BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 1.72
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 21.65 | 19.15 | 21.41 | 4,934 | 67 | 459 | |||
| 1 Jan | 1576.40 | 2.5 | 0.40 | 22.67 | 238 | 34 | 403 | |||
| 31 Dec | 1568.10 | 2.1 | -0.20 | 22.22 | 73 | 3 | 370 | |||
| 30 Dec | 1576.70 | 2.3 | -0.55 | 21.90 | 386 | 157 | 367 | |||
| 27 Dec | 1579.30 | 2.85 | -0.05 | 21.10 | 463 | 71 | 212 | |||
| 26 Dec | 1559.30 | 2.9 | -0.40 | 22.94 | 117 | 76 | 141 | |||
| 24 Dec | 1564.55 | 3.3 | -1.50 | 22.34 | 43 | 29 | 65 | |||
| 23 Dec | 1563.40 | 4.8 | -1.90 | 24.13 | 55 | 19 | 35 | |||
| 20 Dec | 1569.65 | 6.7 | -16.30 | 24.40 | 20 | 12 | 14 | |||
| 19 Dec | 1589.55 | 23 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1630.75 | 23 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 17 Dec | 1643.15 | 23 | -89.05 | 25.06 | 4 | 2 | 2 | |||
| 16 Dec | 1673.65 | 112.05 | 0.00 | 3.06 | 0 | 0 | 0 | |||
| 13 Dec | 1679.70 | 112.05 | 0.00 | 2.69 | 0 | 0 | 0 | |||
| 12 Dec | 1679.30 | 112.05 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 11 Dec | 1686.50 | 112.05 | 0.00 | 2.34 | 0 | 0 | 0 | |||
| 10 Dec | 1663.40 | 112.05 | 0.00 | 3.17 | 0 | 0 | 0 | |||
| 9 Dec | 1637.05 | 112.05 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 6 Dec | 1635.20 | 112.05 | 0.00 | 4.01 | 0 | 0 | 0 | |||
| 5 Dec | 1644.10 | 112.05 | 0.00 | 4.25 | 0 | 0 | 0 | |||
| 4 Dec | 1628.10 | 112.05 | 0.00 | 4.25 | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 112.05 | 0.00 | 4.87 | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 112.05 | -11.15 | 5.15 | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 123.2 | 0.00 | 5.63 | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 123.2 | 0.00 | 4.79 | 0 | 0 | 0 | |||
| 26 Nov | 1594.40 | 123.2 | 0.00 | 5.00 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 123.2 | 0.00 | 2.27 | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 123.2 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 123.2 | 0.00 | 0.25 | 0 | 0 | 0 | |||
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| 8 Nov | 1739.75 | 123.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 123.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 123.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 123.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 123.2 | 0.11 | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1760 expiring on 30JAN2025
Delta for 1760 CE is 0.34
Historical price for 1760 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 21.65, which was 19.15 higher than the previous day. The implied volatity was 21.41, the open interest changed by 67 which increased total open position to 459
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 2.5, which was 0.40 higher than the previous day. The implied volatity was 22.67, the open interest changed by 34 which increased total open position to 403
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 2.1, which was -0.20 lower than the previous day. The implied volatity was 22.22, the open interest changed by 3 which increased total open position to 370
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 2.3, which was -0.55 lower than the previous day. The implied volatity was 21.90, the open interest changed by 157 which increased total open position to 367
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 2.85, which was -0.05 lower than the previous day. The implied volatity was 21.10, the open interest changed by 71 which increased total open position to 212
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 2.9, which was -0.40 lower than the previous day. The implied volatity was 22.94, the open interest changed by 76 which increased total open position to 141
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 3.3, which was -1.50 lower than the previous day. The implied volatity was 22.34, the open interest changed by 29 which increased total open position to 65
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 4.8, which was -1.90 lower than the previous day. The implied volatity was 24.13, the open interest changed by 19 which increased total open position to 35
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 6.7, which was -16.30 lower than the previous day. The implied volatity was 24.40, the open interest changed by 12 which increased total open position to 14
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 23, 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 23, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 23, which was -89.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 2
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 112.05, which was 0.00 lower than the previous day. The implied volatity was 3.06, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 2.69, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 2.34, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 4.25, 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 112.05, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 112.05, which was -11.15 lower than the previous day. The implied volatity was 5.15, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 5.63, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 5.00, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 2.27, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 123.2, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 123.2, 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 123.2, 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 123.2, 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 123.2, 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 123.2, which was lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30JAN2025 1760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 1.77
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 75.2 | -48.80 | 25.43 | 80 | 33 | 34 |
| 1 Jan | 1576.40 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Dec | 1568.10 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Dec | 1576.70 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 1579.30 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 1559.30 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 1564.55 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Dec | 1563.40 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 1569.65 | 124 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1589.55 | 124 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 1630.75 | 124 | 34.40 | 22.53 | 1 | 0 | 0 |
| 17 Dec | 1643.15 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1673.65 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1679.70 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1679.30 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1686.50 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1663.40 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1637.05 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1628.10 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1607.10 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 89.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 89.6 | 89.60 | - | 0 | 0 | 0 |
| 27 Nov | 1600.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1594.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1739.75 | 0 | 0.00 | 0.64 | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 0 | 0.00 | 0.25 | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 0 | 0.00 | 0.95 | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 0 | 0.00 | 0.75 | 0 | 0 | 0 |
| 4 Nov | 1712.50 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1760 expiring on 30JAN2025
Delta for 1760 PE is -0.64
Historical price for 1760 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 75.2, which was -48.80 lower than the previous day. The implied volatity was 25.43, the open interest changed by 33 which increased total open position to 34
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 124, 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 124, 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 124, 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 124, 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 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 124, 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 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 124, 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 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 124, 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 124, 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 124, 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 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 124, which was 34.40 higher than the previous day. The implied volatity was 22.53, 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 89.6, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 89.6, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 89.6, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 89.6, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 89.6, 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 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 89.6, 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 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 89.6, 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 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 89.6, 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 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 89.6, 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 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 89.6, 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 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 89.6, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 89.6, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 89.6, which was 89.60 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.25, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 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
