BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1460 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 1569.25 | 541.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1596.35 | 541.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 541.3 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1460 expiring on 28NOV2024
Delta for 1460 CE is -
Historical price for 1460 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 541.3, 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 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 541.3, 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 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 541.3, 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 28NOV2024 1460 PE | |||||||
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Delta: -0.05
Vega: 0.23
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 1.55 | 1.30 | 32.20 | 70 | 24 | 24 |
| 20 Nov | 1596.35 | 0.25 | 0.00 | 15.74 | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 0.25 | 15.74 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1460 expiring on 28NOV2024
Delta for 1460 PE is -0.05
Historical price for 1460 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 1.55, which was 1.30 higher than the previous day. The implied volatity was 32.20, the open interest changed by 24 which increased total open position to 24
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 0
