BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1480 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 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 1589.55 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 164.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 164.2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 1635.20 | 164.2 | 25.65 | 33.06 | 1 | 0 | 12 | |||
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| 5 Dec | 1644.10 | 138.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 1628.10 | 138.55 | 15.05 | - | 1 | 0 | 11 | |||
| 3 Dec | 1607.10 | 123.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 1596.65 | 123.5 | 3.90 | - | 3 | -1 | 11 | |||
| 29 Nov | 1579.95 | 119.6 | -411.20 | 26.21 | 14 | 11 | 11 | |||
| 28 Nov | 1575.05 | 530.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 530.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 530.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1604.90 | 530.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1600.85 | 530.8 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1480 expiring on 26DEC2024
Delta for 1480 CE is 0.00
Historical price for 1480 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 164.2, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 164.2, which was 25.65 higher than the previous day. The implied volatity was 33.06, the open interest changed by 0 which decreased total open position to 12
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 138.55, 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 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 138.55, which was 15.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 123.5, 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 123.5, which was 3.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 11
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 119.6, which was -411.20 lower than the previous day. The implied volatity was 26.21, the open interest changed by 11 which increased total open position to 11
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 530.8, 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 530.8, 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 530.8, 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 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 530.8, 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 530.8, 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 1480 PE | |||||||
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Delta: -0.05
Vega: 0.19
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 1.1 | 0.00 | 28.40 | 57 | 3 | 156 |
| 19 Dec | 1589.55 | 1.1 | 0.30 | 31.27 | 92 | 1 | 154 |
| 18 Dec | 1630.75 | 0.8 | 0.10 | 34.10 | 21 | 3 | 152 |
| 17 Dec | 1643.15 | 0.7 | 0.00 | 34.14 | 4 | 2 | 151 |
| 16 Dec | 1673.65 | 0.7 | 0.05 | 36.89 | 4 | 0 | 149 |
| 13 Dec | 1679.70 | 0.65 | -0.20 | 32.77 | 93 | 8 | 149 |
| 12 Dec | 1679.30 | 0.85 | 0.05 | 32.68 | 8 | 0 | 142 |
| 11 Dec | 1686.50 | 0.8 | -0.65 | 32.31 | 199 | 4 | 144 |
| 10 Dec | 1663.40 | 1.45 | -0.80 | 32.03 | 248 | -56 | 140 |
| 9 Dec | 1637.05 | 2.25 | -0.70 | 30.21 | 90 | -4 | 196 |
| 6 Dec | 1635.20 | 2.95 | 0.25 | 28.89 | 264 | -9 | 199 |
| 5 Dec | 1644.10 | 2.7 | -0.70 | 29.72 | 502 | -1 | 208 |
| 4 Dec | 1628.10 | 3.4 | -1.35 | 28.44 | 450 | -35 | 212 |
| 3 Dec | 1607.10 | 4.75 | -2.00 | 27.50 | 450 | -77 | 250 |
| 2 Dec | 1596.65 | 6.75 | -1.80 | 27.64 | 593 | 66 | 330 |
| 29 Nov | 1579.95 | 8.55 | -3.95 | 26.07 | 431 | 77 | 264 |
| 28 Nov | 1575.05 | 12.5 | 3.45 | 29.71 | 447 | 65 | 185 |
| 27 Nov | 1600.05 | 9.05 | -0.70 | 28.58 | 134 | 81 | 120 |
| 26 Nov | 1594.40 | 9.75 | 3.00 | 28.04 | 55 | 33 | 38 |
| 25 Nov | 1604.90 | 6.75 | -3.25 | 26.86 | 5 | 4 | 4 |
| 22 Nov | 1600.85 | 10 | 27.94 | 1 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1480 expiring on 26DEC2024
Delta for 1480 PE is -0.05
Historical price for 1480 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 28.40, the open interest changed by 3 which increased total open position to 156
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 31.27, the open interest changed by 1 which increased total open position to 154
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 34.10, the open interest changed by 3 which increased total open position to 152
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 34.14, the open interest changed by 2 which increased total open position to 151
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 36.89, the open interest changed by 0 which decreased total open position to 149
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 32.77, the open interest changed by 8 which increased total open position to 149
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 32.68, the open interest changed by 0 which decreased total open position to 142
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 32.31, the open interest changed by 4 which increased total open position to 144
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 1.45, which was -0.80 lower than the previous day. The implied volatity was 32.03, the open interest changed by -56 which decreased total open position to 140
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 2.25, which was -0.70 lower than the previous day. The implied volatity was 30.21, the open interest changed by -4 which decreased total open position to 196
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 2.95, which was 0.25 higher than the previous day. The implied volatity was 28.89, the open interest changed by -9 which decreased total open position to 199
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 2.7, which was -0.70 lower than the previous day. The implied volatity was 29.72, the open interest changed by -1 which decreased total open position to 208
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 3.4, which was -1.35 lower than the previous day. The implied volatity was 28.44, the open interest changed by -35 which decreased total open position to 212
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 4.75, which was -2.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by -77 which decreased total open position to 250
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 6.75, which was -1.80 lower than the previous day. The implied volatity was 27.64, the open interest changed by 66 which increased total open position to 330
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 8.55, which was -3.95 lower than the previous day. The implied volatity was 26.07, the open interest changed by 77 which increased total open position to 264
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 12.5, which was 3.45 higher than the previous day. The implied volatity was 29.71, the open interest changed by 65 which increased total open position to 185
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 9.05, which was -0.70 lower than the previous day. The implied volatity was 28.58, the open interest changed by 81 which increased total open position to 120
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 9.75, which was 3.00 higher than the previous day. The implied volatity was 28.04, the open interest changed by 33 which increased total open position to 38
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 6.75, which was -3.25 lower than the previous day. The implied volatity was 26.86, the open interest changed by 4 which increased total open position to 4
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 0
