the previous day. The implied volatity was 27.32, the open interest changed by 41 which increased total open position to 336
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 25.7, which was -8.45 lower than the previous day. The implied volatity was 28.5, the open interest changed by 17 which increased total open position to 297
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 35.3, which was 24.3 higher than the previous day. The implied volatity was 27.21, the open interest changed by 82 which increased total open position to 283
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 10.65, which was 0.1 higher than the previous day. The implied volatity was 30.16, the open interest changed by -9 which decreased total open position to 201
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 10.2, which was 1.15 higher than the previous day. The implied volatity was 30.88, the open interest changed by 45 which increased total open position to 211
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 9.1, which was -1.9 lower than the previous day. The implied volatity was 31.7, the open interest changed by 27 which increased total open position to 152
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 11.35, which was -1.1 lower than the previous day. The implied volatity was 31.58, the open interest changed by 25 which increased total open position to 125
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 12.55, which was -9 lower than the previous day. The implied volatity was 33.77, the open interest changed by 20 which increased total open position to 99
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 21.45, which was -11.55 lower than the previous day. The implied volatity was 29.65, the open interest changed by 46 which increased total open position to 78
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 33.4, which was 13.8 higher than the previous day. The implied volatity was 25.99, the open interest changed by 3 which increased total open position to 31
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 19.6, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 19.6, which was -10.4 lower than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 27
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 30, which was 2.15 higher than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 26
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 27.85, which was -21.15 lower than the previous day. The implied volatity was 25.01, the open interest changed by 16 which increased total open position to 24
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 48.3, which was 1.3 higher than the previous day. The implied volatity was 22.09, the open interest changed by 4 which increased total open position to 7
On 17 Mar BAJAJFINSV was trading at 1774.70. The strike last trading price was 47, which was -13.2 lower than the previous day. The implied volatity was 24.51, 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 60.2, which was -198 lower than the previous day. The implied volatity was 31.24, 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 258.2, which was 0 lower than the previous day. The implied volatity was 2.1, 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 258.2, which was 0 lower than the previous day. The implied volatity was 1, 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 258.2, which was 0 lower than the previous day. The implied volatity was 0.02, 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 258.2, 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 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 258.2, 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 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 258.2, 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 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 258.2, 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 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 258.2, 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
| BAJAJFINSV 28-Apr-2026 (4d) 1820 PE | |||||||
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Delta: -0.84
Vega: 0
Theta: -1.26
Gamma: 0.00436
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 1762.00 | 61.55 | 20.099999999999994 | 28.2 | 549 | -118 | 285 |
| 23 Apr | 1792.60 | 44.05 | 29.249999999999996 | 28.45 | 1,311 | -132 | 411 |
| 22 Apr | 1842.90 | 15.75 | -0.3999999999999986 | 24.33 | 780 | 33 | 539 |
| 21 Apr | 1851.40 | 16.3 | -12.149999999999999 | 28.57 | 1,066 | -47 | 510 |
| 20 Apr | 1830.60 | 28.35 | 2.450000000000003 | 28.98 | 1,098 | 26 | 556 |
| 17 Apr | 1838.90 | 27 | -5.5 | 28.71 | 1,171 | 121 | 530 |
| 16 Apr | 1829.90 | 32.05 | -2.5500000000000043 | 30.31 | 1,139 | 26 | 410 |
| 15 Apr | 1825.80 | 35.1 | -23.299999999999997 | 29.59 | 1,426 | 255 | 385 |
| 13 Apr | 1788.30 | 57.65 | 13.299999999999997 | 29.78 | 110 | -19 | 129 |
| 10 Apr | 1809.20 | 44.3 | -26.650000000000006 | 26.18 | 300 | 32 | 148 |
| 9 Apr | 1767.70 | 72.5 | 13.65 | 26.64 | 142 | 37 | 116 |
| 8 Apr | 1784.60 | 57.4 | -136.4 | 27.44 | 169 | 76 | 86 |
| 7 Apr | 1684.40 | 193.8 | 93.8 | - | 0 | 0 | 10 |
| 6 Apr | 1672.30 | 193.8 | 93.8 | - | 0 | 0 | 10 |
| 2 Apr | 1640.70 | 193.8 | 93.8 | - | 0 | 0 | 10 |
| 1 Apr | 1647.00 | 193.8 | 93.8 | - | 0 | 0 | 10 |
| 30 Mar | 1631.80 | 193.8 | 93.8 | 42.28 | 6 | -1 | 10 |
| 27 Mar | 1694.70 | 100 | -6.5 | - | 0 | 0 | 11 |
| 25 Mar | 1746.20 | 100 | -6.5 | 32.35 | 2 | 1 | 10 |
| 24 Mar | 1704.40 | 106.5 | 42.5 | - | 0 | 0 | 9 |
| 23 Mar | 1675.50 | 106.5 | 42.5 | - | 0 | 0 | 9 |
| 20 Mar | 1710.30 | 106.5 | 42.5 | - | 0 | 0 | 9 |
| 19 Mar | 1714.90 | 106.5 | 42.5 | 25.42 | 8 | 0 | 9 |
| 18 Mar | 1791.80 | 64 | -68.1 | 24.61 | 8 | 0 | 1 |
| 17 Mar | 1774.70 | 132.1 | 118 | - | 0 | 0 | 1 |
| 16 Mar | 1773.90 | 132.1 | 118 | 46.37 | 0 | 0 | 0 |
| 13 Mar | 1738.00 | 14.1 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1770.80 | 14.1 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1795.30 | 14.1 | 0 | 0.03 | 0 | 0 | 0 |
| 10 Mar | 1867.80 | 14.1 | 0 | 2.93 | 0 | 0 | 0 |
| 9 Mar | 1841.50 | 14.1 | 0 | 1.93 | 0 | 0 | 0 |
| 6 Mar | 1868.90 | 14.1 | 0 | 2.97 | 0 | 0 | 0 |
| 5 Mar | 1911.80 | 14.1 | 0 | 4.26 | 0 | 0 | 0 |
| 4 Mar | 1889.30 | 14.1 | 0 | 3.38 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1820 expiring on 28APR2026
Delta for 1820 PE is -0.84
Historical price for 1820 PE is as follows
On 24 Apr BAJAJFINSV was trading at 1762.00. The strike last trading price was 61.55, which was 20.099999999999994 higher than the previous day. The implied volatity was 28.2, the open interest changed by -118 which decreased total open position to 285
On 23 Apr BAJAJFINSV was trading at 1792.60. The strike last trading price was 44.05, which was 29.249999999999996 higher than the previous day. The implied volatity was 28.45, the open interest changed by -132 which decreased total open position to 411
On 22 Apr BAJAJFINSV was trading at 1842.90. The strike last trading price was 15.75, which was -0.3999999999999986 lower than the previous day. The implied volatity was 24.33, the open interest changed by 33 which increased total open position to 539
On 21 Apr BAJAJFINSV was trading at 1851.40. The strike last trading price was 16.3, which was -12.149999999999999 lower than the previous day. The implied volatity was 28.57, the open interest changed by -47 which decreased total open position to 510
On 20 Apr BAJAJFINSV was trading at 1830.60. The strike last trading price was 28.35, which was 2.450000000000003 higher than the previous day. The implied volatity was 28.98, the open interest changed by 26 which increased total open position to 556
On 17 Apr BAJAJFINSV was trading at 1838.90. The strike last trading price was 27, which was -5.5 lower than the previous day. The implied volatity was 28.71, the open interest changed by 121 which increased total open position to 530
On 16 Apr BAJAJFINSV was trading at 1829.90. The strike last trading price was 32.05, which was -2.5500000000000043 lower than the previous day. The implied volatity was 30.31, the open interest changed by 26 which increased total open position to 410
On 15 Apr BAJAJFINSV was trading at 1825.80. The strike last trading price was 35.1, which was -23.299999999999997 lower than the previous day. The implied volatity was 29.59, the open interest changed by 255 which increased total open position to 385
On 13 Apr BAJAJFINSV was trading at 1788.30. The strike last trading price was 57.65, which was 13.299999999999997 higher than the previous day. The implied volatity was 29.78, the open interest changed by -19 which decreased total open position to 129
On 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 44.3, which was -26.650000000000006 lower than the previous day. The implied volatity was 26.18, the open interest changed by 32 which increased total open position to 148
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 72.5, which was 13.65 higher than the previous day. The implied volatity was 26.64, the open interest changed by 37 which increased total open position to 116
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 57.4, which was -136.4 lower than the previous day. The implied volatity was 27.44, the open interest changed by 76 which increased total open position to 86
On 7 Apr BAJAJFINSV was trading at 1684.40. The strike last trading price was 193.8, which was 93.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 193.8, which was 93.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 193.8, which was 93.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Apr BAJAJFINSV was trading at 1647.00. The strike last trading price was 193.8, which was 93.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 30 Mar BAJAJFINSV was trading at 1631.80. The strike last trading price was 193.8, which was 93.8 higher than the previous day. The implied volatity was 42.28, the open interest changed by -1 which decreased total open position to 10
On 27 Mar BAJAJFINSV was trading at 1694.70. The strike last trading price was 100, which was -6.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 25 Mar BAJAJFINSV was trading at 1746.20. The strike last trading price was 100, which was -6.5 lower than the previous day. The implied volatity was 32.35, the open interest changed by 1 which increased total open position to 10
On 24 Mar BAJAJFINSV was trading at 1704.40. The strike last trading price was 106.5, which was 42.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Mar BAJAJFINSV was trading at 1675.50. The strike last trading price was 106.5, which was 42.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Mar BAJAJFINSV was trading at 1710.30. The strike last trading price was 106.5, which was 42.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Mar BAJAJFINSV was trading at 1714.90. The strike last trading price was 106.5, which was 42.5 higher than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 9
On 18 Mar BAJAJFINSV was trading at 1791.80. The strike last trading price was 64, which was -68.1 lower than the previous day. The implied volatity was 24.61, 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 132.1, which was 118 higher 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 132.1, which was 118 higher than the previous day. The implied volatity was 46.37, 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 14.1, 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 14.1, 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 14.1, which was 0 lower than the previous day. The implied volatity was 0.03, 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 14.1, which was 0 lower than the previous day. The implied volatity was 2.93, 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 14.1, which was 0 lower than the previous day. The implied volatity was 1.93, 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 14.1, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 14.1, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
