`
Related Pages for BAJAJFINSV
[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.
1569.25 -27.10 (-1.70%)

Back to Option Chain

Historical option data for BAJAJFINSV

21 Nov 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BAJAJFINSV 28NOV2024 1500 CE
Delta: 0.90
Vega: 0.37
Theta: -1.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1569.25 70.6 -31.45 24.96 19 2 13
20 Nov 1596.35 102.05 0.00 33.12 168 11 11
19 Nov 1596.35 102.05 -400.00 33.12 168 11 11
18 Nov 1616.00 502.05 0.00 - 0 0 0
14 Nov 1639.80 502.05 0.00 - 0 0 0
13 Nov 1664.45 502.05 0.00 - 0 0 0
12 Nov 1691.75 502.05 0.00 0.00 0 0 0
11 Nov 1717.45 502.05 0.00 0.00 0 0 0
8 Nov 1739.75 502.05 0.00 0.00 0 0 0
7 Nov 1729.70 502.05 0.00 0.00 0 0 0
6 Nov 1748.70 502.05 0.00 0.00 0 0 0
5 Nov 1735.65 502.05 0.00 - 0 0 0
4 Nov 1712.50 502.05 - 0 0 0

For Bajaj Finserv Ltd. - strike price 1500 expiring on 28NOV2024

Delta for 1500 CE is 0.90

Historical price for 1500 CE is as follows

On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 70.6, which was -31.45 lower than the previous day. The implied volatity was 24.96, the open interest changed by 2 which increased total open position to 13


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 102.05, which was 0.00 lower than the previous day. The implied volatity was 33.12, the open interest changed by 11 which increased total open position to 11


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 102.05, which was -400.00 lower than the previous day. The implied volatity was 33.12, the open interest changed by 11 which increased total open position to 11


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 502.05, 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 502.05, 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 502.05, 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 502.05, 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 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 502.05, 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 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 502.05, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 502.05, 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 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 502.05, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 502.05, 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 502.05, 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 1500 PE
Delta: -0.13
Vega: 0.45
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1569.25 4.05 0.90 28.78 1,176 83 488
20 Nov 1596.35 3.15 0.00 30.32 1,592 152 407
19 Nov 1596.35 3.15 1.25 30.32 1,592 154 407
18 Nov 1616.00 1.9 0.45 30.38 224 56 257
14 Nov 1639.80 1.45 -0.05 27.40 97 -18 202
13 Nov 1664.45 1.5 -0.10 30.29 102 -19 221
12 Nov 1691.75 1.6 0.45 33.12 83 25 245
11 Nov 1717.45 1.15 -0.15 33.74 94 -14 223
8 Nov 1739.75 1.3 -0.15 33.49 36 3 237
7 Nov 1729.70 1.45 -0.10 32.97 105 12 234
6 Nov 1748.70 1.55 -1.20 34.53 151 1 225
5 Nov 1735.65 2.75 -0.90 35.90 302 73 227
4 Nov 1712.50 3.65 34.18 375 154 154

For Bajaj Finserv Ltd. - strike price 1500 expiring on 28NOV2024

Delta for 1500 PE is -0.13

Historical price for 1500 PE is as follows

On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 4.05, which was 0.90 higher than the previous day. The implied volatity was 28.78, the open interest changed by 83 which increased total open position to 488


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 152 which increased total open position to 407


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 3.15, which was 1.25 higher than the previous day. The implied volatity was 30.32, the open interest changed by 154 which increased total open position to 407


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 1.9, which was 0.45 higher than the previous day. The implied volatity was 30.38, the open interest changed by 56 which increased total open position to 257


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 27.40, the open interest changed by -18 which decreased total open position to 202


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was 30.29, the open interest changed by -19 which decreased total open position to 221


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 1.6, which was 0.45 higher than the previous day. The implied volatity was 33.12, the open interest changed by 25 which increased total open position to 245


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 33.74, the open interest changed by -14 which decreased total open position to 223


On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 33.49, the open interest changed by 3 which increased total open position to 237


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 32.97, the open interest changed by 12 which increased total open position to 234


On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 1.55, which was -1.20 lower than the previous day. The implied volatity was 34.53, the open interest changed by 1 which increased total open position to 225


On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 2.75, which was -0.90 lower than the previous day. The implied volatity was 35.90, the open interest changed by 73 which increased total open position to 227


On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was 34.18, the open interest changed by 154 which increased total open position to 154