BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1640 CE | ||||||||||
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Delta: 0.10
Vega: 0.37
Theta: -0.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 2.4 | -4.50 | 24.56 | 2,587 | 99 | 773 | |||
| 20 Nov | 1596.35 | 6.9 | 0.00 | 21.20 | 4,824 | 337 | 657 | |||
| 19 Nov | 1596.35 | 6.9 | -7.70 | 21.20 | 4,824 | 320 | 657 | |||
| 18 Nov | 1616.00 | 14.6 | -15.40 | 20.09 | 3,027 | 180 | 334 | |||
| 14 Nov | 1639.80 | 30 | -21.05 | 21.32 | 616 | 126 | 151 | |||
| 13 Nov | 1664.45 | 51.05 | -20.30 | 24.55 | 87 | 4 | 25 | |||
| 12 Nov | 1691.75 | 71.35 | -33.55 | 25.61 | 20 | 4 | 20 | |||
| 11 Nov | 1717.45 | 104.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 104.9 | 5.10 | - | 2 | -1 | 15 | |||
| 7 Nov | 1729.70 | 99.8 | -21.15 | - | 11 | 8 | 15 | |||
| 6 Nov | 1748.70 | 120.95 | 27.70 | 16.05 | 9 | 2 | 7 | |||
| 5 Nov | 1735.65 | 93.25 | 1.30 | - | 1 | 0 | 4 | |||
| 4 Nov | 1712.50 | 91.95 | -26.75 | 22.92 | 3 | 1 | 3 | |||
| 1 Nov | 1754.70 | 118.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 118.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 118.7 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 1766.70 | 118.7 | -66.80 | - | 3 | 2 | 2 | |||
| 28 Oct | 1730.45 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Oct | 1707.40 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1742.10 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 185.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 185.5 | 185.50 | - | 0 | 0 | 0 | |||
| 11 Sept | 1833.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1824.50 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is 0.10
Historical price for 1640 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 2.4, which was -4.50 lower than the previous day. The implied volatity was 24.56, the open interest changed by 99 which increased total open position to 773
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 21.20, the open interest changed by 337 which increased total open position to 657
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 6.9, which was -7.70 lower than the previous day. The implied volatity was 21.20, the open interest changed by 320 which increased total open position to 657
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 14.6, which was -15.40 lower than the previous day. The implied volatity was 20.09, the open interest changed by 180 which increased total open position to 334
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 30, which was -21.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by 126 which increased total open position to 151
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 51.05, which was -20.30 lower than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 25
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 71.35, which was -33.55 lower than the previous day. The implied volatity was 25.61, the open interest changed by 4 which increased total open position to 20
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 104.9, 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 104.9, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 15
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 99.8, which was -21.15 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 15
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 120.95, which was 27.70 higher than the previous day. The implied volatity was 16.05, the open interest changed by 2 which increased total open position to 7
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 93.25, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 91.95, which was -26.75 lower than the previous day. The implied volatity was 22.92, the open interest changed by 1 which increased total open position to 3
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 118.7, 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 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 118.7, 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 118.7, 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 118.7, which was -66.80 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 185.5, 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 185.5, 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 185.5, 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 185.5, 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 185.5, 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 10 Oct BAJAJFINSV was trading at 1875.70. The strike last trading price was 185.5, 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 185.5, which was 185.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BAJAJFINSV was trading at 1833.15. 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 10 Sept BAJAJFINSV was trading at 1824.50. 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 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.40
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 74.5 | 24.20 | 25.83 | 135 | -39 | 264 |
| 20 Nov | 1596.35 | 50.3 | 0.00 | 23.92 | 885 | 5 | 295 |
| 19 Nov | 1596.35 | 50.3 | 14.75 | 23.92 | 885 | -3 | 295 |
| 18 Nov | 1616.00 | 35.55 | 10.55 | 25.04 | 1,671 | -159 | 296 |
| 14 Nov | 1639.80 | 25 | 7.05 | 21.58 | 1,545 | 49 | 456 |
| 13 Nov | 1664.45 | 17.95 | 4.55 | 23.48 | 1,160 | -10 | 406 |
| 12 Nov | 1691.75 | 13.4 | 4.75 | 25.10 | 907 | -3 | 435 |
| 11 Nov | 1717.45 | 8.65 | 0.25 | 25.73 | 939 | 50 | 438 |
| 8 Nov | 1739.75 | 8.4 | -1.40 | 26.60 | 318 | 41 | 387 |
| 7 Nov | 1729.70 | 9.8 | 1.05 | 26.53 | 662 | -32 | 346 |
| 6 Nov | 1748.70 | 8.75 | -5.50 | 27.67 | 615 | 63 | 376 |
| 5 Nov | 1735.65 | 14.25 | -6.30 | 29.87 | 525 | 9 | 313 |
| 4 Nov | 1712.50 | 20.55 | 8.70 | 29.90 | 1,089 | 63 | 303 |
| 1 Nov | 1754.70 | 11.85 | -1.40 | 29.51 | 4 | 0 | 241 |
| 31 Oct | 1750.75 | 13.25 | 0.15 | - | 436 | 67 | 242 |
| 30 Oct | 1752.45 | 13.1 | 2.15 | - | 237 | 77 | 175 |
| 29 Oct | 1766.70 | 10.95 | -5.55 | - | 110 | 22 | 99 |
| 28 Oct | 1730.45 | 16.5 | -5.50 | - | 67 | 10 | 76 |
| 25 Oct | 1707.40 | 22 | 5.80 | - | 81 | 19 | 66 |
| 24 Oct | 1742.10 | 16.2 | -0.40 | - | 73 | 8 | 46 |
| 23 Oct | 1739.70 | 16.6 | -23.80 | - | 57 | 36 | 36 |
| 22 Oct | 1722.60 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1833.15 | 40.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1824.50 | 40.4 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.89
Historical price for 1640 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 74.5, which was 24.20 higher than the previous day. The implied volatity was 25.83, the open interest changed by -39 which decreased total open position to 264
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 50.3, which was 0.00 lower than the previous day. The implied volatity was 23.92, the open interest changed by 5 which increased total open position to 295
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 50.3, which was 14.75 higher than the previous day. The implied volatity was 23.92, the open interest changed by -3 which decreased total open position to 295
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 35.55, which was 10.55 higher than the previous day. The implied volatity was 25.04, the open interest changed by -159 which decreased total open position to 296
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 25, which was 7.05 higher than the previous day. The implied volatity was 21.58, the open interest changed by 49 which increased total open position to 456
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 17.95, which was 4.55 higher than the previous day. The implied volatity was 23.48, the open interest changed by -10 which decreased total open position to 406
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 13.4, which was 4.75 higher than the previous day. The implied volatity was 25.10, the open interest changed by -3 which decreased total open position to 435
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 8.65, which was 0.25 higher than the previous day. The implied volatity was 25.73, the open interest changed by 50 which increased total open position to 438
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 8.4, which was -1.40 lower than the previous day. The implied volatity was 26.60, the open interest changed by 41 which increased total open position to 387
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 9.8, which was 1.05 higher than the previous day. The implied volatity was 26.53, the open interest changed by -32 which decreased total open position to 346
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 8.75, which was -5.50 lower than the previous day. The implied volatity was 27.67, the open interest changed by 63 which increased total open position to 376
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 14.25, which was -6.30 lower than the previous day. The implied volatity was 29.87, the open interest changed by 9 which increased total open position to 313
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 20.55, which was 8.70 higher than the previous day. The implied volatity was 29.90, the open interest changed by 63 which increased total open position to 303
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 11.85, which was -1.40 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 241
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 13.25, which was 0.15 higher 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 13.1, which was 2.15 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 10.95, which was -5.55 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 16.5, which was -5.50 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 22, which was 5.80 higher 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 16.2, which was -0.40 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 16.6, which was -23.80 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 40.4, 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 10 Oct BAJAJFINSV was trading at 1875.70. The strike last trading price was 40.4, 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 40.4, 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 11 Sept BAJAJFINSV was trading at 1833.15. The strike last trading price was 40.4, 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 10 Sept BAJAJFINSV was trading at 1824.50. The strike last trading price was 40.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
