BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1700 CE | ||||||||||
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Delta: 0.03
Vega: 0.13
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 0.65 | -0.60 | 29.85 | 882 | -176 | 804 | |||
| 20 Nov | 1596.35 | 1.25 | 0.00 | 23.81 | 2,410 | -192 | 979 | |||
| 19 Nov | 1596.35 | 1.25 | -1.30 | 23.81 | 2,410 | -193 | 979 | |||
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| 18 Nov | 1616.00 | 2.55 | -5.25 | 21.00 | 2,380 | 38 | 1,214 | |||
| 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 0.03
Historical price for 1700 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 0.65, which was -0.60 lower than the previous day. The implied volatity was 29.85, the open interest changed by -176 which decreased total open position to 804
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 23.81, the open interest changed by -192 which decreased total open position to 979
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 1.25, which was -1.30 lower than the previous day. The implied volatity was 23.81, the open interest changed by -193 which decreased total open position to 979
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 2.55, which was -5.25 lower than the previous day. The implied volatity was 21.00, the open interest changed by 38 which increased total open position to 1214
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.11
Theta: 0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1569.25 | 132 | 32.55 | 28.69 | 48 | -6 | 294 |
| 20 Nov | 1596.35 | 99.45 | 0.00 | - | 109 | -14 | 300 |
| 19 Nov | 1596.35 | 99.45 | 16.05 | - | 109 | -14 | 300 |
| 18 Nov | 1616.00 | 83.4 | 20.25 | 29.69 | 165 | -36 | 314 |
| 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 -0.98
Historical price for 1700 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 132, which was 32.55 higher than the previous day. The implied volatity was 28.69, the open interest changed by -6 which decreased total open position to 294
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 99.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 300
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 99.45, which was 16.05 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 300
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 83.4, which was 20.25 higher than the previous day. The implied volatity was 29.69, the open interest changed by -36 which decreased total open position to 314
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
