BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1680 CE | ||||||||||
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Delta: 0.04
Vega: 0.19
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 1 | -0.95 | 28.24 | 753 | 0 | 514 | |||
| 20 Nov | 1596.35 | 1.95 | 0.00 | 22.06 | 2,069 | 7 | 515 | |||
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| 19 Nov | 1596.35 | 1.95 | -2.55 | 22.06 | 2,069 | 8 | 515 | |||
| 18 Nov | 1616.00 | 4.5 | -8.25 | 20.21 | 2,060 | 180 | 506 | |||
| 14 Nov | 1639.80 | 12.75 | -13.45 | 20.49 | 1,475 | 89 | 326 | |||
| 13 Nov | 1664.45 | 26.2 | -16.35 | 22.27 | 1,260 | 149 | 237 | |||
| 12 Nov | 1691.75 | 42.55 | -19.15 | 23.53 | 149 | 33 | 87 | |||
| 11 Nov | 1717.45 | 61.7 | -13.55 | 22.14 | 49 | 15 | 54 | |||
| 8 Nov | 1739.75 | 75.25 | 2.40 | 19.25 | 19 | -4 | 39 | |||
| 7 Nov | 1729.70 | 72.85 | -16.05 | 20.40 | 66 | 13 | 42 | |||
| 6 Nov | 1748.70 | 88.9 | 9.30 | 20.97 | 35 | 2 | 28 | |||
| 5 Nov | 1735.65 | 79.6 | 13.75 | 22.48 | 126 | -8 | 28 | |||
| 4 Nov | 1712.50 | 65.85 | -35.40 | 24.49 | 85 | 25 | 37 | |||
| 1 Nov | 1754.70 | 101.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 1750.75 | 101.25 | -6.80 | - | 11 | 2 | 13 | |||
| 30 Oct | 1752.45 | 108.05 | -10.60 | - | 15 | 0 | 10 | |||
| 29 Oct | 1766.70 | 118.65 | 33.15 | - | 16 | 3 | 9 | |||
| 28 Oct | 1730.45 | 85.5 | 6.90 | - | 5 | 1 | 8 | |||
| 25 Oct | 1707.40 | 78.6 | -264.40 | - | 22 | 6 | 7 | |||
| 24 Oct | 1742.10 | 343 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1739.70 | 343 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 343 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 343 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 343 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1975.25 | 343 | 0.00 | - | 1 | 0 | 1 | |||
| 30 Sept | 1973.40 | 343 | 343.00 | - | 1 | 0 | 1 | |||
| 17 Sept | 1848.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 1857.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 1854.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 1833.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1824.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1860.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 1857.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1864.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1871.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 1865.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1840.55 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1680 expiring on 28NOV2024
Delta for 1680 CE is 0.04
Historical price for 1680 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 1, which was -0.95 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 514
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 7 which increased total open position to 515
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 1.95, which was -2.55 lower than the previous day. The implied volatity was 22.06, the open interest changed by 8 which increased total open position to 515
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 4.5, which was -8.25 lower than the previous day. The implied volatity was 20.21, the open interest changed by 180 which increased total open position to 506
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 12.75, which was -13.45 lower than the previous day. The implied volatity was 20.49, the open interest changed by 89 which increased total open position to 326
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 26.2, which was -16.35 lower than the previous day. The implied volatity was 22.27, the open interest changed by 149 which increased total open position to 237
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 42.55, which was -19.15 lower than the previous day. The implied volatity was 23.53, the open interest changed by 33 which increased total open position to 87
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 61.7, which was -13.55 lower than the previous day. The implied volatity was 22.14, the open interest changed by 15 which increased total open position to 54
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 75.25, which was 2.40 higher than the previous day. The implied volatity was 19.25, the open interest changed by -4 which decreased total open position to 39
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 72.85, which was -16.05 lower than the previous day. The implied volatity was 20.40, the open interest changed by 13 which increased total open position to 42
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 88.9, which was 9.30 higher than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 28
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 79.6, which was 13.75 higher than the previous day. The implied volatity was 22.48, the open interest changed by -8 which decreased total open position to 28
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 65.85, which was -35.40 lower than the previous day. The implied volatity was 24.49, the open interest changed by 25 which increased total open position to 37
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 101.25, 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 101.25, which was -6.80 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 108.05, which was -10.60 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 118.65, which was 33.15 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 85.5, which was 6.90 higher 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 78.6, which was -264.40 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 343, 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 343, 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 343, 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 343, 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 343, 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 1 Oct BAJAJFINSV was trading at 1975.25. The strike last trading price was 343, 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 Sept BAJAJFINSV was trading at 1973.40. The strike last trading price was 343, which was 343.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BAJAJFINSV was trading at 1848.70. 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 16 Sept BAJAJFINSV was trading at 1857.60. 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 12 Sept BAJAJFINSV was trading at 1854.85. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BAJAJFINSV was trading at 1860.45. 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 6 Sept BAJAJFINSV was trading at 1857.15. 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 5 Sept BAJAJFINSV was trading at 1864.95. 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 4 Sept BAJAJFINSV was trading at 1871.90. 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 3 Sept BAJAJFINSV was trading at 1865.60. 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 2 Sept BAJAJFINSV was trading at 1840.55. 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 106.7 | 23.20 | - | 8 | -5 | 262 |
| 20 Nov | 1596.35 | 83.5 | 0.00 | 22.89 | 59 | -22 | 267 |
| 19 Nov | 1596.35 | 83.5 | 18.55 | 22.89 | 59 | -22 | 267 |
| 18 Nov | 1616.00 | 64.95 | 16.80 | 26.63 | 241 | -55 | 289 |
| 14 Nov | 1639.80 | 48.15 | 14.70 | 21.26 | 967 | -170 | 344 |
| 13 Nov | 1664.45 | 33.45 | 8.60 | 21.67 | 2,152 | 153 | 549 |
| 12 Nov | 1691.75 | 24.85 | 8.45 | 23.42 | 1,240 | 3 | 421 |
| 11 Nov | 1717.45 | 16.4 | 2.15 | 24.16 | 759 | 55 | 417 |
| 8 Nov | 1739.75 | 14.25 | -3.05 | 24.49 | 624 | 79 | 362 |
| 7 Nov | 1729.70 | 17.3 | 2.80 | 25.19 | 664 | -59 | 283 |
| 6 Nov | 1748.70 | 14.5 | -7.15 | 25.86 | 534 | 60 | 338 |
| 5 Nov | 1735.65 | 21.65 | -9.80 | 27.79 | 1,102 | 58 | 280 |
| 4 Nov | 1712.50 | 31.45 | 11.25 | 28.48 | 1,007 | 29 | 221 |
| 1 Nov | 1754.70 | 20.2 | -0.75 | 29.31 | 10 | 0 | 190 |
| 31 Oct | 1750.75 | 20.95 | 1.80 | - | 183 | 76 | 190 |
| 30 Oct | 1752.45 | 19.15 | 1.65 | - | 92 | -8 | 114 |
| 29 Oct | 1766.70 | 17.5 | -7.75 | - | 155 | 17 | 114 |
| 28 Oct | 1730.45 | 25.25 | -7.50 | - | 43 | 14 | 95 |
| 25 Oct | 1707.40 | 32.75 | 9.00 | - | 55 | 13 | 81 |
| 24 Oct | 1742.10 | 23.75 | -2.85 | - | 39 | 30 | 68 |
| 23 Oct | 1739.70 | 26.6 | -26.55 | - | 129 | 31 | 31 |
| 22 Oct | 1722.60 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1975.25 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1973.40 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 1848.70 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 1857.60 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 1854.85 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 1833.15 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1824.50 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1860.45 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 1857.15 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1864.95 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1871.90 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 1865.60 | 53.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1840.55 | 53.15 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1680 expiring on 28NOV2024
Delta for 1680 PE is -
Historical price for 1680 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 106.7, which was 23.20 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 262
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 83.5, which was 0.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by -22 which decreased total open position to 267
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 83.5, which was 18.55 higher than the previous day. The implied volatity was 22.89, the open interest changed by -22 which decreased total open position to 267
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 64.95, which was 16.80 higher than the previous day. The implied volatity was 26.63, the open interest changed by -55 which decreased total open position to 289
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 48.15, which was 14.70 higher than the previous day. The implied volatity was 21.26, the open interest changed by -170 which decreased total open position to 344
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 33.45, which was 8.60 higher than the previous day. The implied volatity was 21.67, the open interest changed by 153 which increased total open position to 549
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 24.85, which was 8.45 higher than the previous day. The implied volatity was 23.42, the open interest changed by 3 which increased total open position to 421
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 16.4, which was 2.15 higher than the previous day. The implied volatity was 24.16, the open interest changed by 55 which increased total open position to 417
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 14.25, which was -3.05 lower than the previous day. The implied volatity was 24.49, the open interest changed by 79 which increased total open position to 362
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 17.3, which was 2.80 higher than the previous day. The implied volatity was 25.19, the open interest changed by -59 which decreased total open position to 283
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 14.5, which was -7.15 lower than the previous day. The implied volatity was 25.86, the open interest changed by 60 which increased total open position to 338
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 21.65, which was -9.80 lower than the previous day. The implied volatity was 27.79, the open interest changed by 58 which increased total open position to 280
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 31.45, which was 11.25 higher than the previous day. The implied volatity was 28.48, the open interest changed by 29 which increased total open position to 221
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 20.2, which was -0.75 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 190
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 20.95, which was 1.80 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 19.15, which was 1.65 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 17.5, which was -7.75 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 25.25, which was -7.50 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 32.75, which was 9.00 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 23.75, which was -2.85 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 26.6, which was -26.55 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 53.15, 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 53.15, 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 53.15, 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 1 Oct BAJAJFINSV was trading at 1975.25. The strike last trading price was 53.15, 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 Sept BAJAJFINSV was trading at 1973.40. The strike last trading price was 53.15, 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 Sept BAJAJFINSV was trading at 1848.70. The strike last trading price was 53.15, 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 16 Sept BAJAJFINSV was trading at 1857.60. The strike last trading price was 53.15, 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 12 Sept BAJAJFINSV was trading at 1854.85. The strike last trading price was 53.15, 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 53.15, 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 53.15, 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 Sept BAJAJFINSV was trading at 1860.45. The strike last trading price was 53.15, 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 6 Sept BAJAJFINSV was trading at 1857.15. The strike last trading price was 53.15, 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 5 Sept BAJAJFINSV was trading at 1864.95. The strike last trading price was 53.15, 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 4 Sept BAJAJFINSV was trading at 1871.90. The strike last trading price was 53.15, 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 3 Sept BAJAJFINSV was trading at 1865.60. The strike last trading price was 53.15, 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 2 Sept BAJAJFINSV was trading at 1840.55. The strike last trading price was 53.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
