BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
13 Mar 2025 04:11 PM IST
| BAJAJFINSV 27MAR2025 1820 CE | ||||||||||
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Delta: 0.48
Vega: 1.41
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1807.45 | 28.95 | -7.9 | 22.54 | 1,909 | 126 | 545 | |||
| 12 Mar | 1819.45 | 37.9 | 4.7 | 22.42 | 1,923 | 57 | 417 | |||
| 11 Mar | 1805.40 | 34.6 | -17.2 | 24.14 | 2,307 | 80 | 364 | |||
| 10 Mar | 1840.35 | 50.2 | -7.45 | 22.73 | 184 | 11 | 280 | |||
| 7 Mar | 1845.30 | 55.05 | -2.15 | 22.82 | 337 | -31 | 269 | |||
| 6 Mar | 1845.45 | 56.4 | 20.05 | 21.56 | 2,761 | -39 | 306 | |||
| 5 Mar | 1801.80 | 37.1 | 2.9 | 21.84 | 2,895 | 86 | 348 | |||
| 4 Mar | 1790.30 | 33.05 | -28.15 | 23.16 | 1,007 | 120 | 268 | |||
| 3 Mar | 1838.55 | 62.9 | -24.05 | 24.20 | 578 | 110 | 146 | |||
| 28 Feb | 1872.30 | 88.7 | -37.25 | 25.41 | 44 | 15 | 35 | |||
| 27 Feb | 1925.55 | 125.95 | 32.7 | 23.99 | 1 | 0 | 20 | |||
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| 26 Feb | 1875.10 | 93.25 | 13.5 | 25.33 | 10 | -5 | 19 | |||
| 25 Feb | 1875.10 | 93.25 | 13.5 | 25.33 | 10 | -6 | 19 | |||
| 24 Feb | 1857.80 | 79.25 | -8.75 | 20.87 | 32 | 25 | 26 | |||
| 21 Feb | 1879.35 | 88 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Feb | 1881.25 | 88 | 10.35 | 16.26 | 2 | 0 | 1 | |||
| 19 Feb | 1875.35 | 77.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 1893.70 | 77.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 1894.85 | 77.65 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 1841.30 | 77.65 | 0 | 0.00 | 0 | 1 | 0 | |||
| 13 Feb | 1849.25 | 77.65 | 25.75 | 21.63 | 1 | 0 | 0 | |||
| 12 Feb | 1788.70 | 51.9 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 1744.85 | 51.9 | 0 | 0.00 | 0 | -1 | 0 | |||
| 10 Feb | 1792.40 | 51.9 | -13.5 | 22.13 | 1 | 0 | 0 | |||
| 7 Feb | 1798.35 | 65.4 | 28 | 24.42 | 1 | 0 | 0 | |||
| 6 Feb | 1788.00 | 37.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Feb | 1796.75 | 37.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Feb | 1813.25 | 37.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Feb | 1794.85 | 37.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 1754.00 | 37.4 | -20.6 | 18.77 | 2 | 1 | 1 | |||
For Bajaj Finserv Ltd. - strike price 1820 expiring on 27MAR2025
Delta for 1820 CE is 0.48
Historical price for 1820 CE is as follows
On 13 Mar BAJAJFINSV was trading at 1807.45. The strike last trading price was 28.95, which was -7.9 lower than the previous day. The implied volatity was 22.54, the open interest changed by 126 which increased total open position to 545
On 12 Mar BAJAJFINSV was trading at 1819.45. The strike last trading price was 37.9, which was 4.7 higher than the previous day. The implied volatity was 22.42, the open interest changed by 57 which increased total open position to 417
On 11 Mar BAJAJFINSV was trading at 1805.40. The strike last trading price was 34.6, which was -17.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by 80 which increased total open position to 364
On 10 Mar BAJAJFINSV was trading at 1840.35. The strike last trading price was 50.2, which was -7.45 lower than the previous day. The implied volatity was 22.73, the open interest changed by 11 which increased total open position to 280
On 7 Mar BAJAJFINSV was trading at 1845.30. The strike last trading price was 55.05, which was -2.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by -31 which decreased total open position to 269
On 6 Mar BAJAJFINSV was trading at 1845.45. The strike last trading price was 56.4, which was 20.05 higher than the previous day. The implied volatity was 21.56, the open interest changed by -39 which decreased total open position to 306
On 5 Mar BAJAJFINSV was trading at 1801.80. The strike last trading price was 37.1, which was 2.9 higher than the previous day. The implied volatity was 21.84, the open interest changed by 86 which increased total open position to 348
On 4 Mar BAJAJFINSV was trading at 1790.30. The strike last trading price was 33.05, which was -28.15 lower than the previous day. The implied volatity was 23.16, the open interest changed by 120 which increased total open position to 268
On 3 Mar BAJAJFINSV was trading at 1838.55. The strike last trading price was 62.9, which was -24.05 lower than the previous day. The implied volatity was 24.20, the open interest changed by 110 which increased total open position to 146
On 28 Feb BAJAJFINSV was trading at 1872.30. The strike last trading price was 88.7, which was -37.25 lower than the previous day. The implied volatity was 25.41, the open interest changed by 15 which increased total open position to 35
On 27 Feb BAJAJFINSV was trading at 1925.55. The strike last trading price was 125.95, which was 32.7 higher than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 20
On 26 Feb BAJAJFINSV was trading at 1875.10. The strike last trading price was 93.25, which was 13.5 higher than the previous day. The implied volatity was 25.33, the open interest changed by -5 which decreased total open position to 19
On 25 Feb BAJAJFINSV was trading at 1875.10. The strike last trading price was 93.25, which was 13.5 higher than the previous day. The implied volatity was 25.33, the open interest changed by -6 which decreased total open position to 19
On 24 Feb BAJAJFINSV was trading at 1857.80. The strike last trading price was 79.25, which was -8.75 lower than the previous day. The implied volatity was 20.87, the open interest changed by 25 which increased total open position to 26
On 21 Feb BAJAJFINSV was trading at 1879.35. The strike last trading price was 88, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BAJAJFINSV was trading at 1881.25. The strike last trading price was 88, which was 10.35 higher than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 1
On 19 Feb BAJAJFINSV was trading at 1875.35. The strike last trading price was 77.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJAJFINSV was trading at 1893.70. The strike last trading price was 77.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJAJFINSV was trading at 1894.85. The strike last trading price was 77.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BAJAJFINSV was trading at 1841.30. The strike last trading price was 77.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Feb BAJAJFINSV was trading at 1849.25. The strike last trading price was 77.65, which was 25.75 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJFINSV was trading at 1788.70. The strike last trading price was 51.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJAJFINSV was trading at 1744.85. The strike last trading price was 51.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Feb BAJAJFINSV was trading at 1792.40. The strike last trading price was 51.9, which was -13.5 lower than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BAJAJFINSV was trading at 1798.35. The strike last trading price was 65.4, which was 28 higher than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJFINSV was trading at 1788.00. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJAJFINSV was trading at 1796.75. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJAJFINSV was trading at 1813.25. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJFINSV was trading at 1794.85. The strike last trading price was 37.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJFINSV was trading at 1754.00. The strike last trading price was 37.4, which was -20.6 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1 which increased total open position to 1
| BAJAJFINSV 27MAR2025 1820 PE | |||||||
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Delta: -0.52
Vega: 1.41
Theta: -0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1807.45 | 37.75 | 4.65 | 24.50 | 1,071 | 37 | 439 |
| 12 Mar | 1819.45 | 33.1 | -8.45 | 25.62 | 728 | 20 | 404 |
| 11 Mar | 1805.40 | 39.9 | 12.35 | 25.10 | 1,537 | -23 | 385 |
| 10 Mar | 1840.35 | 28.55 | 2.5 | 25.61 | 1,113 | 30 | 408 |
| 7 Mar | 1845.30 | 26.5 | -3 | 23.06 | 771 | 20 | 378 |
| 6 Mar | 1845.45 | 29.85 | -20.3 | 25.41 | 1,155 | 181 | 358 |
| 5 Mar | 1801.80 | 49.3 | -5.2 | 26.95 | 675 | -56 | 177 |
| 4 Mar | 1790.30 | 55.6 | 22.4 | 25.35 | 1,002 | -7 | 234 |
| 3 Mar | 1838.55 | 32 | 7.05 | 24.77 | 1,223 | 117 | 238 |
| 28 Feb | 1872.30 | 24.75 | 11.05 | 25.22 | 546 | -90 | 118 |
| 27 Feb | 1925.55 | 14.05 | -8.5 | 25.52 | 640 | 85 | 208 |
| 26 Feb | 1875.10 | 22.55 | -6 | 23.26 | 211 | 42 | 122 |
| 25 Feb | 1875.10 | 22.55 | -6 | 23.26 | 211 | 41 | 122 |
| 24 Feb | 1857.80 | 28.05 | 0.85 | 24.37 | 140 | 79 | 82 |
| 21 Feb | 1879.35 | 27.2 | 3.2 | 24.62 | 1 | 0 | 3 |
| 20 Feb | 1881.25 | 25.35 | -87.2 | 24.70 | 9 | 3 | 3 |
| 19 Feb | 1875.35 | 112.55 | 0 | 3.46 | 0 | 0 | 0 |
| 18 Feb | 1893.70 | 112.55 | 0 | 4.15 | 0 | 0 | 0 |
| 17 Feb | 1894.85 | 112.55 | 0 | 4.15 | 0 | 0 | 0 |
| 14 Feb | 1841.30 | 112.55 | 0 | 1.84 | 0 | 0 | 0 |
| 13 Feb | 1849.25 | 112.55 | 0 | 1.99 | 0 | 0 | 0 |
| 12 Feb | 1788.70 | 112.55 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1744.85 | 112.55 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1792.40 | 112.55 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1798.35 | 112.55 | 0 | 0.20 | 0 | 0 | 0 |
| 6 Feb | 1788.00 | 112.55 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1796.75 | 112.55 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1813.25 | 112.55 | 0 | 0.50 | 0 | 0 | 0 |
| 3 Feb | 1794.85 | 112.55 | 0 | 0.03 | 0 | 0 | 0 |
| 1 Feb | 1754.00 | 112.55 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1820 expiring on 27MAR2025
Delta for 1820 PE is -0.52
Historical price for 1820 PE is as follows
On 13 Mar BAJAJFINSV was trading at 1807.45. The strike last trading price was 37.75, which was 4.65 higher than the previous day. The implied volatity was 24.50, the open interest changed by 37 which increased total open position to 439
On 12 Mar BAJAJFINSV was trading at 1819.45. The strike last trading price was 33.1, which was -8.45 lower than the previous day. The implied volatity was 25.62, the open interest changed by 20 which increased total open position to 404
On 11 Mar BAJAJFINSV was trading at 1805.40. The strike last trading price was 39.9, which was 12.35 higher than the previous day. The implied volatity was 25.10, the open interest changed by -23 which decreased total open position to 385
On 10 Mar BAJAJFINSV was trading at 1840.35. The strike last trading price was 28.55, which was 2.5 higher than the previous day. The implied volatity was 25.61, the open interest changed by 30 which increased total open position to 408
On 7 Mar BAJAJFINSV was trading at 1845.30. The strike last trading price was 26.5, which was -3 lower than the previous day. The implied volatity was 23.06, the open interest changed by 20 which increased total open position to 378
On 6 Mar BAJAJFINSV was trading at 1845.45. The strike last trading price was 29.85, which was -20.3 lower than the previous day. The implied volatity was 25.41, the open interest changed by 181 which increased total open position to 358
On 5 Mar BAJAJFINSV was trading at 1801.80. The strike last trading price was 49.3, which was -5.2 lower than the previous day. The implied volatity was 26.95, the open interest changed by -56 which decreased total open position to 177
On 4 Mar BAJAJFINSV was trading at 1790.30. The strike last trading price was 55.6, which was 22.4 higher than the previous day. The implied volatity was 25.35, the open interest changed by -7 which decreased total open position to 234
On 3 Mar BAJAJFINSV was trading at 1838.55. The strike last trading price was 32, which was 7.05 higher than the previous day. The implied volatity was 24.77, the open interest changed by 117 which increased total open position to 238
On 28 Feb BAJAJFINSV was trading at 1872.30. The strike last trading price was 24.75, which was 11.05 higher than the previous day. The implied volatity was 25.22, the open interest changed by -90 which decreased total open position to 118
On 27 Feb BAJAJFINSV was trading at 1925.55. The strike last trading price was 14.05, which was -8.5 lower than the previous day. The implied volatity was 25.52, the open interest changed by 85 which increased total open position to 208
On 26 Feb BAJAJFINSV was trading at 1875.10. The strike last trading price was 22.55, which was -6 lower than the previous day. The implied volatity was 23.26, the open interest changed by 42 which increased total open position to 122
On 25 Feb BAJAJFINSV was trading at 1875.10. The strike last trading price was 22.55, which was -6 lower than the previous day. The implied volatity was 23.26, the open interest changed by 41 which increased total open position to 122
On 24 Feb BAJAJFINSV was trading at 1857.80. The strike last trading price was 28.05, which was 0.85 higher than the previous day. The implied volatity was 24.37, the open interest changed by 79 which increased total open position to 82
On 21 Feb BAJAJFINSV was trading at 1879.35. The strike last trading price was 27.2, which was 3.2 higher than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 3
On 20 Feb BAJAJFINSV was trading at 1881.25. The strike last trading price was 25.35, which was -87.2 lower than the previous day. The implied volatity was 24.70, the open interest changed by 3 which increased total open position to 3
On 19 Feb BAJAJFINSV was trading at 1875.35. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJAJFINSV was trading at 1893.70. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJAJFINSV was trading at 1894.85. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BAJAJFINSV was trading at 1841.30. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJAJFINSV was trading at 1849.25. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJFINSV was trading at 1788.70. The strike last trading price was 112.55, 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 Feb BAJAJFINSV was trading at 1744.85. The strike last trading price was 112.55, 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 Feb BAJAJFINSV was trading at 1792.40. The strike last trading price was 112.55, 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 Feb BAJAJFINSV was trading at 1798.35. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJFINSV was trading at 1788.00. The strike last trading price was 112.55, 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 Feb BAJAJFINSV was trading at 1796.75. The strike last trading price was 112.55, 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 Feb BAJAJFINSV was trading at 1813.25. The strike last trading price was 112.55, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJFINSV was trading at 1794.85. The strike last trading price was 112.55, 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 1 Feb BAJAJFINSV was trading at 1754.00. The strike last trading price was 112.55, 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
