BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1540 CE | ||||||||||
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Delta: 0.71
Vega: 0.74
Theta: -1.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 38.15 | -26.15 | 24.65 | 18 | 4 | 13 | |||
| 20 Nov | 1596.35 | 64.3 | 0.00 | 26.22 | 42 | 7 | 10 | |||
| 19 Nov | 1596.35 | 64.3 | -119.55 | 26.22 | 42 | 8 | 10 | |||
| 18 Nov | 1616.00 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 183.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 183.85 | -1.15 | 61.58 | 2 | 0 | 2 | |||
| 11 Nov | 1717.45 | 185 | -20.00 | - | 2 | 0 | 2 | |||
| 8 Nov | 1739.75 | 205 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 205 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 205 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 1735.65 | 205 | -258.00 | 22.53 | 2 | 0 | 0 | |||
| 4 Nov | 1712.50 | 463 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 1754.70 | 463 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 463 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 463 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1707.40 | 463 | 463.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.71
Historical price for 1540 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 38.15, which was -26.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by 4 which increased total open position to 13
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.3, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 7 which increased total open position to 10
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.3, which was -119.55 lower than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 10
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 183.85, 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 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 183.85, 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 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 183.85, 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 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 183.85, which was -1.15 lower than the previous day. The implied volatity was 61.58, the open interest changed by 0 which decreased total open position to 2
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 185, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 205, 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 205, 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 205, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 205, which was -258.00 lower than the previous day. The implied volatity was 22.53, 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 463, 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 463, 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 463, 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 463, 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 463, which was 463.00 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.30
Vega: 0.76
Theta: -1.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 11.2 | 3.10 | 26.32 | 910 | -1 | 276 |
| 20 Nov | 1596.35 | 8.1 | 0.00 | 28.57 | 1,692 | 101 | 276 |
| 19 Nov | 1596.35 | 8.1 | 3.30 | 28.57 | 1,692 | 100 | 276 |
| 18 Nov | 1616.00 | 4.8 | 1.15 | 28.44 | 952 | 39 | 174 |
| 14 Nov | 1639.80 | 3.65 | 0.70 | 25.94 | 236 | 3 | 135 |
| 13 Nov | 1664.45 | 2.95 | 0.50 | 27.91 | 437 | 66 | 135 |
| 12 Nov | 1691.75 | 2.45 | 0.40 | 29.67 | 53 | 15 | 70 |
| 11 Nov | 1717.45 | 2.05 | 0.05 | 31.52 | 18 | 4 | 55 |
| 8 Nov | 1739.75 | 2 | -0.40 | 30.81 | 1 | 0 | 50 |
| 7 Nov | 1729.70 | 2.4 | -0.20 | 30.80 | 100 | 0 | 52 |
| 6 Nov | 1748.70 | 2.6 | -1.95 | 32.72 | 119 | 29 | 52 |
| 5 Nov | 1735.65 | 4.55 | -1.80 | 33.51 | 77 | 6 | 24 |
| 4 Nov | 1712.50 | 6.35 | 5.40 | 33.44 | 178 | 18 | 18 |
| 1 Nov | 1754.70 | 0.95 | 0.00 | 13.35 | 0 | 0 | 0 |
| 31 Oct | 1750.75 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1752.45 | 0.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1707.40 | 0.95 | 0.95 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.30
Historical price for 1540 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 11.2, which was 3.10 higher than the previous day. The implied volatity was 26.32, the open interest changed by -1 which decreased total open position to 276
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 28.57, the open interest changed by 101 which increased total open position to 276
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 8.1, which was 3.30 higher than the previous day. The implied volatity was 28.57, the open interest changed by 100 which increased total open position to 276
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 4.8, which was 1.15 higher than the previous day. The implied volatity was 28.44, the open interest changed by 39 which increased total open position to 174
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 3.65, which was 0.70 higher than the previous day. The implied volatity was 25.94, the open interest changed by 3 which increased total open position to 135
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 2.95, which was 0.50 higher than the previous day. The implied volatity was 27.91, the open interest changed by 66 which increased total open position to 135
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 2.45, which was 0.40 higher than the previous day. The implied volatity was 29.67, the open interest changed by 15 which increased total open position to 70
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 31.52, the open interest changed by 4 which increased total open position to 55
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 30.81, the open interest changed by 0 which decreased total open position to 50
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 30.80, the open interest changed by 0 which decreased total open position to 52
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 2.6, which was -1.95 lower than the previous day. The implied volatity was 32.72, the open interest changed by 29 which increased total open position to 52
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 4.55, which was -1.80 lower than the previous day. The implied volatity was 33.51, the open interest changed by 6 which increased total open position to 24
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 6.35, which was 5.40 higher than the previous day. The implied volatity was 33.44, the open interest changed by 18 which increased total open position to 18
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 0.95, which was 0.00 lower than the previous day. The implied volatity was 13.35, 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 0.95, 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 0.95, 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 0.95, which was 0.95 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
