BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1740 CE | ||||||||||
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Delta: 0.41
Vega: 1.83
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 28.05 | 24.70 | 21.13 | 8,394 | 620 | 869 | |||
| 1 Jan | 1576.40 | 3.35 | 0.55 | 22.08 | 323 | 18 | 251 | |||
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| 31 Dec | 1568.10 | 2.8 | -0.55 | 21.59 | 215 | 107 | 229 | |||
| 30 Dec | 1576.70 | 3.35 | -0.35 | 21.73 | 79 | 10 | 125 | |||
| 27 Dec | 1579.30 | 3.7 | 0.00 | 20.42 | 177 | 41 | 115 | |||
| 26 Dec | 1559.30 | 3.7 | -0.55 | 22.31 | 37 | -4 | 75 | |||
| 24 Dec | 1564.55 | 4.25 | -1.65 | 21.79 | 36 | -10 | 79 | |||
| 23 Dec | 1563.40 | 5.9 | -2.40 | 23.47 | 59 | 39 | 89 | |||
| 20 Dec | 1569.65 | 8.3 | -2.70 | 23.91 | 73 | 18 | 49 | |||
| 19 Dec | 1589.55 | 11 | -7.80 | 22.96 | 43 | -4 | 31 | |||
| 18 Dec | 1630.75 | 18.8 | -6.05 | 22.86 | 19 | -2 | 36 | |||
| 17 Dec | 1643.15 | 24.85 | -8.15 | 23.35 | 11 | 5 | 37 | |||
| 16 Dec | 1673.65 | 33 | -0.50 | 22.43 | 9 | 4 | 32 | |||
| 13 Dec | 1679.70 | 33.5 | -1.50 | 20.65 | 38 | 26 | 28 | |||
| 12 Dec | 1679.30 | 35 | -4.80 | 21.37 | 1 | 0 | 1 | |||
| 11 Dec | 1686.50 | 39.8 | 13.20 | 22.04 | 1 | 0 | 0 | |||
| 10 Dec | 1663.40 | 26.6 | 0.00 | 2.33 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 26.6 | 0.00 | 3.47 | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 26.6 | 0.00 | 3.35 | 0 | 0 | 0 | |||
| 5 Dec | 1644.10 | 26.6 | 0.00 | 2.85 | 0 | 0 | 0 | |||
| 4 Dec | 1628.10 | 26.6 | 0.00 | 3.30 | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 26.6 | 0.00 | 4.14 | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 26.6 | 26.60 | 4.43 | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 0 | 4.96 | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30JAN2025
Delta for 1740 CE is 0.41
Historical price for 1740 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 28.05, which was 24.70 higher than the previous day. The implied volatity was 21.13, the open interest changed by 620 which increased total open position to 869
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 22.08, the open interest changed by 18 which increased total open position to 251
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 21.59, the open interest changed by 107 which increased total open position to 229
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 21.73, the open interest changed by 10 which increased total open position to 125
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 20.42, the open interest changed by 41 which increased total open position to 115
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 22.31, the open interest changed by -4 which decreased total open position to 75
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 4.25, which was -1.65 lower than the previous day. The implied volatity was 21.79, the open interest changed by -10 which decreased total open position to 79
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 5.9, which was -2.40 lower than the previous day. The implied volatity was 23.47, the open interest changed by 39 which increased total open position to 89
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 8.3, which was -2.70 lower than the previous day. The implied volatity was 23.91, the open interest changed by 18 which increased total open position to 49
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 11, which was -7.80 lower than the previous day. The implied volatity was 22.96, the open interest changed by -4 which decreased total open position to 31
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 18.8, which was -6.05 lower than the previous day. The implied volatity was 22.86, the open interest changed by -2 which decreased total open position to 36
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 24.85, which was -8.15 lower than the previous day. The implied volatity was 23.35, the open interest changed by 5 which increased total open position to 37
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 33, which was -0.50 lower than the previous day. The implied volatity was 22.43, the open interest changed by 4 which increased total open position to 32
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 33.5, which was -1.50 lower than the previous day. The implied volatity was 20.65, the open interest changed by 26 which increased total open position to 28
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 35, which was -4.80 lower than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 1
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 39.8, which was 13.20 higher than the previous day. The implied volatity was 22.04, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 3.30, 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 26.6, which was 0.00 lower than the previous day. The implied volatity was 4.14, 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 26.6, which was 26.60 higher than the previous day. The implied volatity was 4.43, 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 0, which was lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30JAN2025 1740 PE | |||||||
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Delta: -0.57
Vega: 1.85
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 63.3 | -98.70 | 25.78 | 488 | 168 | 179 |
| 1 Jan | 1576.40 | 162 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 1568.10 | 162 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 1576.70 | 162 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 1579.30 | 162 | 0.00 | 0.00 | 0 | 4 | 0 |
| 26 Dec | 1559.30 | 162 | -5.75 | - | 4 | 1 | 8 |
| 24 Dec | 1564.55 | 167.75 | 4.25 | 26.97 | 2 | 1 | 6 |
| 23 Dec | 1563.40 | 163.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Dec | 1569.65 | 163.5 | 45.85 | 27.63 | 2 | 1 | 4 |
| 19 Dec | 1589.55 | 117.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 18 Dec | 1630.75 | 117.65 | -52.10 | 26.70 | 3 | 0 | 0 |
| 17 Dec | 1643.15 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1673.65 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1679.70 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1679.30 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1686.50 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1663.40 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1637.05 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1628.10 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1607.10 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 169.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 169.75 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1740 expiring on 30JAN2025
Delta for 1740 PE is -0.57
Historical price for 1740 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 63.3, which was -98.70 lower than the previous day. The implied volatity was 25.78, the open interest changed by 168 which increased total open position to 179
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 162, 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 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 162, 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 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 162, 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 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 162, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 162, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 167.75, which was 4.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by 1 which increased total open position to 6
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 163.5, 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 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 163.5, which was 45.85 higher than the previous day. The implied volatity was 27.63, the open interest changed by 1 which increased total open position to 4
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 117.65, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 117.65, which was -52.10 lower than the previous day. The implied volatity was 26.70, 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 169.75, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 169.75, 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 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 169.75, 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 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 169.75, 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 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 169.75, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 169.75, 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 169.75, 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 169.75, 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 169.75, 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 169.75, 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 169.75, 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 169.75, 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 169.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
