BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1620 CE | ||||||||||
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Delta: 0.14
Vega: 0.46
Theta: -0.89
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 3.2 | -7.00 | 21.61 | 2,606 | 37 | 613 | |||
| 19 Dec | 1589.55 | 10.2 | -18.90 | 22.54 | 1,949 | 285 | 573 | |||
| 18 Dec | 1630.75 | 29.1 | -12.15 | 23.93 | 823 | 43 | 287 | |||
| 17 Dec | 1643.15 | 41.25 | -18.45 | 24.38 | 449 | 3 | 243 | |||
| 16 Dec | 1673.65 | 59.7 | -7.55 | 16.00 | 97 | -7 | 238 | |||
| 13 Dec | 1679.70 | 67.25 | -2.85 | 17.86 | 603 | -37 | 261 | |||
| 12 Dec | 1679.30 | 70.1 | -3.00 | 22.69 | 91 | -29 | 299 | |||
| 11 Dec | 1686.50 | 73.1 | 12.10 | 16.39 | 590 | -96 | 337 | |||
| 10 Dec | 1663.40 | 61 | 15.40 | 20.80 | 489 | -90 | 434 | |||
| 9 Dec | 1637.05 | 45.6 | 2.60 | 22.72 | 943 | -122 | 527 | |||
| 6 Dec | 1635.20 | 43 | -11.00 | 21.23 | 756 | -22 | 644 | |||
| 5 Dec | 1644.10 | 54 | 11.00 | 20.98 | 2,764 | -133 | 668 | |||
| 4 Dec | 1628.10 | 43 | 9.50 | 20.30 | 5,944 | 26 | 808 | |||
| 3 Dec | 1607.10 | 33.5 | 0.95 | 20.82 | 2,270 | 276 | 786 | |||
| 2 Dec | 1596.65 | 32.55 | 5.65 | 23.98 | 1,374 | 134 | 513 | |||
| 29 Nov | 1579.95 | 26.9 | -2.05 | 22.75 | 408 | 42 | 379 | |||
| 28 Nov | 1575.05 | 28.95 | -7.55 | 22.90 | 729 | 83 | 338 | |||
| 27 Nov | 1600.05 | 36.5 | -2.00 | 22.18 | 306 | 63 | 254 | |||
| 26 Nov | 1594.40 | 38.5 | -8.50 | 24.36 | 259 | 51 | 191 | |||
| 25 Nov | 1604.90 | 47 | 5.20 | 23.57 | 323 | 98 | 139 | |||
| 22 Nov | 1600.85 | 41.8 | 14.80 | 21.90 | 68 | 14 | 55 | |||
| 21 Nov | 1569.25 | 27 | -15.90 | 22.41 | 18 | 11 | 39 | |||
| 20 Nov | 1596.35 | 42.9 | 0.00 | 23.43 | 40 | 28 | 28 | |||
| 19 Nov | 1596.35 | 42.9 | -129.50 | 23.43 | 40 | 28 | 28 | |||
| 18 Nov | 1616.00 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 1691.75 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 172.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 172.4 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1620 expiring on 26DEC2024
Delta for 1620 CE is 0.14
Historical price for 1620 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 3.2, which was -7.00 lower than the previous day. The implied volatity was 21.61, the open interest changed by 37 which increased total open position to 613
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 10.2, which was -18.90 lower than the previous day. The implied volatity was 22.54, the open interest changed by 285 which increased total open position to 573
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 29.1, which was -12.15 lower than the previous day. The implied volatity was 23.93, the open interest changed by 43 which increased total open position to 287
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 41.25, which was -18.45 lower than the previous day. The implied volatity was 24.38, the open interest changed by 3 which increased total open position to 243
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 59.7, which was -7.55 lower than the previous day. The implied volatity was 16.00, the open interest changed by -7 which decreased total open position to 238
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 67.25, which was -2.85 lower than the previous day. The implied volatity was 17.86, the open interest changed by -37 which decreased total open position to 261
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 70.1, which was -3.00 lower than the previous day. The implied volatity was 22.69, the open interest changed by -29 which decreased total open position to 299
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 73.1, which was 12.10 higher than the previous day. The implied volatity was 16.39, the open interest changed by -96 which decreased total open position to 337
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 61, which was 15.40 higher than the previous day. The implied volatity was 20.80, the open interest changed by -90 which decreased total open position to 434
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 45.6, which was 2.60 higher than the previous day. The implied volatity was 22.72, the open interest changed by -122 which decreased total open position to 527
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 43, which was -11.00 lower than the previous day. The implied volatity was 21.23, the open interest changed by -22 which decreased total open position to 644
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 54, which was 11.00 higher than the previous day. The implied volatity was 20.98, the open interest changed by -133 which decreased total open position to 668
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 43, which was 9.50 higher than the previous day. The implied volatity was 20.30, the open interest changed by 26 which increased total open position to 808
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 33.5, which was 0.95 higher than the previous day. The implied volatity was 20.82, the open interest changed by 276 which increased total open position to 786
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 32.55, which was 5.65 higher than the previous day. The implied volatity was 23.98, the open interest changed by 134 which increased total open position to 513
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 26.9, which was -2.05 lower than the previous day. The implied volatity was 22.75, the open interest changed by 42 which increased total open position to 379
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 28.95, which was -7.55 lower than the previous day. The implied volatity was 22.90, the open interest changed by 83 which increased total open position to 338
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 36.5, which was -2.00 lower than the previous day. The implied volatity was 22.18, the open interest changed by 63 which increased total open position to 254
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 38.5, which was -8.50 lower than the previous day. The implied volatity was 24.36, the open interest changed by 51 which increased total open position to 191
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 47, which was 5.20 higher than the previous day. The implied volatity was 23.57, the open interest changed by 98 which increased total open position to 139
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 41.8, which was 14.80 higher than the previous day. The implied volatity was 21.90, the open interest changed by 14 which increased total open position to 55
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 27, which was -15.90 lower than the previous day. The implied volatity was 22.41, the open interest changed by 11 which increased total open position to 39
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 42.9, which was 0.00 lower than the previous day. The implied volatity was 23.43, the open interest changed by 28 which increased total open position to 28
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 42.9, which was -129.50 lower than the previous day. The implied volatity was 23.43, the open interest changed by 28 which increased total open position to 28
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 172.4, 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 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 172.4, 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 172.4, 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 172.4, 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 172.4, 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 172.4, 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 26DEC2024 1620 PE | |||||||
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Delta: -0.74
Vega: 0.65
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 57.7 | 22.40 | 34.19 | 473 | -136 | 273 |
| 19 Dec | 1589.55 | 35.3 | 18.35 | 23.80 | 1,801 | -366 | 409 |
| 18 Dec | 1630.75 | 16.95 | 3.90 | 23.18 | 2,622 | 419 | 769 |
| 17 Dec | 1643.15 | 13.05 | 5.75 | 23.99 | 2,460 | 30 | 351 |
| 16 Dec | 1673.65 | 7.3 | 0.90 | 24.76 | 813 | -35 | 322 |
| 13 Dec | 1679.70 | 6.4 | -1.55 | 21.94 | 1,794 | -55 | 355 |
| 12 Dec | 1679.30 | 7.95 | 1.00 | 22.58 | 798 | -48 | 417 |
| 11 Dec | 1686.50 | 6.95 | -6.75 | 22.40 | 1,235 | -152 | 475 |
| 10 Dec | 1663.40 | 13.7 | -8.10 | 24.24 | 1,196 | 99 | 623 |
| 9 Dec | 1637.05 | 21.8 | -3.40 | 23.34 | 870 | -19 | 523 |
| 6 Dec | 1635.20 | 25.2 | 4.45 | 22.59 | 1,251 | -37 | 551 |
| 5 Dec | 1644.10 | 20.75 | -9.20 | 23.12 | 2,116 | 72 | 586 |
| 4 Dec | 1628.10 | 29.95 | -8.45 | 24.58 | 1,253 | 213 | 515 |
| 3 Dec | 1607.10 | 38.4 | -5.60 | 23.79 | 262 | 91 | 294 |
| 2 Dec | 1596.65 | 44 | -9.65 | 22.20 | 272 | 84 | 202 |
| 29 Nov | 1579.95 | 53.65 | -8.20 | 21.96 | 99 | 17 | 119 |
| 28 Nov | 1575.05 | 61.85 | 13.40 | 27.22 | 95 | 17 | 100 |
| 27 Nov | 1600.05 | 48.45 | -3.65 | 24.83 | 87 | 65 | 82 |
| 26 Nov | 1594.40 | 52.1 | 7.10 | 24.83 | 30 | 15 | 17 |
| 25 Nov | 1604.90 | 45 | 21.35 | 25.55 | 2 | 1 | 1 |
| 22 Nov | 1600.85 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1569.25 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 23.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 23.65 | 0.00 | 0.99 | 0 | 0 | 0 |
| 14 Nov | 1639.80 | 23.65 | 0.00 | 1.95 | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 23.65 | 0.00 | 3.21 | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 23.65 | 0.00 | 4.40 | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 23.65 | 0.00 | 5.62 | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 23.65 | 5.60 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1620 expiring on 26DEC2024
Delta for 1620 PE is -0.74
Historical price for 1620 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 57.7, which was 22.40 higher than the previous day. The implied volatity was 34.19, the open interest changed by -136 which decreased total open position to 273
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 35.3, which was 18.35 higher than the previous day. The implied volatity was 23.80, the open interest changed by -366 which decreased total open position to 409
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 16.95, which was 3.90 higher than the previous day. The implied volatity was 23.18, the open interest changed by 419 which increased total open position to 769
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 13.05, which was 5.75 higher than the previous day. The implied volatity was 23.99, the open interest changed by 30 which increased total open position to 351
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 7.3, which was 0.90 higher than the previous day. The implied volatity was 24.76, the open interest changed by -35 which decreased total open position to 322
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 6.4, which was -1.55 lower than the previous day. The implied volatity was 21.94, the open interest changed by -55 which decreased total open position to 355
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 7.95, which was 1.00 higher than the previous day. The implied volatity was 22.58, the open interest changed by -48 which decreased total open position to 417
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 6.95, which was -6.75 lower than the previous day. The implied volatity was 22.40, the open interest changed by -152 which decreased total open position to 475
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 13.7, which was -8.10 lower than the previous day. The implied volatity was 24.24, the open interest changed by 99 which increased total open position to 623
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 21.8, which was -3.40 lower than the previous day. The implied volatity was 23.34, the open interest changed by -19 which decreased total open position to 523
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 25.2, which was 4.45 higher than the previous day. The implied volatity was 22.59, the open interest changed by -37 which decreased total open position to 551
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 20.75, which was -9.20 lower than the previous day. The implied volatity was 23.12, the open interest changed by 72 which increased total open position to 586
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 29.95, which was -8.45 lower than the previous day. The implied volatity was 24.58, the open interest changed by 213 which increased total open position to 515
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 38.4, which was -5.60 lower than the previous day. The implied volatity was 23.79, the open interest changed by 91 which increased total open position to 294
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 44, which was -9.65 lower than the previous day. The implied volatity was 22.20, the open interest changed by 84 which increased total open position to 202
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 53.65, which was -8.20 lower than the previous day. The implied volatity was 21.96, the open interest changed by 17 which increased total open position to 119
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 61.85, which was 13.40 higher than the previous day. The implied volatity was 27.22, the open interest changed by 17 which increased total open position to 100
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 48.45, which was -3.65 lower than the previous day. The implied volatity was 24.83, the open interest changed by 65 which increased total open position to 82
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 52.1, which was 7.10 higher than the previous day. The implied volatity was 24.83, the open interest changed by 15 which increased total open position to 17
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 45, which was 21.35 higher than the previous day. The implied volatity was 25.55, the open interest changed by 1 which increased total open position to 1
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 23.65, 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 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 23.65, 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 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 23.65, 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 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 23.65, 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 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 23.65, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 23.65, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 23.65, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 23.65, which was lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
