BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1560 CE | ||||||||||
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Delta: 0.57
Vega: 0.85
Theta: -1.67
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 24.75 | -23.40 | 23.61 | 546 | 41 | 101 | |||
| 20 Nov | 1596.35 | 48.15 | 0.00 | 24.56 | 283 | 50 | 61 | |||
| 19 Nov | 1596.35 | 48.15 | -18.15 | 24.56 | 283 | 51 | 61 | |||
| 18 Nov | 1616.00 | 66.3 | -23.45 | 18.93 | 8 | 1 | 8 | |||
| 14 Nov | 1639.80 | 89.75 | -33.55 | 23.86 | 8 | 3 | 7 | |||
| 13 Nov | 1664.45 | 123.3 | -39.45 | 37.30 | 1 | 0 | 5 | |||
| 12 Nov | 1691.75 | 162.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 162.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 162.75 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 1729.70 | 162.75 | 0.05 | - | 1 | 0 | 6 | |||
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| 6 Nov | 1748.70 | 162.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 162.7 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 4 Nov | 1712.50 | 162.7 | -82.40 | 24.59 | 6 | 4 | 4 | |||
| 1 Nov | 1754.70 | 245.1 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 245.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 245.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 245.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 245.1 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1560 expiring on 28NOV2024
Delta for 1560 CE is 0.57
Historical price for 1560 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 24.75, which was -23.40 lower than the previous day. The implied volatity was 23.61, the open interest changed by 41 which increased total open position to 101
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 48.15, which was 0.00 lower than the previous day. The implied volatity was 24.56, the open interest changed by 50 which increased total open position to 61
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 48.15, which was -18.15 lower than the previous day. The implied volatity was 24.56, the open interest changed by 51 which increased total open position to 61
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 66.3, which was -23.45 lower than the previous day. The implied volatity was 18.93, the open interest changed by 1 which increased total open position to 8
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 89.75, which was -33.55 lower than the previous day. The implied volatity was 23.86, the open interest changed by 3 which increased total open position to 7
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 123.3, which was -39.45 lower than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 5
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 162.75, 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 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 162.75, 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 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 162.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 162.75, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 162.7, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 162.7, 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 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 162.7, which was -82.40 lower than the previous day. The implied volatity was 24.59, the open interest changed by 4 which increased total open position to 4
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 245.1, 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 245.1, 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 245.1, 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 245.1, 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 245.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1560 PE | |||||||
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Delta: -0.43
Vega: 0.85
Theta: -1.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 17.4 | 5.15 | 24.66 | 1,887 | 4 | 364 |
| 20 Nov | 1596.35 | 12.25 | 0.00 | 27.75 | 2,009 | 94 | 361 |
| 19 Nov | 1596.35 | 12.25 | 4.75 | 27.75 | 2,009 | 95 | 361 |
| 18 Nov | 1616.00 | 7.5 | 2.20 | 27.57 | 1,018 | -10 | 270 |
| 14 Nov | 1639.80 | 5.3 | 1.15 | 24.72 | 562 | 148 | 280 |
| 13 Nov | 1664.45 | 4.15 | 0.65 | 26.73 | 282 | 19 | 132 |
| 12 Nov | 1691.75 | 3.5 | 1.00 | 28.67 | 59 | 5 | 115 |
| 11 Nov | 1717.45 | 2.5 | -0.20 | 29.81 | 101 | 21 | 111 |
| 8 Nov | 1739.75 | 2.7 | -0.65 | 30.30 | 74 | 20 | 92 |
| 7 Nov | 1729.70 | 3.35 | -0.05 | 30.24 | 81 | -7 | 72 |
| 6 Nov | 1748.70 | 3.4 | -1.95 | 31.89 | 225 | -5 | 78 |
| 5 Nov | 1735.65 | 5.35 | -2.50 | 32.85 | 384 | 1 | 83 |
| 4 Nov | 1712.50 | 7.85 | -13.55 | 32.40 | 588 | 83 | 83 |
| 1 Nov | 1754.70 | 21.4 | 0.00 | 12.35 | 0 | 0 | 0 |
| 31 Oct | 1750.75 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 1752.45 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1707.40 | 21.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 21.4 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1560 expiring on 28NOV2024
Delta for 1560 PE is -0.43
Historical price for 1560 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 17.4, which was 5.15 higher than the previous day. The implied volatity was 24.66, the open interest changed by 4 which increased total open position to 364
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 27.75, the open interest changed by 94 which increased total open position to 361
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 12.25, which was 4.75 higher than the previous day. The implied volatity was 27.75, the open interest changed by 95 which increased total open position to 361
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 7.5, which was 2.20 higher than the previous day. The implied volatity was 27.57, the open interest changed by -10 which decreased total open position to 270
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 5.3, which was 1.15 higher than the previous day. The implied volatity was 24.72, the open interest changed by 148 which increased total open position to 280
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 4.15, which was 0.65 higher than the previous day. The implied volatity was 26.73, the open interest changed by 19 which increased total open position to 132
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 3.5, which was 1.00 higher than the previous day. The implied volatity was 28.67, the open interest changed by 5 which increased total open position to 115
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 29.81, the open interest changed by 21 which increased total open position to 111
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 30.30, the open interest changed by 20 which increased total open position to 92
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 3.35, which was -0.05 lower than the previous day. The implied volatity was 30.24, the open interest changed by -7 which decreased total open position to 72
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 3.4, which was -1.95 lower than the previous day. The implied volatity was 31.89, the open interest changed by -5 which decreased total open position to 78
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 5.35, which was -2.50 lower than the previous day. The implied volatity was 32.85, the open interest changed by 1 which increased total open position to 83
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 7.85, which was -13.55 lower than the previous day. The implied volatity was 32.40, the open interest changed by 83 which increased total open position to 83
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 21.4, which was 0.00 lower than the previous day. The implied volatity was 12.35, 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 21.4, 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 21.4, 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 21.4, 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 21.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
