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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.

1569.25 -27.10 (-1.70%)

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Historical option data for BAJAJFINSV

21 Nov 2024 04:11 PM IST
BAJAJFINSV 28NOV2024 1820 CE
Delta: 0.01
Vega: 0.07
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1569.25 0.4 0.00 46.44 46 -16 181
20 Nov 1596.35 0.4 0.00 36.64 52 -18 197
19 Nov 1596.35 0.4 -0.20 36.64 52 -18 197
18 Nov 1616.00 0.6 -0.25 32.75 124 5 217
14 Nov 1639.80 0.85 -0.90 26.34 69 -18 212
13 Nov 1664.45 1.75 -1.30 25.11 505 -86 229
12 Nov 1691.75 3.05 -2.10 23.34 999 21 329
11 Nov 1717.45 5.15 -2.40 21.16 1,033 67 306
8 Nov 1739.75 7.55 -0.80 18.84 723 59 238
7 Nov 1729.70 8.35 -4.20 20.00 531 -54 180
6 Nov 1748.70 12.55 1.00 19.65 925 34 235
5 Nov 1735.65 11.55 1.35 21.08 1,279 49 202
4 Nov 1712.50 10.2 -14.65 23.57 855 58 153
1 Nov 1754.70 24.85 0.60 22.98 21 7 95
31 Oct 1750.75 24.25 -3.00 - 374 11 88
30 Oct 1752.45 27.25 -3.25 - 128 26 74
29 Oct 1766.70 30.5 11.60 - 120 21 48
28 Oct 1730.45 18.9 -8.80 - 49 26 26
25 Oct 1707.40 27.7 0.00 - 0 4 0
24 Oct 1742.10 27.7 -1.00 - 17 2 11
23 Oct 1739.70 28.7 -182.55 - 14 10 10
22 Oct 1722.60 211.25 0.00 - 0 0 0
21 Oct 1758.40 211.25 0.00 - 0 0 0
18 Oct 1819.90 211.25 0.00 - 0 0 0
17 Oct 1815.80 211.25 0.00 - 0 0 0
16 Oct 1862.05 211.25 0.00 - 0 0 0
15 Oct 1853.95 211.25 0.00 - 0 0 0
14 Oct 1867.20 211.25 0.00 - 0 0 0
11 Oct 1876.40 211.25 0.00 - 0 0 0
10 Oct 1875.70 211.25 0.00 - 0 0 0
9 Oct 1866.95 211.25 0.00 - 0 0 0
8 Oct 1838.15 211.25 0.00 - 0 0 0
7 Oct 1879.30 211.25 0.00 - 0 0 0
4 Oct 1884.55 211.25 0.00 - 0 0 0
3 Oct 1913.40 211.25 0.00 - 0 0 0
1 Oct 1975.25 211.25 0.00 - 0 0 0
30 Sept 1973.40 211.25 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1820 expiring on 28NOV2024

Delta for 1820 CE is 0.01

Historical price for 1820 CE is as follows

On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 46.44, the open interest changed by -16 which decreased total open position to 181


On 20 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 36.64, the open interest changed by -18 which decreased total open position to 197


On 19 Nov BAJAJFINSV was trading at 1596.35. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 36.64, the open interest changed by -18 which decreased total open position to 197


On 18 Nov BAJAJFINSV was trading at 1616.00. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 32.75, the open interest changed by 5 which increased total open position to 217


On 14 Nov BAJAJFINSV was trading at 1639.80. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 26.34, the open interest changed by -18 which decreased total open position to 212


On 13 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 1.75, which was -1.30 lower than the previous day. The implied volatity was 25.11, the open interest changed by -86 which decreased total open position to 229


On 12 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 3.05, which was -2.10 lower than the previous day. The implied volatity was 23.34, the open interest changed by 21 which increased total open position to 329


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 5.15, which was -2.40 lower than the previous day. The implied volatity was 21.16, the open interest changed by 67 which increased total open position to 306


On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 7.55, which was -0.80 lower than the previous day. The implied volatity was 18.84, the open interest changed by 59 which increased total open position to 238


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 8.35, which was -4.20 lower than the previous day. The implied volatity was 20.00, the open interest changed by -54 which decreased total open position to 180


On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 12.55, which was 1.00 higher than the previous day. The implied volatity was 19.65, the open interest changed by 34 which increased total open position to 235


On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 11.55, which was 1.35 higher than the previous day. The implied volatity was 21.08, the open interest changed by 49 which increased total open position to 202


On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 10.2, which was -14.65 lower than the previous day. The implied volatity was 23.57, the open interest changed by 58 which increased total open position to 153


On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 24.85, which was 0.60 higher than the previous day. The implied volatity was 22.98, the open interest changed by 7 which increased total open position to 95


On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 24.25, which was -3.00 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 27.25, which was -3.25 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 30.5, which was 11.60 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 18.9, which was -8.80 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 27.7, 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 27.7, which was -1.00 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 28.7, which was -182.55 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 211.25, 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 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 211.25, 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 211.25, 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 211.25, 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 211.25, 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 15 Oct BAJAJFINSV was trading at 1853.95. The strike last trading price was 211.25, 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 14 Oct BAJAJFINSV was trading at 1867.20. The strike last trading price was 211.25, 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 11 Oct BAJAJFINSV was trading at 1876.40. The strike last trading price was 211.25, 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 211.25, 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 211.25, 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 211.25, 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 211.25, 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 4 Oct BAJAJFINSV was trading at 1884.55. The strike last trading price was 211.25, 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 3 Oct BAJAJFINSV was trading at 1913.40. The strike last trading price was 211.25, 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 211.25, 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 211.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJAJFINSV 28NOV2024 1820 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1569.25 123 0.00 0.00 0 0 0
20 Nov 1596.35 123 0.00 0.00 0 0 0
19 Nov 1596.35 123 0.00 0.00 0 0 0
18 Nov 1616.00 123 0.00 0.00 0 0 0
14 Nov 1639.80 123 0.00 0.00 0 0 0
13 Nov 1664.45 123 0.00 0.00 0 0 0
12 Nov 1691.75 123 20.75 19.11 4 0 17
11 Nov 1717.45 102.25 6.25 27.18 9 -4 16
8 Nov 1739.75 96 2.40 31.56 2 0 20
7 Nov 1729.70 93.6 13.00 26.34 15 -3 20
6 Nov 1748.70 80.6 -12.55 25.92 1 0 23
5 Nov 1735.65 93.15 -21.90 26.78 12 -1 24
4 Nov 1712.50 115.05 33.05 28.79 3 2 24
1 Nov 1754.70 82 -9.10 28.81 4 1 21
31 Oct 1750.75 91.1 9.75 - 9 5 20
30 Oct 1752.45 81.35 4.40 - 17 9 14
29 Oct 1766.70 76.95 51.30 - 10 6 6
28 Oct 1730.45 25.65 0.00 - 0 0 0
25 Oct 1707.40 25.65 0.00 - 0 0 0
24 Oct 1742.10 25.65 0.00 - 0 0 0
23 Oct 1739.70 25.65 0.00 - 0 0 0
22 Oct 1722.60 25.65 0.00 - 0 0 0
21 Oct 1758.40 25.65 0.00 - 0 0 0
18 Oct 1819.90 25.65 0.00 - 0 0 0
17 Oct 1815.80 25.65 0.00 - 0 0 0
16 Oct 1862.05 25.65 0.00 - 0 0 0
15 Oct 1853.95 25.65 0.00 - 0 0 0
14 Oct 1867.20 25.65 0.00 - 0 0 0
11 Oct 1876.40 25.65 0.00 - 0 0 0
10 Oct 1875.70 25.65 0.00 - 0 0 0
9 Oct 1866.95 25.65 0.00 - 0 0 0
8 Oct 1838.15 25.65 0.00 - 0 0 0
7 Oct 1879.30 25.65 0.00 - 0 0 0
4 Oct 1884.55 25.65 0.00 - 0 0 0
3 Oct 1913.40 25.65 0.00 - 0 0 0
1 Oct 1975.25 25.65 0.00 - 0 0 0
30 Sept 1973.40 25.65 - 0 0 0


For Bajaj Finserv Ltd. - strike price 1820 expiring on 28NOV2024

Delta for 1820 PE is 0.00

Historical price for 1820 PE is as follows

On 21 Nov BAJAJFINSV was trading at 1569.25. The strike last trading price was 123, 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 123, 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 123, 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 123, 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 123, 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 Nov BAJAJFINSV was trading at 1664.45. The strike last trading price was 123, 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 Nov BAJAJFINSV was trading at 1691.75. The strike last trading price was 123, which was 20.75 higher than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 17


On 11 Nov BAJAJFINSV was trading at 1717.45. The strike last trading price was 102.25, which was 6.25 higher than the previous day. The implied volatity was 27.18, the open interest changed by -4 which decreased total open position to 16


On 8 Nov BAJAJFINSV was trading at 1739.75. The strike last trading price was 96, which was 2.40 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 20


On 7 Nov BAJAJFINSV was trading at 1729.70. The strike last trading price was 93.6, which was 13.00 higher than the previous day. The implied volatity was 26.34, the open interest changed by -3 which decreased total open position to 20


On 6 Nov BAJAJFINSV was trading at 1748.70. The strike last trading price was 80.6, which was -12.55 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 23


On 5 Nov BAJAJFINSV was trading at 1735.65. The strike last trading price was 93.15, which was -21.90 lower than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 24


On 4 Nov BAJAJFINSV was trading at 1712.50. The strike last trading price was 115.05, which was 33.05 higher than the previous day. The implied volatity was 28.79, the open interest changed by 2 which increased total open position to 24


On 1 Nov BAJAJFINSV was trading at 1754.70. The strike last trading price was 82, which was -9.10 lower than the previous day. The implied volatity was 28.81, the open interest changed by 1 which increased total open position to 21


On 31 Oct BAJAJFINSV was trading at 1750.75. The strike last trading price was 91.1, which was 9.75 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 81.35, which was 4.40 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 76.95, which was 51.30 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 22 Oct BAJAJFINSV was trading at 1722.60. The strike last trading price was 25.65, 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 21 Oct BAJAJFINSV was trading at 1758.40. The strike last trading price was 25.65, 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 25.65, 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 25.65, 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 25.65, 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 15 Oct BAJAJFINSV was trading at 1853.95. The strike last trading price was 25.65, 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 14 Oct BAJAJFINSV was trading at 1867.20. The strike last trading price was 25.65, 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 11 Oct BAJAJFINSV was trading at 1876.40. The strike last trading price was 25.65, 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 25.65, 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 25.65, 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 25.65, 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 25.65, 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 4 Oct BAJAJFINSV was trading at 1884.55. The strike last trading price was 25.65, 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 3 Oct BAJAJFINSV was trading at 1913.40. The strike last trading price was 25.65, 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 25.65, 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 25.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to