BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
24 Feb 2026 04:11 PM IST
| BAJAJFINSV 30-MAR-2026 2060 CE | ||||||||||||||||
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Delta: 0.53
Vega: 2.48
Theta: -0.9
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 2043.30 | 44.35 | -6.1 | 16.99 | 1,060 | 76 | 476 | |||||||||
| 23 Feb | 2051.60 | 50 | -5.5 | 18.5 | 626 | 139 | 407 | |||||||||
| 20 Feb | 2058.50 | 52.3 | 10.05 | 18.67 | 834 | 50 | 273 | |||||||||
| 19 Feb | 2033.20 | 42.45 | -14.45 | 15.61 | 159 | 35 | 224 | |||||||||
| 18 Feb | 2060.60 | 56.3 | 14.75 | 16.28 | 355 | 189 | 189 | |||||||||
| 17 Feb | 2044.40 | 41.55 | 0 | 0.08 | 0 | 0 | 0 | |||||||||
| 16 Feb | 2050.90 | 41.55 | 0 | 0.19 | 0 | 0 | 0 | |||||||||
| 13 Feb | 2023.20 | 41.55 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 12 Feb | 2037.10 | 41.55 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
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| 11 Feb | 2027.00 | 41.55 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 10 Feb | 2027.90 | 41.55 | 0 | 0.43 | 0 | 0 | 0 | |||||||||
| 9 Feb | 2024.60 | 41.55 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 6 Feb | 2024.20 | 41.55 | 0 | 0.41 | 0 | 0 | 0 | |||||||||
| 5 Feb | 2000.10 | 41.55 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
| 4 Feb | 2019.60 | 41.55 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 3 Feb | 2012.70 | 41.55 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1930.10 | 41.55 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1908.80 | 41.55 | 0 | 4.14 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1952.60 | 41.55 | 0 | 2.42 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1948.10 | 41.55 | 0 | 3.05 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1940.30 | 41.55 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2060 expiring on 30MAR2026
Delta for 2060 CE is 0.53
Historical price for 2060 CE is as follows
On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 44.35, which was -6.1 lower than the previous day. The implied volatity was 16.99, the open interest changed by 76 which increased total open position to 476
On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 50, which was -5.5 lower than the previous day. The implied volatity was 18.5, the open interest changed by 139 which increased total open position to 407
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 52.3, which was 10.05 higher than the previous day. The implied volatity was 18.67, the open interest changed by 50 which increased total open position to 273
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 42.45, which was -14.45 lower than the previous day. The implied volatity was 15.61, the open interest changed by 35 which increased total open position to 224
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 56.3, which was 14.75 higher than the previous day. The implied volatity was 16.28, the open interest changed by 189 which increased total open position to 189
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 41.55, which was 0 lower than the previous day. The implied volatity was 0.08, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.19, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.34, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.01, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.32, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.43, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.32, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.41, 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 41.55, which was 0 lower than the previous day. The implied volatity was 1.1, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.49, 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 41.55, which was 0 lower than the previous day. The implied volatity was 0.66, 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 41.55, which was 0 lower than the previous day. The implied volatity was 3.33, 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 41.55, which was 0 lower than the previous day. The implied volatity was 4.14, 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 41.55, which was 0 lower than the previous day. The implied volatity was 2.42, 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 41.55, which was 0 lower than the previous day. The implied volatity was 3.05, 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 41.55, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30MAR2026 2060 PE | |||||||
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Delta: -0.5
Vega: 2.48
Theta: -0.4
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 2043.30 | 48.55 | 2.75 | 19 | 669 | 107 | 356 |
| 23 Feb | 2051.60 | 46.35 | 1.1 | 19.62 | 473 | -223 | 249 |
| 20 Feb | 2058.50 | 47.6 | -10.65 | 19.29 | 426 | 341 | 474 |
| 19 Feb | 2033.20 | 60 | 15.95 | 22.92 | 13 | -5 | 135 |
| 18 Feb | 2060.60 | 43 | -10.55 | 19.8 | 63 | 25 | 139 |
| 17 Feb | 2044.40 | 53.55 | 1.05 | 20.25 | 22 | 5 | 114 |
| 16 Feb | 2050.90 | 53.5 | 2.5 | 22.22 | 146 | 102 | 108 |
| 13 Feb | 2023.20 | 51 | -111.3 | - | 0 | 0 | 6 |
| 12 Feb | 2037.10 | 51 | -111.3 | - | 0 | 0 | 6 |
| 11 Feb | 2027.00 | 51 | -111.3 | 15.86 | 6 | 3 | 3 |
| 10 Feb | 2027.90 | 162.3 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 2024.60 | 162.3 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 2024.20 | 162.3 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 2000.10 | 162.3 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 2019.60 | 162.3 | 0 | 0.04 | 0 | 0 | 0 |
| 3 Feb | 2012.70 | 162.3 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1930.10 | 162.3 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1908.80 | 162.3 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1952.60 | 162.3 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1948.10 | 162.3 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1940.30 | 162.3 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 2060 expiring on 30MAR2026
Delta for 2060 PE is -0.5
Historical price for 2060 PE is as follows
On 24 Feb BAJAJFINSV was trading at 2043.30. The strike last trading price was 48.55, which was 2.75 higher than the previous day. The implied volatity was 19, the open interest changed by 107 which increased total open position to 356
On 23 Feb BAJAJFINSV was trading at 2051.60. The strike last trading price was 46.35, which was 1.1 higher than the previous day. The implied volatity was 19.62, the open interest changed by -223 which decreased total open position to 249
On 20 Feb BAJAJFINSV was trading at 2058.50. The strike last trading price was 47.6, which was -10.65 lower than the previous day. The implied volatity was 19.29, the open interest changed by 341 which increased total open position to 474
On 19 Feb BAJAJFINSV was trading at 2033.20. The strike last trading price was 60, which was 15.95 higher than the previous day. The implied volatity was 22.92, the open interest changed by -5 which decreased total open position to 135
On 18 Feb BAJAJFINSV was trading at 2060.60. The strike last trading price was 43, which was -10.55 lower than the previous day. The implied volatity was 19.8, the open interest changed by 25 which increased total open position to 139
On 17 Feb BAJAJFINSV was trading at 2044.40. The strike last trading price was 53.55, which was 1.05 higher than the previous day. The implied volatity was 20.25, the open interest changed by 5 which increased total open position to 114
On 16 Feb BAJAJFINSV was trading at 2050.90. The strike last trading price was 53.5, which was 2.5 higher than the previous day. The implied volatity was 22.22, the open interest changed by 102 which increased total open position to 108
On 13 Feb BAJAJFINSV was trading at 2023.20. The strike last trading price was 51, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb BAJAJFINSV was trading at 2037.10. The strike last trading price was 51, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb BAJAJFINSV was trading at 2027.00. The strike last trading price was 51, which was -111.3 lower than the previous day. The implied volatity was 15.86, the open interest changed by 3 which increased total open position to 3
On 10 Feb BAJAJFINSV was trading at 2027.90. The strike last trading price was 162.3, 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 162.3, 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 162.3, 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 162.3, 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 162.3, which was 0 lower than the previous day. The implied volatity was 0.04, 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 162.3, 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 162.3, 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 162.3, 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 162.3, 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 162.3, 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 162.3, 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
