BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1780 CE | ||||||||||
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Delta: 0.02
Vega: 0.09
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 0.55 | -0.30 | 45.04 | 104 | -2 | 606 | |||
| 19 Dec | 1589.55 | 0.85 | -0.20 | 39.97 | 101 | -19 | 613 | |||
| 18 Dec | 1630.75 | 1.05 | -0.30 | 32.05 | 274 | -27 | 631 | |||
| 17 Dec | 1643.15 | 1.35 | -0.45 | 28.62 | 514 | 20 | 661 | |||
| 16 Dec | 1673.65 | 1.8 | -0.70 | 23.25 | 829 | -117 | 641 | |||
| 13 Dec | 1679.70 | 2.5 | -1.15 | 20.97 | 1,609 | 193 | 757 | |||
| 12 Dec | 1679.30 | 3.65 | -1.10 | 22.59 | 974 | 16 | 565 | |||
| 11 Dec | 1686.50 | 4.75 | -0.15 | 21.98 | 1,476 | 169 | 550 | |||
| 10 Dec | 1663.40 | 4.9 | 2.00 | 24.85 | 1,124 | 168 | 381 | |||
| 9 Dec | 1637.05 | 2.9 | -0.55 | 24.97 | 330 | 26 | 214 | |||
| 6 Dec | 1635.20 | 3.45 | -1.05 | 24.68 | 508 | -34 | 189 | |||
| 5 Dec | 1644.10 | 4.5 | 0.60 | 23.34 | 417 | -8 | 221 | |||
| 4 Dec | 1628.10 | 3.9 | 1.10 | 24.27 | 398 | 62 | 229 | |||
| 3 Dec | 1607.10 | 2.8 | -0.20 | 24.46 | 145 | 35 | 166 | |||
| 2 Dec | 1596.65 | 3 | 0.30 | 26.11 | 286 | 85 | 128 | |||
| 29 Nov | 1579.95 | 2.7 | -0.50 | 25.67 | 40 | 10 | 44 | |||
| 28 Nov | 1575.05 | 3.2 | -1.95 | 25.85 | 4 | 1 | 34 | |||
| 27 Nov | 1600.05 | 5.15 | -0.45 | 26.10 | 11 | 2 | 30 | |||
| 26 Nov | 1594.40 | 5.6 | 0.40 | 26.92 | 2 | 1 | 28 | |||
| 25 Nov | 1604.90 | 5.2 | -0.30 | 23.74 | 46 | 25 | 28 | |||
| 22 Nov | 1600.85 | 5.5 | -7.80 | 23.91 | 2 | 1 | 4 | |||
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| 21 Nov | 1569.25 | 13.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1596.35 | 13.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1596.35 | 13.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1616.00 | 13.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1639.80 | 13.3 | -11.05 | 23.16 | 1 | 0 | 3 | |||
| 13 Nov | 1664.45 | 24.35 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 12 Nov | 1691.75 | 24.35 | -13.55 | 21.57 | 6 | -1 | 4 | |||
| 11 Nov | 1717.45 | 37.9 | -0.10 | 22.54 | 1 | 0 | 4 | |||
| 7 Nov | 1729.70 | 38 | -2.00 | 19.27 | 3 | 1 | 3 | |||
| 6 Nov | 1748.70 | 40 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 40 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 4 Nov | 1712.50 | 40 | 40.00 | 22.22 | 3 | 1 | 1 | |||
| 1 Nov | 1754.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.02
Historical price for 1780 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 45.04, the open interest changed by -2 which decreased total open position to 606
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 39.97, the open interest changed by -19 which decreased total open position to 613
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 32.05, the open interest changed by -27 which decreased total open position to 631
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 28.62, the open interest changed by 20 which increased total open position to 661
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 1.8, which was -0.70 lower than the previous day. The implied volatity was 23.25, the open interest changed by -117 which decreased total open position to 641
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by 193 which increased total open position to 757
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 3.65, which was -1.10 lower than the previous day. The implied volatity was 22.59, the open interest changed by 16 which increased total open position to 565
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 4.75, which was -0.15 lower than the previous day. The implied volatity was 21.98, the open interest changed by 169 which increased total open position to 550
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 4.9, which was 2.00 higher than the previous day. The implied volatity was 24.85, the open interest changed by 168 which increased total open position to 381
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 24.97, the open interest changed by 26 which increased total open position to 214
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 24.68, the open interest changed by -34 which decreased total open position to 189
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 4.5, which was 0.60 higher than the previous day. The implied volatity was 23.34, the open interest changed by -8 which decreased total open position to 221
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 3.9, which was 1.10 higher than the previous day. The implied volatity was 24.27, the open interest changed by 62 which increased total open position to 229
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 24.46, the open interest changed by 35 which increased total open position to 166
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 26.11, the open interest changed by 85 which increased total open position to 128
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 25.67, the open interest changed by 10 which increased total open position to 44
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 3.2, which was -1.95 lower than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 34
On 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 5.15, which was -0.45 lower than the previous day. The implied volatity was 26.10, the open interest changed by 2 which increased total open position to 30
On 26 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 5.6, which was 0.40 higher than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 28
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 5.2, which was -0.30 lower than the previous day. The implied volatity was 23.74, the open interest changed by 25 which increased total open position to 28
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 5.5, which was -7.80 lower than the previous day. The implied volatity was 23.91, the open interest changed by 1 which increased total open position to 4
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 13.3, 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 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 13.3, 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 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 13.3, 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 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 13.3, 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 13.3, which was -11.05 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 3
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 24.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 24.35, which was -13.55 lower than the previous day. The implied volatity was 21.57, the open interest changed by -1 which decreased total open position to 4
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 37.9, which was -0.10 lower than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 4
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 38, which was -2.00 lower than the previous day. The implied volatity was 19.27, the open interest changed by 1 which increased total open position to 3
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 40, 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 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 40, 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 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 40, which was 40.00 higher than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 1
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 1780 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1569.65 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1589.55 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1630.75 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1643.15 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1673.65 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1679.70 | 95.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1679.30 | 95.9 | -1.85 | - | 4 | 0 | 4 |
| 11 Dec | 1686.50 | 97.75 | -36.25 | 27.13 | 4 | 1 | 4 |
| 10 Dec | 1663.40 | 134 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 1637.05 | 134 | -6.00 | - | 1 | 0 | 4 |
| 6 Dec | 1635.20 | 140 | -1.80 | 17.89 | 1 | 0 | 4 |
| 5 Dec | 1644.10 | 141.8 | -16.20 | 37.96 | 3 | 2 | 4 |
| 4 Dec | 1628.10 | 158 | -21.55 | 39.86 | 1 | 0 | 1 |
| 3 Dec | 1607.10 | 179.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 179.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 179.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 1575.05 | 179.55 | 95.20 | - | 1 | 0 | 0 |
| 27 Nov | 1600.05 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1594.40 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1604.90 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1600.85 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1569.25 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1639.80 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1729.70 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 84.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1712.50 | 84.35 | 84.35 | - | 0 | 0 | 0 |
| 1 Nov | 1754.70 | 0 | 0.62 | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is 0.00
Historical price for 1780 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 95.9, 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 95.9, 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 95.9, 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 95.9, 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 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 95.9, 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 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 95.9, 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 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 95.9, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 97.75, which was -36.25 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 4
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 134, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 140, which was -1.80 lower than the previous day. The implied volatity was 17.89, the open interest changed by 0 which decreased total open position to 4
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 141.8, which was -16.20 lower than the previous day. The implied volatity was 37.96, the open interest changed by 2 which increased total open position to 4
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 158, which was -21.55 lower than the previous day. The implied volatity was 39.86, the open interest changed by 0 which decreased total open position to 1
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 179.55, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 179.55, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 179.55, 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 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 179.55, which was 95.20 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 84.35, 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 84.35, 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 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 84.35, 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 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 84.35, 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 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 84.35, 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 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, 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 84.35, which was 84.35 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 0.62, the open interest changed by 0 which decreased total open position to 0
