BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
21 Nov 2024 04:11 PM IST
| BAJAJFINSV 28NOV2024 1780 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1569.25 | 0.3 | -0.35 | 38.89 | 106 | -31 | 809 | |||
| 20 Nov | 1596.35 | 0.65 | 0.00 | 33.47 | 643 | -404 | 1,342 | |||
| 19 Nov | 1596.35 | 0.65 | -0.15 | 33.47 | 643 | 98 | 1,342 | |||
| 18 Nov | 1616.00 | 0.8 | -0.40 | 28.55 | 1,095 | -14 | 1,846 | |||
| 14 Nov | 1639.80 | 1.2 | -1.65 | 22.82 | 716 | -119 | 1,861 | |||
| 13 Nov | 1664.45 | 2.85 | -3.25 | 22.13 | 1,298 | -102 | 1,980 | |||
| 12 Nov | 1691.75 | 6.1 | -4.75 | 21.78 | 1,556 | 169 | 2,082 | |||
| 11 Nov | 1717.45 | 10.85 | -5.40 | 19.86 | 1,213 | -37 | 1,915 | |||
| 8 Nov | 1739.75 | 16.25 | -0.45 | 18.09 | 1,025 | 56 | 1,942 | |||
| 7 Nov | 1729.70 | 16.7 | -7.90 | 19.14 | 910 | 66 | 1,885 | |||
| 6 Nov | 1748.70 | 24.6 | 2.75 | 19.33 | 1,166 | 78 | 1,821 | |||
| 5 Nov | 1735.65 | 21.85 | 4.00 | 20.70 | 1,666 | -29 | 1,743 | |||
| 4 Nov | 1712.50 | 17.85 | -22.65 | 22.80 | 3,203 | 1,589 | 1,774 | |||
| 1 Nov | 1754.70 | 40.5 | 1.00 | 23.00 | 37 | 1 | 185 | |||
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| 31 Oct | 1750.75 | 39.5 | -4.25 | - | 313 | 29 | 181 | |||
| 30 Oct | 1752.45 | 43.75 | -5.30 | - | 299 | 22 | 149 | |||
| 29 Oct | 1766.70 | 49.05 | 18.15 | - | 256 | -16 | 126 | |||
| 28 Oct | 1730.45 | 30.9 | 0.00 | - | 209 | 41 | 143 | |||
| 25 Oct | 1707.40 | 30.9 | -10.60 | - | 37 | 5 | 102 | |||
| 24 Oct | 1742.10 | 41.5 | -0.80 | - | 36 | -1 | 96 | |||
| 23 Oct | 1739.70 | 42.3 | -5.10 | - | 138 | 92 | 96 | |||
| 22 Oct | 1722.60 | 47.4 | -195.65 | - | 4 | 3 | 3 | |||
| 21 Oct | 1758.40 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1819.90 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1815.80 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1862.05 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1875.70 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1866.95 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1838.15 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1879.30 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1975.25 | 243.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1973.40 | 243.05 | - | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.01
Historical price for 1780 CE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 38.89, the open interest changed by -31 which decreased total open position to 809
On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 33.47, the open interest changed by -404 which decreased total open position to 1342
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 33.47, the open interest changed by 98 which increased total open position to 1342
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 28.55, the open interest changed by -14 which decreased total open position to 1846
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 1.2, which was -1.65 lower than the previous day. The implied volatity was 22.82, the open interest changed by -119 which decreased total open position to 1861
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 2.85, which was -3.25 lower than the previous day. The implied volatity was 22.13, the open interest changed by -102 which decreased total open position to 1980
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 6.1, which was -4.75 lower than the previous day. The implied volatity was 21.78, the open interest changed by 169 which increased total open position to 2082
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 10.85, which was -5.40 lower than the previous day. The implied volatity was 19.86, the open interest changed by -37 which decreased total open position to 1915
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 16.25, which was -0.45 lower than the previous day. The implied volatity was 18.09, the open interest changed by 56 which increased total open position to 1942
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 16.7, which was -7.90 lower than the previous day. The implied volatity was 19.14, the open interest changed by 66 which increased total open position to 1885
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 24.6, which was 2.75 higher than the previous day. The implied volatity was 19.33, the open interest changed by 78 which increased total open position to 1821
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 21.85, which was 4.00 higher than the previous day. The implied volatity was 20.70, the open interest changed by -29 which decreased total open position to 1743
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 17.85, which was -22.65 lower than the previous day. The implied volatity was 22.80, the open interest changed by 1589 which increased total open position to 1774
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 40.5, which was 1.00 higher than the previous day. The implied volatity was 23.00, the open interest changed by 1 which increased total open position to 185
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 39.5, which was -4.25 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 43.75, which was -5.30 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 49.05, which was 18.15 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 30.9, 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 25 Oct BAJAJFINSV was trading at 1707.40. The strike last trading price was 30.9, which was -10.60 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 41.5, which was -0.80 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 42.3, which was -5.10 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 47.4, which was -195.65 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 243.05, 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 243.05, 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 243.05, 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 243.05, 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 243.05, 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 243.05, 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 8 Oct BAJAJFINSV was trading at 1838.15. The strike last trading price was 243.05, 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 7 Oct BAJAJFINSV was trading at 1879.30. The strike last trading price was 243.05, 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 1 Oct BAJAJFINSV was trading at 1975.25. The strike last trading price was 243.05, 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 243.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJFINSV 28NOV2024 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 |
| 21 Nov | 1569.25 | 160.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 160.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 160.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 160.35 | 26.35 | 41.48 | 1 | 0 | 61 |
| 14 Nov | 1639.80 | 134 | 24.30 | - | 4 | -3 | 61 |
| 13 Nov | 1664.45 | 109.7 | 24.00 | 20.49 | 10 | -5 | 65 |
| 12 Nov | 1691.75 | 85.7 | 19.00 | 18.65 | 17 | 7 | 70 |
| 11 Nov | 1717.45 | 66.7 | 11.75 | 23.23 | 89 | -7 | 62 |
| 8 Nov | 1739.75 | 54.95 | -6.35 | 22.33 | 71 | -2 | 70 |
| 7 Nov | 1729.70 | 61.3 | 11.00 | 23.68 | 38 | 7 | 72 |
| 6 Nov | 1748.70 | 50.3 | -14.30 | 23.21 | 100 | 7 | 69 |
| 5 Nov | 1735.65 | 64.6 | -15.85 | 26.03 | 64 | -2 | 59 |
| 4 Nov | 1712.50 | 80.45 | 24.90 | 25.49 | 82 | 3 | 63 |
| 1 Nov | 1754.70 | 55.55 | -2.75 | 27.26 | 16 | 7 | 60 |
| 31 Oct | 1750.75 | 58.3 | 3.35 | - | 63 | 17 | 53 |
| 30 Oct | 1752.45 | 54.95 | 3.15 | - | 78 | 6 | 34 |
| 29 Oct | 1766.70 | 51.8 | -24.60 | - | 39 | 24 | 30 |
| 28 Oct | 1730.45 | 76.4 | 22.40 | - | 1 | 5 | 5 |
| 25 Oct | 1707.40 | 54 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1742.10 | 54 | 0.00 | - | 0 | 3 | 0 |
| 23 Oct | 1739.70 | 54 | -11.95 | - | 6 | 3 | 5 |
| 22 Oct | 1722.60 | 65.95 | 47.95 | - | 3 | 1 | 1 |
| 21 Oct | 1758.40 | 18 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1819.90 | 18 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1815.80 | 18 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1862.05 | 18 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1875.70 | 18 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1866.95 | 18 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1838.15 | 18 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1879.30 | 18 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1975.25 | 18 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1973.40 | 18 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is 0.00
Historical price for 1780 PE is as follows
On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 160.35, 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 160.35, 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 160.35, 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 160.35, which was 26.35 higher than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 61
On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 134, which was 24.30 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 61
On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 109.7, which was 24.00 higher than the previous day. The implied volatity was 20.49, the open interest changed by -5 which decreased total open position to 65
On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 85.7, which was 19.00 higher than the previous day. The implied volatity was 18.65, the open interest changed by 7 which increased total open position to 70
On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 66.7, which was 11.75 higher than the previous day. The implied volatity was 23.23, the open interest changed by -7 which decreased total open position to 62
On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 54.95, which was -6.35 lower than the previous day. The implied volatity was 22.33, the open interest changed by -2 which decreased total open position to 70
On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 61.3, which was 11.00 higher than the previous day. The implied volatity was 23.68, the open interest changed by 7 which increased total open position to 72
On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 50.3, which was -14.30 lower than the previous day. The implied volatity was 23.21, the open interest changed by 7 which increased total open position to 69
On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 64.6, which was -15.85 lower than the previous day. The implied volatity was 26.03, the open interest changed by -2 which decreased total open position to 59
On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 80.45, which was 24.90 higher than the previous day. The implied volatity was 25.49, the open interest changed by 3 which increased total open position to 63
On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 55.55, which was -2.75 lower than the previous day. The implied volatity was 27.26, the open interest changed by 7 which increased total open position to 60
On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 58.3, which was 3.35 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 54.95, which was 3.15 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 51.8, which was -24.60 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 76.4, which was 22.40 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 54, 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 24 Oct BAJAJFINSV was trading at 1742.10. The strike last trading price was 54, 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 23 Oct BAJAJFINSV was trading at 1739.70. The strike last trading price was 54, which was -11.95 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 65.95, which was 47.95 higher 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 18, 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 18, 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 18, 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 18, 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 18, 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 18, 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 8 Oct BAJAJFINSV was trading at 1838.15. The strike last trading price was 18, 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 7 Oct BAJAJFINSV was trading at 1879.30. The strike last trading price was 18, 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 1 Oct BAJAJFINSV was trading at 1975.25. The strike last trading price was 18, 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 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
