BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.52
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 3.95 | -8.65 | 22.77 | 2,580 | -64 | 1,304 | |||
| 20 Nov | 1596.35 | 12.6 | 0.00 | 21.75 | 8,994 | 1,077 | 1,370 | |||
| 19 Nov | 1596.35 | 12.6 | -11.40 | 21.75 | 8,994 | 1,079 | 1,370 | |||
| 18 Nov | 1616.00 | 24 | -18.70 | 20.48 | 2,353 | 224 | 301 | |||
| 14 Nov | 1639.80 | 42.7 | -23.00 | 22.27 | 172 | 63 | 76 | |||
| 13 Nov | 1664.45 | 65.7 | -73.40 | 25.46 | 4 | 0 | 10 | |||
| 12 Nov | 1691.75 | 139.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 139.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 139.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 139.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 139.1 | 34.85 | - | 2 | 0 | 10 | |||
| 5 Nov | 1735.65 | 104.25 | -11.70 | - | 2 | 1 | 10 | |||
| 4 Nov | 1712.50 | 115.95 | 7.15 | 29.84 | 8 | 7 | 8 | |||
| 1 Nov | 1754.70 | 108.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 1750.75 | 108.8 | -277.25 | - | 2 | 1 | 1 | |||
| 30 Oct | 1752.45 | 386.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1766.70 | 386.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1730.45 | 386.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1707.40 | 386.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 386.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 386.05 | 386.05 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is 0.16
Historical price for 1620 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 3.95, which was -8.65 lower than the previous day. The implied volatity was 22.77, the open interest changed by -64 which decreased total open position to 1304
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1077 which increased total open position to 1370
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 12.6, which was -11.40 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1079 which increased total open position to 1370
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 24, which was -18.70 lower than the previous day. The implied volatity was 20.48, the open interest changed by 224 which increased total open position to 301
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 42.7, which was -23.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by 63 which increased total open position to 76
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 65.7, which was -73.40 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 10
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 139.1, 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 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 139.1, 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 139.1, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 139.1, 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 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 139.1, which was 34.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 104.25, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 10
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 115.95, which was 7.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by 7 which increased total open position to 8
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 108.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 108.8, which was -277.25 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 386.05, 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 386.05, 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 386.05, 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 386.05, 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 386.05, 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 386.05, which was 386.05 higher 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 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 9 Oct BAJAJFINSV was trading at 1866.95. 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 28NOV2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.46
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 54.5 | 16.90 | 20.53 | 244 | -44 | 342 |
| 20 Nov | 1596.35 | 37.6 | 0.00 | 24.94 | 2,599 | -113 | 415 |
| 19 Nov | 1596.35 | 37.6 | 12.40 | 24.94 | 2,599 | -84 | 415 |
| 18 Nov | 1616.00 | 25.2 | 7.65 | 25.48 | 3,019 | 149 | 504 |
| 14 Nov | 1639.80 | 17.55 | 5.35 | 22.36 | 875 | 2 | 353 |
| 13 Nov | 1664.45 | 12.2 | 3.25 | 23.79 | 940 | 133 | 351 |
| 12 Nov | 1691.75 | 8.95 | 2.70 | 25.19 | 775 | 41 | 235 |
| 11 Nov | 1717.45 | 6.25 | 0.25 | 26.61 | 430 | 5 | 195 |
| 8 Nov | 1739.75 | 6 | -1.35 | 27.08 | 423 | 34 | 187 |
| 7 Nov | 1729.70 | 7.35 | 0.35 | 27.30 | 350 | -36 | 155 |
| 6 Nov | 1748.70 | 7 | -4.85 | 28.85 | 456 | 52 | 190 |
| 5 Nov | 1735.65 | 11.85 | -4.40 | 31.19 | 731 | 58 | 139 |
| 4 Nov | 1712.50 | 16.25 | 5.75 | 30.45 | 239 | 43 | 80 |
| 1 Nov | 1754.70 | 10.5 | 0.00 | 31.27 | 2 | 0 | 37 |
| 31 Oct | 1750.75 | 10.5 | -0.50 | - | 95 | -16 | 36 |
| 30 Oct | 1752.45 | 11 | 8.00 | - | 57 | 46 | 46 |
| 29 Oct | 1766.70 | 3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1730.45 | 3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1707.40 | 3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1739.70 | 3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 3 | 3.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.87
Historical price for 1620 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 54.5, which was 16.90 higher than the previous day. The implied volatity was 20.53, the open interest changed by -44 which decreased total open position to 342
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 37.6, which was 0.00 lower than the previous day. The implied volatity was 24.94, the open interest changed by -113 which decreased total open position to 415
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 37.6, which was 12.40 higher than the previous day. The implied volatity was 24.94, the open interest changed by -84 which decreased total open position to 415
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 25.2, which was 7.65 higher than the previous day. The implied volatity was 25.48, the open interest changed by 149 which increased total open position to 504
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 17.55, which was 5.35 higher than the previous day. The implied volatity was 22.36, the open interest changed by 2 which increased total open position to 353
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 12.2, which was 3.25 higher than the previous day. The implied volatity was 23.79, the open interest changed by 133 which increased total open position to 351
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 8.95, which was 2.70 higher than the previous day. The implied volatity was 25.19, the open interest changed by 41 which increased total open position to 235
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 26.61, the open interest changed by 5 which increased total open position to 195
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 6, which was -1.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by 34 which increased total open position to 187
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 7.35, which was 0.35 higher than the previous day. The implied volatity was 27.30, the open interest changed by -36 which decreased total open position to 155
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 7, which was -4.85 lower than the previous day. The implied volatity was 28.85, the open interest changed by 52 which increased total open position to 190
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 11.85, which was -4.40 lower than the previous day. The implied volatity was 31.19, the open interest changed by 58 which increased total open position to 139
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 16.25, which was 5.75 higher than the previous day. The implied volatity was 30.45, the open interest changed by 43 which increased total open position to 80
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 10.5, which was 0.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 0 which decreased total open position to 37
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 10.5, which was -0.50 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 11, which was 8.00 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 3, 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 3, 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 3, 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 3, 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 3, which was 3.00 higher 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 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 9 Oct BAJAJFINSV was trading at 1866.95. 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
