Historical option data for BAJAJFINSV
08 Jun 2026 11:35 AM IST
| BAJAJFINSV 30-Jun-2026 (22d) 1760 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.01
Theta: -0.74
Gamma: 0.00305
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 1675.70 | 12.75 | -7.6 (-37.35%) | 23.81 | 658 | 81 | 1,454 | |||||||||
| 5 Jun | 1703.20 | 19.75 | -5.6 (-22.09%) | 22.23 | 3,135 | 285 | 1,374 | |||||||||
| 4 Jun | 1709.80 | 26.1 | -8.7 (-25.00%) | 22.86 | 855 | 225 | 1,092 | |||||||||
| 3 Jun | 1734.40 | 34.25 | -4.9 (-12.52%) | 22.59 | 1,245 | 22 | 879 | |||||||||
| 2 Jun | 1741.40 | 37 | -11.35 (-23.47%) | 22.07 | 2,769 | 672 | 856 | |||||||||
| 1 Jun | 1758.90 | 48.75 | -20.7 (-29.81%) | 22.81 | 265 | 81 | 184 | |||||||||
| 29 May | 1783.60 | 70.05 | -16.15 (-18.74%) | 23.32 | 67 | -4 | 103 | |||||||||
| 27 May | 1809.10 | 87.7 | 4.55 (5.47%) | 22.95 | 26 | 0 | 107 | |||||||||
| 26 May | 1800.70 | 80.6 | -5.75 (-6.66%) | 22.24 | 79 | 6 | 108 | |||||||||
| 25 May | 1807.40 | 87.4 | 21.8 (33.23%) | 23.51 | 212 | -30 | 102 | |||||||||
| 22 May | 1766.00 | 67.05 | 6.9 (11.47%) | 24.17 | 313 | 16 | 129 | |||||||||
| 21 May | 1752.20 | 61 | -9.25 (-13.17%) | 25.75 | 105 | 17 | 113 | |||||||||
| 20 May | 1772.00 | 70.1 | 10.45 (17.52%) | 25.15 | 159 | 43 | 95 | |||||||||
| 19 May | 1749.80 | 60.55 | -1 (-1.62%) | 25.65 | 40 | 8 | 51 | |||||||||
| 18 May | 1753.10 | 61.6 | 9.6 (18.46%) | 24.84 | 60 | 32 | 42 | |||||||||
| 15 May | 1728.10 | 52 | 2 (4.00%) | 25.49 | 1 | 0 | 9 | |||||||||
| 14 May | 1740.20 | 50 | -8 (-13.79%) | 0 | 2 | 2 | 9 | |||||||||
| 13 May | 1728.90 | 58 | 0.95 (1.67%) | 26.83 | 9 | 5 | 5 | |||||||||
| 12 May | 1744.80 | 0 | -57.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 1794.20 | 0 | -57.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 1818.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 1824.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 28 Apr | 1779.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 1772.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 1770.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 1788.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 1809.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 1767.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 1784.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 1684.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 1672.30 | 0 | 0 (0.00%) | 1.6 | 0 | 0 | 0 | |||||||||
| 2 Apr | 1640.70 | 0 | 0 (0.00%) | 2.69 | 0 | 0 | 0 | |||||||||
For Bajaj Finserv Ltd. - strike price 1760 expiring on 30JUN2026
Delta for 1760 CE is 0.23
Historical price for 1760 CE is as follows
On 8 Jun BAJAJFINSV was trading at 1675.70. The strike last trading price was 12.75, which was -7.6 lower than the previous day. The implied volatity was 23.81, the open interest changed by 81 which increased total open position to 1454
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 19.75, which was -5.6 lower than the previous day. The implied volatity was 22.23, the open interest changed by 285 which increased total open position to 1374
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 26.1, which was -8.7 lower than the previous day. The implied volatity was 22.86, the open interest changed by 225 which increased total open position to 1092
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 34.25, which was -4.9 lower than the previous day. The implied volatity was 22.59, the open interest changed by 22 which increased total open position to 879
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 37, which was -11.35 lower than the previous day. The implied volatity was 22.07, the open interest changed by 672 which increased total open position to 856
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 48.75, which was -20.7 lower than the previous day. The implied volatity was 22.81, the open interest changed by 81 which increased total open position to 184
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 70.05, which was -16.15 lower than the previous day. The implied volatity was 23.32, the open interest changed by -4 which decreased total open position to 103
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 87.7, which was 4.55 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 107
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 80.6, which was -5.75 lower than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 108
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 87.4, which was 21.8 higher than the previous day. The implied volatity was 23.51, the open interest changed by -30 which decreased total open position to 102
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 67.05, which was 6.9 higher than the previous day. The implied volatity was 24.17, the open interest changed by 16 which increased total open position to 129
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 61, which was -9.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 17 which increased total open position to 113
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 70.1, which was 10.45 higher than the previous day. The implied volatity was 25.15, the open interest changed by 43 which increased total open position to 95
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 60.55, which was -1 lower than the previous day. The implied volatity was 25.65, the open interest changed by 8 which increased total open position to 51
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 61.6, which was 9.6 higher than the previous day. The implied volatity was 24.84, the open interest changed by 32 which increased total open position to 42
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 52, which was 2 higher than the previous day. The implied volatity was 25.49, the open interest changed by 0 which decreased total open position to 9
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 50, which was -8 lower than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 9
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 58, which was 0.95 higher than the previous day. The implied volatity was 26.83, the open interest changed by 5 which increased total open position to 5
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 0, which was -57.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 0, which was -57.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BAJAJFINSV was trading at 1818.30. 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 7 May BAJAJFINSV was trading at 1824.50. 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 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
On 28 Apr BAJAJFINSV was trading at 1779.00. 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 27 Apr BAJAJFINSV was trading at 1772.20. 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 24 Apr BAJAJFINSV was trading at 1770.70. 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 13 Apr BAJAJFINSV was trading at 1788.30. 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 10 Apr BAJAJFINSV was trading at 1809.20. 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 9 Apr BAJAJFINSV was trading at 1767.70. 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 8 Apr BAJAJFINSV was trading at 1784.60. 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 7 Apr BAJAJFINSV was trading at 1684.40. 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 6 Apr BAJAJFINSV was trading at 1672.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.6, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BAJAJFINSV was trading at 1640.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30-Jun-2026 (22d) 1760 PE | |||||||
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Delta: -0.82
Vega: 0.01
Theta: -0.27
Gamma: 0.00324
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 1675.70 | 85.5 | 21.5 (33.59%) | 19.39 | 42 | -13 | 400 |
| 5 Jun | 1703.20 | 65.85 | 3.35 (5.36%) | 18.49 | 485 | 149 | 412 |
| 4 Jun | 1709.80 | 61 | 10 (19.61%) | 21.02 | 179 | 19 | 264 |
| 3 Jun | 1734.40 | 53 | 9 (20.45%) | 22.27 | 261 | -62 | 246 |
| 2 Jun | 1741.40 | 46 | 7 (17.95%) | 20.24 | 950 | 22 | 310 |
| 1 Jun | 1758.90 | 38 | 9 (31.03%) | 21.28 | 488 | 51 | 290 |
| 29 May | 1783.60 | 26 | 5 (23.81%) | 18.45 | 225 | 14 | 240 |
| 27 May | 1809.10 | 21 | -7 (-25.00%) | 20.96 | 421 | 72 | 238 |
| 26 May | 1800.70 | 28 | 1 (3.70%) | 22.52 | 391 | -24 | 166 |
| 25 May | 1807.40 | 26 | -18 (-40.91%) | 22.69 | 155 | 4 | 189 |
| 22 May | 1766.00 | 42 | -12 (-22.22%) | 22.47 | 98 | 24 | 183 |
| 21 May | 1752.20 | 54 | 5 (10.20%) | 24.22 | 130 | 71 | 159 |
| 20 May | 1772.00 | 48 | -10 (-17.24%) | 24.99 | 43 | 30 | 87 |
| 19 May | 1749.80 | 58 | -8 (-12.12%) | 25.5 | 35 | 34 | 57 |
| 18 May | 1753.10 | 66 | 66 (0.00%) | - | 23 | 0 | 23 |
| 15 May | 1728.10 | 66 | 0 (0.00%) | - | 0 | 0 | 23 |
| 14 May | 1740.20 | 66 | 0 (0.00%) | 0 | 0 | 0 | 23 |
| 13 May | 1728.90 | 66 | 23 (53.49%) | 21.93 | 23 | 22 | 22 |
| 12 May | 1744.80 | 43 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 11 May | 1794.20 | 43 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 8 May | 1818.30 | 43 | 43 | - | 0 | 0 | 0 |
| 7 May | 1824.50 | 43 | 43 (-32.81%) | 27.64 | 0 | 0 | 0 |
| 6 May | 1836.10 | 43 | -21 (-32.81%) | 27.64 | 1 | 0 | 1 |
| 5 May | 1794.60 | 64 | 0 (0.00%) | 28.52 | 0 | 0 | 1 |
| 4 May | 1770.40 | 64 | -89.7 (-58.36%) | 28.52 | 1 | 0 | 0 |
| 30 Apr | 1747.20 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 1764.20 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 1779.00 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 1772.20 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 1770.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 1788.30 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 1809.20 | 0 | 0 (0.00%) | 1.95 | 0 | 0 | 0 |
| 9 Apr | 1767.70 | 0 | 0 (0.00%) | 1.7 | 0 | 0 | 0 |
| 8 Apr | 1784.60 | 0 | 0 (0.00%) | 2.09 | 0 | 0 | 0 |
| 7 Apr | 1684.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 1672.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 1640.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1760 expiring on 30JUN2026
Delta for 1760 PE is -0.82
Historical price for 1760 PE is as follows
On 8 Jun BAJAJFINSV was trading at 1675.70. The strike last trading price was 85.5, which was 21.5 higher than the previous day. The implied volatity was 19.39, the open interest changed by -13 which decreased total open position to 400
On 5 Jun BAJAJFINSV was trading at 1703.20. The strike last trading price was 65.85, which was 3.35 higher than the previous day. The implied volatity was 18.49, the open interest changed by 149 which increased total open position to 412
On 4 Jun BAJAJFINSV was trading at 1709.80. The strike last trading price was 61, which was 10 higher than the previous day. The implied volatity was 21.02, the open interest changed by 19 which increased total open position to 264
On 3 Jun BAJAJFINSV was trading at 1734.40. The strike last trading price was 53, which was 9 higher than the previous day. The implied volatity was 22.27, the open interest changed by -62 which decreased total open position to 246
On 2 Jun BAJAJFINSV was trading at 1741.40. The strike last trading price was 46, which was 7 higher than the previous day. The implied volatity was 20.24, the open interest changed by 22 which increased total open position to 310
On 1 Jun BAJAJFINSV was trading at 1758.90. The strike last trading price was 38, which was 9 higher than the previous day. The implied volatity was 21.28, the open interest changed by 51 which increased total open position to 290
On 29 May BAJAJFINSV was trading at 1783.60. The strike last trading price was 26, which was 5 higher than the previous day. The implied volatity was 18.45, the open interest changed by 14 which increased total open position to 240
On 27 May BAJAJFINSV was trading at 1809.10. The strike last trading price was 21, which was -7 lower than the previous day. The implied volatity was 20.96, the open interest changed by 72 which increased total open position to 238
On 26 May BAJAJFINSV was trading at 1800.70. The strike last trading price was 28, which was 1 higher than the previous day. The implied volatity was 22.52, the open interest changed by -24 which decreased total open position to 166
On 25 May BAJAJFINSV was trading at 1807.40. The strike last trading price was 26, which was -18 lower than the previous day. The implied volatity was 22.69, the open interest changed by 4 which increased total open position to 189
On 22 May BAJAJFINSV was trading at 1766.00. The strike last trading price was 42, which was -12 lower than the previous day. The implied volatity was 22.47, the open interest changed by 24 which increased total open position to 183
On 21 May BAJAJFINSV was trading at 1752.20. The strike last trading price was 54, which was 5 higher than the previous day. The implied volatity was 24.22, the open interest changed by 71 which increased total open position to 159
On 20 May BAJAJFINSV was trading at 1772.00. The strike last trading price was 48, which was -10 lower than the previous day. The implied volatity was 24.99, the open interest changed by 30 which increased total open position to 87
On 19 May BAJAJFINSV was trading at 1749.80. The strike last trading price was 58, which was -8 lower than the previous day. The implied volatity was 25.5, the open interest changed by 34 which increased total open position to 57
On 18 May BAJAJFINSV was trading at 1753.10. The strike last trading price was 66, which was 66 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 15 May BAJAJFINSV was trading at 1728.10. The strike last trading price was 66, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 14 May BAJAJFINSV was trading at 1740.20. The strike last trading price was 66, 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 23
On 13 May BAJAJFINSV was trading at 1728.90. The strike last trading price was 66, which was 23 higher than the previous day. The implied volatity was 21.93, the open interest changed by 22 which increased total open position to 22
On 12 May BAJAJFINSV was trading at 1744.80. The strike last trading price was 43, 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
On 11 May BAJAJFINSV was trading at 1794.20. The strike last trading price was 43, 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
On 8 May BAJAJFINSV was trading at 1818.30. The strike last trading price was 43, which was 43 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May BAJAJFINSV was trading at 1824.50. The strike last trading price was 43, which was 43 higher than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 0
On 6 May BAJAJFINSV was trading at 1836.10. The strike last trading price was 43, which was -21 lower than the previous day. The implied volatity was 27.64, the open interest changed by 0 which decreased total open position to 1
On 5 May BAJAJFINSV was trading at 1794.60. The strike last trading price was 64, which was 0 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 1
On 4 May BAJAJFINSV was trading at 1770.40. The strike last trading price was 64, which was -89.7 lower than the previous day. The implied volatity was 28.52, 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
On 28 Apr BAJAJFINSV was trading at 1779.00. 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 27 Apr BAJAJFINSV was trading at 1772.20. 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 24 Apr BAJAJFINSV was trading at 1770.70. 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 13 Apr BAJAJFINSV was trading at 1788.30. 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 10 Apr BAJAJFINSV was trading at 1809.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJFINSV was trading at 1767.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.7, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJFINSV was trading at 1784.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJAJFINSV was trading at 1684.40. 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 6 Apr BAJAJFINSV was trading at 1672.30. 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 2 Apr BAJAJFINSV was trading at 1640.70. 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
