BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
14 Nov 2024 09:22 AM IST
| BAJAJFINSV 28NOV2024 1740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 0.81
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 1662.55 | 5.9 | -0.90 | 21.01 | 144 | 31 | 1,332 | |||
| 13 Nov | 1664.45 | 6.8 | -7.55 | 21.03 | 1,729 | 93 | 1,340 | |||
| 12 Nov | 1691.75 | 14.35 | -10.00 | 21.68 | 2,421 | 104 | 1,248 | |||
| 11 Nov | 1717.45 | 24.35 | -9.30 | 20.14 | 3,980 | 356 | 1,143 | |||
| 8 Nov | 1739.75 | 33.65 | 0.20 | 18.37 | 2,467 | 26 | 787 | |||
| 7 Nov | 1729.70 | 33.45 | -11.65 | 19.54 | 1,556 | 66 | 764 | |||
| 6 Nov | 1748.70 | 45.1 | 5.10 | 19.84 | 1,965 | 50 | 702 | |||
| 5 Nov | 1735.65 | 40 | 7.80 | 21.34 | 2,268 | 391 | 653 | |||
| 4 Nov | 1712.50 | 32.2 | -27.40 | 23.25 | 844 | 74 | 264 | |||
| 1 Nov | 1754.70 | 59.6 | -1.40 | 21.82 | 41 | 11 | 190 | |||
| 31 Oct | 1750.75 | 61 | -5.00 | - | 418 | 94 | 179 | |||
| 30 Oct | 1752.45 | 66 | -4.00 | - | 293 | 45 | 88 | |||
| 29 Oct | 1766.70 | 70 | 20.75 | - | 270 | 8 | 43 | |||
| 28 Oct | 1730.45 | 49.25 | 1.90 | - | 73 | 19 | 35 | |||
| 25 Oct | 1707.40 | 47.35 | -15.05 | - | 43 | 7 | 16 | |||
| 24 Oct | 1742.10 | 62.4 | -214.35 | - | 21 | 8 | 8 | |||
| 23 Oct | 1739.70 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1722.60 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 1758.40 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1819.90 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1815.80 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1862.05 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 276.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 276.75 | 276.75 | - | 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 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.16
Historical price for 1740 CE is as follows
On 14 Nov BAJAJFINSV was trading at 1662.55. The strike last trading price was 5.9, which was -0.90 lower than the previous day. The implied volatity was 21.01, the open interest changed by 31 which increased total open position to 1332
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 6.8, which was -7.55 lower than the previous day. The implied volatity was 21.03, the open interest changed by 93 which increased total open position to 1340
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 14.35, which was -10.00 lower than the previous day. The implied volatity was 21.68, the open interest changed by 104 which increased total open position to 1248
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 24.35, which was -9.30 lower than the previous day. The implied volatity was 20.14, the open interest changed by 356 which increased total open position to 1143
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 33.65, which was 0.20 higher than the previous day. The implied volatity was 18.37, the open interest changed by 26 which increased total open position to 787
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 33.45, which was -11.65 lower than the previous day. The implied volatity was 19.54, the open interest changed by 66 which increased total open position to 764
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 45.1, which was 5.10 higher than the previous day. The implied volatity was 19.84, the open interest changed by 50 which increased total open position to 702
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 40, which was 7.80 higher than the previous day. The implied volatity was 21.34, the open interest changed by 391 which increased total open position to 653
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 32.2, which was -27.40 lower than the previous day. The implied volatity was 23.25, the open interest changed by 74 which increased total open position to 264
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 59.6, which was -1.40 lower than the previous day. The implied volatity was 21.82, the open interest changed by 11 which increased total open position to 190
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 61, which was -5.00 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 66, 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 70, which was 20.75 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 49.25, which was 1.90 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 47.35, which was -15.05 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 62.4, which was -214.35 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 276.75, 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 22 Oct BAJAJFINSV was trading at 1722.60. The strike last trading price was 276.75, 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 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 276.75, 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 18 Oct BAJAJFINSV was trading at 1819.90. The strike last trading price was 276.75, 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 17 Oct BAJAJFINSV was trading at 1815.80. The strike last trading price was 276.75, 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 276.75, 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 276.75, 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 276.75, which was 276.75 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 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.98
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 1662.55 | 81.15 | 7.90 | 26.47 | 9 | 0 | 237 |
| 13 Nov | 1664.45 | 73.25 | 16.60 | 19.44 | 96 | -8 | 238 |
| 12 Nov | 1691.75 | 56.65 | 17.25 | 21.77 | 853 | -93 | 325 |
| 11 Nov | 1717.45 | 39.4 | 5.60 | 22.28 | 2,374 | 66 | 419 |
| 8 Nov | 1739.75 | 33.8 | -4.05 | 23.12 | 1,758 | 74 | 353 |
| 7 Nov | 1729.70 | 37.85 | 7.60 | 23.49 | 782 | -44 | 285 |
| 6 Nov | 1748.70 | 30.25 | -12.05 | 23.30 | 941 | 139 | 330 |
| 5 Nov | 1735.65 | 42.3 | -14.45 | 26.04 | 437 | 19 | 191 |
| 4 Nov | 1712.50 | 56.75 | 19.75 | 26.60 | 769 | -19 | 173 |
| 1 Nov | 1754.70 | 37 | -2.25 | 27.43 | 69 | 20 | 192 |
| 31 Oct | 1750.75 | 39.25 | 2.65 | - | 347 | 52 | 173 |
| 30 Oct | 1752.45 | 36.6 | 2.90 | - | 315 | 67 | 123 |
| 29 Oct | 1766.70 | 33.7 | -14.20 | - | 148 | 43 | 56 |
| 28 Oct | 1730.45 | 47.9 | -15.45 | - | 20 | 10 | 13 |
| 25 Oct | 1707.40 | 63.35 | 17.85 | - | 6 | -1 | 3 |
| 24 Oct | 1742.10 | 45.5 | -4.55 | - | 9 | 2 | 3 |
| 23 Oct | 1739.70 | 50.05 | 37.90 | - | 1 | 0 | 0 |
| 22 Oct | 1722.60 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1758.40 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1819.90 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1815.80 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1862.05 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 12.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 12.15 | 12.15 | - | 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 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.78
Historical price for 1740 PE is as follows
On 14 Nov BAJAJFINSV was trading at 1662.55. The strike last trading price was 81.15, which was 7.90 higher than the previous day. The implied volatity was 26.47, the open interest changed by 0 which decreased total open position to 237
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 73.25, which was 16.60 higher than the previous day. The implied volatity was 19.44, the open interest changed by -8 which decreased total open position to 238
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 56.65, which was 17.25 higher than the previous day. The implied volatity was 21.77, the open interest changed by -93 which decreased total open position to 325
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 39.4, which was 5.60 higher than the previous day. The implied volatity was 22.28, the open interest changed by 66 which increased total open position to 419
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 33.8, which was -4.05 lower than the previous day. The implied volatity was 23.12, the open interest changed by 74 which increased total open position to 353
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 37.85, which was 7.60 higher than the previous day. The implied volatity was 23.49, the open interest changed by -44 which decreased total open position to 285
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 30.25, which was -12.05 lower than the previous day. The implied volatity was 23.30, the open interest changed by 139 which increased total open position to 330
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 42.3, which was -14.45 lower than the previous day. The implied volatity was 26.04, the open interest changed by 19 which increased total open position to 191
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 56.75, which was 19.75 higher than the previous day. The implied volatity was 26.60, the open interest changed by -19 which decreased total open position to 173
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 37, which was -2.25 lower than the previous day. The implied volatity was 27.43, the open interest changed by 20 which increased total open position to 192
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 39.25, which was 2.65 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 36.6, which was 2.90 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 33.7, which was -14.20 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 47.9, which was -15.45 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 63.35, which was 17.85 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 45.5, which was -4.55 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 50.05, which was 37.90 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 12.15, 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 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 12.15, 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 18 Oct BAJAJFINSV was trading at 1819.90. The strike last trading price was 12.15, 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 17 Oct BAJAJFINSV was trading at 1815.80. The strike last trading price was 12.15, 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 12.15, 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 12.15, 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 12.15, which was 12.15 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
