BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1500 CE | ||||||||||
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Delta: 0.94
Vega: 0.59
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 215.95 | 118.95 | 32.59 | 62 | -4 | 80 | |||
| 1 Jan | 1576.40 | 97 | 6.85 | 21.26 | 8 | 0 | 0 | |||
| 31 Dec | 1568.10 | 90.15 | -7.40 | 19.72 | 11 | -1 | 84 | |||
| 30 Dec | 1576.70 | 97.55 | -2.05 | 23.27 | 18 | -2 | 86 | |||
| 27 Dec | 1579.30 | 99.6 | 11.10 | 18.92 | 61 | 11 | 88 | |||
| 26 Dec | 1559.30 | 88.5 | -1.00 | 22.40 | 86 | 38 | 78 | |||
| 24 Dec | 1564.55 | 89.5 | -6.50 | 19.35 | 20 | 5 | 34 | |||
| 23 Dec | 1563.40 | 96 | -22.25 | 23.78 | 29 | 21 | 29 | |||
| 20 Dec | 1569.65 | 118.25 | 0.00 | 0.00 | 0 | 8 | 0 | |||
| 19 Dec | 1589.55 | 118.25 | -10.65 | 20.39 | 8 | 7 | 7 | |||
| 18 Dec | 1630.75 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 1644.10 | 128.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 128.9 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1500 expiring on 30JAN2025
Delta for 1500 CE is 0.94
Historical price for 1500 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 215.95, which was 118.95 higher than the previous day. The implied volatity was 32.59, the open interest changed by -4 which decreased total open position to 80
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 97, which was 6.85 higher than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 90.15, which was -7.40 lower than the previous day. The implied volatity was 19.72, the open interest changed by -1 which decreased total open position to 84
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 97.55, which was -2.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by -2 which decreased total open position to 86
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 99.6, which was 11.10 higher than the previous day. The implied volatity was 18.92, the open interest changed by 11 which increased total open position to 88
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 88.5, which was -1.00 lower than the previous day. The implied volatity was 22.40, the open interest changed by 38 which increased total open position to 78
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 89.5, which was -6.50 lower than the previous day. The implied volatity was 19.35, the open interest changed by 5 which increased total open position to 34
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 96, which was -22.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 21 which increased total open position to 29
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 118.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 118.25, which was -10.65 lower than the previous day. The implied volatity was 20.39, the open interest changed by 7 which increased total open position to 7
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 128.9, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 128.9, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 128.9, 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 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 128.9, 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 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 128.9, 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 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 128.9, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 128.9, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 128.9, 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 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 128.9, 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 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 128.9, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 128.9, 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 30JAN2025 1500 PE | |||||||
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Delta: -0.05
Vega: 0.50
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 3.2 | -8.50 | 30.24 | 3,320 | 212 | 722 |
| 1 Jan | 1576.40 | 11.7 | -0.85 | 24.38 | 347 | -25 | 512 |
| 31 Dec | 1568.10 | 12.55 | -0.60 | 23.62 | 368 | 32 | 535 |
| 30 Dec | 1576.70 | 13.15 | 1.05 | 24.23 | 634 | -23 | 502 |
| 27 Dec | 1579.30 | 12.1 | -5.25 | 23.44 | 691 | 140 | 523 |
| 26 Dec | 1559.30 | 17.35 | 1.20 | 23.81 | 515 | 140 | 383 |
| 24 Dec | 1564.55 | 16.15 | -2.75 | 23.28 | 216 | 31 | 243 |
| 23 Dec | 1563.40 | 18.9 | -1.10 | 24.66 | 212 | 32 | 211 |
| 20 Dec | 1569.65 | 20 | 7.55 | 25.65 | 138 | 40 | 178 |
| 19 Dec | 1589.55 | 12.45 | 2.00 | 23.57 | 257 | 37 | 137 |
| 18 Dec | 1630.75 | 10.45 | 2.05 | 25.95 | 9 | 7 | 99 |
| 17 Dec | 1643.15 | 8.4 | 4.40 | 25.66 | 29 | 19 | 92 |
| 16 Dec | 1673.65 | 4 | -3.55 | 23.46 | 30 | 21 | 72 |
| 13 Dec | 1679.70 | 7.55 | -0.60 | 27.22 | 25 | 18 | 51 |
| 12 Dec | 1679.30 | 8.15 | 0.00 | 0.00 | 0 | 17 | 0 |
| 11 Dec | 1686.50 | 8.15 | -3.85 | 27.86 | 21 | 17 | 33 |
| 10 Dec | 1663.40 | 12 | -1.35 | 29.01 | 2 | 0 | 14 |
| 9 Dec | 1637.05 | 13.35 | -1.65 | 27.07 | 11 | 9 | 13 |
| 6 Dec | 1635.20 | 15 | -2.00 | 26.94 | 3 | 2 | 3 |
| 5 Dec | 1644.10 | 17 | -10.70 | 29.67 | 2 | 1 | 2 |
| 29 Nov | 1579.95 | 27.7 | 26.99 | 1 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1500 expiring on 30JAN2025
Delta for 1500 PE is -0.05
Historical price for 1500 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 3.2, which was -8.50 lower than the previous day. The implied volatity was 30.24, the open interest changed by 212 which increased total open position to 722
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 11.7, which was -0.85 lower than the previous day. The implied volatity was 24.38, the open interest changed by -25 which decreased total open position to 512
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 12.55, which was -0.60 lower than the previous day. The implied volatity was 23.62, the open interest changed by 32 which increased total open position to 535
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 13.15, which was 1.05 higher than the previous day. The implied volatity was 24.23, the open interest changed by -23 which decreased total open position to 502
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 12.1, which was -5.25 lower than the previous day. The implied volatity was 23.44, the open interest changed by 140 which increased total open position to 523
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 17.35, which was 1.20 higher than the previous day. The implied volatity was 23.81, the open interest changed by 140 which increased total open position to 383
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 16.15, which was -2.75 lower than the previous day. The implied volatity was 23.28, the open interest changed by 31 which increased total open position to 243
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 18.9, which was -1.10 lower than the previous day. The implied volatity was 24.66, the open interest changed by 32 which increased total open position to 211
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 20, which was 7.55 higher than the previous day. The implied volatity was 25.65, the open interest changed by 40 which increased total open position to 178
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 12.45, which was 2.00 higher than the previous day. The implied volatity was 23.57, the open interest changed by 37 which increased total open position to 137
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 10.45, which was 2.05 higher than the previous day. The implied volatity was 25.95, the open interest changed by 7 which increased total open position to 99
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 8.4, which was 4.40 higher than the previous day. The implied volatity was 25.66, the open interest changed by 19 which increased total open position to 92
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 4, which was -3.55 lower than the previous day. The implied volatity was 23.46, the open interest changed by 21 which increased total open position to 72
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 7.55, which was -0.60 lower than the previous day. The implied volatity was 27.22, the open interest changed by 18 which increased total open position to 51
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 8.15, which was -3.85 lower than the previous day. The implied volatity was 27.86, the open interest changed by 17 which increased total open position to 33
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 12, which was -1.35 lower than the previous day. The implied volatity was 29.01, the open interest changed by 0 which decreased total open position to 14
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 13.35, which was -1.65 lower than the previous day. The implied volatity was 27.07, the open interest changed by 9 which increased total open position to 13
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 15, which was -2.00 lower than the previous day. The implied volatity was 26.94, the open interest changed by 2 which increased total open position to 3
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 17, which was -10.70 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 2
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 27.7, which was lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 0
