BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 5800 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 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 6675.45 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 2082.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 2082.35 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5800 expiring on 26DEC2024
Delta for 5800 CE is -
Historical price for 5800 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 2082.35, 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 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 2082.35, 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 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 2082.35, 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 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 2082.35, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 2082.35, 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 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 2082.35, 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 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 2082.35, 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 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 2082.35, 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 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 2082.35, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 2082.35, 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 5800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 1.55 | 0.55 | - | 52 | 0 | 416 |
| 19 Dec | 6918.55 | 1 | -0.25 | - | 15 | -2 | 416 |
| 18 Dec | 7074.45 | 1.25 | 0.05 | - | 49 | -6 | 418 |
| 17 Dec | 7152.80 | 1.2 | -0.75 | - | 151 | -42 | 432 |
| 16 Dec | 7208.40 | 1.95 | 0.15 | - | 64 | 5 | 475 |
| 13 Dec | 7182.80 | 1.8 | -0.55 | 48.54 | 67 | -44 | 469 |
| 12 Dec | 7125.80 | 2.35 | -0.10 | 46.84 | 31 | 6 | 514 |
| 11 Dec | 7115.10 | 2.45 | -1.05 | 45.13 | 162 | -16 | 507 |
| 10 Dec | 6936.20 | 3.5 | 0.45 | 41.53 | 42 | -5 | 522 |
| 9 Dec | 6868.35 | 3.05 | -0.25 | 38.07 | 25 | 2 | 528 |
| 6 Dec | 6850.30 | 3.3 | -0.75 | 34.82 | 60 | -15 | 526 |
| 5 Dec | 6850.40 | 4.05 | -0.30 | 35.27 | 295 | -13 | 545 |
| 4 Dec | 6740.00 | 4.35 | -0.75 | 31.95 | 224 | -17 | 559 |
| 3 Dec | 6675.45 | 5.1 | -1.95 | 30.23 | 646 | 38 | 579 |
| 2 Dec | 6650.65 | 7.05 | -2.50 | 30.99 | 880 | 89 | 554 |
| 29 Nov | 6575.90 | 9.55 | -4.95 | 28.94 | 939 | 30 | 466 |
| 28 Nov | 6509.40 | 14.5 | 4.50 | 30.35 | 618 | 201 | 425 |
| 27 Nov | 6705.20 | 10 | -5.10 | 31.86 | 50 | 17 | 225 |
| 26 Nov | 6617.95 | 15.1 | 2.60 | 31.98 | 73 | 23 | 207 |
| 25 Nov | 6685.40 | 12.5 | -2.00 | 32.11 | 51 | 3 | 184 |
| 22 Nov | 6683.95 | 14.5 | -12.00 | 32.24 | 235 | 15 | 196 |
| 21 Nov | 6465.65 | 26.5 | 7.50 | 29.61 | 205 | 159 | 181 |
| 20 Nov | 6595.30 | 19 | 0.00 | 29.57 | 24 | 13 | 21 |
| 19 Nov | 6595.30 | 19 | 3.00 | 29.57 | 24 | 12 | 21 |
| 18 Nov | 6567.95 | 16 | -4.00 | 27.71 | 3 | 2 | 8 |
| 14 Nov | 6549.15 | 20 | 28.06 | 4 | 3 | 5 | |
For Bajaj Finance Limited - strike price 5800 expiring on 26DEC2024
Delta for 5800 PE is -
Historical price for 5800 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 416
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 416
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 418
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -42 which decreased total open position to 432
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 475
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 48.54, the open interest changed by -44 which decreased total open position to 469
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 2.35, which was -0.10 lower than the previous day. The implied volatity was 46.84, the open interest changed by 6 which increased total open position to 514
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 45.13, the open interest changed by -16 which decreased total open position to 507
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 3.5, which was 0.45 higher than the previous day. The implied volatity was 41.53, the open interest changed by -5 which decreased total open position to 522
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 3.05, which was -0.25 lower than the previous day. The implied volatity was 38.07, the open interest changed by 2 which increased total open position to 528
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 34.82, the open interest changed by -15 which decreased total open position to 526
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 4.05, which was -0.30 lower than the previous day. The implied volatity was 35.27, the open interest changed by -13 which decreased total open position to 545
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 31.95, the open interest changed by -17 which decreased total open position to 559
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 5.1, which was -1.95 lower than the previous day. The implied volatity was 30.23, the open interest changed by 38 which increased total open position to 579
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 7.05, which was -2.50 lower than the previous day. The implied volatity was 30.99, the open interest changed by 89 which increased total open position to 554
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 9.55, which was -4.95 lower than the previous day. The implied volatity was 28.94, the open interest changed by 30 which increased total open position to 466
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 14.5, which was 4.50 higher than the previous day. The implied volatity was 30.35, the open interest changed by 201 which increased total open position to 425
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 10, which was -5.10 lower than the previous day. The implied volatity was 31.86, the open interest changed by 17 which increased total open position to 225
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 15.1, which was 2.60 higher than the previous day. The implied volatity was 31.98, the open interest changed by 23 which increased total open position to 207
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 12.5, which was -2.00 lower than the previous day. The implied volatity was 32.11, the open interest changed by 3 which increased total open position to 184
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 14.5, which was -12.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by 15 which increased total open position to 196
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 26.5, which was 7.50 higher than the previous day. The implied volatity was 29.61, the open interest changed by 159 which increased total open position to 181
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 29.57, the open interest changed by 13 which increased total open position to 21
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 19, which was 3.00 higher than the previous day. The implied volatity was 29.57, the open interest changed by 12 which increased total open position to 21
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 16, which was -4.00 lower than the previous day. The implied volatity was 27.71, the open interest changed by 2 which increased total open position to 8
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 20, which was lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 5
