BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 5600 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 6815.75 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 6808.20 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6866.70 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6848.25 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 1424.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 1424.25 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5600 expiring on 30JAN2025
Delta for 5600 CE is -
Historical price for 5600 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 1424.25, 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 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 1424.25, 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 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 1424.25, 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 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 1424.25, 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 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1424.25, 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 1424.25, 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 1424.25, 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 5600 PE | |||||||
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Delta: -0.02
Vega: 0.84
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 4.2 | -2.75 | 34.10 | 151 | 57 | 133 |
| 26 Dec | 6815.75 | 6.95 | 1.25 | 34.57 | 38 | 27 | 75 |
| 24 Dec | 6808.20 | 5.7 | -1.60 | 32.63 | 10 | 1 | 48 |
| 23 Dec | 6866.70 | 7.3 | -2.50 | 34.69 | 6 | 0 | 43 |
| 20 Dec | 6848.25 | 9.8 | 1.60 | 34.51 | 19 | 12 | 42 |
| 19 Dec | 6918.55 | 8.2 | 0.70 | 34.66 | 1 | 0 | 29 |
| 11 Dec | 7115.10 | 7.5 | 34.54 | 29 | 28 | 28 | |
For Bajaj Finance Limited - strike price 5600 expiring on 30JAN2025
Delta for 5600 PE is -0.02
Historical price for 5600 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 4.2, which was -2.75 lower than the previous day. The implied volatity was 34.10, the open interest changed by 57 which increased total open position to 133
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 6.95, which was 1.25 higher than the previous day. The implied volatity was 34.57, the open interest changed by 27 which increased total open position to 75
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 5.7, which was -1.60 lower than the previous day. The implied volatity was 32.63, the open interest changed by 1 which increased total open position to 48
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 7.3, which was -2.50 lower than the previous day. The implied volatity was 34.69, the open interest changed by 0 which decreased total open position to 43
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 9.8, which was 1.60 higher than the previous day. The implied volatity was 34.51, the open interest changed by 12 which increased total open position to 42
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 8.2, which was 0.70 higher than the previous day. The implied volatity was 34.66, the open interest changed by 0 which decreased total open position to 29
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 34.54, the open interest changed by 28 which increased total open position to 28
