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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.

1639.8 -24.65 (-1.48%)

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Historical option data for BAJAJFINSV

14 Nov 2024 04:11 PM IST
BAJAJFINSV 28NOV2024 1700 CE
Delta: 0.21
Vega: 0.93
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1639.80 7.8 -9.45 20.45 1,954 264 1,176
13 Nov 1664.45 17.25 -13.40 21.45 3,513 370 913
12 Nov 1691.75 30.65 -16.15 22.52 1,254 139 543
11 Nov 1717.45 46.8 -12.60 21.02 1,272 49 404
8 Nov 1739.75 59.4 1.90 18.75 823 -27 355
7 Nov 1729.70 57.5 -14.85 19.74 561 -28 379
6 Nov 1748.70 72.35 8.80 20.17 411 -24 408
5 Nov 1735.65 63.55 9.70 21.18 1,475 102 432
4 Nov 1712.50 53.85 -33.65 24.47 580 153 324
1 Nov 1754.70 87.5 7.45 22.32 14 0 171
31 Oct 1750.75 80.05 -13.95 - 73 30 173
30 Oct 1752.45 94 -4.00 - 86 17 144
29 Oct 1766.70 98 25.40 - 162 -9 127
28 Oct 1730.45 72.6 2.60 - 171 78 136
25 Oct 1707.40 70 -18.95 - 83 34 58
24 Oct 1742.10 88.95 5.75 - 24 6 24
23 Oct 1739.70 83.2 0.20 - 15 1 15
22 Oct 1722.60 83 -37.00 - 29 11 15
21 Oct 1758.40 120 -40.00 - 1 0 3
18 Oct 1819.90 160 -152.00 - 3 0 0
17 Oct 1815.80 312 0.00 - 0 0 0
16 Oct 1862.05 312 0.00 - 0 0 0
10 Oct 1875.70 312 0.00 - 0 0 0
9 Oct 1866.95 312 312.00 - 0 0 0
1 Oct 1975.25 0 0.00 - 0 0 0
30 Sept 1973.40 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1700 expiring on 28NOV2024

Delta for 1700 CE is 0.21

Historical price for 1700 CE is as follows

On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 7.8, which was -9.45 lower than the previous day. The implied volatity was 20.45, the open interest changed by 264 which increased total open position to 1176


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 17.25, which was -13.40 lower than the previous day. The implied volatity was 21.45, the open interest changed by 370 which increased total open position to 913


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 30.65, which was -16.15 lower than the previous day. The implied volatity was 22.52, the open interest changed by 139 which increased total open position to 543


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 46.8, which was -12.60 lower than the previous day. The implied volatity was 21.02, the open interest changed by 49 which increased total open position to 404


On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 59.4, which was 1.90 higher than the previous day. The implied volatity was 18.75, the open interest changed by -27 which decreased total open position to 355


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 57.5, which was -14.85 lower than the previous day. The implied volatity was 19.74, the open interest changed by -28 which decreased total open position to 379


On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 72.35, which was 8.80 higher than the previous day. The implied volatity was 20.17, the open interest changed by -24 which decreased total open position to 408


On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 63.55, which was 9.70 higher than the previous day. The implied volatity was 21.18, the open interest changed by 102 which increased total open position to 432


On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 53.85, which was -33.65 lower than the previous day. The implied volatity was 24.47, the open interest changed by 153 which increased total open position to 324


On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 87.5, which was 7.45 higher than the previous day. The implied volatity was 22.32, the open interest changed by 0 which decreased total open position to 171


On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 80.05, which was -13.95 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 94, which was -4.00 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 98, which was 25.40 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 72.6, which was 2.60 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 70, which was -18.95 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 88.95, which was 5.75 higher 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 83.2, which was 0.20 higher 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 83, which was -37.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 120, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJAJFINSV was trading at 1819.90. The strike last trading price was 160, which was -152.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJAJFINSV was trading at 1815.80. The strike last trading price was 312, 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 Oct BAJAJFINSV was trading at 1862.05. The strike last trading price was 312, 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 312, 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 312, which was 312.00 higher 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 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 30 Sept BAJAJFINSV was trading at 1973.40. 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 1700 PE
Delta: -0.78
Vega: 0.96
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1639.80 63.15 19.90 21.41 397 3 356
13 Nov 1664.45 43.25 10.00 19.87 1,378 -228 356
12 Nov 1691.75 33.25 11.10 22.69 1,931 -101 597
11 Nov 1717.45 22.15 2.85 23.36 1,354 53 697
8 Nov 1739.75 19.3 -3.35 23.99 924 30 646
7 Nov 1729.70 22.65 4.25 24.54 1,118 -93 615
6 Nov 1748.70 18.4 -9.20 24.84 877 11 707
5 Nov 1735.65 27.6 -11.30 27.37 1,543 83 698
4 Nov 1712.50 38.9 13.90 28.01 1,866 115 612
1 Nov 1754.70 25 -0.05 28.76 67 35 496
31 Oct 1750.75 25.05 1.30 - 529 46 459
30 Oct 1752.45 23.75 2.75 - 360 70 413
29 Oct 1766.70 21 -11.30 - 556 121 348
28 Oct 1730.45 32.3 -7.70 - 222 22 227
25 Oct 1707.40 40 11.00 - 415 45 205
24 Oct 1742.10 29 -3.30 - 140 1 160
23 Oct 1739.70 32.3 -8.70 - 303 86 159
22 Oct 1722.60 41 11.00 - 102 29 73
21 Oct 1758.40 30 13.50 - 44 20 45
18 Oct 1819.90 16.5 0.50 - 20 12 25
17 Oct 1815.80 16 4.00 - 19 7 13
16 Oct 1862.05 12 -0.70 - 1 0 6
10 Oct 1875.70 12.7 0.00 - 0 6 0
9 Oct 1866.95 12.7 12.70 - 6 1 1
1 Oct 1975.25 0 0.00 - 0 0 0
30 Sept 1973.40 0 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1700 expiring on 28NOV2024

Delta for 1700 PE is -0.78

Historical price for 1700 PE is as follows

On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 63.15, which was 19.90 higher than the previous day. The implied volatity was 21.41, the open interest changed by 3 which increased total open position to 356


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 43.25, which was 10.00 higher than the previous day. The implied volatity was 19.87, the open interest changed by -228 which decreased total open position to 356


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 33.25, which was 11.10 higher than the previous day. The implied volatity was 22.69, the open interest changed by -101 which decreased total open position to 597


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 22.15, which was 2.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by 53 which increased total open position to 697


On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 19.3, which was -3.35 lower than the previous day. The implied volatity was 23.99, the open interest changed by 30 which increased total open position to 646


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 22.65, which was 4.25 higher than the previous day. The implied volatity was 24.54, the open interest changed by -93 which decreased total open position to 615


On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 18.4, which was -9.20 lower than the previous day. The implied volatity was 24.84, the open interest changed by 11 which increased total open position to 707


On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 27.6, which was -11.30 lower than the previous day. The implied volatity was 27.37, the open interest changed by 83 which increased total open position to 698


On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 38.9, which was 13.90 higher than the previous day. The implied volatity was 28.01, the open interest changed by 115 which increased total open position to 612


On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 25, which was -0.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by 35 which increased total open position to 496


On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 25.05, which was 1.30 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 23.75, which was 2.75 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 21, which was -11.30 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 32.3, which was -7.70 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 40, which was 11.00 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 29, which was -3.30 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 32.3, which was -8.70 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 41, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 30, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJAJFINSV was trading at 1819.90. The strike last trading price was 16.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJAJFINSV was trading at 1815.80. The strike last trading price was 16, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BAJAJFINSV was trading at 1862.05. The strike last trading price was 12, which was -0.70 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 12.7, 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 9 Oct BAJAJFINSV was trading at 1866.95. The strike last trading price was 12.7, which was 12.70 higher 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 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 30 Sept BAJAJFINSV was trading at 1973.40. 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