BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
11 Mar 2026 04:11 PM IST
| BAJAJFINSV 30-MAR-2026 1860 CE | ||||||||||||||||
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Delta: 0.29
Vega: 1.4
Theta: -0.95
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 1795.30 | 16 | -28.15 | 22.17 | 6,931 | 1,113 | 6,357 | |||||||||
| 10 Mar | 1867.80 | 44.2 | 10.1 | 18.58 | 4,827 | 86 | 5,243 | |||||||||
| 9 Mar | 1841.50 | 33 | -15.9 | 20.99 | 10,736 | 4,620 | 5,152 | |||||||||
| 6 Mar | 1868.90 | 48.3 | -29.6 | 18.87 | 1,058 | 332 | 532 | |||||||||
| 5 Mar | 1911.80 | 76.15 | 10.7 | 18.5 | 290 | 6 | 201 | |||||||||
| 4 Mar | 1889.30 | 63.25 | -46.9 | 23.19 | 611 | 155 | 166 | |||||||||
| 2 Mar | 1941.90 | 110.15 | -92.45 | 25.99 | 22 | 9 | 10 | |||||||||
| 27 Feb | 1993.40 | 202.6 | 73.7 | - | 1 | 0 | 1 | |||||||||
| 26 Feb | 2041.30 | 202.6 | 73.7 | 23.64 | 1 | 0 | 0 | |||||||||
| 25 Feb | 2049.30 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 2043.30 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 2051.60 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
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| 20 Feb | 2058.50 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 2033.20 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 2060.60 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 2044.40 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 2050.90 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 2023.20 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 2037.10 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 2027.00 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 2027.90 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 2024.60 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 2024.20 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 2000.10 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 2019.60 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 2012.70 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1930.10 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1908.80 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 1952.60 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1948.10 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1940.30 | 128.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1860 expiring on 30MAR2026
Delta for 1860 CE is 0.29
Historical price for 1860 CE is as follows
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 16, which was -28.15 lower than the previous day. The implied volatity was 22.17, the open interest changed by 1113 which increased total open position to 6357
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 44.2, which was 10.1 higher than the previous day. The implied volatity was 18.58, the open interest changed by 86 which increased total open position to 5243
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 33, which was -15.9 lower than the previous day. The implied volatity was 20.99, the open interest changed by 4620 which increased total open position to 5152
On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 48.3, which was -29.6 lower than the previous day. The implied volatity was 18.87, the open interest changed by 332 which increased total open position to 532
On 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 76.15, which was 10.7 higher than the previous day. The implied volatity was 18.5, the open interest changed by 6 which increased total open position to 201
On 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 63.25, which was -46.9 lower than the previous day. The implied volatity was 23.19, the open interest changed by 155 which increased total open position to 166
On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 110.15, which was -92.45 lower than the previous day. The implied volatity was 25.99, the open interest changed by 9 which increased total open position to 10
On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 202.6, which was 73.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 202.6, which was 73.7 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 128.9, 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 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 128.9, 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 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 128.9, 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 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 128.9, 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 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 128.9, 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 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 128.9, 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 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 128.9, 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 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 128.9, 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 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 128.9, 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 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 128.9, 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 2027.00. The strike last trading price was 128.9, 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 2027.90. The strike last trading price was 128.9, 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 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 128.9, 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 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 128.9, 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 2000.10. The strike last trading price was 128.9, 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 2019.60. The strike last trading price was 128.9, 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 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 128.9, 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 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 128.9, 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 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 128.9, 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 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 128.9, 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 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 128.9, 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 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 128.9, 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 30MAR2026 1860 PE | |||||||
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Delta: -0.65
Vega: 1.51
Theta: -0.86
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 1795.30 | 81.5 | 48.85 | 30.2 | 1,698 | -327 | 1,310 |
| 10 Mar | 1867.80 | 31.65 | -19.2 | 23.91 | 2,387 | 848 | 1,633 |
| 9 Mar | 1841.50 | 52.15 | 13.55 | 27.09 | 1,697 | 38 | 781 |
| 6 Mar | 1868.90 | 38.6 | 18.55 | 25.81 | 1,718 | 285 | 743 |
| 5 Mar | 1911.80 | 20.05 | -16.5 | 22.77 | 396 | 12 | 458 |
| 4 Mar | 1889.30 | 37.9 | 20.4 | 26.24 | 2,264 | 271 | 441 |
| 2 Mar | 1941.90 | 18.2 | 10.65 | 24.35 | 597 | 44 | 165 |
| 27 Feb | 1993.40 | 7.25 | 3.35 | 22.61 | 252 | 44 | 126 |
| 26 Feb | 2041.30 | 3.9 | -0.5 | 23.03 | 46 | 2 | 76 |
| 25 Feb | 2049.30 | 4.35 | -1.85 | 23.39 | 144 | 8 | 73 |
| 24 Feb | 2043.30 | 6.15 | 1 | 25.3 | 59 | 42 | 63 |
| 23 Feb | 2051.60 | 5.15 | -0.5 | 24.06 | 2 | 0 | 20 |
| 20 Feb | 2058.50 | 5.65 | 0.65 | 23.62 | 3 | 1 | 20 |
| 19 Feb | 2033.20 | 5 | -0.25 | 22.28 | 1 | 0 | 18 |
| 18 Feb | 2060.60 | 5.25 | -7.15 | 23.87 | 25 | -3 | 18 |
| 17 Feb | 2044.40 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 16 Feb | 2050.90 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 13 Feb | 2023.20 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 12 Feb | 2037.10 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 11 Feb | 2027.00 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 10 Feb | 2027.90 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 9 Feb | 2024.60 | 12.4 | 1.1 | - | 0 | 0 | 21 |
| 6 Feb | 2024.20 | 12.4 | 1.1 | 23.86 | 1 | 0 | 22 |
| 5 Feb | 2000.10 | 11.3 | 0.15 | 21.42 | 2 | 0 | 23 |
| 4 Feb | 2019.60 | 11.4 | -5.55 | 22.6 | 179 | 20 | 23 |
| 3 Feb | 2012.70 | 16.95 | -19.3 | 25.12 | 1 | 0 | 2 |
| 2 Feb | 1930.10 | 35.15 | -16.6 | 25.69 | 7 | 1 | 1 |
| 1 Feb | 1908.80 | 51.75 | 0 | 2.61 | 0 | 0 | 0 |
| 30 Jan | 1952.60 | 51.75 | 0 | 4.21 | 0 | 0 | 0 |
| 29 Jan | 1948.10 | 51.75 | 0 | 3.59 | 0 | 0 | 0 |
| 28 Jan | 1940.30 | 51.75 | 0 | 3.67 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1860 expiring on 30MAR2026
Delta for 1860 PE is -0.65
Historical price for 1860 PE is as follows
On 11 Mar BAJAJFINSV was trading at 1795.30. The strike last trading price was 81.5, which was 48.85 higher than the previous day. The implied volatity was 30.2, the open interest changed by -327 which decreased total open position to 1310
On 10 Mar BAJAJFINSV was trading at 1867.80. The strike last trading price was 31.65, which was -19.2 lower than the previous day. The implied volatity was 23.91, the open interest changed by 848 which increased total open position to 1633
On 9 Mar BAJAJFINSV was trading at 1841.50. The strike last trading price was 52.15, which was 13.55 higher than the previous day. The implied volatity was 27.09, the open interest changed by 38 which increased total open position to 781
On 6 Mar BAJAJFINSV was trading at 1868.90. The strike last trading price was 38.6, which was 18.55 higher than the previous day. The implied volatity was 25.81, the open interest changed by 285 which increased total open position to 743
On 5 Mar BAJAJFINSV was trading at 1911.80. The strike last trading price was 20.05, which was -16.5 lower than the previous day. The implied volatity was 22.77, the open interest changed by 12 which increased total open position to 458
On 4 Mar BAJAJFINSV was trading at 1889.30. The strike last trading price was 37.9, which was 20.4 higher than the previous day. The implied volatity was 26.24, the open interest changed by 271 which increased total open position to 441
On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 18.2, which was 10.65 higher than the previous day. The implied volatity was 24.35, the open interest changed by 44 which increased total open position to 165
On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 7.25, which was 3.35 higher than the previous day. The implied volatity was 22.61, the open interest changed by 44 which increased total open position to 126
On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 3.9, which was -0.5 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 76
On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 4.35, which was -1.85 lower than the previous day. The implied volatity was 23.39, the open interest changed by 8 which increased total open position to 73
On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 6.15, which was 1 higher than the previous day. The implied volatity was 25.3, the open interest changed by 42 which increased total open position to 63
On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 5.15, which was -0.5 lower than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 20
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 20
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 22.28, the open interest changed by 0 which decreased total open position to 18
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 5.25, which was -7.15 lower than the previous day. The implied volatity was 23.87, the open interest changed by -3 which decreased total open position to 18
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 6 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 12.4, which was 1.1 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 22
On 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 11.3, which was 0.15 higher than the previous day. The implied volatity was 21.42, the open interest changed by 0 which decreased total open position to 23
On 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 11.4, which was -5.55 lower than the previous day. The implied volatity was 22.6, the open interest changed by 20 which increased total open position to 23
On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 16.95, which was -19.3 lower than the previous day. The implied volatity was 25.12, the open interest changed by 0 which decreased total open position to 2
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 35.15, which was -16.6 lower than the previous day. The implied volatity was 25.69, the open interest changed by 1 which increased total open position to 1
On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 51.75, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
