BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1600 CE | ||||||||||
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Delta: 0.26
Vega: 0.71
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 7.65 | -14.05 | 22.37 | 5,361 | 301 | 1,516 | |||
| 20 Nov | 1596.35 | 21.7 | 0.00 | 22.73 | 10,438 | 1,046 | 1,215 | |||
| 19 Nov | 1596.35 | 21.7 | -14.10 | 22.73 | 10,438 | 1,046 | 1,215 | |||
| 18 Nov | 1616.00 | 35.8 | -21.20 | 20.41 | 920 | 23 | 167 | |||
| 14 Nov | 1639.80 | 57 | -24.75 | 22.95 | 139 | 16 | 144 | |||
| 13 Nov | 1664.45 | 81.75 | -25.75 | 26.45 | 31 | 5 | 126 | |||
| 12 Nov | 1691.75 | 107.5 | -38.00 | 30.84 | 11 | 3 | 123 | |||
| 11 Nov | 1717.45 | 145.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 145.5 | 5.95 | - | 5 | -1 | 119 | |||
| 7 Nov | 1729.70 | 139.55 | -11.50 | - | 30 | -9 | 120 | |||
| 6 Nov | 1748.70 | 151.05 | 6.70 | - | 9 | -1 | 129 | |||
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| 5 Nov | 1735.65 | 144.35 | 17.35 | - | 63 | 17 | 128 | |||
| 4 Nov | 1712.50 | 127 | -46.60 | 24.94 | 116 | 92 | 111 | |||
| 1 Nov | 1754.70 | 173.6 | 14.60 | 22.33 | 3 | 1 | 19 | |||
| 31 Oct | 1750.75 | 159 | -19.00 | - | 8 | 7 | 17 | |||
| 30 Oct | 1752.45 | 178 | -107.50 | - | 6 | 5 | 10 | |||
| 29 Oct | 1766.70 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1730.45 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 285.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 285.5 | 0.00 | - | 0 | 0 | 5 | |||
| 9 Oct | 1866.95 | 285.5 | - | 5 | 3 | 3 | ||||
For Bajaj Finserv Ltd. - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is 0.26
Historical price for 1600 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 7.65, which was -14.05 lower than the previous day. The implied volatity was 22.37, the open interest changed by 301 which increased total open position to 1516
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 21.7, which was 0.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1046 which increased total open position to 1215
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 21.7, which was -14.10 lower than the previous day. The implied volatity was 22.73, the open interest changed by 1046 which increased total open position to 1215
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 35.8, which was -21.20 lower than the previous day. The implied volatity was 20.41, the open interest changed by 23 which increased total open position to 167
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 57, which was -24.75 lower than the previous day. The implied volatity was 22.95, the open interest changed by 16 which increased total open position to 144
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 81.75, which was -25.75 lower than the previous day. The implied volatity was 26.45, the open interest changed by 5 which increased total open position to 126
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 107.5, which was -38.00 lower than the previous day. The implied volatity was 30.84, the open interest changed by 3 which increased total open position to 123
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 145.5, 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 145.5, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 119
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 139.55, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 120
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 151.05, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 129
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 144.35, which was 17.35 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 128
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 127, which was -46.60 lower than the previous day. The implied volatity was 24.94, the open interest changed by 92 which increased total open position to 111
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 173.6, which was 14.60 higher than the previous day. The implied volatity was 22.33, the open interest changed by 1 which increased total open position to 19
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 159, which was -19.00 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 178, which was -107.50 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 285.5, 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 285.5, 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 285.5, 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 285.5, 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 285.5, 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 10 Oct BAJAJFINSV was trading at 1875.70. The strike last trading price was 285.5, 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 9 Oct BAJAJFINSV was trading at 1866.95. The strike last trading price was 285.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.73
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 40.4 | 13.95 | 23.86 | 1,074 | -140 | 472 |
| 20 Nov | 1596.35 | 26.45 | 0.00 | 25.43 | 8,164 | 140 | 619 |
| 19 Nov | 1596.35 | 26.45 | 9.05 | 25.43 | 8,164 | 147 | 619 |
| 18 Nov | 1616.00 | 17.4 | 5.10 | 26.19 | 2,095 | 53 | 475 |
| 14 Nov | 1639.80 | 12.3 | 3.70 | 23.41 | 1,343 | -50 | 420 |
| 13 Nov | 1664.45 | 8.6 | 1.65 | 24.78 | 1,075 | 38 | 472 |
| 12 Nov | 1691.75 | 6.95 | 2.45 | 26.87 | 636 | 71 | 449 |
| 11 Nov | 1717.45 | 4.5 | -0.30 | 27.50 | 390 | -74 | 378 |
| 8 Nov | 1739.75 | 4.8 | -0.70 | 28.48 | 258 | 2 | 452 |
| 7 Nov | 1729.70 | 5.5 | 0.00 | 28.09 | 699 | 7 | 452 |
| 6 Nov | 1748.70 | 5.5 | -3.40 | 29.86 | 526 | 8 | 444 |
| 5 Nov | 1735.65 | 8.9 | -4.30 | 31.45 | 735 | 138 | 440 |
| 4 Nov | 1712.50 | 13.2 | 4.50 | 31.43 | 887 | 35 | 305 |
| 1 Nov | 1754.70 | 8.7 | -0.15 | 32.30 | 22 | 15 | 269 |
| 31 Oct | 1750.75 | 8.85 | -0.65 | - | 204 | 8 | 253 |
| 30 Oct | 1752.45 | 9.5 | 2.35 | - | 204 | 52 | 246 |
| 29 Oct | 1766.70 | 7.15 | -3.55 | - | 258 | 126 | 195 |
| 28 Oct | 1730.45 | 10.7 | -19.10 | - | 83 | 67 | 67 |
| 25 Oct | 1707.40 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1739.70 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 29.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 29.8 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.72
Historical price for 1600 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 40.4, which was 13.95 higher than the previous day. The implied volatity was 23.86, the open interest changed by -140 which decreased total open position to 472
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 26.45, which was 0.00 lower than the previous day. The implied volatity was 25.43, the open interest changed by 140 which increased total open position to 619
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 26.45, which was 9.05 higher than the previous day. The implied volatity was 25.43, the open interest changed by 147 which increased total open position to 619
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 17.4, which was 5.10 higher than the previous day. The implied volatity was 26.19, the open interest changed by 53 which increased total open position to 475
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 12.3, which was 3.70 higher than the previous day. The implied volatity was 23.41, the open interest changed by -50 which decreased total open position to 420
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 8.6, which was 1.65 higher than the previous day. The implied volatity was 24.78, the open interest changed by 38 which increased total open position to 472
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 6.95, which was 2.45 higher than the previous day. The implied volatity was 26.87, the open interest changed by 71 which increased total open position to 449
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 4.5, which was -0.30 lower than the previous day. The implied volatity was 27.50, the open interest changed by -74 which decreased total open position to 378
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 4.8, which was -0.70 lower than the previous day. The implied volatity was 28.48, the open interest changed by 2 which increased total open position to 452
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 28.09, the open interest changed by 7 which increased total open position to 452
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 5.5, which was -3.40 lower than the previous day. The implied volatity was 29.86, the open interest changed by 8 which increased total open position to 444
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 8.9, which was -4.30 lower than the previous day. The implied volatity was 31.45, the open interest changed by 138 which increased total open position to 440
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 13.2, which was 4.50 higher than the previous day. The implied volatity was 31.43, the open interest changed by 35 which increased total open position to 305
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 8.7, which was -0.15 lower than the previous day. The implied volatity was 32.30, the open interest changed by 15 which increased total open position to 269
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 8.85, which was -0.65 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 9.5, which was 2.35 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 7.15, which was -3.55 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 10.7, which was -19.10 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 29.8, 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 29.8, 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 29.8, 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 10 Oct BAJAJFINSV was trading at 1875.70. The strike last trading price was 29.8, 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 9 Oct BAJAJFINSV was trading at 1866.95. The strike last trading price was 29.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
