BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 0.73
Theta: -1.20
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 19.3 | -22.55 | 14.99 | 319 | 43 | 150 | |||
| 19 Dec | 1589.55 | 41.85 | -30.80 | 21.58 | 68 | -2 | 107 | |||
| 18 Dec | 1630.75 | 72.65 | -19.45 | 19.98 | 5 | -4 | 110 | |||
| 17 Dec | 1643.15 | 92.1 | -22.45 | 29.72 | 20 | -9 | 115 | |||
| 16 Dec | 1673.65 | 114.55 | -8.30 | - | 4 | -1 | 123 | |||
| 13 Dec | 1679.70 | 122.85 | -4.15 | - | 21 | -8 | 125 | |||
| 12 Dec | 1679.30 | 127 | -1.30 | 31.26 | 7 | 0 | 133 | |||
|
|
||||||||||
| 11 Dec | 1686.50 | 128.3 | 16.30 | - | 12 | -4 | 133 | |||
| 10 Dec | 1663.40 | 112 | 13.00 | 19.32 | 112 | 2 | 151 | |||
| 9 Dec | 1637.05 | 99 | 10.45 | 32.59 | 3 | 1 | 149 | |||
| 6 Dec | 1635.20 | 88.55 | -11.15 | 23.92 | 15 | -3 | 147 | |||
| 5 Dec | 1644.10 | 99.7 | 15.10 | 19.83 | 75 | -12 | 149 | |||
| 4 Dec | 1628.10 | 84.6 | 12.60 | 18.86 | 270 | -9 | 163 | |||
| 3 Dec | 1607.10 | 72 | 4.15 | 21.72 | 327 | 9 | 174 | |||
| 2 Dec | 1596.65 | 67.85 | 10.05 | 25.70 | 397 | 73 | 165 | |||
| 29 Nov | 1579.95 | 57.8 | -3.60 | 23.63 | 212 | 51 | 92 | |||
| 28 Nov | 1575.05 | 61.4 | -10.85 | 24.35 | 47 | 11 | 41 | |||
| 27 Nov | 1600.05 | 72.25 | 0.40 | 23.09 | 15 | 1 | 31 | |||
| 26 Nov | 1594.40 | 71.85 | -9.90 | 24.85 | 27 | 11 | 31 | |||
| 25 Nov | 1604.90 | 81.75 | 5.75 | 22.45 | 23 | 14 | 21 | |||
| 22 Nov | 1600.85 | 76 | 22.00 | 22.61 | 15 | 5 | 12 | |||
| 21 Nov | 1569.25 | 54 | -400.45 | 22.48 | 7 | 5 | 5 | |||
| 20 Nov | 1596.35 | 454.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 454.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1616.00 | 454.45 | 454.45 | - | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1730.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1742.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1758.40 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1560 expiring on 26DEC2024
Delta for 1560 CE is 0.67
Historical price for 1560 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 19.3, which was -22.55 lower than the previous day. The implied volatity was 14.99, the open interest changed by 43 which increased total open position to 150
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 41.85, which was -30.80 lower than the previous day. The implied volatity was 21.58, the open interest changed by -2 which decreased total open position to 107
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 72.65, which was -19.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by -4 which decreased total open position to 110
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 92.1, which was -22.45 lower than the previous day. The implied volatity was 29.72, the open interest changed by -9 which decreased total open position to 115
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 114.55, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 123
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 122.85, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 125
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 127, which was -1.30 lower than the previous day. The implied volatity was 31.26, the open interest changed by 0 which decreased total open position to 133
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 128.3, which was 16.30 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 133
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 112, which was 13.00 higher than the previous day. The implied volatity was 19.32, the open interest changed by 2 which increased total open position to 151
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 99, which was 10.45 higher than the previous day. The implied volatity was 32.59, the open interest changed by 1 which increased total open position to 149
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 88.55, which was -11.15 lower than the previous day. The implied volatity was 23.92, the open interest changed by -3 which decreased total open position to 147
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 99.7, which was 15.10 higher than the previous day. The implied volatity was 19.83, the open interest changed by -12 which decreased total open position to 149
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 84.6, which was 12.60 higher than the previous day. The implied volatity was 18.86, the open interest changed by -9 which decreased total open position to 163
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 72, which was 4.15 higher than the previous day. The implied volatity was 21.72, the open interest changed by 9 which increased total open position to 174
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 67.85, which was 10.05 higher than the previous day. The implied volatity was 25.70, the open interest changed by 73 which increased total open position to 165
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 57.8, which was -3.60 lower than the previous day. The implied volatity was 23.63, the open interest changed by 51 which increased total open position to 92
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 61.4, which was -10.85 lower than the previous day. The implied volatity was 24.35, the open interest changed by 11 which increased total open position to 41
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 72.25, which was 0.40 higher than the previous day. The implied volatity was 23.09, the open interest changed by 1 which increased total open position to 31
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 71.85, which was -9.90 lower than the previous day. The implied volatity was 24.85, the open interest changed by 11 which increased total open position to 31
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 81.75, which was 5.75 higher than the previous day. The implied volatity was 22.45, the open interest changed by 14 which increased total open position to 21
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 76, which was 22.00 higher than the previous day. The implied volatity was 22.61, the open interest changed by 5 which increased total open position to 12
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 54, which was -400.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by 5 which increased total open position to 5
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 454.45, 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 454.45, 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 454.45, which was 454.45 higher 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 0, 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, 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 28 Oct BAJAJFINSV was trading at 1730.45. The strike last trading price was 0, 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, 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 24 Oct BAJAJFINSV was trading at 1742.10. The strike last trading price was 0, 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 23 Oct BAJAJFINSV was trading at 1739.70. The strike last trading price was 0, 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 0, 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 21 Oct BAJAJFINSV was trading at 1758.40. 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 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.78
Theta: -1.52
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 15.2 | 7.45 | 26.11 | 2,778 | 56 | 639 |
| 19 Dec | 1589.55 | 7.75 | 4.00 | 24.09 | 2,258 | -103 | 585 |
| 18 Dec | 1630.75 | 3.75 | 0.75 | 26.11 | 734 | 93 | 678 |
| 17 Dec | 1643.15 | 3 | 0.95 | 26.69 | 1,105 | 32 | 592 |
| 16 Dec | 1673.65 | 2.05 | 0.00 | 28.63 | 574 | -87 | 560 |
| 13 Dec | 1679.70 | 2.05 | -0.80 | 26.07 | 1,553 | 48 | 645 |
| 12 Dec | 1679.30 | 2.85 | 0.35 | 26.79 | 918 | -62 | 599 |
| 11 Dec | 1686.50 | 2.5 | -2.40 | 26.38 | 1,092 | -20 | 661 |
| 10 Dec | 1663.40 | 4.9 | -3.30 | 27.00 | 1,476 | -71 | 684 |
| 9 Dec | 1637.05 | 8.2 | -1.60 | 25.89 | 820 | 51 | 760 |
| 6 Dec | 1635.20 | 9.8 | 1.60 | 24.64 | 1,031 | 32 | 709 |
| 5 Dec | 1644.10 | 8.2 | -3.70 | 25.25 | 1,353 | 135 | 674 |
| 4 Dec | 1628.10 | 11.9 | -4.10 | 25.39 | 1,027 | 59 | 540 |
| 3 Dec | 1607.10 | 16 | -4.30 | 24.46 | 460 | 29 | 481 |
| 2 Dec | 1596.65 | 20.3 | -5.35 | 24.13 | 1,032 | 54 | 454 |
| 29 Nov | 1579.95 | 25.65 | -5.35 | 23.23 | 700 | -29 | 396 |
| 28 Nov | 1575.05 | 31 | 8.10 | 26.67 | 1,204 | 206 | 420 |
| 27 Nov | 1600.05 | 22.9 | -2.40 | 25.00 | 109 | 46 | 214 |
| 26 Nov | 1594.40 | 25.3 | 3.15 | 24.98 | 216 | 145 | 167 |
| 25 Nov | 1604.90 | 22.15 | 18.65 | 26.07 | 32 | 21 | 21 |
| 22 Nov | 1600.85 | 3.5 | 0.00 | 3.20 | 0 | 0 | 0 |
| 21 Nov | 1569.25 | 3.5 | 0.00 | 1.20 | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 3.5 | 0.00 | 2.81 | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 3.5 | 0.00 | 2.81 | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 3.5 | 0.00 | 4.14 | 0 | 0 | 0 |
| 31 Oct | 1750.75 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1752.45 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1730.45 | 3.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1707.40 | 3.5 | 3.50 | - | 0 | 0 | 0 |
| 24 Oct | 1742.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1739.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1758.40 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1560 expiring on 26DEC2024
Delta for 1560 PE is -0.40
Historical price for 1560 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 15.2, which was 7.45 higher than the previous day. The implied volatity was 26.11, the open interest changed by 56 which increased total open position to 639
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 7.75, which was 4.00 higher than the previous day. The implied volatity was 24.09, the open interest changed by -103 which decreased total open position to 585
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 3.75, which was 0.75 higher than the previous day. The implied volatity was 26.11, the open interest changed by 93 which increased total open position to 678
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 3, which was 0.95 higher than the previous day. The implied volatity was 26.69, the open interest changed by 32 which increased total open position to 592
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 28.63, the open interest changed by -87 which decreased total open position to 560
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 2.05, which was -0.80 lower than the previous day. The implied volatity was 26.07, the open interest changed by 48 which increased total open position to 645
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 2.85, which was 0.35 higher than the previous day. The implied volatity was 26.79, the open interest changed by -62 which decreased total open position to 599
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 2.5, which was -2.40 lower than the previous day. The implied volatity was 26.38, the open interest changed by -20 which decreased total open position to 661
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 4.9, which was -3.30 lower than the previous day. The implied volatity was 27.00, the open interest changed by -71 which decreased total open position to 684
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 8.2, which was -1.60 lower than the previous day. The implied volatity was 25.89, the open interest changed by 51 which increased total open position to 760
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 9.8, which was 1.60 higher than the previous day. The implied volatity was 24.64, the open interest changed by 32 which increased total open position to 709
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 8.2, which was -3.70 lower than the previous day. The implied volatity was 25.25, the open interest changed by 135 which increased total open position to 674
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 11.9, which was -4.10 lower than the previous day. The implied volatity was 25.39, the open interest changed by 59 which increased total open position to 540
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 16, which was -4.30 lower than the previous day. The implied volatity was 24.46, the open interest changed by 29 which increased total open position to 481
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 20.3, which was -5.35 lower than the previous day. The implied volatity was 24.13, the open interest changed by 54 which increased total open position to 454
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 25.65, which was -5.35 lower than the previous day. The implied volatity was 23.23, the open interest changed by -29 which decreased total open position to 396
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 31, which was 8.10 higher than the previous day. The implied volatity was 26.67, the open interest changed by 206 which increased total open position to 420
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 22.9, which was -2.40 lower than the previous day. The implied volatity was 25.00, the open interest changed by 46 which increased total open position to 214
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 25.3, which was 3.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by 145 which increased total open position to 167
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 22.15, which was 18.65 higher than the previous day. The implied volatity was 26.07, the open interest changed by 21 which increased total open position to 21
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 3.20, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 1.20, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 3.5, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 3.5, 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 3.5, 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 28 Oct BAJAJFINSV was trading at 1730.45. The strike last trading price was 3.5, 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 3.5, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJAJFINSV was trading at 1742.10. The strike last trading price was 0, 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 23 Oct BAJAJFINSV was trading at 1739.70. The strike last trading price was 0, 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 0, 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 21 Oct BAJAJFINSV was trading at 1758.40. 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
