BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
07 Jan 2025 04:11 PM IST
BAJAJFINSV 30JAN2025 1780 CE | ||||||||||
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Delta: 0.20
Vega: 1.16
Theta: -0.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 1682.75 | 10.3 | -1.35 | 23.13 | 481 | -14 | 373 | |||
6 Jan | 1684.60 | 11.65 | -3.90 | 22.17 | 1,937 | -95 | 395 | |||
3 Jan | 1701.10 | 15.55 | -0.75 | 21.89 | 1,447 | -12 | 498 | |||
2 Jan | 1700.65 | 16.3 | 14.10 | 21.56 | 3,752 | 504 | 511 | |||
1 Jan | 1576.40 | 2.2 | -1.45 | 23.99 | 2 | 0 | 0 | |||
31 Dec | 1568.10 | 3.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
30 Dec | 1576.70 | 3.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
27 Dec | 1579.30 | 3.65 | 0.00 | 0.00 | 0 | 5 | 0 | |||
26 Dec | 1559.30 | 3.65 | -17.45 | 25.97 | 7 | 4 | 5 | |||
24 Dec | 1564.55 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
23 Dec | 1563.40 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
20 Dec | 1569.65 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 1589.55 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Dec | 1630.75 | 21.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
17 Dec | 1643.15 | 21.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
16 Dec | 1673.65 | 21.1 | 1.95 | 22.09 | 1 | 0 | 0 | |||
13 Dec | 1679.70 | 19.15 | 0.00 | 3.54 | 0 | 0 | 0 | |||
12 Dec | 1679.30 | 19.15 | 0.00 | 3.58 | 0 | 0 | 0 | |||
11 Dec | 1686.50 | 19.15 | 0.00 | 3.13 | 0 | 0 | 0 | |||
10 Dec | 1663.40 | 19.15 | 0.00 | 3.73 | 0 | 0 | 0 | |||
9 Dec | 1637.05 | 19.15 | 0.00 | 4.74 | 0 | 0 | 0 | |||
6 Dec | 1635.20 | 19.15 | 0.00 | 4.63 | 0 | 0 | 0 | |||
5 Dec | 1644.10 | 19.15 | 0.00 | 5.52 | 0 | 0 | 0 | |||
4 Dec | 1628.10 | 19.15 | 0.00 | 4.98 | 0 | 0 | 0 | |||
3 Dec | 1607.10 | 19.15 | 0.00 | 5.54 | 0 | 0 | 0 | |||
2 Dec | 1596.65 | 19.15 | 19.15 | 5.82 | 0 | 0 | 0 | |||
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29 Nov | 1579.95 | 0 | 6.28 | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 30JAN2025
Delta for 1780 CE is 0.20
Historical price for 1780 CE is as follows
On 7 Jan BAJAJFINSV was trading at 1682.75. The strike last trading price was 10.3, which was -1.35 lower than the previous day. The implied volatity was 23.13, the open interest changed by -14 which decreased total open position to 373
On 6 Jan BAJAJFINSV was trading at 1684.60. The strike last trading price was 11.65, which was -3.90 lower than the previous day. The implied volatity was 22.17, the open interest changed by -95 which decreased total open position to 395
On 3 Jan BAJAJFINSV was trading at 1701.10. The strike last trading price was 15.55, which was -0.75 lower than the previous day. The implied volatity was 21.89, the open interest changed by -12 which decreased total open position to 498
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 16.3, which was 14.10 higher than the previous day. The implied volatity was 21.56, the open interest changed by 504 which increased total open position to 511
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 2.2, which was -1.45 lower than the previous day. The implied volatity was 23.99, 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 3.65, 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 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 3.65, 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 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 3.65, which was -17.45 lower than the previous day. The implied volatity was 25.97, the open interest changed by 4 which increased total open position to 5
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 21.1, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 21.1, which was 1.95 higher than the previous day. The implied volatity was 22.09, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 3.58, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 3.13, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 4.63, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 5.52, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 4.98, 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 19.15, which was 0.00 lower than the previous day. The implied volatity was 5.54, 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 19.15, which was 19.15 higher than the previous day. The implied volatity was 5.82, 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 6.28, the open interest changed by 0 which decreased total open position to 0
BAJAJFINSV 30JAN2025 1780 PE | |||||||
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Delta: -0.98
Vega: 0.24
Theta: 0.42
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 1682.75 | 89.15 | -11.45 | 10.27 | 2 | 0 | 11 |
6 Jan | 1684.60 | 100.6 | 13.00 | 29.14 | 1 | 0 | 10 |
3 Jan | 1701.10 | 87.6 | -107.40 | 23.96 | 16 | 8 | 10 |
2 Jan | 1700.65 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Jan | 1576.40 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
31 Dec | 1568.10 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
30 Dec | 1576.70 | 195 | 0.00 | 0.00 | 0 | 0 | 0 |
27 Dec | 1579.30 | 195 | 0.00 | 0.00 | 0 | 2 | 0 |
26 Dec | 1559.30 | 195 | -6.80 | - | 2 | 0 | 0 |
24 Dec | 1564.55 | 201.8 | 0.00 | - | 0 | 0 | 0 |
23 Dec | 1563.40 | 201.8 | 0.00 | - | 0 | 0 | 0 |
20 Dec | 1569.65 | 201.8 | 0.00 | - | 0 | 0 | 0 |
19 Dec | 1589.55 | 201.8 | 0.00 | - | 0 | 0 | 0 |
18 Dec | 1630.75 | 201.8 | 0.00 | - | 0 | 0 | 0 |
17 Dec | 1643.15 | 201.8 | 0.00 | - | 0 | 0 | 0 |
16 Dec | 1673.65 | 201.8 | 0.00 | - | 0 | 0 | 0 |
13 Dec | 1679.70 | 201.8 | 0.00 | - | 0 | 0 | 0 |
12 Dec | 1679.30 | 201.8 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 1686.50 | 201.8 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 1663.40 | 201.8 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 1637.05 | 201.8 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 1635.20 | 201.8 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 1644.10 | 201.8 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 1628.10 | 201.8 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 1607.10 | 201.8 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 1596.65 | 201.8 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 1579.95 | 201.8 | - | 0 | 0 | 0 |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 30JAN2025
Delta for 1780 PE is -0.98
Historical price for 1780 PE is as follows
On 7 Jan BAJAJFINSV was trading at 1682.75. The strike last trading price was 89.15, which was -11.45 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 11
On 6 Jan BAJAJFINSV was trading at 1684.60. The strike last trading price was 100.6, which was 13.00 higher than the previous day. The implied volatity was 29.14, the open interest changed by 0 which decreased total open position to 10
On 3 Jan BAJAJFINSV was trading at 1701.10. The strike last trading price was 87.6, which was -107.40 lower than the previous day. The implied volatity was 23.96, the open interest changed by 8 which increased total open position to 10
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 195, 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 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 195, 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 195, 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 195, 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 195, 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 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 195, which was -6.80 lower than the previous day. The implied volatity was -, 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 201.8, 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 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 201.8, 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 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 201.8, 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 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 201.8, 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 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 201.8, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, 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 201.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0