BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 5900 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 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 6595.30 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 1946.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 1946.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 1946.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 1946.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 1946.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 6889.75 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6955.00 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7022.50 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6911.35 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6910.15 | 1946.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6995.80 | 1946.5 | 1910.20 | - | 0 | 160 | 0 | |||
| 22 Oct | 6677.90 | 36.3 | - | 0 | 160 | 0 | ||||
For Bajaj Finance Limited - strike price 5900 expiring on 28NOV2024
Delta for 5900 CE is -
Historical price for 5900 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, 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 1946.5, which was 1910.20 higher 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 36.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 5900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.65
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 4.25 | -0.95 | 36.73 | 167 | 17 | 62 |
| 20 Nov | 6595.30 | 5.2 | 0.00 | 39.11 | 146 | 31 | 46 |
| 19 Nov | 6595.30 | 5.2 | 0.05 | 39.11 | 146 | 32 | 46 |
| 18 Nov | 6567.95 | 5.15 | 0.90 | 36.46 | 46 | 14 | 14 |
| 14 Nov | 6549.15 | 4.25 | 0.00 | 13.45 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 4.25 | 0.00 | 13.50 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 4.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 4.25 | 0.00 | 14.01 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 4.25 | 0.00 | 14.01 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 4.25 | 0.00 | 14.38 | 0 | 0 | 0 |
| 31 Oct | 6889.75 | 4.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6955.00 | 4.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 7022.50 | 4.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6911.35 | 4.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6910.15 | 4.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6995.80 | 4.25 | -29.20 | - | 0 | 0 | 0 |
| 22 Oct | 6677.90 | 33.45 | - | 0 | -112 | 0 | |
For Bajaj Finance Limited - strike price 5900 expiring on 28NOV2024
Delta for 5900 PE is -0.03
Historical price for 5900 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 4.25, which was -0.95 lower than the previous day. The implied volatity was 36.73, the open interest changed by 17 which increased total open position to 62
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 39.11, the open interest changed by 31 which increased total open position to 46
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 39.11, the open interest changed by 32 which increased total open position to 46
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 5.15, which was 0.90 higher than the previous day. The implied volatity was 36.46, the open interest changed by 14 which increased total open position to 14
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 13.45, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 13.50, 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 4.25, 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 4.25, 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 4.25, 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 4.25, 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 4.25, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 14.01, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 14.01, 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 4.25, which was 0.00 lower than the previous day. The implied volatity was 14.38, 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 4.25, 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 4.25, 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 4.25, 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 4.25, 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 4.25, 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 4.25, which was -29.20 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 33.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
