BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
BAJAJFINSV 26DEC2024 1400 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 | |||
20 Dec | 1569.65 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 1589.55 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Dec | 1630.75 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
17 Dec | 1643.15 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Dec | 1673.65 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Dec | 1679.70 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
12 Dec | 1679.30 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Dec | 1686.50 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
10 Dec | 1663.40 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
9 Dec | 1637.05 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 1635.20 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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5 Dec | 1644.10 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 1628.10 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Dec | 1607.10 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Dec | 1596.65 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 1579.95 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
28 Nov | 1575.05 | 224 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Nov | 1600.05 | 224 | 0.00 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.00
Historical price for 1400 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 224, 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 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 224, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 224, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 224, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 224, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 224, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 224, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 224, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 224, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 224, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 224, 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 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 224, 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 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 224, 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 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 224, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 224, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 224, 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 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 224, 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 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 224, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
BAJAJFINSV 26DEC2024 1400 PE | |||||||
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Delta: -0.01
Vega: 0.04
Theta: -0.13
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 1569.65 | 0.2 | -0.15 | 37.89 | 8 | -2 | 547 |
19 Dec | 1589.55 | 0.35 | -0.05 | 41.75 | 23 | -4 | 551 |
18 Dec | 1630.75 | 0.4 | 0.10 | 45.44 | 15 | -3 | 555 |
17 Dec | 1643.15 | 0.3 | 0.00 | 43.63 | 42 | 0 | 558 |
16 Dec | 1673.65 | 0.3 | 0.00 | 45.37 | 3 | -2 | 558 |
13 Dec | 1679.70 | 0.3 | 0.00 | 40.47 | 19 | -5 | 561 |
12 Dec | 1679.30 | 0.3 | -0.05 | 38.80 | 49 | -37 | 568 |
11 Dec | 1686.50 | 0.35 | -0.20 | 39.11 | 25 | -9 | 605 |
10 Dec | 1663.40 | 0.55 | -0.35 | 38.12 | 115 | -38 | 614 |
9 Dec | 1637.05 | 0.9 | -0.20 | 36.54 | 62 | -40 | 653 |
6 Dec | 1635.20 | 1.1 | -0.15 | 34.24 | 144 | 50 | 693 |
5 Dec | 1644.10 | 1.25 | 0.00 | 35.89 | 229 | 86 | 643 |
4 Dec | 1628.10 | 1.25 | -0.35 | 33.32 | 293 | 58 | 557 |
3 Dec | 1607.10 | 1.6 | -0.80 | 31.84 | 209 | 100 | 511 |
2 Dec | 1596.65 | 2.4 | -0.45 | 31.99 | 644 | 157 | 411 |
29 Nov | 1579.95 | 2.85 | -2.45 | 29.69 | 604 | 214 | 254 |
28 Nov | 1575.05 | 5.3 | 0.80 | 33.92 | 59 | 38 | 41 |
27 Nov | 1600.05 | 4.5 | 34.15 | 3 | 1 | 1 |
For Bajaj Finserv Ltd. - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.01
Historical price for 1400 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 37.89, the open interest changed by -2 which decreased total open position to 547
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.75, the open interest changed by -4 which decreased total open position to 551
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 45.44, the open interest changed by -3 which decreased total open position to 555
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.63, the open interest changed by 0 which decreased total open position to 558
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.37, the open interest changed by -2 which decreased total open position to 558
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.47, the open interest changed by -5 which decreased total open position to 561
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.80, the open interest changed by -37 which decreased total open position to 568
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 39.11, the open interest changed by -9 which decreased total open position to 605
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 38.12, the open interest changed by -38 which decreased total open position to 614
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 36.54, the open interest changed by -40 which decreased total open position to 653
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 34.24, the open interest changed by 50 which increased total open position to 693
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 35.89, the open interest changed by 86 which increased total open position to 643
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 33.32, the open interest changed by 58 which increased total open position to 557
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 31.84, the open interest changed by 100 which increased total open position to 511
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 31.99, the open interest changed by 157 which increased total open position to 411
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 2.85, which was -2.45 lower than the previous day. The implied volatity was 29.69, the open interest changed by 214 which increased total open position to 254
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 5.3, which was 0.80 higher than the previous day. The implied volatity was 33.92, the open interest changed by 38 which increased total open position to 41
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was 34.15, the open interest changed by 1 which increased total open position to 1