BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1460 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 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1589.55 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Dec | 1679.30 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1644.10 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1628.10 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 147.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 1596.65 | 147.45 | 11.75 | 24.73 | 5 | 0 | 8 | |||
| 29 Nov | 1579.95 | 135.7 | -174.65 | 24.94 | 8 | 7 | 7 | |||
| 28 Nov | 1575.05 | 310.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 310.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 310.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1600.85 | 310.35 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.00
Historical price for 1460 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, 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 147.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 147.45, which was 11.75 higher than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 8
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 135.7, which was -174.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by 7 which increased total open position to 7
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 310.35, 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 310.35, 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 310.35, 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 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 310.35, 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 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.14
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 0.8 | -0.20 | 31.76 | 12 | -6 | 120 |
| 19 Dec | 1589.55 | 1 | 0.20 | 35.24 | 49 | -6 | 125 |
| 18 Dec | 1630.75 | 0.8 | 0.00 | 38.09 | 34 | -4 | 131 |
| 17 Dec | 1643.15 | 0.8 | 0.20 | 38.57 | 16 | -4 | 139 |
| 16 Dec | 1673.65 | 0.6 | 0.05 | 39.41 | 8 | -6 | 144 |
| 13 Dec | 1679.70 | 0.55 | 0.05 | 34.89 | 36 | -15 | 153 |
| 12 Dec | 1679.30 | 0.5 | -0.15 | 32.97 | 27 | -4 | 173 |
| 11 Dec | 1686.50 | 0.65 | -0.50 | 34.06 | 88 | -27 | 177 |
| 10 Dec | 1663.40 | 1.15 | -0.45 | 33.63 | 173 | -29 | 205 |
| 9 Dec | 1637.05 | 1.6 | -0.60 | 31.20 | 94 | -1 | 234 |
| 6 Dec | 1635.20 | 2.2 | 0.05 | 29.99 | 139 | -12 | 235 |
| 5 Dec | 1644.10 | 2.15 | -0.40 | 31.11 | 435 | -14 | 248 |
| 4 Dec | 1628.10 | 2.55 | -1.05 | 29.46 | 354 | 58 | 263 |
| 3 Dec | 1607.10 | 3.6 | -1.60 | 28.56 | 247 | -13 | 210 |
| 2 Dec | 1596.65 | 5.2 | -1.35 | 28.72 | 444 | 6 | 222 |
| 29 Nov | 1579.95 | 6.55 | -3.35 | 27.01 | 355 | 25 | 220 |
| 28 Nov | 1575.05 | 9.9 | 2.30 | 30.55 | 279 | 97 | 195 |
| 27 Nov | 1600.05 | 7.6 | 0.35 | 30.03 | 31 | 22 | 98 |
| 26 Nov | 1594.40 | 7.25 | -1.05 | 28.42 | 52 | 32 | 75 |
| 22 Nov | 1600.85 | 8.3 | 29.11 | 52 | 42 | 43 | |
For Bajaj Finserv Ltd. - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is -0.03
Historical price for 1460 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 31.76, the open interest changed by -6 which decreased total open position to 120
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 35.24, the open interest changed by -6 which decreased total open position to 125
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 38.09, the open interest changed by -4 which decreased total open position to 131
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 38.57, the open interest changed by -4 which decreased total open position to 139
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 39.41, the open interest changed by -6 which decreased total open position to 144
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 34.89, the open interest changed by -15 which decreased total open position to 153
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.97, the open interest changed by -4 which decreased total open position to 173
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 34.06, the open interest changed by -27 which decreased total open position to 177
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 33.63, the open interest changed by -29 which decreased total open position to 205
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 1.6, which was -0.60 lower than the previous day. The implied volatity was 31.20, the open interest changed by -1 which decreased total open position to 234
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 2.2, which was 0.05 higher than the previous day. The implied volatity was 29.99, the open interest changed by -12 which decreased total open position to 235
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 31.11, the open interest changed by -14 which decreased total open position to 248
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by 58 which increased total open position to 263
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 3.6, which was -1.60 lower than the previous day. The implied volatity was 28.56, the open interest changed by -13 which decreased total open position to 210
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 5.2, which was -1.35 lower than the previous day. The implied volatity was 28.72, the open interest changed by 6 which increased total open position to 222
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 6.55, which was -3.35 lower than the previous day. The implied volatity was 27.01, the open interest changed by 25 which increased total open position to 220
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 9.9, which was 2.30 higher than the previous day. The implied volatity was 30.55, the open interest changed by 97 which increased total open position to 195
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 7.6, which was 0.35 higher than the previous day. The implied volatity was 30.03, the open interest changed by 22 which increased total open position to 98
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 7.25, which was -1.05 lower than the previous day. The implied volatity was 28.42, the open interest changed by 32 which increased total open position to 75
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was 29.11, the open interest changed by 42 which increased total open position to 43
