BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Feb 2026 04:11 PM IST
| BAJAJFINSV 24-FEB-2026 2000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.28
Theta: -1.03
Gamma: 0
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 2058.50 | 48.15 | 15.35 | 15 | 1,036 | -86 | 1,731 | |||||||||
| 19 Feb | 2033.20 | 32.3 | -28.45 | 7.96 | 1,142 | -57 | 1,815 | |||||||||
| 18 Feb | 2060.60 | 61.75 | 8.45 | 12.03 | 1,363 | -177 | 1,875 | |||||||||
| 17 Feb | 2044.40 | 52.4 | -6 | 21.7 | 1,321 | -12 | 2,157 | |||||||||
| 16 Feb | 2050.90 | 59.35 | 15.05 | 14.47 | 1,904 | -155 | 2,184 | |||||||||
| 13 Feb | 2023.20 | 47 | -7.8 | 19.67 | 2,086 | -15 | 2,347 | |||||||||
| 12 Feb | 2037.10 | 53.95 | 7.75 | 20.12 | 2,151 | 107 | 2,402 | |||||||||
| 11 Feb | 2027.00 | 44.35 | -2.25 | 18.06 | 1,535 | -44 | 2,296 | |||||||||
| 10 Feb | 2027.90 | 45.3 | -2.1 | 17.39 | 756 | -48 | 2,365 | |||||||||
| 9 Feb | 2024.60 | 45.85 | -1.95 | 15.92 | 1,130 | 26 | 2,413 | |||||||||
| 6 Feb | 2024.20 | 45.25 | 4.6 | 15.33 | 5,160 | -276 | 2,390 | |||||||||
| 5 Feb | 2000.10 | 40.75 | -14.85 | 19.14 | 3,260 | 250 | 2,842 | |||||||||
| 4 Feb | 2019.60 | 55 | -7.85 | 21.11 | 6,065 | 316 | 2,624 | |||||||||
| 3 Feb | 2012.70 | 63.05 | 39.45 | 26.67 | 4,867 | -266 | 2,312 | |||||||||
| 2 Feb | 1930.10 | 23.9 | -1.4 | 23.92 | 2,758 | 142 | 2,586 | |||||||||
| 1 Feb | 1908.80 | 23.5 | -14.5 | 28.51 | 1,634 | -2 | 2,438 | |||||||||
| 30 Jan | 1952.60 | 37 | -1.95 | 25.14 | 2,138 | 204 | 2,435 | |||||||||
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| 29 Jan | 1948.10 | 39 | 0.8 | 26.73 | 1,778 | 272 | 2,234 | |||||||||
| 28 Jan | 1940.30 | 37.95 | 5.45 | 26.75 | 1,124 | -3 | 1,964 | |||||||||
| 27 Jan | 1917.70 | 34.95 | -9.9 | 27.68 | 3,927 | 1,355 | 1,962 | |||||||||
| 23 Jan | 1949.00 | 45 | -18.5 | 24.83 | 815 | 262 | 598 | |||||||||
| 22 Jan | 1993.10 | 63 | 11.6 | 23.59 | 208 | 0 | 336 | |||||||||
| 21 Jan | 1959.90 | 52 | 1.2 | 24.73 | 327 | 92 | 336 | |||||||||
| 20 Jan | 1958.70 | 53.15 | -27.2 | 25.85 | 216 | 82 | 243 | |||||||||
| 19 Jan | 2017.80 | 79 | 0.9 | 22.83 | 76 | 42 | 161 | |||||||||
| 16 Jan | 2002.50 | 78.1 | -0.1 | 25.37 | 36 | 13 | 119 | |||||||||
| 14 Jan | 2000.90 | 78 | -5.9 | 24.35 | 58 | 27 | 106 | |||||||||
| 13 Jan | 2011.20 | 83.9 | 9.2 | 25.2 | 39 | 2 | 78 | |||||||||
| 12 Jan | 1998.90 | 74.7 | -0.8 | 22.58 | 57 | 32 | 75 | |||||||||
| 9 Jan | 1992.40 | 75.5 | -6.4 | 23.97 | 31 | 23 | 43 | |||||||||
| 8 Jan | 2008.90 | 82 | -20 | 23.03 | 60 | 10 | 16 | |||||||||
| 7 Jan | 2031.90 | 102 | -5.05 | 24.32 | 3 | 2 | 6 | |||||||||
| 6 Jan | 2044.60 | 107.05 | 1.6 | - | 0 | 0 | 4 | |||||||||
| 5 Jan | 2039.20 | 107.05 | 1.6 | 23.04 | 2 | 0 | 2 | |||||||||
| 2 Jan | 2038.40 | 105.45 | -42 | - | 0 | 0 | 2 | |||||||||
| 1 Jan | 2037.00 | 105.45 | -42 | - | 0 | 0 | 2 | |||||||||
| 31 Dec | 2039.90 | 105.45 | -42 | 21.28 | 3 | 2 | 2 | |||||||||
| 30 Dec | 2026.40 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Dec | 2012.10 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Dec | 2017.60 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Dec | 2035.70 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Dec | 2047.60 | 147.45 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 2049.80 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Dec | 2043.80 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Dec | 2026.30 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Dec | 2021.20 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 2035.20 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 2070.50 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 2083.10 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 2065.80 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 2065.80 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 2069.50 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 2059.20 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 2096.50 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 2049.20 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 2046.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 2065.90 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 2081.80 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 2094.00 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 2103.20 | 147.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2000 expiring on 24FEB2026
Delta for 2000 CE is 0.93
Historical price for 2000 CE is as follows
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 48.15, which was 15.35 higher than the previous day. The implied volatity was 15, the open interest changed by -86 which decreased total open position to 1731
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 32.3, which was -28.45 lower than the previous day. The implied volatity was 7.96, the open interest changed by -57 which decreased total open position to 1815
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 61.75, which was 8.45 higher than the previous day. The implied volatity was 12.03, the open interest changed by -177 which decreased total open position to 1875
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 52.4, which was -6 lower than the previous day. The implied volatity was 21.7, the open interest changed by -12 which decreased total open position to 2157
On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 59.35, which was 15.05 higher than the previous day. The implied volatity was 14.47, the open interest changed by -155 which decreased total open position to 2184
On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 47, which was -7.8 lower than the previous day. The implied volatity was 19.67, the open interest changed by -15 which decreased total open position to 2347
On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 53.95, which was 7.75 higher than the previous day. The implied volatity was 20.12, the open interest changed by 107 which increased total open position to 2402
On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 44.35, which was -2.25 lower than the previous day. The implied volatity was 18.06, the open interest changed by -44 which decreased total open position to 2296
On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 45.3, which was -2.1 lower than the previous day. The implied volatity was 17.39, the open interest changed by -48 which decreased total open position to 2365
On 9 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 45.85, which was -1.95 lower than the previous day. The implied volatity was 15.92, the open interest changed by 26 which increased total open position to 2413
On 6 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 45.25, which was 4.6 higher than the previous day. The implied volatity was 15.33, the open interest changed by -276 which decreased total open position to 2390
On 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 40.75, which was -14.85 lower than the previous day. The implied volatity was 19.14, the open interest changed by 250 which increased total open position to 2842
On 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 55, which was -7.85 lower than the previous day. The implied volatity was 21.11, the open interest changed by 316 which increased total open position to 2624
On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 63.05, which was 39.45 higher than the previous day. The implied volatity was 26.67, the open interest changed by -266 which decreased total open position to 2312
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 23.9, which was -1.4 lower than the previous day. The implied volatity was 23.92, the open interest changed by 142 which increased total open position to 2586
On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 23.5, which was -14.5 lower than the previous day. The implied volatity was 28.51, the open interest changed by -2 which decreased total open position to 2438
On 30 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 37, which was -1.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 204 which increased total open position to 2435
On 29 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 39, which was 0.8 higher than the previous day. The implied volatity was 26.73, the open interest changed by 272 which increased total open position to 2234
On 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 37.95, which was 5.45 higher than the previous day. The implied volatity was 26.75, the open interest changed by -3 which decreased total open position to 1964
On 27 Jan BAJAJFINSV was trading at 1917.70. The strike last trading price was 34.95, which was -9.9 lower than the previous day. The implied volatity was 27.68, the open interest changed by 1355 which increased total open position to 1962
On 23 Jan BAJAJFINSV was trading at 1949.00. The strike last trading price was 45, which was -18.5 lower than the previous day. The implied volatity was 24.83, the open interest changed by 262 which increased total open position to 598
On 22 Jan BAJAJFINSV was trading at 1993.10. The strike last trading price was 63, which was 11.6 higher than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 336
On 21 Jan BAJAJFINSV was trading at 1959.90. The strike last trading price was 52, which was 1.2 higher than the previous day. The implied volatity was 24.73, the open interest changed by 92 which increased total open position to 336
On 20 Jan BAJAJFINSV was trading at 1958.70. The strike last trading price was 53.15, which was -27.2 lower than the previous day. The implied volatity was 25.85, the open interest changed by 82 which increased total open position to 243
On 19 Jan BAJAJFINSV was trading at 2017.80. The strike last trading price was 79, which was 0.9 higher than the previous day. The implied volatity was 22.83, the open interest changed by 42 which increased total open position to 161
On 16 Jan BAJAJFINSV was trading at 2002.50. The strike last trading price was 78.1, which was -0.1 lower than the previous day. The implied volatity was 25.37, the open interest changed by 13 which increased total open position to 119
On 14 Jan BAJAJFINSV was trading at 2000.90. The strike last trading price was 78, which was -5.9 lower than the previous day. The implied volatity was 24.35, the open interest changed by 27 which increased total open position to 106
On 13 Jan BAJAJFINSV was trading at 2011.20. The strike last trading price was 83.9, which was 9.2 higher than the previous day. The implied volatity was 25.2, the open interest changed by 2 which increased total open position to 78
On 12 Jan BAJAJFINSV was trading at 1998.90. The strike last trading price was 74.7, which was -0.8 lower than the previous day. The implied volatity was 22.58, the open interest changed by 32 which increased total open position to 75
On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 75.5, which was -6.4 lower than the previous day. The implied volatity was 23.97, the open interest changed by 23 which increased total open position to 43
On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 82, which was -20 lower than the previous day. The implied volatity was 23.03, the open interest changed by 10 which increased total open position to 16
On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 102, which was -5.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 2 which increased total open position to 6
On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 107.05, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 107.05, which was 1.6 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 2
On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 105.45, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 105.45, which was -42 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 105.45, which was -42 lower than the previous day. The implied volatity was 21.28, the open interest changed by 2 which increased total open position to 2
On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 147.45, 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 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 147.45, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 147.45, 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 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 147.45, 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 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 147.45, 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 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 147.45, 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 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 147.45, 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 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 147.45, 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 24FEB2026 2000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.4
Theta: -0.85
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 2058.50 | 2.05 | -2.6 | 18.2 | 3,138 | 83 | 2,459 |
| 19 Feb | 2033.20 | 5.1 | 2.5 | 20.62 | 2,758 | -160 | 2,394 |
| 18 Feb | 2060.60 | 2.6 | -4.25 | 19.6 | 2,618 | -144 | 2,557 |
| 17 Feb | 2044.40 | 7.15 | -0.25 | 20.37 | 1,775 | -19 | 2,684 |
| 16 Feb | 2050.90 | 7.4 | -8.65 | 22.52 | 2,985 | 365 | 2,749 |
| 13 Feb | 2023.20 | 14.85 | 2.75 | 20.36 | 3,775 | 1,132 | 2,336 |
| 12 Feb | 2037.10 | 12.45 | -4.8 | 19.37 | 1,745 | 146 | 1,194 |
| 11 Feb | 2027.00 | 17.5 | -0.35 | 19.76 | 1,785 | -92 | 1,047 |
| 10 Feb | 2027.90 | 18.6 | -0.8 | 20.14 | 1,261 | 106 | 1,137 |
| 9 Feb | 2024.60 | 19.05 | -2.75 | 20.36 | 939 | -92 | 1,022 |
| 6 Feb | 2024.20 | 22.5 | -11.4 | 20.12 | 4,635 | 117 | 1,131 |
| 5 Feb | 2000.10 | 33.4 | 4.9 | 22.64 | 4,013 | -339 | 1,019 |
| 4 Feb | 2019.60 | 29 | -13.5 | 22.18 | 9,666 | 354 | 1,352 |
| 3 Feb | 2012.70 | 42.35 | -46.45 | 27.63 | 3,486 | 436 | 1,003 |
| 2 Feb | 1930.10 | 86.85 | -24.35 | 29.03 | 78 | -1 | 567 |
| 1 Feb | 1908.80 | 117.75 | 36.85 | 34.94 | 102 | -23 | 569 |
| 30 Jan | 1952.60 | 80.95 | 1.65 | 30.78 | 90 | 8 | 591 |
| 29 Jan | 1948.10 | 81.7 | -3.85 | 28.91 | 48 | 3 | 583 |
| 28 Jan | 1940.30 | 84.85 | -19.9 | 28.54 | 186 | 13 | 580 |
| 27 Jan | 1917.70 | 97.95 | 9.25 | 29.81 | 472 | 112 | 568 |
| 23 Jan | 1949.00 | 84.6 | 23.25 | 30.1 | 436 | 64 | 455 |
| 22 Jan | 1993.10 | 60 | -21 | 27.8 | 110 | 23 | 390 |
| 21 Jan | 1959.90 | 80.75 | -1.1 | 30.29 | 308 | 153 | 369 |
| 20 Jan | 1958.70 | 83.8 | 30.5 | 30.01 | 186 | 40 | 217 |
| 19 Jan | 2017.80 | 53.5 | 0.3 | 28.52 | 25 | 10 | 177 |
| 16 Jan | 2002.50 | 53.2 | -2.8 | 24.89 | 15 | 7 | 166 |
| 14 Jan | 2000.90 | 56 | 1 | 25.47 | 21 | 19 | 158 |
| 13 Jan | 2011.20 | 55 | -6.25 | 25.57 | 2 | 1 | 139 |
| 12 Jan | 1998.90 | 61.25 | -8.75 | 26.81 | 25 | 10 | 138 |
| 9 Jan | 1992.40 | 70 | 5.75 | 27.39 | 11 | 5 | 127 |
| 8 Jan | 2008.90 | 64.25 | 14.8 | 27.61 | 11 | 0 | 122 |
| 7 Jan | 2031.90 | 52.25 | 5.95 | 26.75 | 8 | 4 | 122 |
| 6 Jan | 2044.60 | 46.3 | 0.1 | 26.56 | 108 | 15 | 119 |
| 5 Jan | 2039.20 | 46.2 | -2.75 | 25.35 | 28 | 14 | 104 |
| 2 Jan | 2038.40 | 48.9 | -1.95 | 25.72 | 66 | 38 | 89 |
| 1 Jan | 2037.00 | 50.85 | -1.05 | 25.99 | 40 | 26 | 52 |
| 31 Dec | 2039.90 | 51.9 | -35.2 | 26.24 | 28 | 25 | 25 |
| 30 Dec | 2026.40 | 87.1 | 0 | 2.37 | 0 | 0 | 0 |
| 29 Dec | 2012.10 | 87.1 | 0 | 1.56 | 0 | 0 | 0 |
| 26 Dec | 2017.60 | 87.1 | 0 | 1.86 | 0 | 0 | 0 |
| 24 Dec | 2035.70 | 87.1 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 2047.60 | 87.1 | - | - | 0 | 0 | 0 |
| 22 Dec | 2049.80 | 87.1 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 2043.80 | 87.1 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 2026.30 | 87.1 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 2021.20 | 87.1 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 2035.20 | 87.1 | 0 | 2.12 | 0 | 0 | 0 |
| 15 Dec | 2070.50 | 87.1 | 0 | 3.19 | 0 | 0 | 0 |
| 12 Dec | 2083.10 | 87.1 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 2065.80 | 87.1 | 0 | 3.06 | 0 | 0 | 0 |
| 10 Dec | 2065.80 | 87.1 | 0 | 2.96 | 0 | 0 | 0 |
| 9 Dec | 2069.50 | 87.1 | 0 | 3.02 | 0 | 0 | 0 |
| 8 Dec | 2059.20 | 87.1 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 2096.50 | 87.1 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 2049.20 | 87.1 | 0 | 2.54 | 0 | 0 | 0 |
| 3 Dec | 2046.00 | - | - | - | 0 | 0 | 0 |
| 2 Dec | 2065.90 | 87.1 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 2081.80 | 87.1 | 0 | 3.44 | 0 | 0 | 0 |
| 28 Nov | 2094.00 | 87.1 | 0 | 3.71 | 0 | 0 | 0 |
| 27 Nov | 2103.20 | 87.1 | 0 | 4.03 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2000 expiring on 24FEB2026
Delta for 2000 PE is -0.11
Historical price for 2000 PE is as follows
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 2.05, which was -2.6 lower than the previous day. The implied volatity was 18.2, the open interest changed by 83 which increased total open position to 2459
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 5.1, which was 2.5 higher than the previous day. The implied volatity was 20.62, the open interest changed by -160 which decreased total open position to 2394
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 2.6, which was -4.25 lower than the previous day. The implied volatity was 19.6, the open interest changed by -144 which decreased total open position to 2557
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 7.15, which was -0.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by -19 which decreased total open position to 2684
On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 7.4, which was -8.65 lower than the previous day. The implied volatity was 22.52, the open interest changed by 365 which increased total open position to 2749
On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 14.85, which was 2.75 higher than the previous day. The implied volatity was 20.36, the open interest changed by 1132 which increased total open position to 2336
On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 12.45, which was -4.8 lower than the previous day. The implied volatity was 19.37, the open interest changed by 146 which increased total open position to 1194
On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 17.5, which was -0.35 lower than the previous day. The implied volatity was 19.76, the open interest changed by -92 which decreased total open position to 1047
On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 18.6, which was -0.8 lower than the previous day. The implied volatity was 20.14, the open interest changed by 106 which increased total open position to 1137
On 9 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 19.05, which was -2.75 lower than the previous day. The implied volatity was 20.36, the open interest changed by -92 which decreased total open position to 1022
On 6 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 22.5, which was -11.4 lower than the previous day. The implied volatity was 20.12, the open interest changed by 117 which increased total open position to 1131
On 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 33.4, which was 4.9 higher than the previous day. The implied volatity was 22.64, the open interest changed by -339 which decreased total open position to 1019
On 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 29, which was -13.5 lower than the previous day. The implied volatity was 22.18, the open interest changed by 354 which increased total open position to 1352
On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 42.35, which was -46.45 lower than the previous day. The implied volatity was 27.63, the open interest changed by 436 which increased total open position to 1003
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 86.85, which was -24.35 lower than the previous day. The implied volatity was 29.03, the open interest changed by -1 which decreased total open position to 567
On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 117.75, which was 36.85 higher than the previous day. The implied volatity was 34.94, the open interest changed by -23 which decreased total open position to 569
On 30 Jan BAJAJFINSV was trading at 1952.60. The strike last trading price was 80.95, which was 1.65 higher than the previous day. The implied volatity was 30.78, the open interest changed by 8 which increased total open position to 591
On 29 Jan BAJAJFINSV was trading at 1948.10. The strike last trading price was 81.7, which was -3.85 lower than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 583
On 28 Jan BAJAJFINSV was trading at 1940.30. The strike last trading price was 84.85, which was -19.9 lower than the previous day. The implied volatity was 28.54, the open interest changed by 13 which increased total open position to 580
On 27 Jan BAJAJFINSV was trading at 1917.70. The strike last trading price was 97.95, which was 9.25 higher than the previous day. The implied volatity was 29.81, the open interest changed by 112 which increased total open position to 568
On 23 Jan BAJAJFINSV was trading at 1949.00. The strike last trading price was 84.6, which was 23.25 higher than the previous day. The implied volatity was 30.1, the open interest changed by 64 which increased total open position to 455
On 22 Jan BAJAJFINSV was trading at 1993.10. The strike last trading price was 60, which was -21 lower than the previous day. The implied volatity was 27.8, the open interest changed by 23 which increased total open position to 390
On 21 Jan BAJAJFINSV was trading at 1959.90. The strike last trading price was 80.75, which was -1.1 lower than the previous day. The implied volatity was 30.29, the open interest changed by 153 which increased total open position to 369
On 20 Jan BAJAJFINSV was trading at 1958.70. The strike last trading price was 83.8, which was 30.5 higher than the previous day. The implied volatity was 30.01, the open interest changed by 40 which increased total open position to 217
On 19 Jan BAJAJFINSV was trading at 2017.80. The strike last trading price was 53.5, which was 0.3 higher than the previous day. The implied volatity was 28.52, the open interest changed by 10 which increased total open position to 177
On 16 Jan BAJAJFINSV was trading at 2002.50. The strike last trading price was 53.2, which was -2.8 lower than the previous day. The implied volatity was 24.89, the open interest changed by 7 which increased total open position to 166
On 14 Jan BAJAJFINSV was trading at 2000.90. The strike last trading price was 56, which was 1 higher than the previous day. The implied volatity was 25.47, the open interest changed by 19 which increased total open position to 158
On 13 Jan BAJAJFINSV was trading at 2011.20. The strike last trading price was 55, which was -6.25 lower than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 139
On 12 Jan BAJAJFINSV was trading at 1998.90. The strike last trading price was 61.25, which was -8.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by 10 which increased total open position to 138
On 9 Jan BAJAJFINSV was trading at 1992.40. The strike last trading price was 70, which was 5.75 higher than the previous day. The implied volatity was 27.39, the open interest changed by 5 which increased total open position to 127
On 8 Jan BAJAJFINSV was trading at 2008.90. The strike last trading price was 64.25, which was 14.8 higher than the previous day. The implied volatity was 27.61, the open interest changed by 0 which decreased total open position to 122
On 7 Jan BAJAJFINSV was trading at 2031.90. The strike last trading price was 52.25, which was 5.95 higher than the previous day. The implied volatity was 26.75, the open interest changed by 4 which increased total open position to 122
On 6 Jan BAJAJFINSV was trading at 2044.60. The strike last trading price was 46.3, which was 0.1 higher than the previous day. The implied volatity was 26.56, the open interest changed by 15 which increased total open position to 119
On 5 Jan BAJAJFINSV was trading at 2039.20. The strike last trading price was 46.2, which was -2.75 lower than the previous day. The implied volatity was 25.35, the open interest changed by 14 which increased total open position to 104
On 2 Jan BAJAJFINSV was trading at 2038.40. The strike last trading price was 48.9, which was -1.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 38 which increased total open position to 89
On 1 Jan BAJAJFINSV was trading at 2037.00. The strike last trading price was 50.85, which was -1.05 lower than the previous day. The implied volatity was 25.99, the open interest changed by 26 which increased total open position to 52
On 31 Dec BAJAJFINSV was trading at 2039.90. The strike last trading price was 51.9, which was -35.2 lower than the previous day. The implied volatity was 26.24, the open interest changed by 25 which increased total open position to 25
On 30 Dec BAJAJFINSV was trading at 2026.40. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 29 Dec BAJAJFINSV was trading at 2012.10. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 26 Dec BAJAJFINSV was trading at 2017.60. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 24 Dec BAJAJFINSV was trading at 2035.70. The strike last trading price was 87.1, 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 23 Dec BAJAJFINSV was trading at 2047.60. The strike last trading price was 87.1, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec BAJAJFINSV was trading at 2049.80. The strike last trading price was 87.1, 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 19 Dec BAJAJFINSV was trading at 2043.80. The strike last trading price was 87.1, 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 18 Dec BAJAJFINSV was trading at 2026.30. The strike last trading price was 87.1, 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 17 Dec BAJAJFINSV was trading at 2021.20. The strike last trading price was 87.1, 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 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 87.1, 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 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 87.1, 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 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 87.1, 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 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 87.1, 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 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 3.71, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 87.1, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
