BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.51
Theta: -1.54
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 20 Dec | 1569.65 | 57.75 | -67.20 | 28.31 | 1 | 0 | 15 | |||
| 19 Dec | 1589.55 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 124.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 124.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 1637.05 | 124.95 | 13.40 | 19.52 | 2 | 0 | 14 | |||
| 6 Dec | 1635.20 | 111.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 1644.10 | 111.55 | -6.45 | - | 1 | 0 | 13 | |||
| 4 Dec | 1628.10 | 118 | 16.30 | - | 5 | 0 | 14 | |||
| 3 Dec | 1607.10 | 101.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 101.7 | 14.15 | 29.98 | 1 | 0 | 14 | |||
| 29 Nov | 1579.95 | 87.55 | -8.40 | 25.59 | 6 | 4 | 14 | |||
| 28 Nov | 1575.05 | 95.95 | -8.60 | 29.82 | 6 | 4 | 10 | |||
| 27 Nov | 1600.05 | 104.55 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 26 Nov | 1594.40 | 104.55 | -387.85 | 28.12 | 9 | 6 | 6 | |||
| 25 Nov | 1604.90 | 492.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1600.85 | 492.4 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1569.25 | 492.4 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1596.35 | 492.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 492.4 | 492.40 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1520 expiring on 26DEC2024
Delta for 1520 CE is 0.83
Historical price for 1520 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 57.75, which was -67.20 lower than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 15
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 124.95, 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 124.95, 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 124.95, 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 124.95, 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 124.95, 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 124.95, 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 124.95, 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 124.95, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 124.95, which was 13.40 higher than the previous day. The implied volatity was 19.52, the open interest changed by 0 which decreased total open position to 14
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 111.55, 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 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 111.55, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 118, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 101.7, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 101.7, which was 14.15 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 14
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 87.55, which was -8.40 lower than the previous day. The implied volatity was 25.59, the open interest changed by 4 which increased total open position to 14
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 95.95, which was -8.60 lower than the previous day. The implied volatity was 29.82, the open interest changed by 4 which increased total open position to 10
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 104.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 104.55, which was -387.85 lower than the previous day. The implied volatity was 28.12, the open interest changed by 6 which increased total open position to 6
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 492.4, 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 492.4, 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 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 492.4, 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 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 492.4, 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 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 492.4, which was 492.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Oct BAJAJFINSV was trading at 1707.40. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 26DEC2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.47
Theta: -0.96
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 4.15 | 1.60 | 26.06 | 1,258 | 1 | 255 |
| 19 Dec | 1589.55 | 2.55 | 1.20 | 26.78 | 910 | -44 | 259 |
| 18 Dec | 1630.75 | 1.35 | 0.25 | 28.80 | 215 | 14 | 303 |
| 17 Dec | 1643.15 | 1.1 | 0.15 | 29.03 | 387 | -10 | 292 |
| 16 Dec | 1673.65 | 0.95 | 0.00 | 31.64 | 152 | 1 | 303 |
| 13 Dec | 1679.70 | 0.95 | -0.35 | 28.58 | 757 | 60 | 302 |
| 12 Dec | 1679.30 | 1.3 | 0.05 | 28.85 | 214 | -1 | 247 |
| 11 Dec | 1686.50 | 1.25 | -1.20 | 28.80 | 354 | -9 | 257 |
| 10 Dec | 1663.40 | 2.45 | -1.80 | 29.02 | 810 | -35 | 257 |
| 9 Dec | 1637.05 | 4.25 | -0.95 | 27.95 | 381 | 9 | 294 |
| 6 Dec | 1635.20 | 5.2 | 0.65 | 26.50 | 745 | -86 | 291 |
| 5 Dec | 1644.10 | 4.55 | -1.80 | 27.27 | 1,021 | -96 | 378 |
| 4 Dec | 1628.10 | 6.35 | -2.35 | 26.77 | 903 | 46 | 477 |
| 3 Dec | 1607.10 | 8.7 | -3.05 | 25.81 | 483 | 149 | 433 |
| 2 Dec | 1596.65 | 11.75 | -3.05 | 25.81 | 663 | 150 | 288 |
| 29 Nov | 1579.95 | 14.8 | -4.80 | 24.43 | 304 | 65 | 137 |
| 28 Nov | 1575.05 | 19.6 | 5.95 | 27.91 | 120 | 25 | 72 |
| 27 Nov | 1600.05 | 13.65 | -1.05 | 26.14 | 24 | 3 | 42 |
| 26 Nov | 1594.40 | 14.7 | 1.70 | 25.62 | 13 | 2 | 39 |
| 25 Nov | 1604.90 | 13 | -3.45 | 26.71 | 45 | 22 | 36 |
| 22 Nov | 1600.85 | 16.45 | -2.85 | 26.94 | 36 | 14 | 28 |
| 21 Nov | 1569.25 | 19.3 | 2.20 | 22.51 | 14 | 5 | 13 |
| 20 Nov | 1596.35 | 17.1 | 0.00 | 25.17 | 13 | 8 | 7 |
| 19 Nov | 1596.35 | 17.1 | 14.95 | 25.17 | 13 | 7 | 7 |
| 25 Oct | 1707.40 | 2.15 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1520 expiring on 26DEC2024
Delta for 1520 PE is -0.15
Historical price for 1520 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 4.15, which was 1.60 higher than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 255
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 2.55, which was 1.20 higher than the previous day. The implied volatity was 26.78, the open interest changed by -44 which decreased total open position to 259
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 1.35, which was 0.25 higher than the previous day. The implied volatity was 28.80, the open interest changed by 14 which increased total open position to 303
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was 29.03, the open interest changed by -10 which decreased total open position to 292
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 303
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 0.95, which was -0.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by 60 which increased total open position to 302
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 28.85, the open interest changed by -1 which decreased total open position to 247
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 1.25, which was -1.20 lower than the previous day. The implied volatity was 28.80, the open interest changed by -9 which decreased total open position to 257
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 2.45, which was -1.80 lower than the previous day. The implied volatity was 29.02, the open interest changed by -35 which decreased total open position to 257
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 4.25, which was -0.95 lower than the previous day. The implied volatity was 27.95, the open interest changed by 9 which increased total open position to 294
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 5.2, which was 0.65 higher than the previous day. The implied volatity was 26.50, the open interest changed by -86 which decreased total open position to 291
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 4.55, which was -1.80 lower than the previous day. The implied volatity was 27.27, the open interest changed by -96 which decreased total open position to 378
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 6.35, which was -2.35 lower than the previous day. The implied volatity was 26.77, the open interest changed by 46 which increased total open position to 477
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 8.7, which was -3.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by 149 which increased total open position to 433
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 11.75, which was -3.05 lower than the previous day. The implied volatity was 25.81, the open interest changed by 150 which increased total open position to 288
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 14.8, which was -4.80 lower than the previous day. The implied volatity was 24.43, the open interest changed by 65 which increased total open position to 137
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 19.6, which was 5.95 higher than the previous day. The implied volatity was 27.91, the open interest changed by 25 which increased total open position to 72
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 13.65, which was -1.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by 3 which increased total open position to 42
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 14.7, which was 1.70 higher than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 39
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 13, which was -3.45 lower than the previous day. The implied volatity was 26.71, the open interest changed by 22 which increased total open position to 36
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 16.45, which was -2.85 lower than the previous day. The implied volatity was 26.94, the open interest changed by 14 which increased total open position to 28
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 19.3, which was 2.20 higher than the previous day. The implied volatity was 22.51, the open interest changed by 5 which increased total open position to 13
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was 25.17, the open interest changed by 8 which increased total open position to 7
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 17.1, which was 14.95 higher than the previous day. The implied volatity was 25.17, the open interest changed by 7 which increased total open position to 7
On 25 Oct BAJAJFINSV was trading at 1707.40. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
