BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1740 CE | ||||||||||
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Delta: 0.02
Vega: 0.11
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 0.65 | -0.45 | 38.92 | 584 | 44 | 806 | |||
| 19 Dec | 1589.55 | 1.1 | -0.60 | 34.47 | 675 | -142 | 771 | |||
| 18 Dec | 1630.75 | 1.7 | -0.80 | 27.64 | 650 | -43 | 913 | |||
| 17 Dec | 1643.15 | 2.5 | -1.35 | 24.97 | 1,643 | 99 | 961 | |||
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| 16 Dec | 1673.65 | 3.85 | -1.40 | 19.92 | 1,290 | 129 | 866 | |||
| 13 Dec | 1679.70 | 5.25 | -2.25 | 18.08 | 3,049 | 48 | 734 | |||
| 12 Dec | 1679.30 | 7.5 | -2.00 | 20.33 | 1,134 | -44 | 684 | |||
| 11 Dec | 1686.50 | 9.5 | 0.25 | 19.74 | 2,547 | 150 | 729 | |||
| 10 Dec | 1663.40 | 9.25 | 3.75 | 23.04 | 1,718 | 119 | 568 | |||
| 9 Dec | 1637.05 | 5.5 | -0.85 | 23.19 | 717 | 32 | 453 | |||
| 6 Dec | 1635.20 | 6.35 | -2.30 | 23.17 | 925 | 29 | 420 | |||
| 5 Dec | 1644.10 | 8.65 | 1.50 | 22.21 | 1,058 | 3 | 394 | |||
| 4 Dec | 1628.10 | 7.15 | 2.20 | 22.98 | 1,163 | 19 | 394 | |||
| 3 Dec | 1607.10 | 4.95 | -0.30 | 22.96 | 496 | 28 | 372 | |||
| 2 Dec | 1596.65 | 5.25 | 0.80 | 24.89 | 678 | 39 | 342 | |||
| 29 Nov | 1579.95 | 4.45 | -1.40 | 24.25 | 404 | 70 | 303 | |||
| 28 Nov | 1575.05 | 5.85 | -1.95 | 25.24 | 248 | 127 | 233 | |||
| 27 Nov | 1600.05 | 7.8 | -0.20 | 24.42 | 83 | 36 | 108 | |||
| 26 Nov | 1594.40 | 8 | -2.90 | 24.98 | 70 | 26 | 72 | |||
| 25 Nov | 1604.90 | 10.9 | 1.95 | 24.52 | 113 | 19 | 45 | |||
| 22 Nov | 1600.85 | 8.95 | 2.95 | 23.16 | 12 | -1 | 25 | |||
| 21 Nov | 1569.25 | 6 | -3.50 | 24.44 | 3 | 0 | 24 | |||
| 20 Nov | 1596.35 | 9.5 | 0.00 | 23.39 | 31 | 23 | 24 | |||
| 19 Nov | 1596.35 | 9.5 | -34.20 | 23.39 | 31 | 23 | 24 | |||
| 18 Nov | 1616.00 | 43.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 43.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 1664.45 | 43.7 | -50.90 | 29.15 | 2 | 1 | 1 | |||
| 12 Nov | 1691.75 | 94.6 | 0.00 | 1.33 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 94.6 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 94.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 94.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 94.6 | 94.60 | - | 0 | 0 | 0 | |||
| 1 Nov | 1754.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.02
Historical price for 1740 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 38.92, the open interest changed by 44 which increased total open position to 806
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1.1, which was -0.60 lower than the previous day. The implied volatity was 34.47, the open interest changed by -142 which decreased total open position to 771
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 27.64, the open interest changed by -43 which decreased total open position to 913
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 2.5, which was -1.35 lower than the previous day. The implied volatity was 24.97, the open interest changed by 99 which increased total open position to 961
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 3.85, which was -1.40 lower than the previous day. The implied volatity was 19.92, the open interest changed by 129 which increased total open position to 866
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 5.25, which was -2.25 lower than the previous day. The implied volatity was 18.08, the open interest changed by 48 which increased total open position to 734
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 7.5, which was -2.00 lower than the previous day. The implied volatity was 20.33, the open interest changed by -44 which decreased total open position to 684
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 9.5, which was 0.25 higher than the previous day. The implied volatity was 19.74, the open interest changed by 150 which increased total open position to 729
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 9.25, which was 3.75 higher than the previous day. The implied volatity was 23.04, the open interest changed by 119 which increased total open position to 568
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 23.19, the open interest changed by 32 which increased total open position to 453
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 6.35, which was -2.30 lower than the previous day. The implied volatity was 23.17, the open interest changed by 29 which increased total open position to 420
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 8.65, which was 1.50 higher than the previous day. The implied volatity was 22.21, the open interest changed by 3 which increased total open position to 394
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 7.15, which was 2.20 higher than the previous day. The implied volatity was 22.98, the open interest changed by 19 which increased total open position to 394
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 4.95, which was -0.30 lower than the previous day. The implied volatity was 22.96, the open interest changed by 28 which increased total open position to 372
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 5.25, which was 0.80 higher than the previous day. The implied volatity was 24.89, the open interest changed by 39 which increased total open position to 342
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 4.45, which was -1.40 lower than the previous day. The implied volatity was 24.25, the open interest changed by 70 which increased total open position to 303
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 5.85, which was -1.95 lower than the previous day. The implied volatity was 25.24, the open interest changed by 127 which increased total open position to 233
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 7.8, which was -0.20 lower than the previous day. The implied volatity was 24.42, the open interest changed by 36 which increased total open position to 108
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 8, which was -2.90 lower than the previous day. The implied volatity was 24.98, the open interest changed by 26 which increased total open position to 72
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 10.9, which was 1.95 higher than the previous day. The implied volatity was 24.52, the open interest changed by 19 which increased total open position to 45
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 8.95, which was 2.95 higher than the previous day. The implied volatity was 23.16, the open interest changed by -1 which decreased total open position to 25
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 6, which was -3.50 lower than the previous day. The implied volatity was 24.44, the open interest changed by 0 which decreased total open position to 24
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 9.5, which was 0.00 lower than the previous day. The implied volatity was 23.39, the open interest changed by 23 which increased total open position to 24
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 9.5, which was -34.20 lower than the previous day. The implied volatity was 23.39, the open interest changed by 23 which increased total open position to 24
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 43.7, 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 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 43.7, 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 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 43.7, which was -50.90 lower than the previous day. The implied volatity was 29.15, the open interest changed by 1 which increased total open position to 1
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 94.6, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 94.6, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 94.6, 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 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 94.6, 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 94.6, which was 94.60 higher than the previous day. The implied volatity was -, 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 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 166 | 16.00 | - | 2 | -1 | 27 |
| 19 Dec | 1589.55 | 150 | 47.40 | 50.70 | 8 | -5 | 27 |
| 18 Dec | 1630.75 | 102.6 | 15.35 | - | 2 | 0 | 31 |
| 17 Dec | 1643.15 | 87.25 | 17.90 | - | 9 | -5 | 32 |
| 16 Dec | 1673.65 | 69.35 | -1.75 | 25.16 | 4 | 3 | 36 |
| 13 Dec | 1679.70 | 71.1 | 4.35 | 28.56 | 7 | 2 | 32 |
| 12 Dec | 1679.30 | 66.75 | 3.75 | 22.17 | 26 | 0 | 29 |
| 11 Dec | 1686.50 | 63 | -12.00 | 23.80 | 35 | 15 | 28 |
| 10 Dec | 1663.40 | 75 | -24.70 | 20.27 | 2 | 1 | 12 |
| 9 Dec | 1637.05 | 99.7 | -11.40 | 22.37 | 1 | 0 | 11 |
| 6 Dec | 1635.20 | 111.1 | 3.10 | 28.55 | 2 | -1 | 11 |
| 5 Dec | 1644.10 | 108 | -9.00 | 35.39 | 3 | 0 | 14 |
| 4 Dec | 1628.10 | 117 | -19.00 | 32.21 | 2 | 0 | 15 |
| 3 Dec | 1607.10 | 136 | 0.00 | 0.00 | 0 | 3 | 0 |
| 2 Dec | 1596.65 | 136 | -16.00 | 20.62 | 6 | 2 | 14 |
| 29 Nov | 1579.95 | 152 | 4.00 | 24.76 | 1 | 0 | 11 |
| 28 Nov | 1575.05 | 148 | 7.35 | 21.83 | 5 | 4 | 10 |
| 27 Nov | 1600.05 | 140.65 | 0.00 | 0.00 | 0 | 2 | 0 |
| 26 Nov | 1594.40 | 140.65 | 32.50 | 25.83 | 2 | 0 | 4 |
| 25 Nov | 1604.90 | 108.15 | -59.15 | - | 3 | 2 | 3 |
| 22 Nov | 1600.85 | 167.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 1569.25 | 167.3 | 102.80 | 27.62 | 1 | 0 | 0 |
| 20 Nov | 1596.35 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1639.80 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 64.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 64.5 | 0.00 | 0.76 | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 64.5 | 0.00 | 1.51 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 64.5 | 64.50 | 0.85 | 0 | 0 | 0 |
| 1 Nov | 1754.70 | 0 | 2.23 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -
Historical price for 1740 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 166, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 27
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 150, which was 47.40 higher than the previous day. The implied volatity was 50.70, the open interest changed by -5 which decreased total open position to 27
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 102.6, which was 15.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 87.25, which was 17.90 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 32
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 69.35, which was -1.75 lower than the previous day. The implied volatity was 25.16, the open interest changed by 3 which increased total open position to 36
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 71.1, which was 4.35 higher than the previous day. The implied volatity was 28.56, the open interest changed by 2 which increased total open position to 32
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 66.75, which was 3.75 higher than the previous day. The implied volatity was 22.17, the open interest changed by 0 which decreased total open position to 29
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 63, which was -12.00 lower than the previous day. The implied volatity was 23.80, the open interest changed by 15 which increased total open position to 28
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 75, which was -24.70 lower than the previous day. The implied volatity was 20.27, the open interest changed by 1 which increased total open position to 12
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 99.7, which was -11.40 lower than the previous day. The implied volatity was 22.37, the open interest changed by 0 which decreased total open position to 11
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 111.1, which was 3.10 higher than the previous day. The implied volatity was 28.55, the open interest changed by -1 which decreased total open position to 11
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 108, which was -9.00 lower than the previous day. The implied volatity was 35.39, the open interest changed by 0 which decreased total open position to 14
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 117, which was -19.00 lower than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 15
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 136, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 136, which was -16.00 lower than the previous day. The implied volatity was 20.62, the open interest changed by 2 which increased total open position to 14
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 152, which was 4.00 higher than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 11
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 148, which was 7.35 higher than the previous day. The implied volatity was 21.83, the open interest changed by 4 which increased total open position to 10
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 140.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 140.65, which was 32.50 higher than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 4
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 108.15, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 167.3, 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 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 167.3, which was 102.80 higher than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.5, 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 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 64.5, 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 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 64.5, 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 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 64.5, 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 64.5, 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 64.5, 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 64.5, 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 64.5, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 64.5, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 64.5, which was 64.50 higher than the previous day. The implied volatity was 0.85, 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 0, which was lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
