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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.

1569.65 -19.90 (-1.25%)

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Historical option data for BAJAJFINSV

20 Dec 2024 04:11 PM IST
BAJAJFINSV 26DEC2024 1600 CE
Delta: 0.25
Vega: 0.64
Theta: -1.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1569.65 5.65 -11.75 19.36 4,143 103 866
19 Dec 1589.55 17.4 -26.10 22.02 2,961 435 759
18 Dec 1630.75 43.5 -13.15 25.93 244 -12 322
17 Dec 1643.15 56.65 -21.95 25.70 225 30 333
16 Dec 1673.65 78.6 -6.40 16.86 132 -30 281
13 Dec 1679.70 85 -3.80 17.08 245 22 311
12 Dec 1679.30 88.8 -4.00 25.60 89 -38 288
11 Dec 1686.50 92.8 16.35 19.40 1,059 -151 347
10 Dec 1663.40 76.45 16.80 20.26 980 -207 499
9 Dec 1637.05 59.65 2.60 23.50 1,121 -48 707
6 Dec 1635.20 57.05 -11.25 22.29 815 -12 753
5 Dec 1644.10 68.3 13.10 21.21 2,580 -160 767
4 Dec 1628.10 55.2 11.15 20.01 3,914 -383 928
3 Dec 1607.10 44.05 1.60 20.75 2,448 63 1,325
2 Dec 1596.65 42.45 7.10 24.33 3,455 167 1,270
29 Nov 1579.95 35.35 -1.85 22.88 1,888 60 1,102
28 Nov 1575.05 37.2 -9.55 22.77 2,384 326 1,045
27 Nov 1600.05 46.75 -0.45 22.38 1,393 339 713
26 Nov 1594.40 47.2 -11.00 23.95 705 159 375
25 Nov 1604.90 58.2 6.80 23.81 544 -21 218
22 Nov 1600.85 51.4 17.40 21.57 492 -37 202
21 Nov 1569.25 34 -15.70 22.13 311 78 237
20 Nov 1596.35 49.7 0.00 22.03 379 148 159
19 Nov 1596.35 49.7 -13.90 22.03 379 148 159
18 Nov 1616.00 63.6 -353.55 20.89 14 11 11
14 Nov 1639.80 417.15 0.00 - 0 0 0
13 Nov 1664.45 417.15 0.00 - 0 0 0
12 Nov 1691.75 417.15 0.00 - 0 0 0
11 Nov 1717.45 417.15 0.00 - 0 0 0
7 Nov 1729.70 417.15 417.15 - 0 0 0
31 Oct 1750.75 0 0.00 - 0 0 0
30 Oct 1752.45 0 0.00 - 0 0 0
29 Oct 1766.70 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 1600 expiring on 26DEC2024

Delta for 1600 CE is 0.25

Historical price for 1600 CE is as follows

On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 5.65, which was -11.75 lower than the previous day. The implied volatity was 19.36, the open interest changed by 103 which increased total open position to 866


On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 17.4, which was -26.10 lower than the previous day. The implied volatity was 22.02, the open interest changed by 435 which increased total open position to 759


On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 43.5, which was -13.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by -12 which decreased total open position to 322


On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 56.65, which was -21.95 lower than the previous day. The implied volatity was 25.70, the open interest changed by 30 which increased total open position to 333


On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 78.6, which was -6.40 lower than the previous day. The implied volatity was 16.86, the open interest changed by -30 which decreased total open position to 281


On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 85, which was -3.80 lower than the previous day. The implied volatity was 17.08, the open interest changed by 22 which increased total open position to 311


On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 88.8, which was -4.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by -38 which decreased total open position to 288


On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 92.8, which was 16.35 higher than the previous day. The implied volatity was 19.40, the open interest changed by -151 which decreased total open position to 347


On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 76.45, which was 16.80 higher than the previous day. The implied volatity was 20.26, the open interest changed by -207 which decreased total open position to 499


On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 59.65, which was 2.60 higher than the previous day. The implied volatity was 23.50, the open interest changed by -48 which decreased total open position to 707


On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 57.05, which was -11.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by -12 which decreased total open position to 753


On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 68.3, which was 13.10 higher than the previous day. The implied volatity was 21.21, the open interest changed by -160 which decreased total open position to 767


On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 55.2, which was 11.15 higher than the previous day. The implied volatity was 20.01, the open interest changed by -383 which decreased total open position to 928


On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 44.05, which was 1.60 higher than the previous day. The implied volatity was 20.75, the open interest changed by 63 which increased total open position to 1325


On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 42.45, which was 7.10 higher than the previous day. The implied volatity was 24.33, the open interest changed by 167 which increased total open position to 1270


On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 35.35, which was -1.85 lower than the previous day. The implied volatity was 22.88, the open interest changed by 60 which increased total open position to 1102


On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 37.2, which was -9.55 lower than the previous day. The implied volatity was 22.77, the open interest changed by 326 which increased total open position to 1045


On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 46.75, which was -0.45 lower than the previous day. The implied volatity was 22.38, the open interest changed by 339 which increased total open position to 713


On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 47.2, which was -11.00 lower than the previous day. The implied volatity was 23.95, the open interest changed by 159 which increased total open position to 375


On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 58.2, which was 6.80 higher than the previous day. The implied volatity was 23.81, the open interest changed by -21 which decreased total open position to 218


On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 51.4, which was 17.40 higher than the previous day. The implied volatity was 21.57, the open interest changed by -37 which decreased total open position to 202


On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 34, which was -15.70 lower than the previous day. The implied volatity was 22.13, the open interest changed by 78 which increased total open position to 237


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 49.7, which was 0.00 lower than the previous day. The implied volatity was 22.03, the open interest changed by 148 which increased total open position to 159


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 49.7, which was -13.90 lower than the previous day. The implied volatity was 22.03, the open interest changed by 148 which increased total open position to 159


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 63.6, which was -353.55 lower than the previous day. The implied volatity was 20.89, the open interest changed by 11 which increased total open position to 11


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 417.15, 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 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 417.15, 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 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 417.15, 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 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 417.15, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 417.15, which was 417.15 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 29 Oct BAJAJFINSV was trading at 1766.70. 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 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 1600 PE
Delta: -0.67
Vega: 0.73
Theta: -1.51
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1569.65 40.2 17.35 29.73 2,352 -333 522
19 Dec 1589.55 22.85 12.05 23.51 3,837 66 858
18 Dec 1630.75 10.8 2.50 24.37 1,361 29 792
17 Dec 1643.15 8.3 3.65 24.98 2,323 87 776
16 Dec 1673.65 4.65 0.20 25.80 1,152 -238 688
13 Dec 1679.70 4.45 -1.20 23.47 3,393 -185 927
12 Dec 1679.30 5.65 0.85 24.04 2,194 297 1,105
11 Dec 1686.50 4.8 -4.75 23.56 2,162 -223 841
10 Dec 1663.40 9.55 -6.20 24.89 2,314 368 1,552
9 Dec 1637.05 15.75 -2.85 24.03 1,222 -15 1,189
6 Dec 1635.20 18.6 3.10 23.21 1,758 90 1,202
5 Dec 1644.10 15.5 -6.55 23.89 2,298 -155 1,115
4 Dec 1628.10 22.05 -6.80 24.52 2,220 119 1,275
3 Dec 1607.10 28.85 -5.90 23.67 1,121 88 1,158
2 Dec 1596.65 34.75 -8.60 23.00 1,277 117 1,067
29 Nov 1579.95 43.35 -5.65 22.76 735 71 948
28 Nov 1575.05 49 10.50 26.39 1,470 335 873
27 Nov 1600.05 38.5 -2.65 24.86 666 195 537
26 Nov 1594.40 41.15 8.15 24.53 528 47 342
25 Nov 1604.90 33 -5.00 24.00 529 138 294
22 Nov 1600.85 38 -19.00 23.91 147 31 187
21 Nov 1569.25 57 13.00 23.96 95 19 156
20 Nov 1596.35 44 0.00 24.24 245 74 137
19 Nov 1596.35 44 6.00 24.24 245 74 137
18 Nov 1616.00 38 8.00 26.31 27 -5 63
14 Nov 1639.80 30 5.70 24.74 27 21 65
13 Nov 1664.45 24.3 8.00 25.48 48 35 45
12 Nov 1691.75 16.3 1.30 24.13 9 4 9
11 Nov 1717.45 15 0.00 26.39 4 0 1
7 Nov 1729.70 15 9.55 26.80 1 0 1
31 Oct 1750.75 5.45 0.00 - 0 0 0
30 Oct 1752.45 5.45 0.00 - 0 0 0
29 Oct 1766.70 5.45 0.00 - 0 0 0
28 Oct 1730.45 5.45 0.00 - 0 0 0
25 Oct 1707.40 5.45 0.00 - 0 0 0
24 Oct 1742.10 5.45 0.00 - 0 0 0
23 Oct 1739.70 5.45 0.00 - 0 0 0
22 Oct 1722.60 5.45 0.00 - 0 0 0
21 Oct 1758.40 5.45 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1600 expiring on 26DEC2024

Delta for 1600 PE is -0.67

Historical price for 1600 PE is as follows

On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 40.2, which was 17.35 higher than the previous day. The implied volatity was 29.73, the open interest changed by -333 which decreased total open position to 522


On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 22.85, which was 12.05 higher than the previous day. The implied volatity was 23.51, the open interest changed by 66 which increased total open position to 858


On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 10.8, which was 2.50 higher than the previous day. The implied volatity was 24.37, the open interest changed by 29 which increased total open position to 792


On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 8.3, which was 3.65 higher than the previous day. The implied volatity was 24.98, the open interest changed by 87 which increased total open position to 776


On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 4.65, which was 0.20 higher than the previous day. The implied volatity was 25.80, the open interest changed by -238 which decreased total open position to 688


On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 4.45, which was -1.20 lower than the previous day. The implied volatity was 23.47, the open interest changed by -185 which decreased total open position to 927


On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 5.65, which was 0.85 higher than the previous day. The implied volatity was 24.04, the open interest changed by 297 which increased total open position to 1105


On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 4.8, which was -4.75 lower than the previous day. The implied volatity was 23.56, the open interest changed by -223 which decreased total open position to 841


On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 9.55, which was -6.20 lower than the previous day. The implied volatity was 24.89, the open interest changed by 368 which increased total open position to 1552


On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 15.75, which was -2.85 lower than the previous day. The implied volatity was 24.03, the open interest changed by -15 which decreased total open position to 1189


On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 18.6, which was 3.10 higher than the previous day. The implied volatity was 23.21, the open interest changed by 90 which increased total open position to 1202


On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 15.5, which was -6.55 lower than the previous day. The implied volatity was 23.89, the open interest changed by -155 which decreased total open position to 1115


On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 22.05, which was -6.80 lower than the previous day. The implied volatity was 24.52, the open interest changed by 119 which increased total open position to 1275


On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 28.85, which was -5.90 lower than the previous day. The implied volatity was 23.67, the open interest changed by 88 which increased total open position to 1158


On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 34.75, which was -8.60 lower than the previous day. The implied volatity was 23.00, the open interest changed by 117 which increased total open position to 1067


On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 43.35, which was -5.65 lower than the previous day. The implied volatity was 22.76, the open interest changed by 71 which increased total open position to 948


On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 49, which was 10.50 higher than the previous day. The implied volatity was 26.39, the open interest changed by 335 which increased total open position to 873


On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 38.5, which was -2.65 lower than the previous day. The implied volatity was 24.86, the open interest changed by 195 which increased total open position to 537


On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 41.15, which was 8.15 higher than the previous day. The implied volatity was 24.53, the open interest changed by 47 which increased total open position to 342


On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 33, which was -5.00 lower than the previous day. The implied volatity was 24.00, the open interest changed by 138 which increased total open position to 294


On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 38, which was -19.00 lower than the previous day. The implied volatity was 23.91, the open interest changed by 31 which increased total open position to 187


On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 57, which was 13.00 higher than the previous day. The implied volatity was 23.96, the open interest changed by 19 which increased total open position to 156


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 24.24, the open interest changed by 74 which increased total open position to 137


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 44, which was 6.00 higher than the previous day. The implied volatity was 24.24, the open interest changed by 74 which increased total open position to 137


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 38, which was 8.00 higher than the previous day. The implied volatity was 26.31, the open interest changed by -5 which decreased total open position to 63


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 30, which was 5.70 higher than the previous day. The implied volatity was 24.74, the open interest changed by 21 which increased total open position to 65


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 24.3, which was 8.00 higher than the previous day. The implied volatity was 25.48, the open interest changed by 35 which increased total open position to 45


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 16.3, which was 1.30 higher than the previous day. The implied volatity was 24.13, the open interest changed by 4 which increased total open position to 9


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 1


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 15, which was 9.55 higher than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 1


On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to