BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1400 CE | ||||||||||
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Delta: 0.96
Vega: 0.40
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 314 | 126.00 | 42.79 | 23 | 1 | 15 | |||
| 1 Jan | 1576.40 | 188 | -2.00 | - | 1 | 0 | 13 | |||
| 31 Dec | 1568.10 | 190 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Dec | 1576.70 | 190 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Dec | 1579.30 | 190 | 7.00 | - | 1 | 0 | 13 | |||
| 26 Dec | 1559.30 | 183 | 0.50 | 34.34 | 5 | 1 | 9 | |||
| 24 Dec | 1564.55 | 182.5 | 0.00 | 26.86 | 1 | 0 | 8 | |||
| 23 Dec | 1563.40 | 182.5 | -9.50 | 27.24 | 4 | 2 | 6 | |||
| 20 Dec | 1569.65 | 192 | -188.40 | 28.73 | 4 | 0 | 0 | |||
| 19 Dec | 1589.55 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 1644.10 | 380.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 380.4 | 380.40 | - | 0 | 0 | 0 | |||
| 28 Nov | 1575.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1400 expiring on 30JAN2025
Delta for 1400 CE is 0.96
Historical price for 1400 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 314, which was 126.00 higher than the previous day. The implied volatity was 42.79, the open interest changed by 1 which increased total open position to 15
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 188, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 190, 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 190, 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 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 190, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 183, which was 0.50 higher than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 9
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 182.5, which was 0.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 8
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 182.5, which was -9.50 lower than the previous day. The implied volatity was 27.24, the open interest changed by 2 which increased total open position to 6
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 192, which was -188.40 lower than the previous day. The implied volatity was 28.73, 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 380.4, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 380.4, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 380.4, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 380.4, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 380.4, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 380.4, 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 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 380.4, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 380.4, which was 380.40 higher 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 1575.05. The strike last trading price was 0, 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 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 0, 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 1400 PE | |||||||
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Delta: -0.02
Vega: 0.22
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 1.2 | -1.20 | 35.92 | 496 | -8 | 411 |
| 1 Jan | 1576.40 | 2.4 | -0.30 | 27.42 | 279 | 6 | 420 |
| 31 Dec | 1568.10 | 2.7 | -0.35 | 26.92 | 297 | 68 | 412 |
| 30 Dec | 1576.70 | 3.05 | 0.00 | 27.55 | 458 | 5 | 342 |
| 27 Dec | 1579.30 | 3.05 | -1.70 | 27.06 | 592 | 74 | 338 |
| 26 Dec | 1559.30 | 4.75 | 0.35 | 27.37 | 368 | 73 | 263 |
| 24 Dec | 1564.55 | 4.4 | -0.90 | 26.74 | 91 | 38 | 190 |
| 23 Dec | 1563.40 | 5.3 | -0.50 | 27.58 | 217 | 48 | 152 |
| 20 Dec | 1569.65 | 5.8 | 2.65 | 28.04 | 182 | 24 | 104 |
| 19 Dec | 1589.55 | 3.15 | -0.45 | 26.02 | 5 | 2 | 79 |
| 18 Dec | 1630.75 | 3.6 | -0.40 | 29.99 | 2 | 1 | 78 |
| 13 Dec | 1679.70 | 4 | 1.00 | 33.01 | 14 | 10 | 77 |
| 12 Dec | 1679.30 | 3 | -0.10 | 30.84 | 2 | 0 | 66 |
| 11 Dec | 1686.50 | 3.1 | -3.30 | 31.13 | 3 | 1 | 66 |
| 6 Dec | 1635.20 | 6.4 | -1.60 | 30.71 | 1 | 0 | 64 |
| 5 Dec | 1644.10 | 8 | -2.75 | 33.52 | 75 | 47 | 63 |
| 29 Nov | 1579.95 | 10.75 | 0.80 | 28.99 | 21 | 12 | 15 |
| 28 Nov | 1575.05 | 9.95 | 9.95 | 28.26 | 3 | 2 | 2 |
| 26 Nov | 1594.40 | 0 | 9.03 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1400 expiring on 30JAN2025
Delta for 1400 PE is -0.02
Historical price for 1400 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 35.92, the open interest changed by -8 which decreased total open position to 411
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 27.42, the open interest changed by 6 which increased total open position to 420
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 2.7, which was -0.35 lower than the previous day. The implied volatity was 26.92, the open interest changed by 68 which increased total open position to 412
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 27.55, the open interest changed by 5 which increased total open position to 342
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 3.05, which was -1.70 lower than the previous day. The implied volatity was 27.06, the open interest changed by 74 which increased total open position to 338
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 4.75, which was 0.35 higher than the previous day. The implied volatity was 27.37, the open interest changed by 73 which increased total open position to 263
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 4.4, which was -0.90 lower than the previous day. The implied volatity was 26.74, the open interest changed by 38 which increased total open position to 190
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 5.3, which was -0.50 lower than the previous day. The implied volatity was 27.58, the open interest changed by 48 which increased total open position to 152
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 5.8, which was 2.65 higher than the previous day. The implied volatity was 28.04, the open interest changed by 24 which increased total open position to 104
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 3.15, which was -0.45 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 79
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 3.6, which was -0.40 lower than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 78
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 4, which was 1.00 higher than the previous day. The implied volatity was 33.01, the open interest changed by 10 which increased total open position to 77
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 3, which was -0.10 lower than the previous day. The implied volatity was 30.84, the open interest changed by 0 which decreased total open position to 66
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 3.1, which was -3.30 lower than the previous day. The implied volatity was 31.13, the open interest changed by 1 which increased total open position to 66
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 6.4, which was -1.60 lower than the previous day. The implied volatity was 30.71, the open interest changed by 0 which decreased total open position to 64
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 8, which was -2.75 lower than the previous day. The implied volatity was 33.52, the open interest changed by 47 which increased total open position to 63
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 10.75, which was 0.80 higher than the previous day. The implied volatity was 28.99, the open interest changed by 12 which increased total open position to 15
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 9.95, which was 9.95 higher than the previous day. The implied volatity was 28.26, the open interest changed by 2 which increased total open position to 2
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
