BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1580 CE | ||||||||||
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Delta: 0.41
Vega: 0.84
Theta: -1.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 14.05 | -19.40 | 22.29 | 3,620 | 598 | 752 | |||
| 20 Nov | 1596.35 | 33.45 | 0.00 | 23.59 | 2,322 | 120 | 154 | |||
| 19 Nov | 1596.35 | 33.45 | -12.50 | 23.59 | 2,322 | 120 | 154 | |||
| 18 Nov | 1616.00 | 45.95 | -25.80 | 13.62 | 46 | 24 | 34 | |||
| 14 Nov | 1639.80 | 71.75 | -92.20 | 22.25 | 15 | 2 | 9 | |||
| 13 Nov | 1664.45 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 1691.75 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 163.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 163.95 | 12.40 | - | 1 | 0 | 7 | |||
| 4 Nov | 1712.50 | 151.55 | -272.75 | 33.04 | 8 | 6 | 6 | |||
| 1 Nov | 1754.70 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1766.70 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1730.45 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 424.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 424.3 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1580 expiring on 28NOV2024
Delta for 1580 CE is 0.41
Historical price for 1580 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 14.05, which was -19.40 lower than the previous day. The implied volatity was 22.29, the open interest changed by 598 which increased total open position to 752
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 33.45, which was 0.00 lower than the previous day. The implied volatity was 23.59, the open interest changed by 120 which increased total open position to 154
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 33.45, which was -12.50 lower than the previous day. The implied volatity was 23.59, the open interest changed by 120 which increased total open position to 154
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 45.95, which was -25.80 lower than the previous day. The implied volatity was 13.62, the open interest changed by 24 which increased total open position to 34
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 71.75, which was -92.20 lower than the previous day. The implied volatity was 22.25, the open interest changed by 2 which increased total open position to 9
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 163.95, 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 163.95, 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 163.95, 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 163.95, 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 163.95, 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 163.95, 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 163.95, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 151.55, which was -272.75 lower than the previous day. The implied volatity was 33.04, the open interest changed by 6 which increased total open position to 6
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 424.3, 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 424.3, 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 424.3, 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 29 Oct BAJAJFINSV was trading at 1766.70. The strike last trading price was 424.3, 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 424.3, 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 424.3, 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 424.3, 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 424.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1580 PE | |||||||
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Delta: -0.58
Vega: 0.85
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 27.4 | 9.20 | 24.22 | 2,165 | -10 | 343 |
| 20 Nov | 1596.35 | 18.2 | 0.00 | 26.37 | 4,436 | 140 | 341 |
| 19 Nov | 1596.35 | 18.2 | 6.75 | 26.37 | 4,436 | 128 | 341 |
| 18 Nov | 1616.00 | 11.45 | 3.45 | 26.69 | 863 | 9 | 213 |
| 14 Nov | 1639.80 | 8 | 2.05 | 23.86 | 432 | 42 | 199 |
| 13 Nov | 1664.45 | 5.95 | 1.00 | 25.69 | 462 | 13 | 156 |
| 12 Nov | 1691.75 | 4.95 | 1.65 | 27.93 | 46 | 6 | 141 |
| 11 Nov | 1717.45 | 3.3 | -0.15 | 28.55 | 291 | -84 | 135 |
| 8 Nov | 1739.75 | 3.45 | -0.85 | 29.09 | 259 | -9 | 219 |
| 7 Nov | 1729.70 | 4.3 | 0.10 | 29.23 | 312 | -31 | 227 |
| 6 Nov | 1748.70 | 4.2 | -3.25 | 30.67 | 359 | 24 | 258 |
| 5 Nov | 1735.65 | 7.45 | -2.90 | 32.83 | 374 | 15 | 238 |
| 4 Nov | 1712.50 | 10.35 | 3.75 | 32.04 | 590 | 26 | 222 |
| 1 Nov | 1754.70 | 6.6 | 0.00 | 0.00 | 0 | 105 | 0 |
| 31 Oct | 1750.75 | 6.6 | 0.50 | - | 193 | 105 | 196 |
| 30 Oct | 1752.45 | 6.1 | 0.20 | - | 66 | 10 | 91 |
| 29 Oct | 1766.70 | 5.9 | -2.80 | - | 64 | 50 | 79 |
| 28 Oct | 1730.45 | 8.7 | -3.90 | - | 21 | 10 | 29 |
| 25 Oct | 1707.40 | 12.6 | 0.00 | - | 0 | 0 | 19 |
| 23 Oct | 1739.70 | 12.6 | -0.90 | - | 16 | 0 | 3 |
| 22 Oct | 1722.60 | 13.5 | - | 3 | 2 | 2 | |
For Bajaj Finserv Ltd. - strike price 1580 expiring on 28NOV2024
Delta for 1580 PE is -0.58
Historical price for 1580 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 27.4, which was 9.20 higher than the previous day. The implied volatity was 24.22, the open interest changed by -10 which decreased total open position to 343
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 140 which increased total open position to 341
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 18.2, which was 6.75 higher than the previous day. The implied volatity was 26.37, the open interest changed by 128 which increased total open position to 341
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 11.45, which was 3.45 higher than the previous day. The implied volatity was 26.69, the open interest changed by 9 which increased total open position to 213
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 8, which was 2.05 higher than the previous day. The implied volatity was 23.86, the open interest changed by 42 which increased total open position to 199
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 5.95, which was 1.00 higher than the previous day. The implied volatity was 25.69, the open interest changed by 13 which increased total open position to 156
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 4.95, which was 1.65 higher than the previous day. The implied volatity was 27.93, the open interest changed by 6 which increased total open position to 141
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 28.55, the open interest changed by -84 which decreased total open position to 135
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 29.09, the open interest changed by -9 which decreased total open position to 219
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 4.3, which was 0.10 higher than the previous day. The implied volatity was 29.23, the open interest changed by -31 which decreased total open position to 227
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 4.2, which was -3.25 lower than the previous day. The implied volatity was 30.67, the open interest changed by 24 which increased total open position to 258
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 7.45, which was -2.90 lower than the previous day. The implied volatity was 32.83, the open interest changed by 15 which increased total open position to 238
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 10.35, which was 3.75 higher than the previous day. The implied volatity was 32.04, the open interest changed by 26 which increased total open position to 222
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 105 which increased total open position to 0
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 6.6, which was 0.50 higher 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 6.1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJAJFINSV was trading at 1766.70. The strike last trading price was 5.9, which was -2.80 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 8.7, which was -3.90 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 12.6, 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 12.6, which was -0.90 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 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
