BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1440 CE | ||||||||||
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Delta: 0.82
Vega: 0.53
Theta: -3.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1569.65 | 149.2 | -3.80 | 80.31 | 3 | 0 | 5 | |||
| 19 Dec | 1589.55 | 153 | -57.00 | - | 4 | 0 | 1 | |||
| 18 Dec | 1630.75 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 210 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 210 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 1635.20 | 210 | -359.50 | 45.91 | 1 | 0 | 0 | |||
| 5 Dec | 1644.10 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1628.10 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1575.05 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 569.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 569.5 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.82
Historical price for 1440 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 149.2, which was -3.80 lower than the previous day. The implied volatity was 80.31, the open interest changed by 0 which decreased total open position to 5
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 153, which was -57.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 210, 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 210, 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 210, 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 210, 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 210, 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 210, 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 210, 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 210, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 210, which was -359.50 lower than the previous day. The implied volatity was 45.91, 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 569.5, 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 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 569.5, 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 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 569.5, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 569.5, 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 569.5, 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 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 569.5, 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 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 569.5, 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 569.5, 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 26DEC2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.11
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 0.65 | -0.05 | 35.16 | 12 | 1 | 119 |
| 19 Dec | 1589.55 | 0.7 | -0.10 | 37.45 | 4 | 0 | 122 |
| 18 Dec | 1630.75 | 0.8 | 0.30 | 42.08 | 7 | -2 | 121 |
| 17 Dec | 1643.15 | 0.5 | -0.75 | 39.49 | 6 | 0 | 129 |
| 16 Dec | 1673.65 | 1.25 | 0.00 | 47.85 | 1 | 0 | 128 |
| 13 Dec | 1679.70 | 1.25 | 0.65 | 42.78 | 25 | -8 | 128 |
| 12 Dec | 1679.30 | 0.6 | 0.00 | 36.67 | 2 | 0 | 138 |
| 11 Dec | 1686.50 | 0.6 | -0.35 | 36.41 | 28 | -17 | 139 |
| 10 Dec | 1663.40 | 0.95 | -0.40 | 35.42 | 77 | -1 | 157 |
| 9 Dec | 1637.05 | 1.35 | -0.40 | 33.16 | 147 | 27 | 159 |
| 6 Dec | 1635.20 | 1.75 | -0.05 | 31.46 | 82 | 4 | 135 |
| 5 Dec | 1644.10 | 1.8 | -0.15 | 32.76 | 276 | -16 | 136 |
| 4 Dec | 1628.10 | 1.95 | -0.70 | 30.60 | 166 | 20 | 153 |
| 3 Dec | 1607.10 | 2.65 | -1.20 | 29.44 | 70 | 45 | 133 |
| 2 Dec | 1596.65 | 3.85 | -1.05 | 29.51 | 220 | -9 | 87 |
| 29 Nov | 1579.95 | 4.9 | -2.85 | 27.80 | 160 | 36 | 93 |
| 28 Nov | 1575.05 | 7.75 | 0.85 | 31.34 | 97 | 52 | 57 |
| 27 Nov | 1600.05 | 6.9 | 0.00 | 0.00 | 0 | 5 | 0 |
| 26 Nov | 1594.40 | 6.9 | 31.14 | 6 | 5 | 5 | |
For Bajaj Finserv Ltd. - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is -0.02
Historical price for 1440 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 35.16, the open interest changed by 1 which increased total open position to 119
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 37.45, the open interest changed by 0 which decreased total open position to 122
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 42.08, the open interest changed by -2 which decreased total open position to 121
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.5, which was -0.75 lower than the previous day. The implied volatity was 39.49, the open interest changed by 0 which decreased total open position to 129
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 47.85, the open interest changed by 0 which decreased total open position to 128
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 1.25, which was 0.65 higher than the previous day. The implied volatity was 42.78, the open interest changed by -8 which decreased total open position to 128
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 36.67, the open interest changed by 0 which decreased total open position to 138
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 36.41, the open interest changed by -17 which decreased total open position to 139
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 0.95, which was -0.40 lower than the previous day. The implied volatity was 35.42, the open interest changed by -1 which decreased total open position to 157
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 1.35, which was -0.40 lower than the previous day. The implied volatity was 33.16, the open interest changed by 27 which increased total open position to 159
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 31.46, the open interest changed by 4 which increased total open position to 135
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 32.76, the open interest changed by -16 which decreased total open position to 136
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 1.95, which was -0.70 lower than the previous day. The implied volatity was 30.60, the open interest changed by 20 which increased total open position to 153
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 2.65, which was -1.20 lower than the previous day. The implied volatity was 29.44, the open interest changed by 45 which increased total open position to 133
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 3.85, which was -1.05 lower than the previous day. The implied volatity was 29.51, the open interest changed by -9 which decreased total open position to 87
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 4.9, which was -2.85 lower than the previous day. The implied volatity was 27.80, the open interest changed by 36 which increased total open position to 93
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 7.75, which was 0.85 higher than the previous day. The implied volatity was 31.34, the open interest changed by 52 which increased total open position to 57
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was 31.14, the open interest changed by 5 which increased total open position to 5
