BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 5600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 6889.75 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6955.00 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7022.50 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6911.35 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6910.15 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6995.80 | 1586.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6677.90 | 1586.6 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5600 expiring on 28NOV2024
Delta for 5600 CE is -
Historical price for 5600 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 1586.6, 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 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 1586.6, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 1586.6, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 1586.6, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 1586.6, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 1586.6, 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 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1586.6, 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 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 1586.6, 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 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 1586.6, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 1586.6, 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 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 1586.6, 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 BAJFINANCE was trading at 6910.15. The strike last trading price was 1586.6, 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 BAJFINANCE was trading at 6995.80. The strike last trading price was 1586.6, 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 BAJFINANCE was trading at 6677.90. The strike last trading price was 1586.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.30
Theta: -1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 2 | -0.75 | 47.74 | 5 | -1 | 98 |
| 20 Nov | 6595.30 | 2.75 | 0.00 | 48.93 | 16 | 1 | 99 |
| 19 Nov | 6595.30 | 2.75 | 0.75 | 48.93 | 16 | 1 | 99 |
| 18 Nov | 6567.95 | 2 | 1.20 | 43.92 | 12 | 5 | 98 |
| 14 Nov | 6549.15 | 0.8 | -1.75 | 33.19 | 1 | 0 | 93 |
| 13 Nov | 6566.00 | 2.55 | 0.45 | 37.97 | 11 | -1 | 93 |
| 12 Nov | 6638.20 | 2.1 | -0.15 | 37.20 | 5 | 3 | 96 |
| 11 Nov | 6778.80 | 2.25 | -0.25 | 39.91 | 6 | 1 | 92 |
| 8 Nov | 6895.95 | 2.5 | -0.15 | 40.07 | 45 | -1 | 91 |
| 7 Nov | 6904.50 | 2.65 | -0.35 | 40.06 | 152 | -19 | 93 |
| 6 Nov | 7006.20 | 3 | -2.20 | 42.19 | 231 | 11 | 111 |
| 5 Nov | 6930.35 | 5.2 | 0.00 | 42.21 | 1,143 | 35 | 105 |
| 4 Nov | 6843.70 | 5.2 | -1.00 | 39.85 | 84 | 61 | 77 |
| 1 Nov | 6923.60 | 6.2 | -0.15 | 40.91 | 1 | 0 | 15 |
| 31 Oct | 6889.75 | 6.35 | 0.85 | - | 6 | 1 | 12 |
| 30 Oct | 6955.00 | 5.5 | -4.00 | - | 3 | 0 | 12 |
| 29 Oct | 7022.50 | 9.5 | -2.50 | - | 2 | 0 | 11 |
| 28 Oct | 6911.35 | 12 | 1.25 | - | 2 | 2 | 10 |
| 25 Oct | 6910.15 | 10.75 | -1.25 | - | 2 | 0 | 8 |
| 23 Oct | 6995.80 | 12 | -12.00 | - | 13 | -4 | 8 |
| 22 Oct | 6677.90 | 24 | - | 12 | 9 | 9 | |
For Bajaj Finance Limited - strike price 5600 expiring on 28NOV2024
Delta for 5600 PE is -0.01
Historical price for 5600 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 47.74, the open interest changed by -1 which decreased total open position to 98
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 48.93, the open interest changed by 1 which increased total open position to 99
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 2.75, which was 0.75 higher than the previous day. The implied volatity was 48.93, the open interest changed by 1 which increased total open position to 99
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 2, which was 1.20 higher than the previous day. The implied volatity was 43.92, the open interest changed by 5 which increased total open position to 98
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 0.8, which was -1.75 lower than the previous day. The implied volatity was 33.19, the open interest changed by 0 which decreased total open position to 93
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 2.55, which was 0.45 higher than the previous day. The implied volatity was 37.97, the open interest changed by -1 which decreased total open position to 93
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 37.20, the open interest changed by 3 which increased total open position to 96
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 2.25, which was -0.25 lower than the previous day. The implied volatity was 39.91, the open interest changed by 1 which increased total open position to 92
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was 40.07, the open interest changed by -1 which decreased total open position to 91
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 40.06, the open interest changed by -19 which decreased total open position to 93
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 42.19, the open interest changed by 11 which increased total open position to 111
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 42.21, the open interest changed by 35 which increased total open position to 105
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 5.2, which was -1.00 lower than the previous day. The implied volatity was 39.85, the open interest changed by 61 which increased total open position to 77
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 6.2, which was -0.15 lower than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 15
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 6.35, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 5.5, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 9.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 12, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 10.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 12, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 24, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
