BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1600 CE | ||||||||||
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Delta: 0.93
Vega: 0.66
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 115 | 83.40 | 17.37 | 11,464 | -77 | 888 | |||
| 1 Jan | 1576.40 | 31.6 | 2.60 | 20.54 | 1,564 | 125 | 993 | |||
| 31 Dec | 1568.10 | 29 | 0.00 | 20.41 | 832 | -55 | 881 | |||
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| 30 Dec | 1576.70 | 29 | -3.10 | 19.25 | 2,725 | 262 | 936 | |||
| 27 Dec | 1579.30 | 32.1 | 4.60 | 18.22 | 2,331 | 195 | 668 | |||
| 26 Dec | 1559.30 | 27.5 | -2.25 | 20.11 | 726 | 143 | 473 | |||
| 24 Dec | 1564.55 | 29.75 | -5.25 | 19.47 | 474 | 59 | 329 | |||
| 23 Dec | 1563.40 | 35 | -4.40 | 21.98 | 381 | 92 | 269 | |||
| 20 Dec | 1569.65 | 39.4 | -12.65 | 21.46 | 274 | 61 | 168 | |||
| 19 Dec | 1589.55 | 52.05 | -27.45 | 21.55 | 128 | 63 | 106 | |||
| 18 Dec | 1630.75 | 79.5 | -12.50 | 24.11 | 1 | 0 | 42 | |||
| 17 Dec | 1643.15 | 92 | -17.00 | 24.56 | 23 | 15 | 42 | |||
| 16 Dec | 1673.65 | 109 | -1.00 | 21.56 | 1 | 0 | 27 | |||
| 13 Dec | 1679.70 | 110 | -4.60 | 18.63 | 9 | 1 | 24 | |||
| 12 Dec | 1679.30 | 114.6 | -10.85 | 21.98 | 1 | 0 | 23 | |||
| 11 Dec | 1686.50 | 125.45 | 21.05 | 24.06 | 17 | -2 | 23 | |||
| 10 Dec | 1663.40 | 104.4 | 15.50 | 20.65 | 6 | -3 | 25 | |||
| 9 Dec | 1637.05 | 88.9 | 2.25 | 22.26 | 4 | -2 | 29 | |||
| 6 Dec | 1635.20 | 86.65 | -9.35 | 22.12 | 19 | -5 | 32 | |||
| 5 Dec | 1644.10 | 96 | -115.20 | 20.99 | 211 | 38 | 38 | |||
| 29 Nov | 1579.95 | 211.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 211.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 211.2 | 129.20 | - | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 82 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 82 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1600 expiring on 30JAN2025
Delta for 1600 CE is 0.93
Historical price for 1600 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 115, which was 83.40 higher than the previous day. The implied volatity was 17.37, the open interest changed by -77 which decreased total open position to 888
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 31.6, which was 2.60 higher than the previous day. The implied volatity was 20.54, the open interest changed by 125 which increased total open position to 993
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 29, which was 0.00 lower than the previous day. The implied volatity was 20.41, the open interest changed by -55 which decreased total open position to 881
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 29, which was -3.10 lower than the previous day. The implied volatity was 19.25, the open interest changed by 262 which increased total open position to 936
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 32.1, which was 4.60 higher than the previous day. The implied volatity was 18.22, the open interest changed by 195 which increased total open position to 668
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 27.5, which was -2.25 lower than the previous day. The implied volatity was 20.11, the open interest changed by 143 which increased total open position to 473
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 29.75, which was -5.25 lower than the previous day. The implied volatity was 19.47, the open interest changed by 59 which increased total open position to 329
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 35, which was -4.40 lower than the previous day. The implied volatity was 21.98, the open interest changed by 92 which increased total open position to 269
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 39.4, which was -12.65 lower than the previous day. The implied volatity was 21.46, the open interest changed by 61 which increased total open position to 168
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 52.05, which was -27.45 lower than the previous day. The implied volatity was 21.55, the open interest changed by 63 which increased total open position to 106
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 79.5, which was -12.50 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 42
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 92, which was -17.00 lower than the previous day. The implied volatity was 24.56, the open interest changed by 15 which increased total open position to 42
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 109, which was -1.00 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 27
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 110, which was -4.60 lower than the previous day. The implied volatity was 18.63, the open interest changed by 1 which increased total open position to 24
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 114.6, which was -10.85 lower than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 23
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 125.45, which was 21.05 higher than the previous day. The implied volatity was 24.06, the open interest changed by -2 which decreased total open position to 23
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 104.4, which was 15.50 higher than the previous day. The implied volatity was 20.65, the open interest changed by -3 which decreased total open position to 25
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 88.9, which was 2.25 higher than the previous day. The implied volatity was 22.26, the open interest changed by -2 which decreased total open position to 29
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 86.65, which was -9.35 lower than the previous day. The implied volatity was 22.12, the open interest changed by -5 which decreased total open position to 32
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 96, which was -115.20 lower than the previous day. The implied volatity was 20.99, the open interest changed by 38 which increased total open position to 38
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 211.2, 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 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 211.2, 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 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 211.2, which was 129.20 higher 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 82, 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 82, 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 82, 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 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 82, 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 82, 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 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 82, 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 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 82, 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 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 82, 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 1600 PE | |||||||
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Delta: -0.16
Vega: 1.15
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 10.6 | -33.00 | 25.77 | 7,618 | 1,209 | 1,703 |
| 1 Jan | 1576.40 | 43.6 | -3.65 | 21.48 | 296 | 16 | 490 |
| 31 Dec | 1568.10 | 47.25 | 0.05 | 21.17 | 237 | -30 | 477 |
| 30 Dec | 1576.70 | 47.2 | 3.00 | 21.83 | 997 | -15 | 508 |
| 27 Dec | 1579.30 | 44.2 | -11.80 | 21.31 | 623 | 105 | 522 |
| 26 Dec | 1559.30 | 56 | 0.50 | 21.56 | 317 | 94 | 417 |
| 24 Dec | 1564.55 | 55.5 | -2.00 | 22.42 | 306 | 65 | 323 |
| 23 Dec | 1563.40 | 57.5 | -1.15 | 22.99 | 175 | 36 | 258 |
| 20 Dec | 1569.65 | 58.65 | 13.65 | 24.86 | 161 | 49 | 222 |
| 19 Dec | 1589.55 | 45 | 13.65 | 23.45 | 126 | 16 | 171 |
| 18 Dec | 1630.75 | 31.35 | 3.35 | 23.37 | 42 | 10 | 156 |
| 17 Dec | 1643.15 | 28 | 8.15 | 24.07 | 74 | 25 | 146 |
| 16 Dec | 1673.65 | 19.85 | -0.95 | 23.76 | 27 | 13 | 121 |
| 13 Dec | 1679.70 | 20.8 | 0.30 | 24.28 | 44 | 8 | 108 |
| 12 Dec | 1679.30 | 20.5 | -0.65 | 23.66 | 19 | 7 | 100 |
| 11 Dec | 1686.50 | 21.15 | -5.65 | 24.80 | 80 | 30 | 91 |
| 10 Dec | 1663.40 | 26.8 | -7.90 | 24.99 | 58 | 15 | 65 |
| 9 Dec | 1637.05 | 34.7 | -1.75 | 24.76 | 11 | 1 | 51 |
| 6 Dec | 1635.20 | 36.45 | 2.30 | 24.15 | 14 | 1 | 51 |
| 5 Dec | 1644.10 | 34.15 | 2.45 | 25.26 | 246 | 50 | 51 |
| 29 Nov | 1579.95 | 31.7 | 0.00 | 0.33 | 0 | 0 | 0 |
| 27 Nov | 1600.05 | 31.7 | 0.00 | 1.20 | 0 | 0 | 0 |
| 26 Nov | 1594.40 | 31.7 | 0.00 | 0.96 | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 31.7 | 0.00 | 3.55 | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 31.7 | 0.00 | 4.31 | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 31.7 | -8.25 | 5.91 | 0 | 0 | 0 |
| 8 Nov | 1739.75 | 39.95 | 0.00 | 5.68 | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 39.95 | 0.00 | 5.29 | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 39.95 | 0.00 | 5.86 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 39.95 | 0.00 | 5.67 | 0 | 0 | 0 |
| 4 Nov | 1712.50 | 39.95 | 4.94 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1600 expiring on 30JAN2025
Delta for 1600 PE is -0.16
Historical price for 1600 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 10.6, which was -33.00 lower than the previous day. The implied volatity was 25.77, the open interest changed by 1209 which increased total open position to 1703
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 43.6, which was -3.65 lower than the previous day. The implied volatity was 21.48, the open interest changed by 16 which increased total open position to 490
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 47.25, which was 0.05 higher than the previous day. The implied volatity was 21.17, the open interest changed by -30 which decreased total open position to 477
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 47.2, which was 3.00 higher than the previous day. The implied volatity was 21.83, the open interest changed by -15 which decreased total open position to 508
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 44.2, which was -11.80 lower than the previous day. The implied volatity was 21.31, the open interest changed by 105 which increased total open position to 522
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 56, which was 0.50 higher than the previous day. The implied volatity was 21.56, the open interest changed by 94 which increased total open position to 417
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 55.5, which was -2.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 65 which increased total open position to 323
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 57.5, which was -1.15 lower than the previous day. The implied volatity was 22.99, the open interest changed by 36 which increased total open position to 258
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 58.65, which was 13.65 higher than the previous day. The implied volatity was 24.86, the open interest changed by 49 which increased total open position to 222
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 45, which was 13.65 higher than the previous day. The implied volatity was 23.45, the open interest changed by 16 which increased total open position to 171
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 31.35, which was 3.35 higher than the previous day. The implied volatity was 23.37, the open interest changed by 10 which increased total open position to 156
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 28, which was 8.15 higher than the previous day. The implied volatity was 24.07, the open interest changed by 25 which increased total open position to 146
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 19.85, which was -0.95 lower than the previous day. The implied volatity was 23.76, the open interest changed by 13 which increased total open position to 121
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 20.8, which was 0.30 higher than the previous day. The implied volatity was 24.28, the open interest changed by 8 which increased total open position to 108
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 20.5, which was -0.65 lower than the previous day. The implied volatity was 23.66, the open interest changed by 7 which increased total open position to 100
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 21.15, which was -5.65 lower than the previous day. The implied volatity was 24.80, the open interest changed by 30 which increased total open position to 91
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 26.8, which was -7.90 lower than the previous day. The implied volatity was 24.99, the open interest changed by 15 which increased total open position to 65
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 34.7, which was -1.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 1 which increased total open position to 51
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 36.45, which was 2.30 higher than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 51
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 34.15, which was 2.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 50 which increased total open position to 51
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 31.7, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 31.7, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 31.7, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 31.7, which was -8.25 lower than the previous day. The implied volatity was 5.91, 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 39.95, which was 0.00 lower than the previous day. The implied volatity was 5.68, 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 39.95, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 39.95, which was 0.00 lower than the previous day. The implied volatity was 5.86, 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 39.95, which was 0.00 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 39.95, which was lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
