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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.

1569.65 -19.90 (-1.25%)

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Historical option data for BAJAJFINSV

20 Dec 2024 04:11 PM IST
BAJAJFINSV 26DEC2024 1640 CE
Delta: 0.09
Vega: 0.32
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1569.65 1.9 -3.80 23.82 2,579 -146 751
19 Dec 1589.55 5.7 -12.75 23.18 2,652 118 897
18 Dec 1630.75 18.45 -9.15 23.29 1,952 91 780
17 Dec 1643.15 27.6 -15.95 22.82 2,505 176 686
16 Dec 1673.65 43.55 -7.45 17.26 578 -48 513
13 Dec 1679.70 51 -1.90 18.13 2,282 13 563
12 Dec 1679.30 52.9 -4.60 20.67 548 -78 549
11 Dec 1686.50 57.5 10.00 18.06 1,563 -125 633
10 Dec 1663.40 47.5 13.70 21.29 3,331 -286 764
9 Dec 1637.05 33.8 1.25 22.30 2,462 66 1,047
6 Dec 1635.20 32.55 -9.45 21.40 2,962 224 976
5 Dec 1644.10 42 9.20 21.14 3,995 -19 761
4 Dec 1628.10 32.8 7.80 20.61 5,481 104 792
3 Dec 1607.10 25 0.60 21.01 1,114 95 682
2 Dec 1596.65 24.4 4.45 23.74 1,548 44 584
29 Nov 1579.95 19.95 -1.60 22.62 583 13 537
28 Nov 1575.05 21.55 -6.90 22.65 832 95 522
27 Nov 1600.05 28.45 -1.10 22.35 501 36 427
26 Nov 1594.40 29.55 -8.35 23.86 335 40 393
25 Nov 1604.90 37.9 5.50 23.70 769 276 354
22 Nov 1600.85 32.4 11.70 21.57 127 31 109
21 Nov 1569.25 20.7 -10.65 22.39 75 38 78
20 Nov 1596.35 31.35 0.00 21.80 158 37 40
19 Nov 1596.35 31.35 -15.85 21.80 158 37 40
18 Nov 1616.00 47.2 -36.95 23.41 1 0 2
14 Nov 1639.80 84.15 0.00 0.00 0 2 0
13 Nov 1664.45 84.15 -296.50 26.42 2 1 1
12 Nov 1691.75 380.65 0.00 - 0 0 0
11 Nov 1717.45 380.65 0.00 - 0 0 0
7 Nov 1729.70 380.65 0.00 - 0 0 0
5 Nov 1735.65 380.65 380.65 - 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
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 0.00 - 0 0 0
18 Oct 1819.90 0 0.00 - 0 0 0
17 Oct 1815.80 0 0.00 - 0 0 0
8 Oct 1838.15 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1640 expiring on 26DEC2024

Delta for 1640 CE is 0.09

Historical price for 1640 CE is as follows

On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 1.9, which was -3.80 lower than the previous day. The implied volatity was 23.82, the open interest changed by -146 which decreased total open position to 751


On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 5.7, which was -12.75 lower than the previous day. The implied volatity was 23.18, the open interest changed by 118 which increased total open position to 897


On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 18.45, which was -9.15 lower than the previous day. The implied volatity was 23.29, the open interest changed by 91 which increased total open position to 780


On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 27.6, which was -15.95 lower than the previous day. The implied volatity was 22.82, the open interest changed by 176 which increased total open position to 686


On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 43.55, which was -7.45 lower than the previous day. The implied volatity was 17.26, the open interest changed by -48 which decreased total open position to 513


On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 51, which was -1.90 lower than the previous day. The implied volatity was 18.13, the open interest changed by 13 which increased total open position to 563


On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 52.9, which was -4.60 lower than the previous day. The implied volatity was 20.67, the open interest changed by -78 which decreased total open position to 549


On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 57.5, which was 10.00 higher than the previous day. The implied volatity was 18.06, the open interest changed by -125 which decreased total open position to 633


On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 47.5, which was 13.70 higher than the previous day. The implied volatity was 21.29, the open interest changed by -286 which decreased total open position to 764


On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 33.8, which was 1.25 higher than the previous day. The implied volatity was 22.30, the open interest changed by 66 which increased total open position to 1047


On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 32.55, which was -9.45 lower than the previous day. The implied volatity was 21.40, the open interest changed by 224 which increased total open position to 976


On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 42, which was 9.20 higher than the previous day. The implied volatity was 21.14, the open interest changed by -19 which decreased total open position to 761


On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 32.8, which was 7.80 higher than the previous day. The implied volatity was 20.61, the open interest changed by 104 which increased total open position to 792


On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 25, which was 0.60 higher than the previous day. The implied volatity was 21.01, the open interest changed by 95 which increased total open position to 682


On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 24.4, which was 4.45 higher than the previous day. The implied volatity was 23.74, the open interest changed by 44 which increased total open position to 584


On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 19.95, which was -1.60 lower than the previous day. The implied volatity was 22.62, the open interest changed by 13 which increased total open position to 537


On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 21.55, which was -6.90 lower than the previous day. The implied volatity was 22.65, the open interest changed by 95 which increased total open position to 522


On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 28.45, which was -1.10 lower than the previous day. The implied volatity was 22.35, the open interest changed by 36 which increased total open position to 427


On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 29.55, which was -8.35 lower than the previous day. The implied volatity was 23.86, the open interest changed by 40 which increased total open position to 393


On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 37.9, which was 5.50 higher than the previous day. The implied volatity was 23.70, the open interest changed by 276 which increased total open position to 354


On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 32.4, which was 11.70 higher than the previous day. The implied volatity was 21.57, the open interest changed by 31 which increased total open position to 109


On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 20.7, which was -10.65 lower than the previous day. The implied volatity was 22.39, the open interest changed by 38 which increased total open position to 78


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 31.35, which was 0.00 lower than the previous day. The implied volatity was 21.80, the open interest changed by 37 which increased total open position to 40


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 31.35, which was -15.85 lower than the previous day. The implied volatity was 21.80, the open interest changed by 37 which increased total open position to 40


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 47.2, which was -36.95 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 2


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 84.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 84.15, which was -296.50 lower than the previous day. The implied volatity was 26.42, the open interest changed by 1 which increased total open position to 1


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 380.65, 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 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 380.65, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 380.65, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 380.65, which was 380.65 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJAJFINSV was trading at 1819.90. 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 17 Oct BAJAJFINSV was trading at 1815.80. 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 8 Oct BAJAJFINSV was trading at 1838.15. 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 1640 PE
Delta: -0.78
Vega: 0.59
Theta: -1.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1569.65 77 26.40 40.22 113 -48 473
19 Dec 1589.55 50.6 25.00 24.51 740 -200 524
18 Dec 1630.75 25.6 5.80 21.86 2,330 14 726
17 Dec 1643.15 19.8 8.80 22.91 4,302 72 717
16 Dec 1673.65 11 1.20 23.44 874 -48 647
13 Dec 1679.70 9.8 -1.65 20.91 2,856 100 814
12 Dec 1679.30 11.45 1.15 21.30 1,134 -42 716
11 Dec 1686.50 10.3 -9.20 21.48 1,960 143 762
10 Dec 1663.40 19.5 -10.30 23.79 2,013 117 622
9 Dec 1637.05 29.8 -4.35 22.81 967 37 503
6 Dec 1635.20 34.15 5.90 22.39 1,443 95 467
5 Dec 1644.10 28.25 -10.90 22.87 1,295 103 372
4 Dec 1628.10 39.15 -9.15 24.46 711 88 271
3 Dec 1607.10 48.3 -7.35 23.09 47 7 181
2 Dec 1596.65 55.65 -14.60 21.83 126 45 172
29 Nov 1579.95 70.25 -4.45 24.15 43 27 126
28 Nov 1575.05 74.7 15.20 27.54 36 6 94
27 Nov 1600.05 59.5 -4.30 24.64 258 47 87
26 Nov 1594.40 63.8 4.75 24.81 45 -12 39
25 Nov 1604.90 59.05 0.20 27.46 302 39 50
22 Nov 1600.85 58.85 -21.85 24.02 3 0 11
21 Nov 1569.25 80.7 16.00 22.91 14 2 13
20 Nov 1596.35 64.7 0.00 23.81 17 5 11
19 Nov 1596.35 64.7 8.70 23.81 17 5 11
18 Nov 1616.00 56 8.65 26.04 4 0 6
14 Nov 1639.80 47.35 9.90 25.30 4 3 5
13 Nov 1664.45 37.45 9.95 25.28 4 3 3
12 Nov 1691.75 27.5 0.00 0.00 0 0 0
11 Nov 1717.45 27.5 0.00 0.00 0 0 0
7 Nov 1729.70 27.5 0.00 0.00 0 0 0
5 Nov 1735.65 27.5 19.25 28.61 2 0 1
31 Oct 1750.75 8.25 0.00 - 0 0 0
30 Oct 1752.45 8.25 0.00 - 0 0 0
29 Oct 1766.70 8.25 0.00 - 0 0 0
28 Oct 1730.45 8.25 0.00 - 0 0 0
25 Oct 1707.40 8.25 0.00 - 0 0 0
24 Oct 1742.10 8.25 8.25 - 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 0.00 - 0 0 0
18 Oct 1819.90 0 0.00 - 0 0 0
17 Oct 1815.80 0 0.00 - 0 0 0
8 Oct 1838.15 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1640 expiring on 26DEC2024

Delta for 1640 PE is -0.78

Historical price for 1640 PE is as follows

On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 77, which was 26.40 higher than the previous day. The implied volatity was 40.22, the open interest changed by -48 which decreased total open position to 473


On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 50.6, which was 25.00 higher than the previous day. The implied volatity was 24.51, the open interest changed by -200 which decreased total open position to 524


On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 25.6, which was 5.80 higher than the previous day. The implied volatity was 21.86, the open interest changed by 14 which increased total open position to 726


On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 19.8, which was 8.80 higher than the previous day. The implied volatity was 22.91, the open interest changed by 72 which increased total open position to 717


On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 11, which was 1.20 higher than the previous day. The implied volatity was 23.44, the open interest changed by -48 which decreased total open position to 647


On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 9.8, which was -1.65 lower than the previous day. The implied volatity was 20.91, the open interest changed by 100 which increased total open position to 814


On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 11.45, which was 1.15 higher than the previous day. The implied volatity was 21.30, the open interest changed by -42 which decreased total open position to 716


On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 10.3, which was -9.20 lower than the previous day. The implied volatity was 21.48, the open interest changed by 143 which increased total open position to 762


On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 19.5, which was -10.30 lower than the previous day. The implied volatity was 23.79, the open interest changed by 117 which increased total open position to 622


On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 29.8, which was -4.35 lower than the previous day. The implied volatity was 22.81, the open interest changed by 37 which increased total open position to 503


On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 34.15, which was 5.90 higher than the previous day. The implied volatity was 22.39, the open interest changed by 95 which increased total open position to 467


On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 28.25, which was -10.90 lower than the previous day. The implied volatity was 22.87, the open interest changed by 103 which increased total open position to 372


On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 39.15, which was -9.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by 88 which increased total open position to 271


On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 48.3, which was -7.35 lower than the previous day. The implied volatity was 23.09, the open interest changed by 7 which increased total open position to 181


On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 55.65, which was -14.60 lower than the previous day. The implied volatity was 21.83, the open interest changed by 45 which increased total open position to 172


On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 70.25, which was -4.45 lower than the previous day. The implied volatity was 24.15, the open interest changed by 27 which increased total open position to 126


On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 74.7, which was 15.20 higher than the previous day. The implied volatity was 27.54, the open interest changed by 6 which increased total open position to 94


On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 59.5, which was -4.30 lower than the previous day. The implied volatity was 24.64, the open interest changed by 47 which increased total open position to 87


On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 63.8, which was 4.75 higher than the previous day. The implied volatity was 24.81, the open interest changed by -12 which decreased total open position to 39


On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 59.05, which was 0.20 higher than the previous day. The implied volatity was 27.46, the open interest changed by 39 which increased total open position to 50


On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 58.85, which was -21.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 11


On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 80.7, which was 16.00 higher than the previous day. The implied volatity was 22.91, the open interest changed by 2 which increased total open position to 13


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.7, which was 0.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by 5 which increased total open position to 11


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.7, which was 8.70 higher than the previous day. The implied volatity was 23.81, the open interest changed by 5 which increased total open position to 11


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 56, which was 8.65 higher than the previous day. The implied volatity was 26.04, the open interest changed by 0 which decreased total open position to 6


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 47.35, which was 9.90 higher than the previous day. The implied volatity was 25.30, the open interest changed by 3 which increased total open position to 5


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 37.45, which was 9.95 higher than the previous day. The implied volatity was 25.28, the open interest changed by 3 which increased total open position to 3


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 27.5, 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 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 27.5, 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 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 27.5, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 27.5, which was 19.25 higher than the previous day. The implied volatity was 28.61, 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 8.25, 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 8.25, 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 8.25, 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 8.25, 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 8.25, 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 8.25, which was 8.25 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJAJFINSV was trading at 1819.90. 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 17 Oct BAJAJFINSV was trading at 1815.80. 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 8 Oct BAJAJFINSV was trading at 1838.15. 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