BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 5200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
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| 20 Dec | 6848.25 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 2663.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 2663.35 | 0.00 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5200 expiring on 26DEC2024
Delta for 5200 CE is 0.00
Historical price for 5200 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 2663.35, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2663.35, 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 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 2663.35, 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 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 2663.35, 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 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 2663.35, 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 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 2663.35, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 2663.35, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 2663.35, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 0.4 | -0.60 | - | 1 | 0 | 6 |
| 16 Dec | 7208.40 | 1 | 0.00 | - | 3 | 0 | 6 |
| 12 Dec | 7125.80 | 1 | 0.05 | - | 2 | 0 | 8 |
| 6 Dec | 6850.30 | 0.95 | 0.15 | 46.15 | 1 | 0 | 9 |
| 5 Dec | 6850.40 | 0.8 | 0.25 | 44.41 | 1 | 0 | 10 |
| 4 Dec | 6740.00 | 0.55 | -1.55 | 39.50 | 1 | 0 | 10 |
| 3 Dec | 6675.45 | 2.1 | -1.90 | 43.39 | 10 | 6 | 11 |
| 2 Dec | 6650.65 | 4 | 45.91 | 4 | 2 | 4 | |
For Bajaj Finance Limited - strike price 5200 expiring on 26DEC2024
Delta for 5200 PE is -
Historical price for 5200 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 0.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1, 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 6
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 0.95, which was 0.15 higher than the previous day. The implied volatity was 46.15, the open interest changed by 0 which decreased total open position to 9
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 44.41, the open interest changed by 0 which decreased total open position to 10
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 0.55, which was -1.55 lower than the previous day. The implied volatity was 39.50, the open interest changed by 0 which decreased total open position to 10
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 2.1, which was -1.90 lower than the previous day. The implied volatity was 43.39, the open interest changed by 6 which increased total open position to 11
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 45.91, the open interest changed by 2 which increased total open position to 4
