BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 5400 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 | |||
| 26 Dec | 6815.75 | 1480 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 24 Dec | 6808.20 | 1480 | -126.40 | 43.27 | 3 | 1 | 1 | |||
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| 23 Dec | 6866.70 | 1606.4 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5400 expiring on 30JAN2025
Delta for 5400 CE is 0.00
Historical price for 5400 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 1480, 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 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 1480, which was -126.40 lower than the previous day. The implied volatity was 43.27, the open interest changed by 1 which increased total open position to 1
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 1606.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.87
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 4.95 | -1.05 | 37.70 | 32 | 30 | 36 |
| 24 Dec | 6808.20 | 6 | 0.00 | 0.00 | 0 | 6 | 0 |
| 23 Dec | 6866.70 | 6 | 38.45 | 6 | 5 | 5 | |
For Bajaj Finance Limited - strike price 5400 expiring on 30JAN2025
Delta for 5400 PE is -0.02
Historical price for 5400 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 4.95, which was -1.05 lower than the previous day. The implied volatity was 37.70, the open interest changed by 30 which increased total open position to 36
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 38.45, the open interest changed by 5 which increased total open position to 5
