BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.27
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 1.6 | -2.10 | 26.70 | 1,958 | 73 | 1,454 | |||
| 20 Nov | 1596.35 | 3.7 | 0.00 | 21.77 | 3,753 | 78 | 1,384 | |||
| 19 Nov | 1596.35 | 3.7 | -4.30 | 21.77 | 3,753 | 81 | 1,384 | |||
| 18 Nov | 1616.00 | 8 | -12.40 | 19.67 | 3,289 | 1,000 | 1,302 | |||
| 14 Nov | 1639.80 | 20.4 | -17.75 | 21.05 | 2,008 | 142 | 304 | |||
| 13 Nov | 1664.45 | 38.15 | -18.30 | 23.75 | 523 | 89 | 159 | |||
| 12 Nov | 1691.75 | 56.45 | -20.45 | 24.74 | 21 | 2 | 70 | |||
| 11 Nov | 1717.45 | 76.9 | -14.75 | 22.32 | 11 | 1 | 69 | |||
| 8 Nov | 1739.75 | 91.65 | 4.65 | 18.94 | 2 | 0 | 66 | |||
| 7 Nov | 1729.70 | 87 | -16.00 | 18.57 | 39 | -6 | 67 | |||
| 6 Nov | 1748.70 | 103 | 6.85 | 17.54 | 2 | 0 | 71 | |||
| 5 Nov | 1735.65 | 96.15 | 14.65 | 23.46 | 44 | -13 | 71 | |||
| 4 Nov | 1712.50 | 81.5 | -42.50 | 26.04 | 51 | 31 | 84 | |||
| 1 Nov | 1754.70 | 124 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1750.75 | 124 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1752.45 | 124 | 0.00 | - | 0 | 53 | 0 | |||
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| 29 Oct | 1766.70 | 124 | -224.55 | - | 55 | 40 | 40 | |||
| 28 Oct | 1730.45 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1707.40 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1742.10 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 348.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 348.55 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.06
Historical price for 1660 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 1.6, which was -2.10 lower than the previous day. The implied volatity was 26.70, the open interest changed by 73 which increased total open position to 1454
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 21.77, the open interest changed by 78 which increased total open position to 1384
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 3.7, which was -4.30 lower than the previous day. The implied volatity was 21.77, the open interest changed by 81 which increased total open position to 1384
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 8, which was -12.40 lower than the previous day. The implied volatity was 19.67, the open interest changed by 1000 which increased total open position to 1302
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 20.4, which was -17.75 lower than the previous day. The implied volatity was 21.05, the open interest changed by 142 which increased total open position to 304
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 38.15, which was -18.30 lower than the previous day. The implied volatity was 23.75, the open interest changed by 89 which increased total open position to 159
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 56.45, which was -20.45 lower than the previous day. The implied volatity was 24.74, the open interest changed by 2 which increased total open position to 70
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 76.9, which was -14.75 lower than the previous day. The implied volatity was 22.32, the open interest changed by 1 which increased total open position to 69
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 91.65, which was 4.65 higher than the previous day. The implied volatity was 18.94, the open interest changed by 0 which decreased total open position to 66
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 87, which was -16.00 lower than the previous day. The implied volatity was 18.57, the open interest changed by -6 which decreased total open position to 67
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 103, which was 6.85 higher than the previous day. The implied volatity was 17.54, the open interest changed by 0 which decreased total open position to 71
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 96.15, which was 14.65 higher than the previous day. The implied volatity was 23.46, the open interest changed by -13 which decreased total open position to 71
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 81.5, which was -42.50 lower than the previous day. The implied volatity was 26.04, the open interest changed by 31 which increased total open position to 84
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 124, 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 124, 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 124, 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 124, which was -224.55 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 348.55, 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 348.55, 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 348.55, 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 348.55, 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 348.55, 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 348.55, 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 348.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.36
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 94.3 | 26.40 | 30.29 | 61 | -5 | 267 |
| 20 Nov | 1596.35 | 67.9 | 0.00 | 25.58 | 308 | -6 | 274 |
| 19 Nov | 1596.35 | 67.9 | 18.85 | 25.58 | 308 | -4 | 274 |
| 18 Nov | 1616.00 | 49.05 | 14.20 | 25.49 | 741 | -148 | 278 |
| 14 Nov | 1639.80 | 34.85 | 10.30 | 20.93 | 3,174 | -195 | 428 |
| 13 Nov | 1664.45 | 24.55 | 6.20 | 22.44 | 2,964 | 337 | 626 |
| 12 Nov | 1691.75 | 18.35 | 6.35 | 24.24 | 756 | -12 | 316 |
| 11 Nov | 1717.45 | 12 | 1.20 | 24.96 | 809 | 67 | 330 |
| 8 Nov | 1739.75 | 10.8 | -2.20 | 25.41 | 423 | 12 | 264 |
| 7 Nov | 1729.70 | 13 | 1.65 | 25.79 | 439 | -36 | 252 |
| 6 Nov | 1748.70 | 11.35 | -6.25 | 26.83 | 328 | 31 | 288 |
| 5 Nov | 1735.65 | 17.6 | -7.90 | 28.85 | 562 | 68 | 257 |
| 4 Nov | 1712.50 | 25.5 | 8.85 | 29.18 | 764 | 88 | 187 |
| 1 Nov | 1754.70 | 16.65 | 0.40 | 30.20 | 17 | -3 | 98 |
| 31 Oct | 1750.75 | 16.25 | 3.00 | - | 209 | 84 | 101 |
| 30 Oct | 1752.45 | 13.25 | 0.00 | - | 0 | 17 | 0 |
| 29 Oct | 1766.70 | 13.25 | 8.30 | - | 27 | 15 | 15 |
| 28 Oct | 1730.45 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1707.40 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1742.10 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 1739.70 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1722.60 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 4.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 4.95 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.91
Historical price for 1660 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 94.3, which was 26.40 higher than the previous day. The implied volatity was 30.29, the open interest changed by -5 which decreased total open position to 267
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 67.9, which was 0.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by -6 which decreased total open position to 274
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 67.9, which was 18.85 higher than the previous day. The implied volatity was 25.58, the open interest changed by -4 which decreased total open position to 274
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 49.05, which was 14.20 higher than the previous day. The implied volatity was 25.49, the open interest changed by -148 which decreased total open position to 278
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 34.85, which was 10.30 higher than the previous day. The implied volatity was 20.93, the open interest changed by -195 which decreased total open position to 428
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 24.55, which was 6.20 higher than the previous day. The implied volatity was 22.44, the open interest changed by 337 which increased total open position to 626
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 18.35, which was 6.35 higher than the previous day. The implied volatity was 24.24, the open interest changed by -12 which decreased total open position to 316
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 12, which was 1.20 higher than the previous day. The implied volatity was 24.96, the open interest changed by 67 which increased total open position to 330
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 10.8, which was -2.20 lower than the previous day. The implied volatity was 25.41, the open interest changed by 12 which increased total open position to 264
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 13, which was 1.65 higher than the previous day. The implied volatity was 25.79, the open interest changed by -36 which decreased total open position to 252
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 11.35, which was -6.25 lower than the previous day. The implied volatity was 26.83, the open interest changed by 31 which increased total open position to 288
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 17.6, which was -7.90 lower than the previous day. The implied volatity was 28.85, the open interest changed by 68 which increased total open position to 257
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 25.5, which was 8.85 higher than the previous day. The implied volatity was 29.18, the open interest changed by 88 which increased total open position to 187
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 16.65, which was 0.40 higher than the previous day. The implied volatity was 30.20, the open interest changed by -3 which decreased total open position to 98
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 16.25, 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 30 Oct BAJAJFINSV was trading at 1752.45. The strike last trading price was 13.25, 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 13.25, which was 8.30 higher 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, 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 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
