BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 72.45 | -25.55 | - | 34 | 5 | 96 | |||
| 19 Dec | 1589.55 | 98 | -34.50 | 31.38 | 7 | 1 | 91 | |||
| 18 Dec | 1630.75 | 132.5 | -16.40 | 32.94 | 2 | -1 | 89 | |||
| 17 Dec | 1643.15 | 148.9 | -31.30 | 34.19 | 8 | 0 | 94 | |||
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| 16 Dec | 1673.65 | 180.2 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 13 Dec | 1679.70 | 180.2 | -2.30 | - | 11 | -8 | 94 | |||
| 12 Dec | 1679.30 | 182.5 | -2.50 | 30.06 | 4 | -1 | 103 | |||
| 11 Dec | 1686.50 | 185 | 11.30 | - | 3 | -1 | 105 | |||
| 10 Dec | 1663.40 | 173.7 | 24.05 | 33.98 | 15 | -1 | 106 | |||
| 9 Dec | 1637.05 | 149.65 | 9.65 | 33.75 | 1 | 0 | 107 | |||
| 6 Dec | 1635.20 | 140 | -18.00 | 20.23 | 2 | 0 | 107 | |||
| 5 Dec | 1644.10 | 158 | 21.00 | 26.18 | 6 | -1 | 108 | |||
| 4 Dec | 1628.10 | 137 | 17.50 | - | 17 | -2 | 109 | |||
| 3 Dec | 1607.10 | 119.5 | 2.15 | 14.65 | 7 | 0 | 110 | |||
| 2 Dec | 1596.65 | 117.35 | 15.30 | 30.20 | 144 | 0 | 109 | |||
| 29 Nov | 1579.95 | 102.05 | -2.95 | 25.00 | 72 | 6 | 108 | |||
| 28 Nov | 1575.05 | 105 | -15.00 | 25.19 | 99 | 53 | 104 | |||
| 27 Nov | 1600.05 | 120 | 4.00 | 24.56 | 57 | 28 | 49 | |||
| 26 Nov | 1594.40 | 116 | -17.00 | 24.87 | 12 | 1 | 22 | |||
| 25 Nov | 1604.90 | 133 | 10.75 | 25.66 | 17 | 3 | 21 | |||
| 22 Nov | 1600.85 | 122.25 | 23.85 | 20.50 | 3 | -1 | 17 | |||
| 21 Nov | 1569.25 | 98.4 | -21.60 | 25.81 | 13 | 7 | 17 | |||
| 20 Nov | 1596.35 | 120 | 0.00 | 23.74 | 15 | 10 | 10 | |||
| 19 Nov | 1596.35 | 120 | 23.74 | 15 | 10 | 10 | ||||
For Bajaj Finserv Ltd. - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is -
Historical price for 1500 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 72.45, which was -25.55 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 96
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 98, which was -34.50 lower than the previous day. The implied volatity was 31.38, the open interest changed by 1 which increased total open position to 91
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 132.5, which was -16.40 lower than the previous day. The implied volatity was 32.94, the open interest changed by -1 which decreased total open position to 89
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 148.9, which was -31.30 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 94
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 180.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 180.2, which was -2.30 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 94
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 182.5, which was -2.50 lower than the previous day. The implied volatity was 30.06, the open interest changed by -1 which decreased total open position to 103
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 185, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 105
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 173.7, which was 24.05 higher than the previous day. The implied volatity was 33.98, the open interest changed by -1 which decreased total open position to 106
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 149.65, which was 9.65 higher than the previous day. The implied volatity was 33.75, the open interest changed by 0 which decreased total open position to 107
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 140, which was -18.00 lower than the previous day. The implied volatity was 20.23, the open interest changed by 0 which decreased total open position to 107
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 158, which was 21.00 higher than the previous day. The implied volatity was 26.18, the open interest changed by -1 which decreased total open position to 108
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 137, which was 17.50 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 109
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 119.5, which was 2.15 higher than the previous day. The implied volatity was 14.65, the open interest changed by 0 which decreased total open position to 110
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 117.35, which was 15.30 higher than the previous day. The implied volatity was 30.20, the open interest changed by 0 which decreased total open position to 109
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 102.05, which was -2.95 lower than the previous day. The implied volatity was 25.00, the open interest changed by 6 which increased total open position to 108
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 105, which was -15.00 lower than the previous day. The implied volatity was 25.19, the open interest changed by 53 which increased total open position to 104
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 120, which was 4.00 higher than the previous day. The implied volatity was 24.56, the open interest changed by 28 which increased total open position to 49
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 116, which was -17.00 lower than the previous day. The implied volatity was 24.87, the open interest changed by 1 which increased total open position to 22
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 133, which was 10.75 higher than the previous day. The implied volatity was 25.66, the open interest changed by 3 which increased total open position to 21
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 122.25, which was 23.85 higher than the previous day. The implied volatity was 20.50, the open interest changed by -1 which decreased total open position to 17
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 98.4, which was -21.60 lower than the previous day. The implied volatity was 25.81, the open interest changed by 7 which increased total open position to 17
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 23.74, the open interest changed by 10 which increased total open position to 10
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 120, which was lower than the previous day. The implied volatity was 23.74, the open interest changed by 10 which increased total open position to 10
| BAJAJFINSV 26DEC2024 1500 PE | |||||||
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Delta: -0.08
Vega: 0.31
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 2.05 | 0.20 | 26.84 | 942 | -238 | 484 |
| 19 Dec | 1589.55 | 1.85 | 0.85 | 29.76 | 806 | 347 | 724 |
| 18 Dec | 1630.75 | 1 | 0.20 | 31.31 | 196 | -33 | 374 |
| 17 Dec | 1643.15 | 0.8 | 0.00 | 31.15 | 252 | -10 | 409 |
| 16 Dec | 1673.65 | 0.8 | 0.00 | 34.20 | 34 | -3 | 420 |
| 13 Dec | 1679.70 | 0.8 | -0.25 | 30.80 | 414 | -36 | 424 |
| 12 Dec | 1679.30 | 1.05 | 0.10 | 30.79 | 110 | -27 | 473 |
| 11 Dec | 1686.50 | 0.95 | -0.85 | 30.32 | 449 | -137 | 500 |
| 10 Dec | 1663.40 | 1.8 | -1.20 | 30.28 | 659 | 3 | 638 |
| 9 Dec | 1637.05 | 3 | -0.85 | 28.88 | 385 | 15 | 635 |
| 6 Dec | 1635.20 | 3.85 | 0.40 | 27.59 | 824 | -32 | 621 |
| 5 Dec | 1644.10 | 3.45 | -1.20 | 28.40 | 1,191 | -8 | 660 |
| 4 Dec | 1628.10 | 4.65 | -1.80 | 27.59 | 997 | -187 | 668 |
| 3 Dec | 1607.10 | 6.45 | -2.50 | 26.66 | 736 | 30 | 852 |
| 2 Dec | 1596.65 | 8.95 | -2.45 | 26.75 | 806 | 122 | 823 |
| 29 Nov | 1579.95 | 11.4 | -3.90 | 25.35 | 668 | 50 | 699 |
| 28 Nov | 1575.05 | 15.3 | 4.30 | 28.50 | 1,202 | -35 | 649 |
| 27 Nov | 1600.05 | 11 | -0.80 | 27.27 | 508 | 225 | 680 |
| 26 Nov | 1594.40 | 11.8 | 1.30 | 26.70 | 364 | 49 | 455 |
| 25 Nov | 1604.90 | 10.5 | -1.00 | 27.73 | 252 | 152 | 404 |
| 22 Nov | 1600.85 | 11.5 | -6.50 | 26.33 | 157 | 43 | 295 |
| 21 Nov | 1569.25 | 18 | 3.15 | 25.25 | 154 | 74 | 251 |
| 20 Nov | 1596.35 | 14.85 | 0.00 | 26.75 | 272 | 177 | 180 |
| 19 Nov | 1596.35 | 14.85 | 26.75 | 272 | 180 | 180 | |
For Bajaj Finserv Ltd. - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.08
Historical price for 1500 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 26.84, the open interest changed by -238 which decreased total open position to 484
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 29.76, the open interest changed by 347 which increased total open position to 724
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 31.31, the open interest changed by -33 which decreased total open position to 374
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 31.15, the open interest changed by -10 which decreased total open position to 409
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 34.20, the open interest changed by -3 which decreased total open position to 420
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 30.80, the open interest changed by -36 which decreased total open position to 424
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 1.05, which was 0.10 higher than the previous day. The implied volatity was 30.79, the open interest changed by -27 which decreased total open position to 473
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 0.95, which was -0.85 lower than the previous day. The implied volatity was 30.32, the open interest changed by -137 which decreased total open position to 500
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 1.8, which was -1.20 lower than the previous day. The implied volatity was 30.28, the open interest changed by 3 which increased total open position to 638
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 3, which was -0.85 lower than the previous day. The implied volatity was 28.88, the open interest changed by 15 which increased total open position to 635
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 3.85, which was 0.40 higher than the previous day. The implied volatity was 27.59, the open interest changed by -32 which decreased total open position to 621
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 3.45, which was -1.20 lower than the previous day. The implied volatity was 28.40, the open interest changed by -8 which decreased total open position to 660
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 4.65, which was -1.80 lower than the previous day. The implied volatity was 27.59, the open interest changed by -187 which decreased total open position to 668
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 6.45, which was -2.50 lower than the previous day. The implied volatity was 26.66, the open interest changed by 30 which increased total open position to 852
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 8.95, which was -2.45 lower than the previous day. The implied volatity was 26.75, the open interest changed by 122 which increased total open position to 823
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 11.4, which was -3.90 lower than the previous day. The implied volatity was 25.35, the open interest changed by 50 which increased total open position to 699
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 15.3, which was 4.30 higher than the previous day. The implied volatity was 28.50, the open interest changed by -35 which decreased total open position to 649
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 11, which was -0.80 lower than the previous day. The implied volatity was 27.27, the open interest changed by 225 which increased total open position to 680
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 11.8, which was 1.30 higher than the previous day. The implied volatity was 26.70, the open interest changed by 49 which increased total open position to 455
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 10.5, which was -1.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 152 which increased total open position to 404
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 11.5, which was -6.50 lower than the previous day. The implied volatity was 26.33, the open interest changed by 43 which increased total open position to 295
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 18, which was 3.15 higher than the previous day. The implied volatity was 25.25, the open interest changed by 74 which increased total open position to 251
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 14.85, which was 0.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by 177 which increased total open position to 180
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was 26.75, the open interest changed by 180 which increased total open position to 180
