BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 5400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 6848.25 | 1500.2 | 192.05 | - | 5 | 0 | 8 | |||
| 16 Dec | 7208.40 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 1308.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 1308.15 | 103.65 | 50.19 | 2 | 0 | 8 | |||
| 2 Dec | 6650.65 | 1204.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 1204.5 | -2.35 | - | 6 | 0 | 8 | |||
| 28 Nov | 6509.40 | 1206.85 | 49.55 | 5 | 0 | 3 | ||||
For Bajaj Finance Limited - strike price 5400 expiring on 26DEC2024
Delta for 5400 CE is -
Historical price for 5400 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1500.2, which was 192.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1308.15, 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 BAJFINANCE was trading at 7182.80. The strike last trading price was 1308.15, 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 BAJFINANCE was trading at 7125.80. The strike last trading price was 1308.15, 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 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 1308.15, 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 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 1308.15, 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 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 1308.15, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 1308.15, which was 103.65 higher than the previous day. The implied volatity was 50.19, the open interest changed by 0 which decreased total open position to 8
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 1204.5, 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 BAJFINANCE was trading at 6575.90. The strike last trading price was 1204.5, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 1206.85, which was lower than the previous day. The implied volatity was 49.55, the open interest changed by 0 which decreased total open position to 3
| BAJFINANCE 26DEC2024 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 0.25 | -0.15 | - | 5 | -3 | 15 |
| 16 Dec | 7208.40 | 0.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 0.4 | -0.60 | - | 1 | 0 | 18 |
| 12 Dec | 7125.80 | 1 | -0.50 | - | 4 | 0 | 22 |
| 6 Dec | 6850.30 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 1.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 1.5 | -0.15 | 38.52 | 7 | 0 | 22 |
| 3 Dec | 6675.45 | 1.65 | -1.75 | 36.50 | 127 | 11 | 23 |
| 2 Dec | 6650.65 | 3.4 | 0.80 | 39.09 | 6 | 1 | 12 |
| 29 Nov | 6575.90 | 2.6 | -2.50 | 33.76 | 13 | 8 | 10 |
| 28 Nov | 6509.40 | 5.1 | 35.96 | 2 | 1 | 1 | |
For Bajaj Finance Limited - strike price 5400 expiring on 26DEC2024
Delta for 5400 PE is -
Historical price for 5400 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 0.4, 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 BAJFINANCE was trading at 7182.80. 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 18
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 1.5, 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 1.5, 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 1.5, which was -0.15 lower than the previous day. The implied volatity was 38.52, the open interest changed by 0 which decreased total open position to 22
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 1.65, which was -1.75 lower than the previous day. The implied volatity was 36.50, the open interest changed by 11 which increased total open position to 23
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 3.4, which was 0.80 higher than the previous day. The implied volatity was 39.09, the open interest changed by 1 which increased total open position to 12
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 2.6, which was -2.50 lower than the previous day. The implied volatity was 33.76, the open interest changed by 8 which increased total open position to 10
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was 35.96, the open interest changed by 1 which increased total open position to 1
