Historical option data for BAJAJFINSV
26 May 2026 04:10 PM IST
| BAJAJFINSV 30-Jun-2026 (34d) 1820 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.02
Theta: -0.82
Gamma: 0.00316
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 1800.70 | 46.8 | -3.6 (-7.14%) | 22.49 | 939 | 426 | 572 | |||||||||
| 25 May | 1807.40 | 51.5 | 15.85 (44.46%) | 22.65 | 308 | 40 | 144 | |||||||||
| 22 May | 1766.00 | 37.5 | 2.7 (7.76%) | 23.67 | 150 | 16 | 104 | |||||||||
| 21 May | 1752.20 | 34.8 | -7.2 (-17.14%) | 24.98 | 163 | 78 | 88 | |||||||||
| 20 May | 1772.00 | 42 | 4 (10.53%) | 24 | 3 | -1 | 10 | |||||||||
| 19 May | 1749.80 | 38 | 0 (0.00%) | 25.64 | 0 | 0 | 11 | |||||||||
| 18 May | 1753.10 | 38 | 9 (31.03%) | 25.64 | 28 | 9 | 10 | |||||||||
| 15 May | 1728.10 | 29 | -48.5 (-62.58%) | 24.11 | 1 | 1 | 1 | |||||||||
| 14 May | 1740.20 | 0 | -77.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 1728.90 | 0 | -77.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 1744.80 | 0 | -77.5 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1794.20 | 0 | -77.5 (-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 1820 expiring on 30JUN2026
Delta for 1820 CE is 0.49
Historical price for 1820 CE is as follows
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 46.8, which was -3.6 lower than the previous day. The implied volatity was 22.49, the open interest changed by 426 which increased total open position to 572
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 51.5, which was 15.85 higher than the previous day. The implied volatity was 22.65, the open interest changed by 40 which increased total open position to 144
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 37.5, which was 2.7 higher than the previous day. The implied volatity was 23.67, the open interest changed by 16 which increased total open position to 104
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 34.8, which was -7.2 lower than the previous day. The implied volatity was 24.98, the open interest changed by 78 which increased total open position to 88
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 42, which was 4 higher than the previous day. The implied volatity was 24, the open interest changed by -1 which decreased total open position to 10
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 38, which was 0 lower than the previous day. The implied volatity was 25.64, 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 38, which was 9 higher than the previous day. The implied volatity was 25.64, the open interest changed by 9 which increased total open position to 10
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 29, which was -48.5 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 1
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 0, which was -77.5 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 -77.5 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 -77.5 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 -77.5 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 (34d) 1820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.02
Theta: -0.49
Gamma: 0.00344
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 1800.70 | 51 | 1 (2.00%) | 20.64 | 287 | 46 | 136 |
| 25 May | 1807.40 | 49 | -23 (-31.94%) | 21.59 | 160 | 78 | 87 |
| 22 May | 1766.00 | 72 | -14 (-16.28%) | 22.84 | 6 | 6 | 9 |
| 21 May | 1752.20 | 86 | -2 (-2.27%) | 23.52 | 1 | 0 | 2 |
| 20 May | 1772.00 | 88 | -26 (-22.81%) | 24.03 | 2 | 1 | 2 |
| 19 May | 1749.80 | 116 | 116 | - | 2 | 0 | 1 |
| 18 May | 1753.10 | 116 | 116 (0.00%) | - | 2 | 0 | 1 |
| 15 May | 1728.10 | 113.75 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 1740.20 | 113.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 1728.90 | 113.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 1744.80 | 113.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 1794.20 | 113.75 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 1818.30 | 113.75 | -1.8 (-1.56%) | - | 0 | 0 | 1 |
| 7 May | 1824.50 | 113.75 | -1.8 (-1.56%) | - | 0 | 0 | 1 |
| 6 May | 1836.10 | 113.75 | -1.8 (-1.56%) | - | 0 | 0 | 1 |
| 5 May | 1794.60 | 113.75 | -1.8 (-1.56%) | - | 0 | 0 | 1 |
| 4 May | 1770.40 | 113.75 | -1.8 (-1.56%) | - | 0 | 0 | 1 |
| 30 Apr | 1747.20 | 113.75 | 13.35 (13.30%) | 27.34 | 2 | 1 | 1 |
| 29 Apr | 1764.20 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1820 expiring on 30JUN2026
Delta for 1820 PE is -0.52
Historical price for 1820 PE is as follows
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 51, which was 1 higher than the previous day. The implied volatity was 20.64, the open interest changed by 46 which increased total open position to 136
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 49, which was -23 lower than the previous day. The implied volatity was 21.59, the open interest changed by 78 which increased total open position to 87
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 72, which was -14 lower than the previous day. The implied volatity was 22.84, the open interest changed by 6 which increased total open position to 9
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 86, which was -2 lower than the previous day. The implied volatity was 23.52, the open interest changed by 0 which decreased total open position to 2
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 88, which was -26 lower than the previous day. The implied volatity was 24.03, the open interest changed by 1 which increased total open position to 2
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 116, which was 116 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 116, which was 116 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 113.75, 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 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 113.75, 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 1
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 113.75, 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 1
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 113.75, 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 1
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 113.75, 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 1
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 113.75, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 113.75, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 113.75, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 113.75, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 May BAJAJFINSV was trading at 1770.40. The strike last trading price was 113.75, which was -1.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr BAJAJFINSV was trading at 1747.20. The strike last trading price was 113.75, which was 13.35 higher than the previous day. The implied volatity was 27.34, the open interest changed by 1 which increased total open position to 1
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
