BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1580 CE | ||||||||||
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Delta: 0.42
Vega: 0.79
Theta: -1.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 1569.65 | 10.7 | -16.45 | 17.51 | 1,565 | 81 | 318 | |||
| 19 Dec | 1589.55 | 27.15 | -32.50 | 20.73 | 666 | 91 | 238 | |||
| 18 Dec | 1630.75 | 59.65 | -14.55 | 27.90 | 44 | -19 | 156 | |||
| 17 Dec | 1643.15 | 74.2 | -26.35 | 28.10 | 66 | -25 | 185 | |||
| 16 Dec | 1673.65 | 100.55 | -4.00 | 26.62 | 10 | -4 | 212 | |||
| 13 Dec | 1679.70 | 104.55 | -2.65 | 19.02 | 180 | -118 | 216 | |||
| 12 Dec | 1679.30 | 107.2 | -3.00 | 27.55 | 2 | 0 | 334 | |||
| 11 Dec | 1686.50 | 110.2 | 16.25 | - | 44 | -12 | 335 | |||
| 10 Dec | 1663.40 | 93.95 | 19.95 | 20.39 | 34 | -9 | 348 | |||
| 9 Dec | 1637.05 | 74 | 1.80 | 23.14 | 28 | -2 | 356 | |||
| 6 Dec | 1635.20 | 72.2 | -10.70 | 23.10 | 693 | 25 | 358 | |||
| 5 Dec | 1644.10 | 82.9 | 14.30 | 20.24 | 159 | -27 | 333 | |||
| 4 Dec | 1628.10 | 68.6 | 11.55 | 19.11 | 306 | -36 | 360 | |||
| 3 Dec | 1607.10 | 57.05 | 2.25 | 21.10 | 441 | -66 | 402 | |||
| 2 Dec | 1596.65 | 54.8 | 9.25 | 25.24 | 1,389 | 75 | 515 | |||
| 29 Nov | 1579.95 | 45.55 | -1.95 | 23.10 | 767 | 120 | 435 | |||
| 28 Nov | 1575.05 | 47.5 | -10.75 | 22.93 | 894 | 253 | 315 | |||
| 27 Nov | 1600.05 | 58.25 | 0.70 | 22.41 | 176 | 24 | 61 | |||
| 26 Nov | 1594.40 | 57.55 | -7.30 | 23.65 | 84 | 17 | 38 | |||
| 25 Nov | 1604.90 | 64.85 | 2.70 | 20.53 | 36 | 18 | 19 | |||
| 22 Nov | 1600.85 | 62.15 | 15.80 | 21.02 | 13 | 4 | 5 | |||
| 21 Nov | 1569.25 | 46.35 | -157.60 | 23.89 | 1 | 0 | 0 | |||
| 20 Nov | 1596.35 | 203.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 203.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1616.00 | 203.95 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1580 expiring on 26DEC2024
Delta for 1580 CE is 0.42
Historical price for 1580 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 10.7, which was -16.45 lower than the previous day. The implied volatity was 17.51, the open interest changed by 81 which increased total open position to 318
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 27.15, which was -32.50 lower than the previous day. The implied volatity was 20.73, the open interest changed by 91 which increased total open position to 238
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 59.65, which was -14.55 lower than the previous day. The implied volatity was 27.90, the open interest changed by -19 which decreased total open position to 156
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 74.2, which was -26.35 lower than the previous day. The implied volatity was 28.10, the open interest changed by -25 which decreased total open position to 185
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 100.55, which was -4.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by -4 which decreased total open position to 212
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 104.55, which was -2.65 lower than the previous day. The implied volatity was 19.02, the open interest changed by -118 which decreased total open position to 216
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 107.2, which was -3.00 lower than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 334
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 110.2, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 335
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 93.95, which was 19.95 higher than the previous day. The implied volatity was 20.39, the open interest changed by -9 which decreased total open position to 348
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 74, which was 1.80 higher than the previous day. The implied volatity was 23.14, the open interest changed by -2 which decreased total open position to 356
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 72.2, which was -10.70 lower than the previous day. The implied volatity was 23.10, the open interest changed by 25 which increased total open position to 358
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 82.9, which was 14.30 higher than the previous day. The implied volatity was 20.24, the open interest changed by -27 which decreased total open position to 333
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 68.6, which was 11.55 higher than the previous day. The implied volatity was 19.11, the open interest changed by -36 which decreased total open position to 360
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 57.05, which was 2.25 higher than the previous day. The implied volatity was 21.10, the open interest changed by -66 which decreased total open position to 402
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 54.8, which was 9.25 higher than the previous day. The implied volatity was 25.24, the open interest changed by 75 which increased total open position to 515
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 45.55, which was -1.95 lower than the previous day. The implied volatity was 23.10, the open interest changed by 120 which increased total open position to 435
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 47.5, which was -10.75 lower than the previous day. The implied volatity was 22.93, the open interest changed by 253 which increased total open position to 315
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 58.25, which was 0.70 higher than the previous day. The implied volatity was 22.41, the open interest changed by 24 which increased total open position to 61
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 57.55, which was -7.30 lower than the previous day. The implied volatity was 23.65, the open interest changed by 17 which increased total open position to 38
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 64.85, which was 2.70 higher than the previous day. The implied volatity was 20.53, the open interest changed by 18 which increased total open position to 19
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 62.15, which was 15.80 higher than the previous day. The implied volatity was 21.02, the open interest changed by 4 which increased total open position to 5
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 46.35, which was -157.60 lower than the previous day. The implied volatity was 23.89, 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 203.95, 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 203.95, 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 203.95, 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 1580 PE | |||||||
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Delta: -0.54
Vega: 0.80
Theta: -1.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 26.5 | 12.70 | 28.09 | 2,404 | -3 | 373 |
| 19 Dec | 1589.55 | 13.8 | 7.35 | 23.71 | 2,897 | -2 | 377 |
| 18 Dec | 1630.75 | 6.45 | 1.30 | 25.18 | 978 | -60 | 379 |
| 17 Dec | 1643.15 | 5.15 | 2.05 | 25.98 | 1,180 | 54 | 447 |
| 16 Dec | 1673.65 | 3.1 | 0.10 | 27.25 | 681 | 7 | 396 |
| 13 Dec | 1679.70 | 3 | -1.00 | 24.74 | 1,198 | -71 | 390 |
| 12 Dec | 1679.30 | 4 | 0.50 | 25.41 | 735 | -31 | 467 |
| 11 Dec | 1686.50 | 3.5 | -3.30 | 25.07 | 1,205 | -135 | 497 |
| 10 Dec | 1663.40 | 6.8 | -4.60 | 25.88 | 998 | 37 | 633 |
| 9 Dec | 1637.05 | 11.4 | -2.10 | 24.94 | 678 | 56 | 606 |
| 6 Dec | 1635.20 | 13.5 | 2.25 | 23.85 | 943 | -24 | 550 |
| 5 Dec | 1644.10 | 11.25 | -5.00 | 24.48 | 1,406 | 3 | 569 |
| 4 Dec | 1628.10 | 16.25 | -5.25 | 24.87 | 1,091 | -8 | 570 |
| 3 Dec | 1607.10 | 21.5 | -5.05 | 23.92 | 551 | 25 | 588 |
| 2 Dec | 1596.65 | 26.55 | -6.45 | 23.42 | 1,264 | 135 | 593 |
| 29 Nov | 1579.95 | 33 | -5.00 | 22.57 | 665 | 155 | 459 |
| 28 Nov | 1575.05 | 38 | 8.45 | 25.76 | 769 | 119 | 307 |
| 27 Nov | 1600.05 | 29.55 | -2.95 | 24.66 | 106 | 30 | 186 |
| 26 Nov | 1594.40 | 32.5 | 5.75 | 24.72 | 286 | 51 | 157 |
| 25 Nov | 1604.90 | 26.75 | -2.75 | 24.85 | 203 | 106 | 108 |
| 22 Nov | 1600.85 | 29.5 | -10.40 | 23.81 | 44 | 33 | 35 |
| 21 Nov | 1569.25 | 39.9 | 24.25 | 20.72 | 2 | 1 | 1 |
| 20 Nov | 1596.35 | 15.65 | 0.00 | 1.70 | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 15.65 | 0.00 | 1.70 | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 15.65 | 3.07 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1580 expiring on 26DEC2024
Delta for 1580 PE is -0.54
Historical price for 1580 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 26.5, which was 12.70 higher than the previous day. The implied volatity was 28.09, the open interest changed by -3 which decreased total open position to 373
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 13.8, which was 7.35 higher than the previous day. The implied volatity was 23.71, the open interest changed by -2 which decreased total open position to 377
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 6.45, which was 1.30 higher than the previous day. The implied volatity was 25.18, the open interest changed by -60 which decreased total open position to 379
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 5.15, which was 2.05 higher than the previous day. The implied volatity was 25.98, the open interest changed by 54 which increased total open position to 447
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 3.1, which was 0.10 higher than the previous day. The implied volatity was 27.25, the open interest changed by 7 which increased total open position to 396
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 24.74, the open interest changed by -71 which decreased total open position to 390
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 4, which was 0.50 higher than the previous day. The implied volatity was 25.41, the open interest changed by -31 which decreased total open position to 467
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 3.5, which was -3.30 lower than the previous day. The implied volatity was 25.07, the open interest changed by -135 which decreased total open position to 497
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 6.8, which was -4.60 lower than the previous day. The implied volatity was 25.88, the open interest changed by 37 which increased total open position to 633
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 11.4, which was -2.10 lower than the previous day. The implied volatity was 24.94, the open interest changed by 56 which increased total open position to 606
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 13.5, which was 2.25 higher than the previous day. The implied volatity was 23.85, the open interest changed by -24 which decreased total open position to 550
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 11.25, which was -5.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by 3 which increased total open position to 569
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 16.25, which was -5.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by -8 which decreased total open position to 570
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 21.5, which was -5.05 lower than the previous day. The implied volatity was 23.92, the open interest changed by 25 which increased total open position to 588
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 26.55, which was -6.45 lower than the previous day. The implied volatity was 23.42, the open interest changed by 135 which increased total open position to 593
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 33, which was -5.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 155 which increased total open position to 459
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 38, which was 8.45 higher than the previous day. The implied volatity was 25.76, the open interest changed by 119 which increased total open position to 307
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 29.55, which was -2.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 30 which increased total open position to 186
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 32.5, which was 5.75 higher than the previous day. The implied volatity was 24.72, the open interest changed by 51 which increased total open position to 157
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 26.75, which was -2.75 lower than the previous day. The implied volatity was 24.85, the open interest changed by 106 which increased total open position to 108
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 29.5, which was -10.40 lower than the previous day. The implied volatity was 23.81, the open interest changed by 33 which increased total open position to 35
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 39.9, which was 24.25 higher than the previous day. The implied volatity was 20.72, the open interest changed by 1 which increased total open position to 1
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 15.65, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 15.65, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 15.65, which was lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
