BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1700 CE | ||||||||||
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Delta: 0.03
Vega: 0.12
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 0.6 | -0.80 | 30.90 | 1,347 | -132 | 4,689 | |||
| 19 Dec | 1589.55 | 1.4 | -1.85 | 28.09 | 1,659 | -127 | 4,857 | |||
| 18 Dec | 1630.75 | 3.25 | -2.60 | 23.27 | 2,776 | -15 | 4,986 | |||
| 17 Dec | 1643.15 | 5.85 | -4.35 | 22.10 | 6,126 | 53 | 5,004 | |||
| 16 Dec | 1673.65 | 10.2 | -3.90 | 17.28 | 4,215 | -30 | 4,951 | |||
| 13 Dec | 1679.70 | 14.1 | -2.85 | 16.63 | 9,526 | 993 | 4,986 | |||
| 12 Dec | 1679.30 | 16.95 | -3.80 | 18.83 | 4,573 | -221 | 3,994 | |||
| 11 Dec | 1686.50 | 20.75 | 2.10 | 18.35 | 13,501 | 2,452 | 4,216 | |||
| 10 Dec | 1663.40 | 18.65 | 6.80 | 22.01 | 6,986 | 330 | 1,790 | |||
| 9 Dec | 1637.05 | 11.85 | -0.60 | 22.43 | 2,711 | 21 | 1,456 | |||
| 6 Dec | 1635.20 | 12.45 | -4.35 | 22.17 | 2,158 | 102 | 1,440 | |||
| 5 Dec | 1644.10 | 16.8 | 3.35 | 21.40 | 3,943 | -339 | 1,357 | |||
| 4 Dec | 1628.10 | 13.45 | 4.00 | 21.94 | 3,898 | 24 | 1,692 | |||
| 3 Dec | 1607.10 | 9.45 | -0.25 | 21.88 | 1,515 | 94 | 1,662 | |||
| 2 Dec | 1596.65 | 9.7 | 1.70 | 24.07 | 2,181 | 239 | 1,568 | |||
| 29 Nov | 1579.95 | 8 | -1.45 | 23.29 | 1,140 | 106 | 1,333 | |||
| 28 Nov | 1575.05 | 9.45 | -3.20 | 23.79 | 1,631 | 312 | 1,237 | |||
| 27 Nov | 1600.05 | 12.65 | -0.95 | 23.10 | 1,067 | 317 | 923 | |||
| 26 Nov | 1594.40 | 13.6 | -4.35 | 24.32 | 851 | 85 | 608 | |||
| 25 Nov | 1604.90 | 17.95 | 3.00 | 23.81 | 1,142 | 259 | 522 | |||
| 22 Nov | 1600.85 | 14.95 | 5.40 | 22.08 | 455 | 157 | 420 | |||
| 21 Nov | 1569.25 | 9.55 | -5.95 | 23.31 | 192 | 48 | 264 | |||
| 20 Nov | 1596.35 | 15.5 | 0.00 | 22.70 | 458 | 104 | 219 | |||
| 19 Nov | 1596.35 | 15.5 | -4.95 | 22.70 | 458 | 107 | 219 | |||
| 18 Nov | 1616.00 | 20.45 | -11.05 | 21.19 | 96 | 38 | 112 | |||
| 14 Nov | 1639.80 | 31.5 | -13.70 | 22.05 | 51 | 18 | 74 | |||
| 13 Nov | 1664.45 | 45.2 | -15.80 | 22.88 | 63 | 42 | 56 | |||
| 12 Nov | 1691.75 | 61 | -12.00 | 23.81 | 10 | 4 | 13 | |||
| 11 Nov | 1717.45 | 73 | -12.00 | 20.99 | 14 | 4 | 8 | |||
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| 8 Nov | 1739.75 | 85 | 3.00 | 19.89 | 2 | 1 | 3 | |||
| 7 Nov | 1729.70 | 82 | 2.00 | 20.02 | 1 | 0 | 1 | |||
| 6 Nov | 1748.70 | 80 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Nov | 1735.65 | 80 | 80.00 | 17.26 | 2 | 1 | 1 | |||
| 1 Nov | 1754.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is 0.03
Historical price for 1700 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.6, which was -0.80 lower than the previous day. The implied volatity was 30.90, the open interest changed by -132 which decreased total open position to 4689
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1.4, which was -1.85 lower than the previous day. The implied volatity was 28.09, the open interest changed by -127 which decreased total open position to 4857
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 3.25, which was -2.60 lower than the previous day. The implied volatity was 23.27, the open interest changed by -15 which decreased total open position to 4986
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 5.85, which was -4.35 lower than the previous day. The implied volatity was 22.10, the open interest changed by 53 which increased total open position to 5004
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 10.2, which was -3.90 lower than the previous day. The implied volatity was 17.28, the open interest changed by -30 which decreased total open position to 4951
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 14.1, which was -2.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by 993 which increased total open position to 4986
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 16.95, which was -3.80 lower than the previous day. The implied volatity was 18.83, the open interest changed by -221 which decreased total open position to 3994
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 20.75, which was 2.10 higher than the previous day. The implied volatity was 18.35, the open interest changed by 2452 which increased total open position to 4216
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 18.65, which was 6.80 higher than the previous day. The implied volatity was 22.01, the open interest changed by 330 which increased total open position to 1790
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 11.85, which was -0.60 lower than the previous day. The implied volatity was 22.43, the open interest changed by 21 which increased total open position to 1456
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 12.45, which was -4.35 lower than the previous day. The implied volatity was 22.17, the open interest changed by 102 which increased total open position to 1440
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 16.8, which was 3.35 higher than the previous day. The implied volatity was 21.40, the open interest changed by -339 which decreased total open position to 1357
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 13.45, which was 4.00 higher than the previous day. The implied volatity was 21.94, the open interest changed by 24 which increased total open position to 1692
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 9.45, which was -0.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 94 which increased total open position to 1662
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 9.7, which was 1.70 higher than the previous day. The implied volatity was 24.07, the open interest changed by 239 which increased total open position to 1568
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 8, which was -1.45 lower than the previous day. The implied volatity was 23.29, the open interest changed by 106 which increased total open position to 1333
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 9.45, which was -3.20 lower than the previous day. The implied volatity was 23.79, the open interest changed by 312 which increased total open position to 1237
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 12.65, which was -0.95 lower than the previous day. The implied volatity was 23.10, the open interest changed by 317 which increased total open position to 923
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 13.6, which was -4.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 85 which increased total open position to 608
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 17.95, which was 3.00 higher than the previous day. The implied volatity was 23.81, the open interest changed by 259 which increased total open position to 522
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 14.95, which was 5.40 higher than the previous day. The implied volatity was 22.08, the open interest changed by 157 which increased total open position to 420
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 9.55, which was -5.95 lower than the previous day. The implied volatity was 23.31, the open interest changed by 48 which increased total open position to 264
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by 104 which increased total open position to 219
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 15.5, which was -4.95 lower than the previous day. The implied volatity was 22.70, the open interest changed by 107 which increased total open position to 219
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 20.45, which was -11.05 lower than the previous day. The implied volatity was 21.19, the open interest changed by 38 which increased total open position to 112
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 31.5, which was -13.70 lower than the previous day. The implied volatity was 22.05, the open interest changed by 18 which increased total open position to 74
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 45.2, which was -15.80 lower than the previous day. The implied volatity was 22.88, the open interest changed by 42 which increased total open position to 56
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 61, which was -12.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by 4 which increased total open position to 13
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 73, which was -12.00 lower than the previous day. The implied volatity was 20.99, the open interest changed by 4 which increased total open position to 8
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 85, which was 3.00 higher than the previous day. The implied volatity was 19.89, the open interest changed by 1 which increased total open position to 3
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 82, which was 2.00 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 1
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 80, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 80, which was 80.00 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 1
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 1700 PE | |||||||
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Delta: -0.89
Vega: 0.38
Theta: -1.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 132.35 | 25.75 | 48.61 | 77 | -23 | 502 |
| 19 Dec | 1589.55 | 106.6 | 36.80 | 32.42 | 84 | -30 | 526 |
| 18 Dec | 1630.75 | 69.8 | 11.50 | 18.79 | 35 | -17 | 562 |
| 17 Dec | 1643.15 | 58.3 | 20.95 | 22.78 | 586 | -45 | 579 |
| 16 Dec | 1673.65 | 37.35 | 4.95 | 22.34 | 469 | -19 | 626 |
| 13 Dec | 1679.70 | 32.4 | -3.90 | 18.59 | 652 | -10 | 647 |
| 12 Dec | 1679.30 | 36.3 | 2.60 | 20.17 | 662 | 28 | 657 |
| 11 Dec | 1686.50 | 33.7 | -17.15 | 21.17 | 1,018 | 148 | 630 |
| 10 Dec | 1663.40 | 50.85 | -17.30 | 24.77 | 252 | 29 | 482 |
| 9 Dec | 1637.05 | 68.15 | -5.05 | 23.56 | 32 | 4 | 452 |
| 6 Dec | 1635.20 | 73.2 | 9.50 | 22.98 | 406 | 31 | 447 |
| 5 Dec | 1644.10 | 63.7 | -17.15 | 23.96 | 170 | -1 | 416 |
| 4 Dec | 1628.10 | 80.85 | -11.40 | 27.51 | 54 | 3 | 418 |
| 3 Dec | 1607.10 | 92.25 | -7.75 | 24.60 | 68 | 3 | 412 |
| 2 Dec | 1596.65 | 100 | -14.30 | 20.63 | 53 | 3 | 409 |
| 29 Nov | 1579.95 | 114.3 | -7.70 | 22.13 | 41 | 21 | 405 |
| 28 Nov | 1575.05 | 122 | 19.75 | 30.10 | 98 | 72 | 384 |
| 27 Nov | 1600.05 | 102.25 | -4.00 | 25.33 | 147 | 107 | 311 |
| 26 Nov | 1594.40 | 106.25 | 12.35 | 24.73 | 136 | 50 | 201 |
| 25 Nov | 1604.90 | 93.9 | -7.35 | 25.28 | 226 | 114 | 150 |
| 22 Nov | 1600.85 | 101.25 | -29.75 | 25.31 | 11 | 5 | 41 |
| 21 Nov | 1569.25 | 131 | 25.65 | 25.63 | 23 | -4 | 32 |
| 20 Nov | 1596.35 | 105.35 | 0.00 | 23.33 | 28 | 8 | 34 |
| 19 Nov | 1596.35 | 105.35 | 18.05 | 23.33 | 28 | 6 | 34 |
| 18 Nov | 1616.00 | 87.3 | 19.65 | 23.44 | 4 | 0 | 28 |
| 14 Nov | 1639.80 | 67.65 | 6.65 | 19.51 | 4 | 1 | 30 |
| 13 Nov | 1664.45 | 61 | 10.55 | 23.21 | 15 | 5 | 28 |
| 12 Nov | 1691.75 | 50.45 | 10.45 | 23.82 | 11 | 5 | 23 |
| 11 Nov | 1717.45 | 40 | 1.20 | 24.43 | 17 | 15 | 18 |
| 8 Nov | 1739.75 | 38.8 | 0.00 | 0.00 | 0 | 3 | 0 |
| 7 Nov | 1729.70 | 38.8 | -9.05 | 25.06 | 4 | 3 | 3 |
| 6 Nov | 1748.70 | 47.85 | 0.00 | 3.24 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 47.85 | 0.00 | 2.60 | 0 | 0 | 0 |
| 1 Nov | 1754.70 | 47.85 | 3.36 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.89
Historical price for 1700 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 132.35, which was 25.75 higher than the previous day. The implied volatity was 48.61, the open interest changed by -23 which decreased total open position to 502
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 106.6, which was 36.80 higher than the previous day. The implied volatity was 32.42, the open interest changed by -30 which decreased total open position to 526
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 69.8, which was 11.50 higher than the previous day. The implied volatity was 18.79, the open interest changed by -17 which decreased total open position to 562
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 58.3, which was 20.95 higher than the previous day. The implied volatity was 22.78, the open interest changed by -45 which decreased total open position to 579
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 37.35, which was 4.95 higher than the previous day. The implied volatity was 22.34, the open interest changed by -19 which decreased total open position to 626
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 32.4, which was -3.90 lower than the previous day. The implied volatity was 18.59, the open interest changed by -10 which decreased total open position to 647
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 36.3, which was 2.60 higher than the previous day. The implied volatity was 20.17, the open interest changed by 28 which increased total open position to 657
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 33.7, which was -17.15 lower than the previous day. The implied volatity was 21.17, the open interest changed by 148 which increased total open position to 630
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 50.85, which was -17.30 lower than the previous day. The implied volatity was 24.77, the open interest changed by 29 which increased total open position to 482
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 68.15, which was -5.05 lower than the previous day. The implied volatity was 23.56, the open interest changed by 4 which increased total open position to 452
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 73.2, which was 9.50 higher than the previous day. The implied volatity was 22.98, the open interest changed by 31 which increased total open position to 447
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 63.7, which was -17.15 lower than the previous day. The implied volatity was 23.96, the open interest changed by -1 which decreased total open position to 416
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 80.85, which was -11.40 lower than the previous day. The implied volatity was 27.51, the open interest changed by 3 which increased total open position to 418
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 92.25, which was -7.75 lower than the previous day. The implied volatity was 24.60, the open interest changed by 3 which increased total open position to 412
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 100, which was -14.30 lower than the previous day. The implied volatity was 20.63, the open interest changed by 3 which increased total open position to 409
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 114.3, which was -7.70 lower than the previous day. The implied volatity was 22.13, the open interest changed by 21 which increased total open position to 405
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 122, which was 19.75 higher than the previous day. The implied volatity was 30.10, the open interest changed by 72 which increased total open position to 384
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 102.25, which was -4.00 lower than the previous day. The implied volatity was 25.33, the open interest changed by 107 which increased total open position to 311
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 106.25, which was 12.35 higher than the previous day. The implied volatity was 24.73, the open interest changed by 50 which increased total open position to 201
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 93.9, which was -7.35 lower than the previous day. The implied volatity was 25.28, the open interest changed by 114 which increased total open position to 150
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 101.25, which was -29.75 lower than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 41
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 131, which was 25.65 higher than the previous day. The implied volatity was 25.63, the open interest changed by -4 which decreased total open position to 32
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 105.35, which was 0.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 8 which increased total open position to 34
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 105.35, which was 18.05 higher than the previous day. The implied volatity was 23.33, the open interest changed by 6 which increased total open position to 34
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 87.3, which was 19.65 higher than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 28
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 67.65, which was 6.65 higher than the previous day. The implied volatity was 19.51, the open interest changed by 1 which increased total open position to 30
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 61, which was 10.55 higher than the previous day. The implied volatity was 23.21, the open interest changed by 5 which increased total open position to 28
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 50.45, which was 10.45 higher than the previous day. The implied volatity was 23.82, the open interest changed by 5 which increased total open position to 23
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 40, which was 1.20 higher than the previous day. The implied volatity was 24.43, the open interest changed by 15 which increased total open position to 18
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 38.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 38.8, which was -9.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 3 which increased total open position to 3
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 47.85, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 47.85, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 47.85, which was lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
