BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Mar 2026 04:11 PM IST
| BAJAJFINSV 30-MAR-2026 2020 CE | ||||||||||||||||
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Delta: 0.27
Vega: 1.77
Theta: -0.77
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 1941.90 | 17.1 | -19 | 19.89 | 1,476 | 206 | 503 | |||||||||
| 27 Feb | 1993.40 | 36.75 | -23.05 | 17.67 | 884 | 237 | 298 | |||||||||
| 26 Feb | 2041.30 | 57.85 | -12.8 | 14.43 | 104 | 5 | 63 | |||||||||
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| 25 Feb | 2049.30 | 68.8 | 2.1 | 18.66 | 72 | -4 | 57 | |||||||||
| 24 Feb | 2043.30 | 67.85 | -7.45 | 19.16 | 245 | 33 | 58 | |||||||||
| 23 Feb | 2051.60 | 74.1 | -3.1 | 19.02 | 10 | 2 | 25 | |||||||||
| 20 Feb | 2058.50 | 77.2 | 14.65 | 19.59 | 46 | 12 | 24 | |||||||||
| 19 Feb | 2033.20 | 62.55 | -19.75 | 14.55 | 9 | 5 | 11 | |||||||||
| 18 Feb | 2060.60 | 82.3 | 5.3 | 16.59 | 3 | -1 | 6 | |||||||||
| 17 Feb | 2044.40 | 77 | -2.05 | 19.57 | 2 | 0 | 6 | |||||||||
| 16 Feb | 2050.90 | 79.05 | 14.3 | 16.62 | 23 | -11 | 15 | |||||||||
| 13 Feb | 2023.20 | 64.75 | -12.9 | 16.75 | 25 | 22 | 25 | |||||||||
| 12 Feb | 2037.10 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 2027.00 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 2027.90 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 2024.60 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 2024.20 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 2000.10 | 77.65 | 46.95 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 2019.60 | 77.65 | 46.95 | 20.64 | 1 | 0 | 3 | |||||||||
| 3 Feb | 2012.70 | 30.7 | -22.95 | - | 0 | 0 | 3 | |||||||||
| 2 Feb | 1930.10 | 30.7 | -22.95 | 17.58 | 3 | 2 | 2 | |||||||||
| 1 Feb | 1908.80 | 53.65 | 0 | 2.89 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1952.60 | 53.65 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1948.10 | 53.65 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1940.30 | 53.65 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2020 expiring on 30MAR2026
Delta for 2020 CE is 0.27
Historical price for 2020 CE is as follows
On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 17.1, which was -19 lower than the previous day. The implied volatity was 19.89, the open interest changed by 206 which increased total open position to 503
On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 36.75, which was -23.05 lower than the previous day. The implied volatity was 17.67, the open interest changed by 237 which increased total open position to 298
On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 57.85, which was -12.8 lower than the previous day. The implied volatity was 14.43, the open interest changed by 5 which increased total open position to 63
On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 68.8, which was 2.1 higher than the previous day. The implied volatity was 18.66, the open interest changed by -4 which decreased total open position to 57
On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 67.85, which was -7.45 lower than the previous day. The implied volatity was 19.16, the open interest changed by 33 which increased total open position to 58
On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 74.1, which was -3.1 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 25
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 77.2, which was 14.65 higher than the previous day. The implied volatity was 19.59, the open interest changed by 12 which increased total open position to 24
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 62.55, which was -19.75 lower than the previous day. The implied volatity was 14.55, the open interest changed by 5 which increased total open position to 11
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 82.3, which was 5.3 higher than the previous day. The implied volatity was 16.59, the open interest changed by -1 which decreased total open position to 6
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 77, which was -2.05 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 6
On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 79.05, which was 14.3 higher than the previous day. The implied volatity was 16.62, the open interest changed by -11 which decreased total open position to 15
On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 64.75, which was -12.9 lower than the previous day. The implied volatity was 16.75, the open interest changed by 22 which increased total open position to 25
On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb BAJAJFINSV was trading at 2024.60. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb BAJAJFINSV was trading at 2024.20. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb BAJAJFINSV was trading at 2000.10. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb BAJAJFINSV was trading at 2019.60. The strike last trading price was 77.65, which was 46.95 higher than the previous day. The implied volatity was 20.64, the open interest changed by 0 which decreased total open position to 3
On 3 Feb BAJAJFINSV was trading at 2012.70. The strike last trading price was 30.7, which was -22.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb BAJAJFINSV was trading at 1930.10. The strike last trading price was 30.7, which was -22.95 lower than the previous day. The implied volatity was 17.58, the open interest changed by 2 which increased total open position to 2
On 1 Feb BAJAJFINSV was trading at 1908.80. The strike last trading price was 53.65, which was 0 lower than the previous day. The implied volatity was 2.89, 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 53.65, which was 0 lower than the previous day. The implied volatity was 1.23, 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 53.65, which was 0 lower than the previous day. The implied volatity was 1.88, 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 53.65, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30MAR2026 2020 PE | |||||||
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Delta: -0.71
Vega: 1.83
Theta: -0.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 1941.90 | 90.15 | 37.85 | 21.82 | 314 | -21 | 1,337 |
| 27 Feb | 1993.40 | 51.1 | 19.65 | 20.02 | 1,404 | 476 | 1,358 |
| 26 Feb | 2041.30 | 32.9 | 4.75 | 21.04 | 537 | 26 | 881 |
| 25 Feb | 2049.30 | 28.85 | -3.85 | 19.2 | 547 | 63 | 854 |
| 24 Feb | 2043.30 | 31.8 | 1.65 | 20.58 | 1,413 | 718 | 790 |
| 23 Feb | 2051.60 | 30.4 | 0.8 | 20.05 | 87 | 43 | 72 |
| 20 Feb | 2058.50 | 29.6 | -11.2 | 18.9 | 41 | 24 | 29 |
| 19 Feb | 2033.20 | 41 | -93.8 | 22.58 | 5 | 1 | 1 |
| 18 Feb | 2060.60 | 134.8 | 0 | 2.62 | 0 | 0 | 0 |
| 17 Feb | 2044.40 | 134.8 | 0 | 1.81 | 0 | 0 | 0 |
| 16 Feb | 2050.90 | 134.8 | 0 | 2.32 | 0 | 0 | 0 |
| 13 Feb | 2023.20 | 134.8 | 0 | 1.29 | 0 | 0 | 0 |
| 12 Feb | 2037.10 | 134.8 | 0 | 1.57 | 0 | 0 | 0 |
| 11 Feb | 2027.00 | 134.8 | 0 | 1.19 | 0 | 0 | 0 |
| 10 Feb | 2027.90 | 134.8 | 0 | 1.2 | 0 | 0 | 0 |
| 9 Feb | 2024.60 | 134.8 | 0 | 1.24 | 0 | 0 | 0 |
| 6 Feb | 2024.20 | 134.8 | 0 | 1.11 | 0 | 0 | 0 |
| 5 Feb | 2000.10 | 134.8 | 0 | 0.42 | 0 | 0 | 0 |
| 4 Feb | 2019.60 | 134.8 | 0 | 0.99 | 0 | 0 | 0 |
| 3 Feb | 2012.70 | 134.8 | 0 | 0.85 | 0 | 0 | 0 |
| 2 Feb | 1930.10 | 134.8 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1908.80 | 134.8 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1952.60 | 134.8 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1948.10 | 134.8 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1940.30 | 134.8 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2020 expiring on 30MAR2026
Delta for 2020 PE is -0.71
Historical price for 2020 PE is as follows
On 2 Mar BAJAJFINSV was trading at 1941.90. The strike last trading price was 90.15, which was 37.85 higher than the previous day. The implied volatity was 21.82, the open interest changed by -21 which decreased total open position to 1337
On 27 Feb BAJAJFINSV was trading at 1993.40. The strike last trading price was 51.1, which was 19.65 higher than the previous day. The implied volatity was 20.02, the open interest changed by 476 which increased total open position to 1358
On 26 Feb BAJAJFINSV was trading at 2041.30. The strike last trading price was 32.9, which was 4.75 higher than the previous day. The implied volatity was 21.04, the open interest changed by 26 which increased total open position to 881
On 25 Feb BAJAJFINSV was trading at 2049.30. The strike last trading price was 28.85, which was -3.85 lower than the previous day. The implied volatity was 19.2, the open interest changed by 63 which increased total open position to 854
On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 31.8, which was 1.65 higher than the previous day. The implied volatity was 20.58, the open interest changed by 718 which increased total open position to 790
On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 30.4, which was 0.8 higher than the previous day. The implied volatity was 20.05, the open interest changed by 43 which increased total open position to 72
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 29.6, which was -11.2 lower than the previous day. The implied volatity was 18.9, the open interest changed by 24 which increased total open position to 29
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 41, which was -93.8 lower than the previous day. The implied volatity was 22.58, the open interest changed by 1 which increased total open position to 1
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 134.8, which was 0 lower than the previous day. The implied volatity was 2.62, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.81, 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 134.8, which was 0 lower than the previous day. The implied volatity was 2.32, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.29, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.57, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.19, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.2, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.24, 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 134.8, which was 0 lower than the previous day. The implied volatity was 1.11, 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 134.8, which was 0 lower than the previous day. The implied volatity was 0.42, 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 134.8, which was 0 lower than the previous day. The implied volatity was 0.99, 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 134.8, which was 0 lower than the previous day. The implied volatity was 0.85, 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 134.8, 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 134.8, 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 134.8, 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 134.8, 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 134.8, 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 0
