Historical option data for BAJAJFINSV
11 Jun 2026 04:12 PM IST
| BAJAJFINSV 30-Jun-2026 (18d) 1900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0
Theta: -0.21
Gamma: 0.00053
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1645.10 | 1.2 | 0 (0.00%) | 31.1 | 371 | -68 | 2,209 | |||||||||
| 10 Jun | 1664.20 | 1.2 | -0.25 (-17.24%) | 28.57 | 51 | -29 | 2,278 | |||||||||
| 9 Jun | 1693.10 | 1.35 | 0.05 (3.85%) | 25.08 | 254 | -25 | 2,306 | |||||||||
| 8 Jun | 1674.60 | 1.25 | -1.35 (-51.92%) | 27.02 | 312 | 74 | 2,329 | |||||||||
| 5 Jun | 1703.20 | 2.45 | -0.65 (-20.97%) | 24.79 | 1,057 | 111 | 2,256 | |||||||||
| 4 Jun | 1709.80 | 3 | -1.35 (-31.03%) | 23.68 | 489 | 273 | 2,148 | |||||||||
| 3 Jun | 1734.40 | 3.95 | -0.25 (-5.95%) | 22.58 | 512 | 268 | 1,876 | |||||||||
| 2 Jun | 1741.40 | 4.2 | -2.05 (-32.80%) | 20.7 | 822 | -196 | 1,604 | |||||||||
| 1 Jun | 1758.90 | 6.25 | -5.8 (-48.13%) | 21.24 | 863 | 217 | 1,801 | |||||||||
| 29 May | 1783.60 | 12.15 | -4.1 (-25.23%) | 20.01 | 1,574 | 745 | 1,583 | |||||||||
| 27 May | 1809.10 | 16.9 | 1.25 (7.99%) | 20.35 | 1,053 | 527 | 834 | |||||||||
| 26 May | 1800.70 | 16.55 | -3.6 (-17.87%) | 20.39 | 316 | 23 | 308 | |||||||||
| 25 May | 1807.40 | 20.6 | 5.6 (37.33%) | 21.82 | 381 | 52 | 284 | |||||||||
| 22 May | 1766.00 | 15.15 | 0.2 (1.34%) | 23.31 | 120 | 38 | 232 | |||||||||
| 21 May | 1752.20 | 14.9 | -3.25 (-17.91%) | 24.88 | 125 | 10 | 193 | |||||||||
| 20 May | 1772.00 | 17.5 | 2.4 (15.89%) | 23.96 | 167 | 55 | 181 | |||||||||
| 19 May | 1749.80 | 15 | -1.15 (-7.12%) | 24.92 | 86 | 27 | 127 | |||||||||
| 18 May | 1753.10 | 16.15 | 3.15 (24.23%) | 24.43 | 57 | -4 | 100 | |||||||||
| 15 May | 1728.10 | 13.2 | -3 (-18.52%) | 24.77 | 71 | -12 | 104 | |||||||||
| 14 May | 1740.20 | 16.7 | 1.3 (8.44%) | 25.13 | 56 | 16 | 116 | |||||||||
| 13 May | 1728.90 | 15.35 | -3.25 (-17.47%) | 25.52 | 81 | -12 | 100 | |||||||||
| 12 May | 1744.80 | 18.2 | -16.3 (-47.25%) | 0 | 91 | -6 | 111 | |||||||||
| 11 May | 1794.20 | 34.5 | -6.95 (-16.77%) | 0 | 31 | 11 | 117 | |||||||||
| 8 May | 1818.30 | 40.55 | -6.95 (-14.63%) | 24.72 | 34 | 14 | 108 | |||||||||
| 7 May | 1824.50 | 47.5 | 0.95 (2.04%) | 25.51 | 73 | -5 | 94 | |||||||||
| 6 May | 1836.10 | 46.55 | 7.7 (19.82%) | 26.58 | 6 | 0 | 99 | |||||||||
| 5 May | 1794.60 | 39.65 | 4.45 (12.64%) | 25.99 | 73 | 66 | 98 | |||||||||
| 4 May | 1770.40 | 35.2 | 3.65 (11.57%) | 27.02 | 34 | 28 | 32 | |||||||||
| 30 Apr | 1747.20 | 31.5 | -16.9 (-34.92%) | 28.29 | 4 | 2 | 2 | |||||||||
| 29 Apr | 1764.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1900 expiring on 30JUN2026
Delta for 1900 CE is 0.03
Historical price for 1900 CE is as follows
On 11 Jun BAJAJFINSV was trading at 1645.10. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 31.1, the open interest changed by -68 which decreased total open position to 2209
On 10 Jun BAJAJFINSV was trading at 1664.20. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 28.57, the open interest changed by -29 which decreased total open position to 2278
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 25.08, the open interest changed by -25 which decreased total open position to 2306
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 1.25, which was -1.35 lower than the previous day. The implied volatity was 27.02, the open interest changed by 74 which increased total open position to 2329
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 24.79, the open interest changed by 111 which increased total open position to 2256
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 23.68, the open interest changed by 273 which increased total open position to 2148
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 22.58, the open interest changed by 268 which increased total open position to 1876
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 4.2, which was -2.05 lower than the previous day. The implied volatity was 20.7, the open interest changed by -196 which decreased total open position to 1604
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 6.25, which was -5.8 lower than the previous day. The implied volatity was 21.24, the open interest changed by 217 which increased total open position to 1801
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 12.15, which was -4.1 lower than the previous day. The implied volatity was 20.01, the open interest changed by 745 which increased total open position to 1583
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 16.9, which was 1.25 higher than the previous day. The implied volatity was 20.35, the open interest changed by 527 which increased total open position to 834
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 16.55, which was -3.6 lower than the previous day. The implied volatity was 20.39, the open interest changed by 23 which increased total open position to 308
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 20.6, which was 5.6 higher than the previous day. The implied volatity was 21.82, the open interest changed by 52 which increased total open position to 284
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 15.15, which was 0.2 higher than the previous day. The implied volatity was 23.31, the open interest changed by 38 which increased total open position to 232
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 14.9, which was -3.25 lower than the previous day. The implied volatity was 24.88, the open interest changed by 10 which increased total open position to 193
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 17.5, which was 2.4 higher than the previous day. The implied volatity was 23.96, the open interest changed by 55 which increased total open position to 181
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 15, which was -1.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by 27 which increased total open position to 127
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 16.15, which was 3.15 higher than the previous day. The implied volatity was 24.43, the open interest changed by -4 which decreased total open position to 100
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 13.2, which was -3 lower than the previous day. The implied volatity was 24.77, the open interest changed by -12 which decreased total open position to 104
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 16.7, which was 1.3 higher than the previous day. The implied volatity was 25.13, the open interest changed by 16 which increased total open position to 116
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 15.35, which was -3.25 lower than the previous day. The implied volatity was 25.52, the open interest changed by -12 which decreased total open position to 100
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 18.2, which was -16.3 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 111
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 34.5, which was -6.95 lower than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 117
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 40.55, which was -6.95 lower than the previous day. The implied volatity was 24.72, the open interest changed by 14 which increased total open position to 108
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 47.5, which was 0.95 higher than the previous day. The implied volatity was 25.51, the open interest changed by -5 which decreased total open position to 94
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 46.55, which was 7.7 higher than the previous day. The implied volatity was 26.58, the open interest changed by 0 which decreased total open position to 99
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 39.65, which was 4.45 higher than the previous day. The implied volatity was 25.99, the open interest changed by 66 which increased total open position to 98
On 4 May BAJAJFINSV was trading at 1770.40. The strike last trading price was 35.2, which was 3.65 higher than the previous day. The implied volatity was 27.02, the open interest changed by 28 which increased total open position to 32
On 30 Apr BAJAJFINSV was trading at 1747.20. The strike last trading price was 31.5, which was -16.9 lower than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 2
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 (18d) 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0
Theta: -0.22
Gamma: 0.00057
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1645.10 | 242 | 34 (16.35%) | 31 | 17 | 2 | 311 |
| 10 Jun | 1664.20 | 208 | 1 (0.48%) | 26.05 | 2 | 0 | 309 |
| 9 Jun | 1693.10 | 207 | 41 (24.70%) | 20.96 | 1 | 0 | 309 |
| 8 Jun | 1674.60 | 166 | 166 | - | 1 | 0 | 309 |
| 5 Jun | 1703.20 | 166 | 6.9 (4.34%) | 23.49 | 1 | 0 | 309 |
| 4 Jun | 1709.80 | 159 | 159 (15.00%) | 22.01 | 6 | 0 | 309 |
| 3 Jun | 1734.40 | 161 | 21 (15.00%) | 22.01 | 6 | -1 | 310 |
| 2 Jun | 1741.40 | 140 | 4 (2.94%) | 17.28 | 8 | -3 | 311 |
| 1 Jun | 1758.90 | 135 | 28 (26.17%) | 17.72 | 14 | 1 | 316 |
| 29 May | 1783.60 | 106 | 16 (17.78%) | 22.02 | 40 | -1 | 317 |
| 27 May | 1809.10 | 89 | -11 (-11.00%) | 16.49 | 55 | 10 | 318 |
| 26 May | 1800.70 | 100 | 1 (1.01%) | 18.12 | 119 | 94 | 305 |
| 25 May | 1807.40 | 98 | -37 (-27.41%) | 20.91 | 214 | 107 | 211 |
| 22 May | 1766.00 | 135 | -12 (-8.16%) | 21.27 | 77 | 74 | 103 |
| 21 May | 1752.20 | 147 | 13 (9.70%) | 23.7 | 22 | 18 | 27 |
| 20 May | 1772.00 | 134 | 34 (34.00%) | 24.04 | 8 | 7 | 9 |
| 19 May | 1749.80 | 100 | 100 | - | 2 | 0 | 2 |
| 18 May | 1753.10 | 100 | 100 (0.00%) | - | 2 | 0 | 2 |
| 15 May | 1728.10 | 100 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 1740.20 | 100 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 1728.90 | 100 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 1744.80 | 100 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 1794.20 | 100 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 1818.30 | 100 | 100 (-33.53%) | 24.05 | 0 | 0 | 2 |
| 7 May | 1824.50 | 100 | -50.45 (-33.53%) | 24.05 | 2 | 1 | 1 |
| 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 1900 expiring on 30JUN2026
Delta for 1900 PE is -0.97
Historical price for 1900 PE is as follows
On 11 Jun BAJAJFINSV was trading at 1645.10. The strike last trading price was 242, which was 34 higher than the previous day. The implied volatity was 31, the open interest changed by 2 which increased total open position to 311
On 10 Jun BAJAJFINSV was trading at 1664.20. The strike last trading price was 208, which was 1 higher than the previous day. The implied volatity was 26.05, the open interest changed by 0 which decreased total open position to 309
On 9 Jun BAJAJFINSV was trading at 1693.10. The strike last trading price was 207, which was 41 higher than the previous day. The implied volatity was 20.96, the open interest changed by 0 which decreased total open position to 309
On 8 Jun BAJAJFINSV was trading at 1674.60. The strike last trading price was 166, which was 166 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 309
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 166, which was 6.9 higher than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 309
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 159, which was 159 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 309
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 161, which was 21 higher than the previous day. The implied volatity was 22.01, the open interest changed by -1 which decreased total open position to 310
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 140, which was 4 higher than the previous day. The implied volatity was 17.28, the open interest changed by -3 which decreased total open position to 311
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 135, which was 28 higher than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 316
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 106, which was 16 higher than the previous day. The implied volatity was 22.02, the open interest changed by -1 which decreased total open position to 317
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 89, which was -11 lower than the previous day. The implied volatity was 16.49, the open interest changed by 10 which increased total open position to 318
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 100, which was 1 higher than the previous day. The implied volatity was 18.12, the open interest changed by 94 which increased total open position to 305
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 98, which was -37 lower than the previous day. The implied volatity was 20.91, the open interest changed by 107 which increased total open position to 211
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 135, which was -12 lower than the previous day. The implied volatity was 21.27, the open interest changed by 74 which increased total open position to 103
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 147, which was 13 higher than the previous day. The implied volatity was 23.7, the open interest changed by 18 which increased total open position to 27
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 134, which was 34 higher than the previous day. The implied volatity was 24.04, the open interest changed by 7 which increased total open position to 9
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 100, 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 2
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 100, 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 2
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 100, 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 2
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 100, 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 2
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 100, which was 100 higher than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 2
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 100, which was -50.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 1
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
