BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
02 Jan 2025 04:11 PM IST
| BAJAJFINSV 30JAN2025 1800 CE | ||||||||||
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Delta: 0.22
Vega: 1.38
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 1700.65 | 12.4 | 11.20 | 21.94 | 10,820 | 534 | 1,266 | |||
| 1 Jan | 1576.40 | 1.2 | 0.20 | 23.17 | 173 | 20 | 736 | |||
| 31 Dec | 1568.10 | 1 | -0.45 | 22.74 | 287 | 102 | 717 | |||
| 30 Dec | 1576.70 | 1.45 | -0.30 | 23.47 | 235 | 32 | 615 | |||
| 27 Dec | 1579.30 | 1.75 | -0.05 | 22.47 | 366 | 30 | 583 | |||
| 26 Dec | 1559.30 | 1.8 | -0.60 | 24.14 | 344 | 30 | 560 | |||
| 24 Dec | 1564.55 | 2.4 | -1.05 | 24.22 | 464 | 166 | 530 | |||
| 23 Dec | 1563.40 | 3.45 | -0.80 | 25.80 | 450 | 111 | 365 | |||
| 20 Dec | 1569.65 | 4.25 | -1.60 | 25.17 | 1,415 | -13 | 255 | |||
| 19 Dec | 1589.55 | 5.85 | -3.50 | 24.41 | 603 | 32 | 269 | |||
| 18 Dec | 1630.75 | 9.35 | -3.85 | 23.45 | 72 | 29 | 238 | |||
| 17 Dec | 1643.15 | 13.2 | -2.80 | 24.02 | 91 | 21 | 208 | |||
| 16 Dec | 1673.65 | 16 | -2.00 | 21.74 | 91 | 27 | 185 | |||
| 13 Dec | 1679.70 | 18 | -1.30 | 21.38 | 186 | 14 | 157 | |||
| 12 Dec | 1679.30 | 19.3 | -2.60 | 22.05 | 94 | 28 | 143 | |||
| 11 Dec | 1686.50 | 21.9 | 3.90 | 22.03 | 152 | 35 | 114 | |||
| 10 Dec | 1663.40 | 18 | 2.75 | 22.31 | 88 | 48 | 77 | |||
| 9 Dec | 1637.05 | 15.25 | -0.70 | 23.69 | 18 | 14 | 29 | |||
| 6 Dec | 1635.20 | 15.95 | -77.40 | 23.98 | 22 | 14 | 14 | |||
| 5 Dec | 1644.10 | 93.35 | 0.00 | 4.85 | 0 | 0 | 0 | |||
| 4 Dec | 1628.10 | 93.35 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 3 Dec | 1607.10 | 93.35 | 0.00 | 6.20 | 0 | 0 | 0 | |||
| 2 Dec | 1596.65 | 93.35 | 0.00 | 6.51 | 0 | 0 | 0 | |||
| 29 Nov | 1579.95 | 93.35 | 0.00 | 6.85 | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 93.35 | 93.35 | 6.07 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 0 | 0.00 | 3.37 | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 0 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 0 | 0.00 | 1.60 | 0 | 0 | 0 | |||
| 8 Nov | 1739.75 | 0 | 0.00 | 0.72 | 0 | 0 | 0 | |||
| 7 Nov | 1729.70 | 0 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 0 | 0.00 | 0.42 | 0 | 0 | 0 | |||
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| 5 Nov | 1735.65 | 0 | 0.00 | 0.63 | 0 | 0 | 0 | |||
| 4 Nov | 1712.50 | 0 | 1.41 | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1800 expiring on 30JAN2025
Delta for 1800 CE is 0.22
Historical price for 1800 CE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 12.4, which was 11.20 higher than the previous day. The implied volatity was 21.94, the open interest changed by 534 which increased total open position to 1266
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 23.17, the open interest changed by 20 which increased total open position to 736
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 22.74, the open interest changed by 102 which increased total open position to 717
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 23.47, the open interest changed by 32 which increased total open position to 615
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 22.47, the open interest changed by 30 which increased total open position to 583
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was 24.14, the open interest changed by 30 which increased total open position to 560
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 24.22, the open interest changed by 166 which increased total open position to 530
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 3.45, which was -0.80 lower than the previous day. The implied volatity was 25.80, the open interest changed by 111 which increased total open position to 365
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 4.25, which was -1.60 lower than the previous day. The implied volatity was 25.17, the open interest changed by -13 which decreased total open position to 255
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 5.85, which was -3.50 lower than the previous day. The implied volatity was 24.41, the open interest changed by 32 which increased total open position to 269
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 9.35, which was -3.85 lower than the previous day. The implied volatity was 23.45, the open interest changed by 29 which increased total open position to 238
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 13.2, which was -2.80 lower than the previous day. The implied volatity was 24.02, the open interest changed by 21 which increased total open position to 208
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 16, which was -2.00 lower than the previous day. The implied volatity was 21.74, the open interest changed by 27 which increased total open position to 185
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 18, which was -1.30 lower than the previous day. The implied volatity was 21.38, the open interest changed by 14 which increased total open position to 157
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 19.3, which was -2.60 lower than the previous day. The implied volatity was 22.05, the open interest changed by 28 which increased total open position to 143
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 21.9, which was 3.90 higher than the previous day. The implied volatity was 22.03, the open interest changed by 35 which increased total open position to 114
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 18, which was 2.75 higher than the previous day. The implied volatity was 22.31, the open interest changed by 48 which increased total open position to 77
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 15.25, which was -0.70 lower than the previous day. The implied volatity was 23.69, the open interest changed by 14 which increased total open position to 29
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 15.95, which was -77.40 lower than the previous day. The implied volatity was 23.98, the open interest changed by 14 which increased total open position to 14
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 93.35, which was 0.00 lower than the previous day. The implied volatity was 4.85, 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 93.35, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 93.35, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 93.35, which was 0.00 lower than the previous day. The implied volatity was 6.51, 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 93.35, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 93.35, which was 93.35 higher than the previous day. The implied volatity was 6.07, 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 3.37, 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 2.25, 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 1.60, 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 0.72, 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 1.11, 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 0.42, 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 0.63, 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 1.41, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 30JAN2025 1800 PE | |||||||
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Delta: -0.72
Vega: 1.58
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 1700.65 | 108.1 | -107.65 | 28.29 | 195 | 26 | 257 |
| 1 Jan | 1576.40 | 215.75 | -9.95 | 33.60 | 1 | 0 | 231 |
| 31 Dec | 1568.10 | 225.7 | 1.65 | 37.76 | 1 | 0 | 231 |
| 30 Dec | 1576.70 | 224.05 | 13.05 | 38.40 | 1 | 0 | 231 |
| 27 Dec | 1579.30 | 211 | -20.40 | 30.71 | 3 | 1 | 230 |
| 26 Dec | 1559.30 | 231.4 | 6.90 | 32.99 | 140 | 126 | 230 |
| 24 Dec | 1564.55 | 224.5 | 4.50 | 30.31 | 29 | 28 | 103 |
| 23 Dec | 1563.40 | 220 | 8.00 | - | 56 | 54 | 73 |
| 20 Dec | 1569.65 | 212 | 58.00 | 21.73 | 12 | 8 | 17 |
| 19 Dec | 1589.55 | 154 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1630.75 | 154 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 1643.15 | 154 | 24.00 | 27.48 | 1 | 0 | 8 |
| 16 Dec | 1673.65 | 130 | 9.00 | 26.80 | 4 | 3 | 7 |
| 13 Dec | 1679.70 | 121 | 3.05 | 23.95 | 1 | 0 | 3 |
| 12 Dec | 1679.30 | 117.95 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Dec | 1686.50 | 117.95 | -18.05 | 24.47 | 2 | 0 | 1 |
| 10 Dec | 1663.40 | 136 | 25.80 | 25.84 | 1 | 0 | 0 |
| 9 Dec | 1637.05 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1628.10 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1607.10 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 110.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 110.2 | 110.20 | - | 0 | 0 | 0 |
| 27 Nov | 1600.05 | 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 | 0 | 0 |
| 7 Nov | 1729.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1712.50 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1800 expiring on 30JAN2025
Delta for 1800 PE is -0.72
Historical price for 1800 PE is as follows
On 2 Jan BAJAJFINSV was trading at 1700.65. The strike last trading price was 108.1, which was -107.65 lower than the previous day. The implied volatity was 28.29, the open interest changed by 26 which increased total open position to 257
On 1 Jan BAJAJFINSV was trading at 1576.40. The strike last trading price was 215.75, which was -9.95 lower than the previous day. The implied volatity was 33.60, the open interest changed by 0 which decreased total open position to 231
On 31 Dec BAJAJFINSV was trading at 1568.10. The strike last trading price was 225.7, which was 1.65 higher than the previous day. The implied volatity was 37.76, the open interest changed by 0 which decreased total open position to 231
On 30 Dec BAJAJFINSV was trading at 1576.70. The strike last trading price was 224.05, which was 13.05 higher than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 231
On 27 Dec BAJAJFINSV was trading at 1579.30. The strike last trading price was 211, which was -20.40 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 230
On 26 Dec BAJAJFINSV was trading at 1559.30. The strike last trading price was 231.4, which was 6.90 higher than the previous day. The implied volatity was 32.99, the open interest changed by 126 which increased total open position to 230
On 24 Dec BAJAJFINSV was trading at 1564.55. The strike last trading price was 224.5, which was 4.50 higher than the previous day. The implied volatity was 30.31, the open interest changed by 28 which increased total open position to 103
On 23 Dec BAJAJFINSV was trading at 1563.40. The strike last trading price was 220, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by 54 which increased total open position to 73
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 212, which was 58.00 higher than the previous day. The implied volatity was 21.73, the open interest changed by 8 which increased total open position to 17
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 154, 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 154, 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 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 154, which was 24.00 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 8
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 130, which was 9.00 higher than the previous day. The implied volatity was 26.80, the open interest changed by 3 which increased total open position to 7
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 121, which was 3.05 higher than the previous day. The implied volatity was 23.95, the open interest changed by 0 which decreased total open position to 3
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 117.95, 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 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 117.95, which was -18.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 1
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 136, which was 25.80 higher than the previous day. The implied volatity was 25.84, 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 110.2, 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 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 110.2, 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 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 110.2, 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 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 110.2, 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 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 110.2, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 110.2, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 110.2, which was 110.20 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 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 -, 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 -, 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 -, 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 -, 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
