BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 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 | |||
| 21 Nov | 1569.25 | 110.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1596.35 | 110.8 | 0.00 | - | 2 | 0 | 1 | |||
| 19 Nov | 1596.35 | 110.8 | -201.45 | - | 2 | 1 | 1 | |||
| 18 Nov | 1616.00 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 1729.70 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 312.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 312.25 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1480 expiring on 28NOV2024
Delta for 1480 CE is 0.00
Historical price for 1480 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 110.8, 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 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 110.8, 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 1
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 110.8, which was -201.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 312.25, 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 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 312.25, 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 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 312.25, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 312.25, 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 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 312.25, 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 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 0.33
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 2.5 | 0.50 | 30.48 | 453 | -9 | 279 |
| 20 Nov | 1596.35 | 2 | 0.00 | 31.58 | 275 | 49 | 293 |
| 19 Nov | 1596.35 | 2 | 0.80 | 31.58 | 275 | 54 | 293 |
| 18 Nov | 1616.00 | 1.2 | -0.10 | 31.49 | 108 | 12 | 239 |
| 14 Nov | 1639.80 | 1.3 | 0.25 | 30.02 | 7 | 1 | 227 |
| 13 Nov | 1664.45 | 1.05 | -0.05 | 31.81 | 11 | 0 | 226 |
| 12 Nov | 1691.75 | 1.1 | 0.20 | 33.72 | 7 | 1 | 226 |
| 11 Nov | 1717.45 | 0.9 | 0.15 | 35.07 | 2 | 0 | 227 |
| 8 Nov | 1739.75 | 0.75 | -0.15 | 33.13 | 3 | 0 | 227 |
| 7 Nov | 1729.70 | 0.9 | -0.50 | 32.87 | 133 | 32 | 227 |
| 6 Nov | 1748.70 | 1.4 | -0.55 | 36.34 | 17 | 1 | 198 |
| 5 Nov | 1735.65 | 1.95 | -0.55 | 36.11 | 172 | 104 | 198 |
| 4 Nov | 1712.50 | 2.5 | 34.43 | 177 | 95 | 95 | |
For Bajaj Finserv Ltd. - strike price 1480 expiring on 28NOV2024
Delta for 1480 PE is -0.08
Historical price for 1480 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 2.5, which was 0.50 higher than the previous day. The implied volatity was 30.48, the open interest changed by -9 which decreased total open position to 279
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.58, the open interest changed by 49 which increased total open position to 293
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 2, which was 0.80 higher than the previous day. The implied volatity was 31.58, the open interest changed by 54 which increased total open position to 293
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 1.2, which was -0.10 lower than the previous day. The implied volatity was 31.49, the open interest changed by 12 which increased total open position to 239
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 30.02, the open interest changed by 1 which increased total open position to 227
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 226
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 33.72, the open interest changed by 1 which increased total open position to 226
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 227
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 227
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 32.87, the open interest changed by 32 which increased total open position to 227
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 36.34, the open interest changed by 1 which increased total open position to 198
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 36.11, the open interest changed by 104 which increased total open position to 198
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 34.43, the open interest changed by 95 which increased total open position to 95
