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

7317.15 72.25 (1.00%)

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Historical option data for BAJFINANCE

06 Sep 2024 04:13 PM IST
BAJFINANCE 6000 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 7317.15 1300.65 0.00 0 0 0
5 Sept 7244.90 1300.65 0.00 0 0 0
4 Sept 7299.50 1300.65 -64.35 125 0 4,000
3 Sept 7353.80 1365 0.00 0 -500 0
2 Sept 7440.05 1365 120.00 3,000 0 4,500
30 Aug 7200.15 1245 145.00 625 -375 4,500
29 Aug 7063.55 1100 179.50 2,125 125 4,750
28 Aug 6900.00 920.5 42.50 250 125 4,500
27 Aug 6863.60 878 38.00 375 -250 4,500
26 Aug 6778.35 840 40.00 875 125 4,750
23 Aug 6735.85 800 -20.00 250 -125 4,500
22 Aug 6743.60 820 20.00 750 250 4,375
21 Aug 6735.35 800 -25.00 250 0 3,875
20 Aug 6722.20 825 155.00 250 125 4,000
19 Aug 6616.35 670 0.00 0 -625 0
16 Aug 6590.90 670 110.00 3,625 -625 3,875
14 Aug 6458.50 560 -18.00 4,875 1,375 4,375
13 Aug 6465.05 578 -112.00 4,625 2,500 2,875
12 Aug 6608.15 690 -10.00 875 125 625
9 Aug 6618.20 700 25.00 500 -250 250
8 Aug 6582.20 675 -45.00 250 0 250
7 Aug 6637.15 720 72.30 750 0 1,000
6 Aug 6538.35 647.7 -10.60 1,000 625 750
5 Aug 6596.70 658.3 -677.85 125 0 0
2 Aug 6725.00 1336.15 0.00 0 0 0
1 Aug 6771.65 1336.15 0.00 0 0 0
31 Jul 6806.95 1336.15 0.00 0 0 0
30 Jul 6823.60 1336.15 0.00 0 0 0
29 Jul 6812.45 1336.15 0.00 0 0 0
26 Jul 6789.75 1336.15 1336.15 0 0 0
25 Jul 6647.75 0 0.00 0 0 0
24 Jul 6607.15 0 0.00 0 0 0
23 Jul 6727.10 0 0.00 0 0 0
22 Jul 6884.25 0 0.00 0 0 0
19 Jul 6932.30 0 0.00 0 0 0
18 Jul 7110.00 0 0.00 0 0 0
11 Jul 6950.30 0 0 0 0


For Bajaj Finance Limited - strike price 6000 expiring on 26SEP2024

Delta for 6000 CE is -

Historical price for 6000 CE is as follows

On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 1300.65, 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 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 1300.65, 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 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 1300.65, which was -64.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 1365, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 0


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 1365, which was 120.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 1245, which was 145.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 4500


On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 1100, which was 179.50 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4750


On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 920.5, which was 42.50 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4500


On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 878, which was 38.00 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 4500


On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 840, which was 40.00 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4750


On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 800, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4500


On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 820, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4375


On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 800, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3875


On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 825, which was 155.00 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4000


On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 670, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 0


On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 670, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 3875


On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 560, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 4375


On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 578, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 2875


On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 690, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 625


On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 700, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 250


On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 675, which was -45.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250


On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 720, which was 72.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1000


On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 647.7, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 750


On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 658.3, which was -677.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 1336.15, 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 Aug BAJFINANCE was trading at 6771.65. The strike last trading price was 1336.15, 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 Jul BAJFINANCE was trading at 6806.95. The strike last trading price was 1336.15, 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 30 Jul BAJFINANCE was trading at 6823.60. The strike last trading price was 1336.15, 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 Jul BAJFINANCE was trading at 6812.45. The strike last trading price was 1336.15, 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 Jul BAJFINANCE was trading at 6789.75. The strike last trading price was 1336.15, which was 1336.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul BAJFINANCE was trading at 6647.75. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 6607.15. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 6727.10. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 6884.25. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 6932.30. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 7110.00. The strike last trading price was 0, 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 Jul BAJFINANCE was trading at 6950.30. The strike last trading price was 0, 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 6000 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 7317.15 4.5 0.00 20,500 125 68,500
5 Sept 7244.90 4.5 0.20 27,125 -2,250 68,625
4 Sept 7299.50 4.3 -0.20 14,875 1,750 71,125
3 Sept 7353.80 4.5 -0.30 39,250 -625 69,000
2 Sept 7440.05 4.8 -1.05 51,875 -6,500 69,625
30 Aug 7200.15 5.85 -2.55 56,500 9,125 76,375
29 Aug 7063.55 8.4 1.10 1,05,125 -8,750 67,625
28 Aug 6900.00 7.3 -1.20 21,250 -1,625 76,250
27 Aug 6863.60 8.5 -2.50 29,750 -6,125 77,875
26 Aug 6778.35 11 -0.50 31,125 -5,500 84,000
23 Aug 6735.85 11.5 -1.95 23,000 2,500 89,375
22 Aug 6743.60 13.45 -0.40 21,250 8,875 87,000
21 Aug 6735.35 13.85 -0.85 20,750 -4,375 78,125
20 Aug 6722.20 14.7 -8.80 80,000 5,875 82,625
19 Aug 6616.35 23.5 -1.10 35,875 4,750 75,750
16 Aug 6590.90 24.6 -14.20 69,500 6,750 72,000
14 Aug 6458.50 38.8 -3.20 54,250 -375 65,375
13 Aug 6465.05 42 12.55 24,500 8,250 65,750
12 Aug 6608.15 29.45 0.60 9,250 0 57,500
9 Aug 6618.20 28.85 -9.75 10,125 5,125 57,375
8 Aug 6582.20 38.6 3.60 12,125 9,000 52,125
7 Aug 6637.15 35 -15.60 13,625 125 43,125
6 Aug 6538.35 50.6 7.55 10,500 3,750 42,875
5 Aug 6596.70 43.05 17.55 32,125 6,750 39,125
2 Aug 6725.00 25.5 2.05 13,250 4,625 31,875
1 Aug 6771.65 23.45 -0.75 3,375 1,875 27,250
31 Jul 6806.95 24.2 2.20 9,000 4,750 25,375
30 Jul 6823.60 22 1.00 4,375 375 20,625
29 Jul 6812.45 21 -3.50 1,875 125 20,250
26 Jul 6789.75 24.5 -20.00 8,125 2,250 20,125
25 Jul 6647.75 44.5 -0.50 10,625 2,000 17,875
24 Jul 6607.15 45 -14.00 19,000 11,875 15,875
23 Jul 6727.10 59 15.00 2,500 3,000 4,000
22 Jul 6884.25 44 -6.00 1,500 750 1,000
19 Jul 6932.30 50 9.95 250 -1,500 250
18 Jul 7110.00 40.05 -7.95 1,875 1,750 1,750
11 Jul 6950.30 48 2,000 1,875 1,875


For Bajaj Finance Limited - strike price 6000 expiring on 26SEP2024

Delta for 6000 PE is -

Historical price for 6000 PE is as follows

On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 4.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 68500


On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 4.5, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 68625


On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 4.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 71125


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 4.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 69000


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -6500 which decreased total open position to 69625


On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 5.85, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 9125 which increased total open position to 76375


On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 8.4, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by -8750 which decreased total open position to 67625


On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 7.3, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 76250


On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 8.5, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -6125 which decreased total open position to 77875


On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 11, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 84000


On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 11.5, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 89375


On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 13.45, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 8875 which increased total open position to 87000


On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 13.85, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -4375 which decreased total open position to 78125


On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 14.7, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 82625


On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 23.5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 75750


On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 24.6, which was -14.20 lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 72000


On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 38.8, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 65375


On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 42, which was 12.55 higher than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 65750


On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 29.45, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57500


On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 28.85, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 57375


On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 38.6, which was 3.60 higher than the previous day. The implied volatity was -, the open interest changed by 9000 which increased total open position to 52125


On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 35, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 43125


On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 50.6, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 42875


On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 43.05, which was 17.55 higher than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 39125


On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 25.5, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 31875


On 1 Aug BAJFINANCE was trading at 6771.65. The strike last trading price was 23.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 27250


On 31 Jul BAJFINANCE was trading at 6806.95. The strike last trading price was 24.2, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 25375


On 30 Jul BAJFINANCE was trading at 6823.60. The strike last trading price was 22, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 20625


On 29 Jul BAJFINANCE was trading at 6812.45. The strike last trading price was 21, which was -3.50 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 20250


On 26 Jul BAJFINANCE was trading at 6789.75. The strike last trading price was 24.5, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 20125


On 25 Jul BAJFINANCE was trading at 6647.75. The strike last trading price was 44.5, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 17875


On 24 Jul BAJFINANCE was trading at 6607.15. The strike last trading price was 45, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 15875


On 23 Jul BAJFINANCE was trading at 6727.10. The strike last trading price was 59, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 4000


On 22 Jul BAJFINANCE was trading at 6884.25. The strike last trading price was 44, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1000


On 19 Jul BAJFINANCE was trading at 6932.30. The strike last trading price was 50, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 250


On 18 Jul BAJFINANCE was trading at 7110.00. The strike last trading price was 40.05, which was -7.95 lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1750


On 11 Jul BAJFINANCE was trading at 6950.30. The strike last trading price was 48, which was lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 1875