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[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

6549.15 -16.85 (-0.26%)

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Historical option data for BAJFINANCE

14 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 5800 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 1210 0.00 0.00 0 0 0
13 Nov 6566.00 1210 0.00 0.00 0 0 0
12 Nov 6638.20 1210 0.00 0.00 0 0 0
11 Nov 6778.80 1210 0.00 0.00 0 0 0
8 Nov 6895.95 1210 0.00 0.00 0 0 0
7 Nov 6904.50 1210 0.00 0.00 0 0 0
6 Nov 7006.20 1210 0.00 0.00 0 0 0
5 Nov 6930.35 1210 0.00 0.00 0 0 0
4 Nov 6843.70 1210 0.00 0.00 0 0 0
1 Nov 6923.60 1210 0.00 0.00 0 0 0
31 Oct 6889.75 1210 0.00 - 0 2 0
30 Oct 6955.00 1210 -195.75 - 2 0 0
29 Oct 7022.50 1405.75 0.00 - 0 0 0
28 Oct 6911.35 1405.75 0.00 - 0 0 0
25 Oct 6910.15 1405.75 0.00 - 0 0 0
23 Oct 6995.80 1405.75 0.00 - 0 0 0
22 Oct 6677.90 1405.75 - 0 0 0


For Bajaj Finance Limited - strike price 5800 expiring on 28NOV2024

Delta for 5800 CE is 0.00

Historical price for 5800 CE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1210, 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 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 1210, 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 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1210, 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 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 1210, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 1210, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 1210, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 1210, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 1210, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 1210, 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 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1210, 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 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 1210, 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 1210, which was -195.75 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 1405.75, 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 1405.75, 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 1405.75, 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 1405.75, 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 1405.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 28NOV2024 5800 PE
Delta: -0.02
Vega: 0.62
Theta: -0.68
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 3.1 -1.35 32.40 235 16 241
13 Nov 6566.00 4.45 0.50 33.75 122 7 225
12 Nov 6638.20 3.95 1.05 33.59 7 0 218
11 Nov 6778.80 2.9 0.00 34.73 2 0 216
8 Nov 6895.95 2.9 -0.05 35.30 13 -3 217
7 Nov 6904.50 2.95 -0.05 34.77 24 -1 220
6 Nov 7006.20 3 -2.50 36.16 118 8 229
5 Nov 6930.35 5.5 -2.60 36.54 382 116 220
4 Nov 6843.70 8.1 -4.80 36.43 161 96 112
1 Nov 6923.60 12.9 0.00 0.00 0 1 0
31 Oct 6889.75 12.9 -2.10 - 1 0 15
30 Oct 6955.00 15 0.00 - 0 -1 0
29 Oct 7022.50 15 3.25 - 6 0 16
28 Oct 6911.35 11.75 0.00 - 0 0 0
25 Oct 6910.15 11.75 0.00 - 0 0 0
23 Oct 6995.80 11.75 -24.85 - 2 -1 16
22 Oct 6677.90 36.6 - 18 13 13


For Bajaj Finance Limited - strike price 5800 expiring on 28NOV2024

Delta for 5800 PE is -0.02

Historical price for 5800 PE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 3.1, which was -1.35 lower than the previous day. The implied volatity was 32.40, the open interest changed by 16 which increased total open position to 241


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 4.45, which was 0.50 higher than the previous day. The implied volatity was 33.75, the open interest changed by 7 which increased total open position to 225


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 33.59, the open interest changed by 0 which decreased total open position to 218


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 216


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 2.9, which was -0.05 lower than the previous day. The implied volatity was 35.30, the open interest changed by -3 which decreased total open position to 217


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was 34.77, the open interest changed by -1 which decreased total open position to 220


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 3, which was -2.50 lower than the previous day. The implied volatity was 36.16, the open interest changed by 8 which increased total open position to 229


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 5.5, which was -2.60 lower than the previous day. The implied volatity was 36.54, the open interest changed by 116 which increased total open position to 220


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 8.1, which was -4.80 lower than the previous day. The implied volatity was 36.43, the open interest changed by 96 which increased total open position to 112


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 12.9, which was -2.10 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 15, 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 15, which was 3.25 higher 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 11.75, 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 11.75, 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 11.75, which was -24.85 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 36.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to