BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 5600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 6575.90 | 2274.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 2274.35 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5600 expiring on 26DEC2024
Delta for 5600 CE is -
Historical price for 5600 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 2274.35, 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 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2274.35, 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 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 2274.35, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 2274.35, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2274.35, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 2274.35, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 2274.35, 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 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 2274.35, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 2274.35, 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 BAJFINANCE was trading at 6868.35. The strike last trading price was 2274.35, 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 BAJFINANCE was trading at 6850.30. The strike last trading price was 2274.35, 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 BAJFINANCE was trading at 6850.40. The strike last trading price was 2274.35, 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 BAJFINANCE was trading at 6740.00. The strike last trading price was 2274.35, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 2274.35, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 2274.35, 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 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 2274.35, 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 BAJFINANCE was trading at 6509.40. The strike last trading price was 2274.35, 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 26DEC2024 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 0.95 | 0.40 | - | 32 | 0 | 264 |
| 19 Dec | 6918.55 | 0.55 | 0.25 | - | 38 | -1 | 264 |
| 18 Dec | 7074.45 | 0.3 | -0.15 | - | 7 | -3 | 265 |
| 17 Dec | 7152.80 | 0.45 | -0.55 | - | 14 | -4 | 268 |
| 16 Dec | 7208.40 | 1 | 0.20 | - | 6 | 0 | 272 |
| 13 Dec | 7182.80 | 0.8 | -0.15 | - | 71 | -17 | 272 |
| 12 Dec | 7125.80 | 0.95 | -0.15 | 48.28 | 27 | -4 | 289 |
| 11 Dec | 7115.10 | 1.1 | -0.90 | 47.07 | 96 | 0 | 294 |
| 10 Dec | 6936.20 | 2 | 0.10 | 44.76 | 54 | 4 | 295 |
| 9 Dec | 6868.35 | 1.9 | -0.10 | 41.79 | 15 | 0 | 306 |
| 6 Dec | 6850.30 | 2 | -0.05 | 38.27 | 27 | -4 | 306 |
| 5 Dec | 6850.40 | 2.05 | -1.15 | 36.95 | 14 | -1 | 310 |
| 4 Dec | 6740.00 | 3.2 | 0.15 | 36.54 | 50 | 4 | 310 |
| 3 Dec | 6675.45 | 3.05 | -0.85 | 33.62 | 65 | 13 | 308 |
| 2 Dec | 6650.65 | 3.9 | -1.00 | 33.70 | 307 | 97 | 301 |
| 29 Nov | 6575.90 | 4.9 | -3.20 | 31.27 | 327 | 153 | 207 |
| 28 Nov | 6509.40 | 8.1 | 32.88 | 71 | 54 | 54 | |
For Bajaj Finance Limited - strike price 5600 expiring on 26DEC2024
Delta for 5600 PE is -
Historical price for 5600 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 264
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 0.55, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 264
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 0.3, 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 265
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 0.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 268
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 272
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 272
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 48.28, the open interest changed by -4 which decreased total open position to 289
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 1.1, which was -0.90 lower than the previous day. The implied volatity was 47.07, the open interest changed by 0 which decreased total open position to 294
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 44.76, the open interest changed by 4 which increased total open position to 295
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 41.79, the open interest changed by 0 which decreased total open position to 306
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 38.27, the open interest changed by -4 which decreased total open position to 306
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 36.95, the open interest changed by -1 which decreased total open position to 310
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 3.2, which was 0.15 higher than the previous day. The implied volatity was 36.54, the open interest changed by 4 which increased total open position to 310
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 33.62, the open interest changed by 13 which increased total open position to 308
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 3.9, which was -1.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 97 which increased total open position to 301
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 4.9, which was -3.20 lower than the previous day. The implied volatity was 31.27, the open interest changed by 153 which increased total open position to 207
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was 32.88, the open interest changed by 54 which increased total open position to 54
