BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1280 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 494.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 1576.40 | 494.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Dec | 1568.10 | 494.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 1576.70 | 494.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Dec | 1579.30 | 494.6 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1280 expiring on 30JAN2025
Delta for 1280 CE is 0.00
Historical price for 1280 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 494.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 494.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 494.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 494.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 494.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30JAN2025 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.13
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 0.85 | -0.15 | 46.89 | 86 | 36 | 73 |
| 1 Jan | 1576.40 | 1 | 0.00 | 36.91 | 26 | 0 | 36 |
| 31 Dec | 1568.10 | 1 | 0.00 | 35.71 | 12 | 7 | 35 |
| 30 Dec | 1576.70 | 1 | 0.20 | 35.43 | 36 | 2 | 28 |
| 27 Dec | 1579.30 | 0.8 | 33.35 | 60 | 25 | 26 | |
For Bajaj Finserv Ltd. - strike price 1280 expiring on 30JAN2025
Delta for 1280 PE is -0.01
Historical price for 1280 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 46.89, the open interest changed by 36 which increased total open position to 73
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 36
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 35.71, the open interest changed by 7 which increased total open position to 35
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 28
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 33.35, the open interest changed by 25 which increased total open position to 26
