BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1540 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 | 32.25 | -20.55 | - | 73 | 31 | 54 | |||
| 19 Dec | 1589.55 | 52.8 | -42.00 | - | 2 | 0 | 22 | |||
| 18 Dec | 1630.75 | 94.8 | -28.45 | 30.79 | 16 | -11 | 22 | |||
| 17 Dec | 1643.15 | 123.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 123.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 123.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 123.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 123.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Dec | 1663.40 | 123.25 | 14.30 | - | 3 | 2 | 34 | |||
| 9 Dec | 1637.05 | 108.95 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 6 Dec | 1635.20 | 108.95 | 0.40 | 28.28 | 10 | 7 | 33 | |||
| 5 Dec | 1644.10 | 108.55 | 7.45 | - | 6 | 0 | 27 | |||
| 4 Dec | 1628.10 | 101.1 | 17.85 | 16.97 | 5 | 0 | 28 | |||
| 3 Dec | 1607.10 | 83.25 | 0.00 | 0.00 | 0 | -17 | 0 | |||
| 2 Dec | 1596.65 | 83.25 | 12.85 | 26.95 | 75 | -16 | 29 | |||
| 29 Nov | 1579.95 | 70.4 | -17.75 | 23.45 | 50 | 43 | 46 | |||
| 28 Nov | 1575.05 | 88.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 88.15 | -3.95 | 24.37 | 7 | 1 | 4 | |||
| 26 Nov | 1594.40 | 92.1 | -145.65 | 29.24 | 3 | 1 | 1 | |||
| 25 Nov | 1604.90 | 237.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1600.85 | 237.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1569.25 | 237.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1596.35 | 237.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 1596.35 | 237.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1616.00 | 237.75 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is -
Historical price for 1540 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 32.25, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 54
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 52.8, which was -42.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 94.8, which was -28.45 lower than the previous day. The implied volatity was 30.79, the open interest changed by -11 which decreased total open position to 22
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 123.25, 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 123.25, 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 123.25, 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 123.25, 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 123.25, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 123.25, which was 14.30 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 34
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 108.95, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 108.95, which was 0.40 higher than the previous day. The implied volatity was 28.28, the open interest changed by 7 which increased total open position to 33
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 108.55, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 101.1, which was 17.85 higher than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 28
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 83.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -17 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 83.25, which was 12.85 higher than the previous day. The implied volatity was 26.95, the open interest changed by -16 which decreased total open position to 29
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 70.4, which was -17.75 lower than the previous day. The implied volatity was 23.45, the open interest changed by 43 which increased total open position to 46
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 88.15, 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 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 88.15, which was -3.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by 1 which increased total open position to 4
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 92.1, which was -145.65 lower than the previous day. The implied volatity was 29.24, the open interest changed by 1 which increased total open position to 1
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 237.75, 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 237.75, 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 237.75, 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 237.75, 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 237.75, 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 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 237.75, 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 26DEC2024 1540 PE | |||||||
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Delta: -0.26
Vega: 0.65
Theta: -1.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 8.15 | 3.75 | 25.70 | 1,985 | 30 | 489 |
| 19 Dec | 1589.55 | 4.4 | 2.35 | 25.26 | 1,490 | -42 | 466 |
| 18 Dec | 1630.75 | 2.05 | 0.30 | 26.83 | 545 | 11 | 508 |
| 17 Dec | 1643.15 | 1.75 | 0.35 | 27.61 | 836 | 121 | 496 |
| 16 Dec | 1673.65 | 1.4 | -0.10 | 30.17 | 199 | -14 | 375 |
| 13 Dec | 1679.70 | 1.5 | -0.45 | 27.72 | 1,084 | 17 | 384 |
| 12 Dec | 1679.30 | 1.95 | 0.10 | 27.89 | 460 | 16 | 369 |
| 11 Dec | 1686.50 | 1.85 | -1.60 | 27.85 | 769 | -18 | 352 |
| 10 Dec | 1663.40 | 3.45 | -2.45 | 27.97 | 1,078 | 77 | 470 |
| 9 Dec | 1637.05 | 5.9 | -1.25 | 26.90 | 665 | -56 | 392 |
| 6 Dec | 1635.20 | 7.15 | 1.05 | 25.56 | 984 | -47 | 450 |
| 5 Dec | 1644.10 | 6.1 | -2.50 | 26.24 | 1,033 | -10 | 496 |
| 4 Dec | 1628.10 | 8.6 | -3.25 | 25.94 | 936 | 72 | 504 |
| 3 Dec | 1607.10 | 11.85 | -3.65 | 25.12 | 409 | -33 | 438 |
| 2 Dec | 1596.65 | 15.5 | -4.25 | 24.97 | 814 | 60 | 471 |
| 29 Nov | 1579.95 | 19.75 | -3.25 | 23.92 | 422 | 66 | 411 |
| 28 Nov | 1575.05 | 23 | 5.50 | 26.11 | 536 | 109 | 344 |
| 27 Nov | 1600.05 | 17.5 | -2.25 | 25.37 | 84 | 12 | 226 |
| 26 Nov | 1594.40 | 19.75 | 3.75 | 25.50 | 75 | 14 | 213 |
| 25 Nov | 1604.90 | 16 | -2.55 | 25.61 | 183 | 53 | 199 |
| 22 Nov | 1600.85 | 18.55 | -10.35 | 24.64 | 163 | 35 | 181 |
| 21 Nov | 1569.25 | 28.9 | 6.55 | 24.18 | 96 | -19 | 146 |
| 20 Nov | 1596.35 | 22.35 | 0.00 | 25.03 | 234 | 98 | 165 |
| 19 Nov | 1596.35 | 22.35 | 2.35 | 25.03 | 234 | 98 | 165 |
| 18 Nov | 1616.00 | 20 | 27.26 | 73 | 66 | 66 | |
For Bajaj Finserv Ltd. - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -0.26
Historical price for 1540 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 8.15, which was 3.75 higher than the previous day. The implied volatity was 25.70, the open interest changed by 30 which increased total open position to 489
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 4.4, which was 2.35 higher than the previous day. The implied volatity was 25.26, the open interest changed by -42 which decreased total open position to 466
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 2.05, which was 0.30 higher than the previous day. The implied volatity was 26.83, the open interest changed by 11 which increased total open position to 508
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 1.75, which was 0.35 higher than the previous day. The implied volatity was 27.61, the open interest changed by 121 which increased total open position to 496
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 30.17, the open interest changed by -14 which decreased total open position to 375
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 17 which increased total open position to 384
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 27.89, the open interest changed by 16 which increased total open position to 369
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 1.85, which was -1.60 lower than the previous day. The implied volatity was 27.85, the open interest changed by -18 which decreased total open position to 352
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 3.45, which was -2.45 lower than the previous day. The implied volatity was 27.97, the open interest changed by 77 which increased total open position to 470
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 5.9, which was -1.25 lower than the previous day. The implied volatity was 26.90, the open interest changed by -56 which decreased total open position to 392
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 7.15, which was 1.05 higher than the previous day. The implied volatity was 25.56, the open interest changed by -47 which decreased total open position to 450
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 6.1, which was -2.50 lower than the previous day. The implied volatity was 26.24, the open interest changed by -10 which decreased total open position to 496
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 8.6, which was -3.25 lower than the previous day. The implied volatity was 25.94, the open interest changed by 72 which increased total open position to 504
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 11.85, which was -3.65 lower than the previous day. The implied volatity was 25.12, the open interest changed by -33 which decreased total open position to 438
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 15.5, which was -4.25 lower than the previous day. The implied volatity was 24.97, the open interest changed by 60 which increased total open position to 471
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 19.75, which was -3.25 lower than the previous day. The implied volatity was 23.92, the open interest changed by 66 which increased total open position to 411
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 23, which was 5.50 higher than the previous day. The implied volatity was 26.11, the open interest changed by 109 which increased total open position to 344
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 17.5, which was -2.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 12 which increased total open position to 226
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 19.75, which was 3.75 higher than the previous day. The implied volatity was 25.50, the open interest changed by 14 which increased total open position to 213
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 16, which was -2.55 lower than the previous day. The implied volatity was 25.61, the open interest changed by 53 which increased total open position to 199
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 18.55, which was -10.35 lower than the previous day. The implied volatity was 24.64, the open interest changed by 35 which increased total open position to 181
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 28.9, which was 6.55 higher than the previous day. The implied volatity was 24.18, the open interest changed by -19 which decreased total open position to 146
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 22.35, which was 0.00 lower than the previous day. The implied volatity was 25.03, the open interest changed by 98 which increased total open position to 165
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 22.35, which was 2.35 higher than the previous day. The implied volatity was 25.03, the open interest changed by 98 which increased total open position to 165
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 20, which was lower than the previous day. The implied volatity was 27.26, the open interest changed by 66 which increased total open position to 66
