BAJAJFINSV
Bajaj Finserv Ltd.
Historical option data for BAJAJFINSV
20 Dec 2024 04:11 PM IST
| BAJAJFINSV 26DEC2024 1820 CE | ||||||||||
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Delta: 0.01
Vega: 0.07
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1569.65 | 0.45 | -0.80 | 50.44 | 2 | 0 | 125 | |||
| 19 Dec | 1589.55 | 1.25 | 0.80 | 49.62 | 5 | -3 | 125 | |||
| 18 Dec | 1630.75 | 0.45 | -0.30 | 33.84 | 11 | -1 | 129 | |||
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| 17 Dec | 1643.15 | 0.75 | -0.25 | 31.78 | 33 | -1 | 130 | |||
| 16 Dec | 1673.65 | 1 | -0.40 | 26.71 | 23 | 2 | 128 | |||
| 13 Dec | 1679.70 | 1.4 | -0.50 | 24.02 | 207 | -39 | 128 | |||
| 12 Dec | 1679.30 | 1.9 | -0.65 | 24.86 | 516 | 33 | 170 | |||
| 11 Dec | 1686.50 | 2.55 | -0.10 | 24.29 | 511 | 55 | 138 | |||
| 10 Dec | 1663.40 | 2.65 | 1.10 | 26.62 | 535 | 12 | 83 | |||
| 9 Dec | 1637.05 | 1.55 | -0.40 | 26.62 | 44 | 2 | 71 | |||
| 6 Dec | 1635.20 | 1.95 | -0.65 | 26.25 | 163 | 23 | 71 | |||
| 5 Dec | 1644.10 | 2.6 | 0.40 | 25.04 | 193 | 27 | 45 | |||
| 4 Dec | 1628.10 | 2.2 | 0.50 | 25.65 | 44 | 0 | 18 | |||
| 3 Dec | 1607.10 | 1.7 | -0.30 | 26.14 | 37 | 17 | 25 | |||
| 2 Dec | 1596.65 | 2 | 0.10 | 28.03 | 12 | 5 | 8 | |||
| 29 Nov | 1579.95 | 1.9 | -8.10 | 27.58 | 1 | 0 | 4 | |||
| 28 Nov | 1575.05 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1600.05 | 10 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 26 Nov | 1594.40 | 10 | 5.40 | 36.04 | 2 | 0 | 2 | |||
| 25 Nov | 1604.90 | 4.6 | 1.60 | 27.06 | 3 | 0 | 1 | |||
| 22 Nov | 1600.85 | 3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 1569.25 | 3 | -0.30 | 27.52 | 2 | 0 | 0 | |||
| 20 Nov | 1596.35 | 3.3 | 0.00 | 24.49 | 1 | -1 | 1 | |||
| 19 Nov | 1596.35 | 3.3 | -4.70 | 24.49 | 1 | 0 | 1 | |||
| 18 Nov | 1616.00 | 8 | -50.25 | 27.07 | 1 | 0 | 0 | |||
| 14 Nov | 1639.80 | 58.25 | 0.00 | 7.33 | 0 | 0 | 0 | |||
| 13 Nov | 1664.45 | 58.25 | 0.00 | 5.73 | 0 | 0 | 0 | |||
| 12 Nov | 1691.75 | 58.25 | 0.00 | 4.57 | 0 | 0 | 0 | |||
| 11 Nov | 1717.45 | 58.25 | 0.00 | 3.55 | 0 | 0 | 0 | |||
| 6 Nov | 1748.70 | 58.25 | 0.00 | 1.96 | 0 | 0 | 0 | |||
| 5 Nov | 1735.65 | 58.25 | 58.25 | 2.69 | 0 | 0 | 0 | |||
| 1 Nov | 1754.70 | 0 | 1.07 | 0 | 0 | 0 | ||||
For Bajaj Finserv Ltd. - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.01
Historical price for 1820 CE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 0.45, which was -0.80 lower than the previous day. The implied volatity was 50.44, the open interest changed by 0 which decreased total open position to 125
On 19 Dec BAJAJFINSV was trading at 1589.55. The strike last trading price was 1.25, which was 0.80 higher than the previous day. The implied volatity was 49.62, the open interest changed by -3 which decreased total open position to 125
On 18 Dec BAJAJFINSV was trading at 1630.75. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 33.84, the open interest changed by -1 which decreased total open position to 129
On 17 Dec BAJAJFINSV was trading at 1643.15. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 31.78, the open interest changed by -1 which decreased total open position to 130
On 16 Dec BAJAJFINSV was trading at 1673.65. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 128
On 13 Dec BAJAJFINSV was trading at 1679.70. The strike last trading price was 1.4, which was -0.50 lower than the previous day. The implied volatity was 24.02, the open interest changed by -39 which decreased total open position to 128
On 12 Dec BAJAJFINSV was trading at 1679.30. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 24.86, the open interest changed by 33 which increased total open position to 170
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was 24.29, the open interest changed by 55 which increased total open position to 138
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 2.65, which was 1.10 higher than the previous day. The implied volatity was 26.62, the open interest changed by 12 which increased total open position to 83
On 9 Dec BAJAJFINSV was trading at 1637.05. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was 26.62, the open interest changed by 2 which increased total open position to 71
On 6 Dec BAJAJFINSV was trading at 1635.20. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 26.25, the open interest changed by 23 which increased total open position to 71
On 5 Dec BAJAJFINSV was trading at 1644.10. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was 25.04, the open interest changed by 27 which increased total open position to 45
On 4 Dec BAJAJFINSV was trading at 1628.10. The strike last trading price was 2.2, which was 0.50 higher than the previous day. The implied volatity was 25.65, the open interest changed by 0 which decreased total open position to 18
On 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 1.7, which was -0.30 lower than the previous day. The implied volatity was 26.14, the open interest changed by 17 which increased total open position to 25
On 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 28.03, the open interest changed by 5 which increased total open position to 8
On 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 1.9, which was -8.10 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 4
On 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 10, 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 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 10, 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 Nov BAJAJFINSV was trading at 1594.40. The strike last trading price was 10, which was 5.40 higher than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 2
On 25 Nov BAJAJFINSV was trading at 1604.90. The strike last trading price was 4.6, which was 1.60 higher than the previous day. The implied volatity was 27.06, the open interest changed by 0 which decreased total open position to 1
On 22 Nov BAJAJFINSV was trading at 1600.85. The strike last trading price was 3, 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 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 27.52, 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 3.3, which was 0.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by -1 which decreased total open position to 1
On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 3.3, which was -4.70 lower than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 1
On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 8, which was -50.25 lower than the previous day. The implied volatity was 27.07, 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 58.25, which was 0.00 lower than the previous day. The implied volatity was 7.33, 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 58.25, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 58.25, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 58.25, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 58.25, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 58.25, which was 58.25 higher than the previous day. The implied volatity was 2.69, 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 1.07, the open interest changed by 0 which decreased total open position to 0
| BAJAJFINSV 26DEC2024 1820 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 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1589.55 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1630.75 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1643.15 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 1673.65 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 1679.70 | 129.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 1679.30 | 129.15 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Dec | 1686.50 | 129.15 | 21.85 | 17.99 | 4 | 1 | 1 |
| 10 Dec | 1663.40 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1637.05 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1635.20 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1644.10 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1628.10 | 107.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1607.10 | 107.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1596.65 | 107.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1579.95 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 1575.05 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1600.05 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1594.40 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1604.90 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1600.85 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1569.25 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1596.35 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1596.35 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1616.00 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1639.80 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1664.45 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1691.75 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1717.45 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1748.70 | 107.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1735.65 | 107.3 | 107.30 | - | 0 | 0 | 0 |
| 1 Nov | 1754.70 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finserv Ltd. - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is 0.00
Historical price for 1820 PE is as follows
On 20 Dec BAJAJFINSV was trading at 1569.65. The strike last trading price was 129.15, 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 129.15, 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 129.15, 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 129.15, 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 129.15, 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 129.15, 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 129.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec BAJAJFINSV was trading at 1686.50. The strike last trading price was 129.15, which was 21.85 higher than the previous day. The implied volatity was 17.99, the open interest changed by 1 which increased total open position to 1
On 10 Dec BAJAJFINSV was trading at 1663.40. The strike last trading price was 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 3 Dec BAJAJFINSV was trading at 1607.10. The strike last trading price was 107.3, 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 2 Dec BAJAJFINSV was trading at 1596.65. The strike last trading price was 107.3, 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 29 Nov BAJAJFINSV was trading at 1579.95. The strike last trading price was 107.3, 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 28 Nov BAJAJFINSV was trading at 1575.05. The strike last trading price was 107.3, 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 27 Nov BAJAJFINSV was trading at 1600.05. The strike last trading price was 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, 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 107.3, which was 107.30 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 -, the open interest changed by 0 which decreased total open position to 0
