BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1580 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 131.4 | 89.40 | - | 2,063 | -207 | 295 | |||
| 1 Jan | 1576.40 | 42 | 3.15 | 20.96 | 964 | 74 | 512 | |||
| 31 Dec | 1568.10 | 38.85 | 0.60 | 20.83 | 1,114 | 63 | 451 | |||
| 30 Dec | 1576.70 | 38.25 | -4.20 | 19.18 | 1,283 | -15 | 392 | |||
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| 27 Dec | 1579.30 | 42.45 | 6.15 | 18.39 | 1,473 | 140 | 406 | |||
| 26 Dec | 1559.30 | 36.3 | -2.10 | 20.33 | 590 | 146 | 265 | |||
| 24 Dec | 1564.55 | 38.4 | -6.05 | 19.37 | 276 | 84 | 118 | |||
| 23 Dec | 1563.40 | 44.45 | -37.65 | 22.26 | 94 | 32 | 32 | |||
| 20 Dec | 1569.65 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1589.55 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1643.15 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1644.10 | 82.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 82.1 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1580 expiring on 30JAN2025
Delta for 1580 CE is -
Historical price for 1580 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 131.4, which was 89.40 higher than the previous day. The implied volatity was -, the open interest changed by -207 which decreased total open position to 295
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 42, which was 3.15 higher than the previous day. The implied volatity was 20.96, the open interest changed by 74 which increased total open position to 512
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 38.85, which was 0.60 higher than the previous day. The implied volatity was 20.83, the open interest changed by 63 which increased total open position to 451
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 38.25, which was -4.20 lower than the previous day. The implied volatity was 19.18, the open interest changed by -15 which decreased total open position to 392
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 42.45, which was 6.15 higher than the previous day. The implied volatity was 18.39, the open interest changed by 140 which increased total open position to 406
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 36.3, which was -2.10 lower than the previous day. The implied volatity was 20.33, the open interest changed by 146 which increased total open position to 265
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 38.4, which was -6.05 lower than the previous day. The implied volatity was 19.37, the open interest changed by 84 which increased total open position to 118
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 44.45, which was -37.65 lower than the previous day. The implied volatity was 22.26, the open interest changed by 32 which increased total open position to 32
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 82.1, 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 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 82.1, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 82.1, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 82.1, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 82.1, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 82.1, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 82.1, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 82.1, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 82.1, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 82.1, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 82.1, 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 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 82.1, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 82.1, 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 30JAN2025 1580 PE | |||||||
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Delta: -0.13
Vega: 0.98
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 8.2 | -25.85 | 26.51 | 3,419 | 458 | 826 |
| 1 Jan | 1576.40 | 34.05 | -2.60 | 21.85 | 542 | -3 | 370 |
| 31 Dec | 1568.10 | 36.65 | -0.90 | 21.24 | 743 | 1 | 373 |
| 30 Dec | 1576.70 | 37.55 | 3.15 | 22.26 | 920 | 28 | 371 |
| 27 Dec | 1579.30 | 34.4 | -9.45 | 21.35 | 892 | 90 | 340 |
| 26 Dec | 1559.30 | 43.85 | 0.20 | 21.15 | 318 | 134 | 250 |
| 24 Dec | 1564.55 | 43.65 | -1.05 | 21.94 | 138 | 61 | 115 |
| 23 Dec | 1563.40 | 44.7 | 0.80 | 22.05 | 66 | 46 | 53 |
| 20 Dec | 1569.65 | 43.9 | 25.90 | 22.75 | 9 | 4 | 6 |
| 19 Dec | 1589.55 | 18 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1630.75 | 18 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1643.15 | 18 | 0.00 | 21.90 | 1 | 0 | 1 |
| 16 Dec | 1673.65 | 18 | -49.25 | 25.48 | 1 | 0 | 0 |
| 13 Dec | 1679.70 | 67.25 | 0.00 | 5.19 | 0 | 0 | 0 |
| 12 Dec | 1679.30 | 67.25 | 0.00 | 5.39 | 0 | 0 | 0 |
| 11 Dec | 1686.50 | 67.25 | 0.00 | 5.47 | 0 | 0 | 0 |
| 10 Dec | 1663.40 | 67.25 | 0.00 | 4.55 | 0 | 0 | 0 |
| 9 Dec | 1637.05 | 67.25 | 0.00 | 3.69 | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 67.25 | 0.00 | 3.38 | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 67.25 | 0.00 | 3.78 | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 67.25 | 1.30 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1580 expiring on 30JAN2025
Delta for 1580 PE is -0.13
Historical price for 1580 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 8.2, which was -25.85 lower than the previous day. The implied volatity was 26.51, the open interest changed by 458 which increased total open position to 826
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 34.05, which was -2.60 lower than the previous day. The implied volatity was 21.85, the open interest changed by -3 which decreased total open position to 370
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 36.65, which was -0.90 lower than the previous day. The implied volatity was 21.24, the open interest changed by 1 which increased total open position to 373
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 37.55, which was 3.15 higher than the previous day. The implied volatity was 22.26, the open interest changed by 28 which increased total open position to 371
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 34.4, which was -9.45 lower than the previous day. The implied volatity was 21.35, the open interest changed by 90 which increased total open position to 340
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 43.85, which was 0.20 higher than the previous day. The implied volatity was 21.15, the open interest changed by 134 which increased total open position to 250
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 43.65, which was -1.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by 61 which increased total open position to 115
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 44.7, which was 0.80 higher than the previous day. The implied volatity was 22.05, the open interest changed by 46 which increased total open position to 53
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 43.9, which was 25.90 higher than the previous day. The implied volatity was 22.75, the open interest changed by 4 which increased total open position to 6
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 18, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 18, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 1
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 18, which was -49.25 lower than the previous day. The implied volatity was 25.48, 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 67.25, which was 0.00 lower than the previous day. The implied volatity was 5.19, 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 67.25, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 67.25, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 67.25, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 67.25, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 67.25, which was 0.00 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 67.25, which was 0.00 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 67.25, which was lower than the previous day. The implied volatity was 1.30, the open interest changed by 0 which decreased total open position to 0
