BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1660 CE | ||||||||||
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Delta: 0.05
Vega: 0.22
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 1.2 | -2.10 | 26.07 | 1,815 | 3 | 1,345 | |||
| 19 Dec | 1589.55 | 3.3 | -7.25 | 24.40 | 2,257 | 102 | 1,338 | |||
| 18 Dec | 1630.75 | 10.55 | -6.50 | 22.59 | 1,870 | 35 | 1,228 | |||
| 17 Dec | 1643.15 | 17.05 | -12.50 | 21.84 | 4,850 | 243 | 1,187 | |||
| 16 Dec | 1673.65 | 29.55 | -6.45 | 17.53 | 1,786 | -22 | 935 | |||
| 13 Dec | 1679.70 | 36 | -1.75 | 17.52 | 4,766 | 180 | 958 | |||
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| 12 Dec | 1679.30 | 37.75 | -5.35 | 19.30 | 1,008 | -95 | 776 | |||
| 11 Dec | 1686.50 | 43.1 | 7.15 | 18.36 | 5,424 | -486 | 902 | |||
| 10 Dec | 1663.40 | 35.95 | 11.75 | 21.65 | 8,025 | 497 | 1,392 | |||
| 9 Dec | 1637.05 | 24.2 | 0.30 | 22.04 | 1,174 | 94 | 898 | |||
| 6 Dec | 1635.20 | 23.9 | -7.75 | 21.49 | 2,520 | 28 | 805 | |||
| 5 Dec | 1644.10 | 31.65 | 7.15 | 21.15 | 2,834 | 242 | 777 | |||
| 4 Dec | 1628.10 | 24.5 | 6.25 | 20.91 | 2,582 | 55 | 536 | |||
| 3 Dec | 1607.10 | 18.25 | 0.55 | 21.20 | 717 | 26 | 481 | |||
| 2 Dec | 1596.65 | 17.7 | 3.20 | 23.45 | 1,277 | 121 | 456 | |||
| 29 Nov | 1579.95 | 14.5 | -1.70 | 22.55 | 626 | 65 | 333 | |||
| 28 Nov | 1575.05 | 16.2 | -5.80 | 22.83 | 828 | 51 | 264 | |||
| 27 Nov | 1600.05 | 22 | -0.65 | 22.61 | 245 | 36 | 213 | |||
| 26 Nov | 1594.40 | 22.65 | -5.35 | 23.74 | 185 | 69 | 179 | |||
| 25 Nov | 1604.90 | 28 | 3.00 | 22.63 | 214 | 77 | 111 | |||
| 22 Nov | 1600.85 | 25 | 9.00 | 21.55 | 54 | 9 | 43 | |||
| 21 Nov | 1569.25 | 16 | -127.45 | 22.63 | 41 | 33 | 33 | |||
| 20 Nov | 1596.35 | 143.45 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 143.45 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 18 Nov | 1616.00 | 143.45 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 143.45 | 0.00 | 0.12 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 143.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 143.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 143.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 143.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 143.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 143.45 | 143.45 | - | 0 | 0 | 0 | |||
| 1 Nov | 1754.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is 0.05
Historical price for 1660 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 1.2, which was -2.10 lower than the previous day. The implied volatity was 26.07, the open interest changed by 3 which increased total open position to 1345
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 3.3, which was -7.25 lower than the previous day. The implied volatity was 24.40, the open interest changed by 102 which increased total open position to 1338
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 10.55, which was -6.50 lower than the previous day. The implied volatity was 22.59, the open interest changed by 35 which increased total open position to 1228
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 17.05, which was -12.50 lower than the previous day. The implied volatity was 21.84, the open interest changed by 243 which increased total open position to 1187
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 29.55, which was -6.45 lower than the previous day. The implied volatity was 17.53, the open interest changed by -22 which decreased total open position to 935
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 36, which was -1.75 lower than the previous day. The implied volatity was 17.52, the open interest changed by 180 which increased total open position to 958
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 37.75, which was -5.35 lower than the previous day. The implied volatity was 19.30, the open interest changed by -95 which decreased total open position to 776
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 43.1, which was 7.15 higher than the previous day. The implied volatity was 18.36, the open interest changed by -486 which decreased total open position to 902
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 35.95, which was 11.75 higher than the previous day. The implied volatity was 21.65, the open interest changed by 497 which increased total open position to 1392
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 24.2, which was 0.30 higher than the previous day. The implied volatity was 22.04, the open interest changed by 94 which increased total open position to 898
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 23.9, which was -7.75 lower than the previous day. The implied volatity was 21.49, the open interest changed by 28 which increased total open position to 805
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 31.65, which was 7.15 higher than the previous day. The implied volatity was 21.15, the open interest changed by 242 which increased total open position to 777
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 24.5, which was 6.25 higher than the previous day. The implied volatity was 20.91, the open interest changed by 55 which increased total open position to 536
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 18.25, which was 0.55 higher than the previous day. The implied volatity was 21.20, the open interest changed by 26 which increased total open position to 481
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 17.7, which was 3.20 higher than the previous day. The implied volatity was 23.45, the open interest changed by 121 which increased total open position to 456
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 14.5, which was -1.70 lower than the previous day. The implied volatity was 22.55, the open interest changed by 65 which increased total open position to 333
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 16.2, which was -5.80 lower than the previous day. The implied volatity was 22.83, the open interest changed by 51 which increased total open position to 264
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 22, which was -0.65 lower than the previous day. The implied volatity was 22.61, the open interest changed by 36 which increased total open position to 213
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 22.65, which was -5.35 lower than the previous day. The implied volatity was 23.74, the open interest changed by 69 which increased total open position to 179
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 28, which was 3.00 higher than the previous day. The implied volatity was 22.63, the open interest changed by 77 which increased total open position to 111
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 25, which was 9.00 higher than the previous day. The implied volatity was 21.55, the open interest changed by 9 which increased total open position to 43
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 16, which was -127.45 lower than the previous day. The implied volatity was 22.63, the open interest changed by 33 which increased total open position to 33
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 143.45, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 143.45, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 143.45, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 143.45, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 143.45, 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 143.45, 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 143.45, 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 143.45, 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 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 143.45, 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 143.45, which was 143.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 0, 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 1660 PE | |||||||
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Delta: -0.82
Vega: 0.53
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 96.15 | 29.20 | 45.30 | 52 | -11 | 509 |
| 19 Dec | 1589.55 | 66.95 | 29.35 | 23.57 | 207 | -70 | 520 |
| 18 Dec | 1630.75 | 37.6 | 7.65 | 20.90 | 537 | -140 | 591 |
| 17 Dec | 1643.15 | 29.95 | 13.30 | 22.67 | 2,745 | -134 | 733 |
| 16 Dec | 1673.65 | 16.65 | 2.25 | 22.37 | 1,810 | 157 | 869 |
| 13 Dec | 1679.70 | 14.4 | -2.45 | 19.56 | 2,798 | 21 | 711 |
| 12 Dec | 1679.30 | 16.85 | 1.30 | 20.36 | 1,159 | -80 | 697 |
| 11 Dec | 1686.50 | 15.55 | -12.35 | 20.97 | 2,679 | 112 | 791 |
| 10 Dec | 1663.40 | 27.9 | -12.25 | 23.99 | 2,409 | 465 | 685 |
| 9 Dec | 1637.05 | 40.15 | -5.40 | 22.59 | 149 | -3 | 221 |
| 6 Dec | 1635.20 | 45.55 | 7.80 | 22.61 | 284 | 52 | 222 |
| 5 Dec | 1644.10 | 37.75 | -13.65 | 22.81 | 257 | 68 | 163 |
| 4 Dec | 1628.10 | 51.4 | -9.85 | 25.26 | 104 | 21 | 94 |
| 3 Dec | 1607.10 | 61.25 | -7.75 | 23.31 | 33 | 14 | 69 |
| 2 Dec | 1596.65 | 69 | -22.70 | 21.47 | 44 | 25 | 55 |
| 29 Nov | 1579.95 | 91.7 | 0.00 | 0.00 | 0 | 20 | 0 |
| 28 Nov | 1575.05 | 91.7 | 20.85 | 29.57 | 31 | 20 | 30 |
| 27 Nov | 1600.05 | 70.85 | -2.85 | 23.81 | 9 | 3 | 8 |
| 26 Nov | 1594.40 | 73.7 | 6.75 | 22.91 | 1 | 0 | 6 |
| 25 Nov | 1604.90 | 66.95 | 32.70 | 25.39 | 12 | 5 | 5 |
| 22 Nov | 1600.85 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1569.25 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1639.80 | 34.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 34.25 | 0.00 | 1.24 | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 34.25 | 0.00 | 2.50 | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 34.25 | 0.00 | 3.73 | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 34.25 | 0.00 | 3.95 | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 34.25 | 0.00 | 4.64 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 34.25 | 0.00 | 4.04 | 0 | 0 | 0 |
| 1 Nov | 1754.70 | 34.25 | 4.88 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is -0.82
Historical price for 1660 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 96.15, which was 29.20 higher than the previous day. The implied volatity was 45.30, the open interest changed by -11 which decreased total open position to 509
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 66.95, which was 29.35 higher than the previous day. The implied volatity was 23.57, the open interest changed by -70 which decreased total open position to 520
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 37.6, which was 7.65 higher than the previous day. The implied volatity was 20.90, the open interest changed by -140 which decreased total open position to 591
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 29.95, which was 13.30 higher than the previous day. The implied volatity was 22.67, the open interest changed by -134 which decreased total open position to 733
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 16.65, which was 2.25 higher than the previous day. The implied volatity was 22.37, the open interest changed by 157 which increased total open position to 869
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 14.4, which was -2.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by 21 which increased total open position to 711
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 16.85, which was 1.30 higher than the previous day. The implied volatity was 20.36, the open interest changed by -80 which decreased total open position to 697
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 15.55, which was -12.35 lower than the previous day. The implied volatity was 20.97, the open interest changed by 112 which increased total open position to 791
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 27.9, which was -12.25 lower than the previous day. The implied volatity was 23.99, the open interest changed by 465 which increased total open position to 685
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 40.15, which was -5.40 lower than the previous day. The implied volatity was 22.59, the open interest changed by -3 which decreased total open position to 221
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 45.55, which was 7.80 higher than the previous day. The implied volatity was 22.61, the open interest changed by 52 which increased total open position to 222
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 37.75, which was -13.65 lower than the previous day. The implied volatity was 22.81, the open interest changed by 68 which increased total open position to 163
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 51.4, which was -9.85 lower than the previous day. The implied volatity was 25.26, the open interest changed by 21 which increased total open position to 94
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 61.25, which was -7.75 lower than the previous day. The implied volatity was 23.31, the open interest changed by 14 which increased total open position to 69
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 69, which was -22.70 lower than the previous day. The implied volatity was 21.47, the open interest changed by 25 which increased total open position to 55
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 91.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 91.7, which was 20.85 higher than the previous day. The implied volatity was 29.57, the open interest changed by 20 which increased total open position to 30
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 70.85, which was -2.85 lower than the previous day. The implied volatity was 23.81, the open interest changed by 3 which increased total open position to 8
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 73.7, which was 6.75 higher than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 6
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 66.95, which was 32.70 higher than the previous day. The implied volatity was 25.39, the open interest changed by 5 which increased total open position to 5
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 4.64, 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 34.25, which was 0.00 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 34.25, which was lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0
