BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
03 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1600 CE | ||||||||||
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Delta: 0.60
Vega: 1.56
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.60
Historical price for 1600 CE is as follows
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 | |||||||
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Delta: -0.41
Vega: 1.57
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.41
Historical price for 1600 PE is as follows
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
