BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 5900 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 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 7074.45 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 1088.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 1088.2 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 5900 expiring on 26DEC2024
Delta for 5900 CE is -
Historical price for 5900 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 1088.2, 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 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.26
Theta: -1.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 1.8 | 0.20 | 51.44 | 31 | -7 | 102 |
| 19 Dec | 6918.55 | 1.6 | -0.25 | 50.31 | 42 | -4 | 112 |
| 18 Dec | 7074.45 | 1.85 | 0.15 | - | 27 | -7 | 116 |
| 17 Dec | 7152.80 | 1.7 | -0.50 | 52.33 | 28 | -7 | 124 |
| 16 Dec | 7208.40 | 2.2 | 0.20 | - | 52 | -11 | 132 |
| 13 Dec | 7182.80 | 2 | -0.25 | 45.73 | 167 | -9 | 143 |
| 12 Dec | 7125.80 | 2.25 | -0.30 | 43.18 | 30 | -1 | 152 |
| 11 Dec | 7115.10 | 2.55 | -1.05 | 42.05 | 248 | -77 | 154 |
| 10 Dec | 6936.20 | 3.6 | 0.40 | 38.32 | 37 | -1 | 232 |
| 9 Dec | 6868.35 | 3.2 | -0.95 | 34.97 | 18 | 13 | 234 |
| 6 Dec | 6850.30 | 4.15 | -0.90 | 32.94 | 257 | 10 | 231 |
| 5 Dec | 6850.40 | 5.05 | -0.60 | 33.41 | 239 | 17 | 222 |
| 4 Dec | 6740.00 | 5.65 | -1.10 | 30.23 | 85 | -16 | 205 |
| 3 Dec | 6675.45 | 6.75 | -2.35 | 28.58 | 251 | 12 | 230 |
| 2 Dec | 6650.65 | 9.1 | -3.00 | 29.28 | 529 | 27 | 218 |
| 29 Nov | 6575.90 | 12.1 | -8.90 | 27.17 | 392 | 56 | 197 |
| 28 Nov | 6509.40 | 21 | -11.95 | 29.66 | 231 | 141 | 141 |
| 27 Nov | 6705.20 | 32.95 | 0.00 | 11.30 | 0 | 0 | 0 |
| 26 Nov | 6617.95 | 32.95 | 0.00 | 10.30 | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 32.95 | 0.00 | 10.82 | 0 | 0 | 0 |
| 22 Nov | 6683.95 | 32.95 | 0.00 | 10.70 | 0 | 0 | 0 |
| 21 Nov | 6465.65 | 32.95 | 0.00 | 8.00 | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 32.95 | 0.00 | 9.21 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 32.95 | 0.00 | 9.21 | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 32.95 | 0.00 | 8.85 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 32.95 | 8.46 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 5900 expiring on 26DEC2024
Delta for 5900 PE is -0.01
Historical price for 5900 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 51.44, the open interest changed by -7 which decreased total open position to 102
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 50.31, the open interest changed by -4 which decreased total open position to 112
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 116
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 52.33, the open interest changed by -7 which decreased total open position to 124
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 132
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 45.73, the open interest changed by -9 which decreased total open position to 143
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was 43.18, the open interest changed by -1 which decreased total open position to 152
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 42.05, the open interest changed by -77 which decreased total open position to 154
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 3.6, which was 0.40 higher than the previous day. The implied volatity was 38.32, the open interest changed by -1 which decreased total open position to 232
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 3.2, which was -0.95 lower than the previous day. The implied volatity was 34.97, the open interest changed by 13 which increased total open position to 234
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 4.15, which was -0.90 lower than the previous day. The implied volatity was 32.94, the open interest changed by 10 which increased total open position to 231
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 5.05, which was -0.60 lower than the previous day. The implied volatity was 33.41, the open interest changed by 17 which increased total open position to 222
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 5.65, which was -1.10 lower than the previous day. The implied volatity was 30.23, the open interest changed by -16 which decreased total open position to 205
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 6.75, which was -2.35 lower than the previous day. The implied volatity was 28.58, the open interest changed by 12 which increased total open position to 230
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 9.1, which was -3.00 lower than the previous day. The implied volatity was 29.28, the open interest changed by 27 which increased total open position to 218
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 12.1, which was -8.90 lower than the previous day. The implied volatity was 27.17, the open interest changed by 56 which increased total open position to 197
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 21, which was -11.95 lower than the previous day. The implied volatity was 29.66, the open interest changed by 141 which increased total open position to 141
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 32.95, which was 0.00 lower than the previous day. The implied volatity was 11.30, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 10.30, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 10.82, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 10.70, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 8.00, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 9.21, 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 32.95, which was 0.00 lower than the previous day. The implied volatity was 8.85, 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 32.95, which was lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
