BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1520 CE | ||||||||||
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Delta: 0.80
Vega: 0.62
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 55.3 | -29.30 | 28.05 | 33 | -15 | 14 | |||
| 20 Nov | 1596.35 | 84.6 | 0.00 | 31.62 | 38 | 29 | 17 | |||
| 19 Nov | 1596.35 | 84.6 | -193.25 | 31.62 | 38 | 17 | 17 | |||
| 18 Nov | 1616.00 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Nov | 1639.80 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1754.70 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 277.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 277.85 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1520 expiring on 28NOV2024
Delta for 1520 CE is 0.80
Historical price for 1520 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 55.3, which was -29.30 lower than the previous day. The implied volatity was 28.05, the open interest changed by -15 which decreased total open position to 14
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was 31.62, the open interest changed by 29 which increased total open position to 17
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 84.6, which was -193.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by 17 which increased total open position to 17
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 277.85, 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 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 277.85, 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 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 277.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJAJFINSV was trading at 1752.45. The strike last trading price was 277.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJAJFINSV was trading at 1707.40. The strike last trading price was 277.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJAJFINSV was trading at 1722.60. The strike last trading price was 277.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.20
Vega: 0.61
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 6.85 | 1.65 | 27.58 | 1,029 | 49 | 354 |
| 20 Nov | 1596.35 | 5.2 | 0.00 | 29.84 | 1,694 | 93 | 308 |
| 19 Nov | 1596.35 | 5.2 | 2.20 | 29.84 | 1,694 | 96 | 308 |
| 18 Nov | 1616.00 | 3 | 0.65 | 29.30 | 467 | 22 | 214 |
| 14 Nov | 1639.80 | 2.35 | -0.05 | 26.75 | 197 | 46 | 194 |
| 13 Nov | 1664.45 | 2.4 | 0.45 | 29.93 | 45 | -9 | 148 |
| 12 Nov | 1691.75 | 1.95 | 0.55 | 31.21 | 69 | -2 | 157 |
| 11 Nov | 1717.45 | 1.4 | -0.30 | 32.10 | 138 | 36 | 159 |
| 8 Nov | 1739.75 | 1.7 | -0.40 | 32.80 | 46 | -6 | 133 |
| 7 Nov | 1729.70 | 2.1 | 0.00 | 32.60 | 40 | 9 | 140 |
| 6 Nov | 1748.70 | 2.1 | -1.35 | 33.90 | 162 | -3 | 138 |
| 5 Nov | 1735.65 | 3.45 | -1.50 | 34.92 | 405 | 10 | 143 |
| 4 Nov | 1712.50 | 4.95 | 2.95 | 34.16 | 409 | 79 | 133 |
| 1 Nov | 1754.70 | 2 | 0.00 | 31.56 | 1 | 0 | 54 |
| 31 Oct | 1750.75 | 2 | 0.90 | - | 91 | 1 | 54 |
| 30 Oct | 1752.45 | 1.1 | -7.65 | - | 327 | -11 | 57 |
| 25 Oct | 1707.40 | 8.75 | 0.75 | - | 68 | 61 | 63 |
| 22 Oct | 1722.60 | 8 | - | 2 | 1 | 1 | |
For Bajaj Finserv Ltd. - strike price 1520 expiring on 28NOV2024
Delta for 1520 PE is -0.20
Historical price for 1520 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 6.85, which was 1.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 49 which increased total open position to 354
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 29.84, the open interest changed by 93 which increased total open position to 308
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 5.2, which was 2.20 higher than the previous day. The implied volatity was 29.84, the open interest changed by 96 which increased total open position to 308
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 3, which was 0.65 higher than the previous day. The implied volatity was 29.30, the open interest changed by 22 which increased total open position to 214
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 46 which increased total open position to 194
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 2.4, which was 0.45 higher than the previous day. The implied volatity was 29.93, the open interest changed by -9 which decreased total open position to 148
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 31.21, the open interest changed by -2 which decreased total open position to 157
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 32.10, the open interest changed by 36 which increased total open position to 159
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 1.7, which was -0.40 lower than the previous day. The implied volatity was 32.80, the open interest changed by -6 which decreased total open position to 133
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 32.60, the open interest changed by 9 which increased total open position to 140
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was 33.90, the open interest changed by -3 which decreased total open position to 138
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 3.45, which was -1.50 lower than the previous day. The implied volatity was 34.92, the open interest changed by 10 which increased total open position to 143
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was 34.16, the open interest changed by 79 which increased total open position to 133
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 54
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 2, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJAJFINSV was trading at 1752.45. The strike last trading price was 1.1, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJAJFINSV was trading at 1707.40. The strike last trading price was 8.75, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJAJFINSV was trading at 1722.60. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
