BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
16 Dec 2025 04:11 PM IST
| BAJAJFINSV 30-DEC-2025 2400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.09
Theta: -0.11
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 2035.20 | 0.35 | -0.05 | 33.73 | 2 | -1 | 56 | |||||||||
| 15 Dec | 2070.50 | 0.35 | -0.1 | 29.46 | 3 | 2 | 56 | |||||||||
| 12 Dec | 2083.10 | 0.45 | 0.1 | 26.43 | 8 | 0 | 46 | |||||||||
| 11 Dec | 2065.80 | 0.35 | 0.1 | 26.32 | 16 | -4 | 40 | |||||||||
| 10 Dec | 2065.80 | 0.2 | -0.4 | 24.26 | 12 | 3 | 43 | |||||||||
| 9 Dec | 2069.50 | 0.65 | 0.2 | 27.08 | 8 | 0 | 36 | |||||||||
| 8 Dec | 2059.20 | 0.45 | -0.2 | - | 33 | -14 | 34 | |||||||||
| 5 Dec | 2096.50 | 0.6 | 0.3 | 22.32 | 26 | 19 | 48 | |||||||||
| 4 Dec | 2049.20 | 0.3 | -0.05 | 22.97 | 5 | 2 | 31 | |||||||||
| 3 Dec | 2046.00 | 0.35 | -0.1 | 23.35 | 14 | 7 | 28 | |||||||||
| 2 Dec | 2065.90 | 0.5 | -0.2 | 22.51 | 32 | -27 | 21 | |||||||||
| 1 Dec | 2081.80 | 0.7 | -0.7 | 21.80 | 8 | 1 | 47 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 2094.00 | 1.4 | 0.3 | 22.15 | 5 | 4 | 45 | |||||||||
| 27 Nov | 2103.20 | 1.05 | -18.15 | 19.99 | 70 | 41 | 41 | |||||||||
| 20 Nov | 2095.60 | 19.2 | 0 | 9.64 | 0 | 0 | 0 | |||||||||
| 7 Nov | 2102.10 | 19.2 | 0 | 7.41 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 2400 expiring on 30DEC2025
Delta for 2400 CE is 0.01
Historical price for 2400 CE is as follows
On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 33.73, the open interest changed by -1 which decreased total open position to 56
On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 29.46, the open interest changed by 2 which increased total open position to 56
On 12 Dec BAJAJFINSV was trading at 2083.10. The strike last trading price was 0.45, which was 0.1 higher than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 46
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 26.32, the open interest changed by -4 which decreased total open position to 40
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 0.2, which was -0.4 lower than the previous day. The implied volatity was 24.26, the open interest changed by 3 which increased total open position to 43
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 0.65, which was 0.2 higher than the previous day. The implied volatity was 27.08, the open interest changed by 0 which decreased total open position to 36
On 8 Dec BAJAJFINSV was trading at 2059.20. The strike last trading price was 0.45, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 34
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 0.6, which was 0.3 higher than the previous day. The implied volatity was 22.32, the open interest changed by 19 which increased total open position to 48
On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 22.97, the open interest changed by 2 which increased total open position to 31
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 23.35, the open interest changed by 7 which increased total open position to 28
On 2 Dec BAJAJFINSV was trading at 2065.90. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 22.51, the open interest changed by -27 which decreased total open position to 21
On 1 Dec BAJAJFINSV was trading at 2081.80. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 21.80, the open interest changed by 1 which increased total open position to 47
On 28 Nov BAJAJFINSV was trading at 2094.00. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 22.15, the open interest changed by 4 which increased total open position to 45
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 1.05, which was -18.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 41 which increased total open position to 41
On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 9.64, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 19.2, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30DEC2025 2400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 2035.20 | 292.1 | -37.9 | - | 0 | 0 | 203 |
| 15 Dec | 2070.50 | 292.1 | -37.9 | - | 0 | 0 | 0 |
| 12 Dec | 2083.10 | 292.1 | -37.9 | - | 0 | 0 | 203 |
| 11 Dec | 2065.80 | 292.1 | -37.9 | - | 0 | 0 | 203 |
| 10 Dec | 2065.80 | 292.1 | -37.9 | - | 0 | 0 | 203 |
| 9 Dec | 2069.50 | 292.1 | -37.9 | - | 0 | 0 | 0 |
| 8 Dec | 2059.20 | 292.1 | -37.9 | - | 0 | 0 | 203 |
| 5 Dec | 2096.50 | 292.1 | -37.9 | 25.31 | 21 | -4 | 206 |
| 4 Dec | 2049.20 | 330 | 48.95 | - | 7 | 3 | 210 |
| 3 Dec | 2046.00 | 281.05 | -5.8 | - | 0 | 0 | 0 |
| 2 Dec | 2065.90 | 281.05 | -5.8 | - | 0 | 0 | 0 |
| 1 Dec | 2081.80 | 281.05 | -5.8 | - | 0 | 0 | 0 |
| 28 Nov | 2094.00 | 281.05 | -5.8 | - | 0 | -29 | 0 |
| 27 Nov | 2103.20 | 281.05 | -5.8 | 29.50 | 46 | -30 | 206 |
| 20 Nov | 2095.60 | 286.85 | 2.85 | 29.21 | 236 | 235 | 237 |
| 7 Nov | 2102.10 | 284 | -19 | 33.38 | 1 | 0 | 1 |
For Bajaj Finserv Ltd. - strike price 2400 expiring on 30DEC2025
Delta for 2400 PE is -
Historical price for 2400 PE is as follows
On 16 Dec BAJAJFINSV was trading at 2035.20. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 15 Dec BAJAJFINSV was trading at 2070.50. The strike last trading price was 292.1, which was -37.9 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 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 11 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 10 Dec BAJAJFINSV was trading at 2065.80. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 9 Dec BAJAJFINSV was trading at 2069.50. The strike last trading price was 292.1, which was -37.9 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 292.1, which was -37.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 203
On 5 Dec BAJAJFINSV was trading at 2096.50. The strike last trading price was 292.1, which was -37.9 lower than the previous day. The implied volatity was 25.31, the open interest changed by -4 which decreased total open position to 206
On 4 Dec BAJAJFINSV was trading at 2049.20. The strike last trading price was 330, which was 48.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 210
On 3 Dec BAJAJFINSV was trading at 2046.00. The strike last trading price was 281.05, which was -5.8 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 281.05, which was -5.8 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 281.05, which was -5.8 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 281.05, which was -5.8 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 0
On 27 Nov BAJAJFINSV was trading at 2103.20. The strike last trading price was 281.05, which was -5.8 lower than the previous day. The implied volatity was 29.50, the open interest changed by -30 which decreased total open position to 206
On 20 Nov BAJAJFINSV was trading at 2095.60. The strike last trading price was 286.85, which was 2.85 higher than the previous day. The implied volatity was 29.21, the open interest changed by 235 which increased total open position to 237
On 7 Nov BAJAJFINSV was trading at 2102.10. The strike last trading price was 284, which was -19 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 1































































































































































































































