BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
03 Jan 2025 09:02 AM IST
| BAJAJFINSV 30JAN2025 1720 CE | ||||||||||
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Delta: 0.48
Vega: 1.88
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Jan | 1700.65 | 35.65 | 0.00 | 20.71 | 10,705 | 1,158 | 1,330 | |||
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| 2 Jan | 1700.65 | 35.65 | 31.10 | 20.71 | 10,705 | 1,159 | 1,330 | |||
| 1 Jan | 1576.40 | 4.55 | 0.70 | 21.55 | 207 | 12 | 169 | |||
| 31 Dec | 1568.10 | 3.85 | -0.20 | 21.10 | 246 | 21 | 157 | |||
| 30 Dec | 1576.70 | 4.05 | -0.95 | 20.61 | 399 | 4 | 135 | |||
| 27 Dec | 1579.30 | 5 | 0.30 | 19.91 | 461 | 70 | 129 | |||
| 26 Dec | 1559.30 | 4.7 | -0.30 | 21.61 | 29 | 8 | 59 | |||
| 24 Dec | 1564.55 | 5 | -2.50 | 20.70 | 26 | 5 | 51 | |||
| 23 Dec | 1563.40 | 7.5 | -2.95 | 22.99 | 11 | 6 | 48 | |||
| 20 Dec | 1569.65 | 10.45 | -3.55 | 23.54 | 21 | 10 | 41 | |||
| 19 Dec | 1589.55 | 14 | -10.40 | 22.72 | 52 | 23 | 28 | |||
| 18 Dec | 1630.75 | 24.4 | -13.30 | 23.16 | 6 | 4 | 5 | |||
| 17 Dec | 1643.15 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1673.65 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 37.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 37.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 1644.10 | 37.7 | -95.45 | 22.28 | 2 | 1 | 1 | |||
| 4 Dec | 1628.10 | 133.15 | 0.00 | 2.73 | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 133.15 | 0.00 | 3.40 | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 133.15 | 0.00 | 3.72 | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 133.15 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 133.15 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 133.15 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 133.15 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 133.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 133.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 133.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 133.15 | 100.10 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 33.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 33.05 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1720 expiring on 30JAN2025
Delta for 1720 CE is 0.48
Historical price for 1720 CE is as follows
On 3 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 20.71, the open interest changed by 1158 which increased total open position to 1330
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 35.65, which was 31.10 higher than the previous day. The implied volatity was 20.71, the open interest changed by 1159 which increased total open position to 1330
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 4.55, which was 0.70 higher than the previous day. The implied volatity was 21.55, the open interest changed by 12 which increased total open position to 169
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 21.10, the open interest changed by 21 which increased total open position to 157
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 4.05, which was -0.95 lower than the previous day. The implied volatity was 20.61, the open interest changed by 4 which increased total open position to 135
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was 19.91, the open interest changed by 70 which increased total open position to 129
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by 8 which increased total open position to 59
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 5, which was -2.50 lower than the previous day. The implied volatity was 20.70, the open interest changed by 5 which increased total open position to 51
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 7.5, which was -2.95 lower than the previous day. The implied volatity was 22.99, the open interest changed by 6 which increased total open position to 48
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 10.45, which was -3.55 lower than the previous day. The implied volatity was 23.54, the open interest changed by 10 which increased total open position to 41
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 14, which was -10.40 lower than the previous day. The implied volatity was 22.72, the open interest changed by 23 which increased total open position to 28
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 24.4, which was -13.30 lower than the previous day. The implied volatity was 23.16, the open interest changed by 4 which increased total open position to 5
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 37.7, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 37.7, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 37.7, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 37.7, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 37.7, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 37.7, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 37.7, 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 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 37.7, 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 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 37.7, which was -95.45 lower than the previous day. The implied volatity was 22.28, the open interest changed by 1 which increased total open position to 1
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 133.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 133.15, which was 100.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 33.05, which was 0.00 lower than the previous day. The implied volatity was -, 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 33.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 33.05, 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 30JAN2025 1720 PE | |||||||
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Delta: -0.51
Vega: 1.88
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Jan | 1700.65 | 50.2 | 0.00 | 24.81 | 1,268 | 352 | 362 |
| 2 Jan | 1700.65 | 50.2 | -90.30 | 24.81 | 1,268 | 351 | 362 |
| 1 Jan | 1576.40 | 140.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 31 Dec | 1568.10 | 140.5 | -2.50 | 22.05 | 2 | 0 | 12 |
| 30 Dec | 1576.70 | 143 | -10.00 | 27.29 | 3 | 0 | 9 |
| 27 Dec | 1579.30 | 153 | 0.00 | 0.00 | 0 | 3 | 0 |
| 26 Dec | 1559.30 | 153 | 4.05 | 25.45 | 3 | 2 | 8 |
| 24 Dec | 1564.55 | 148.95 | 83.95 | 25.70 | 1 | 0 | 5 |
| 23 Dec | 1563.40 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1569.65 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1589.55 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1630.75 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1643.15 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1673.65 | 65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1679.70 | 65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 1679.30 | 65 | -2.00 | 21.78 | 1 | 0 | 4 |
| 11 Dec | 1686.50 | 67 | -4.45 | 24.22 | 4 | 3 | 3 |
| 10 Dec | 1663.40 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1637.05 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1628.10 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1607.10 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1600.05 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1594.40 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 71.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 71.45 | 0.00 | 0.40 | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 71.45 | -37.20 | 1.61 | 0 | 0 | 0 |
| 8 Nov | 1739.75 | 108.65 | 0.00 | 2.02 | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 108.65 | 0.00 | 1.60 | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 108.65 | 0.00 | 2.14 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 108.65 | 0.00 | 2.09 | 0 | 0 | 0 |
| 4 Nov | 1712.50 | 108.65 | 1.25 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1720 expiring on 30JAN2025
Delta for 1720 PE is -0.51
Historical price for 1720 PE is as follows
On 3 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 50.2, which was 0.00 lower than the previous day. The implied volatity was 24.81, the open interest changed by 352 which increased total open position to 362
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 50.2, which was -90.30 lower than the previous day. The implied volatity was 24.81, the open interest changed by 351 which increased total open position to 362
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 140.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 140.5, which was -2.50 lower than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 12
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 143, which was -10.00 lower than the previous day. The implied volatity was 27.29, the open interest changed by 0 which decreased total open position to 9
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 153, 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 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 153, which was 4.05 higher than the previous day. The implied volatity was 25.45, the open interest changed by 2 which increased total open position to 8
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 148.95, which was 83.95 higher than the previous day. The implied volatity was 25.70, the open interest changed by 0 which decreased total open position to 5
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 65, 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 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 65, 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 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 65, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 65, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 65, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 65, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 65, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 65, which was -2.00 lower than the previous day. The implied volatity was 21.78, the open interest changed by 0 which decreased total open position to 4
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 67, which was -4.45 lower than the previous day. The implied volatity was 24.22, the open interest changed by 3 which increased total open position to 3
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 71.45, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 71.45, which was -37.20 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 108.65, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 108.65, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 108.65, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 108.65, which was 0.00 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 108.65, which was lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
