[--[65.84.65.76]--]
BAJFINANCE
BAJAJ FINANCE LIMITED

7138 30.95 (0.44%)

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Historical option data for BAJFINANCE

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 7138.00 1150 32.75 - 375 -125 625
4 Jul 7107.05 1117.25 - 375 125 750
3 Jul 7258.80 1250 - 125 0 625
2 Jul 7165.60 1304.4 - 0 625 0
1 Jul 7276.75 1304.4 - 250 625 625
28 Jun 7115.55 1155 - 0 500 0
27 Jun 7166.75 1155 - 0 500 0
26 Jun 7158.20 1155 - 500 250 250
25 Jun 7074.45 1442 - 0 0 0
24 Jun 7081.85 1442 - 0 0 0
21 Jun 7134.25 1442.00 - 0 0 0
20 Jun 7207.10 1442.00 - 0 0 0
19 Jun 7233.95 1442.00 - 0 0 0
18 Jun 7334.70 1442.00 - 0 0 0
14 Jun 7341.55 1442.00 - 0 0 0
13 Jun 7294.95 1442.00 - 0 0 0
12 Jun 7217.75 1442.00 - 0 0 0
11 Jun 7138.10 1442.00 - 0 0 0
10 Jun 7088.85 1442.00 - 0 0 0
7 Jun 7191.40 1442.00 - 0 0 0
6 Jun 6925.80 1442.00 - 0 0 0
5 Jun 6836.65 1442.00 - 0 0 0
4 Jun 6509.55 1442.00 - 0 0 0
3 Jun 6915.55 1442.00 - 0 0 0
31 May 6697.70 1442.00 - 0 0 0
30 May 6616.45 1442.00 - 0 0 0
29 May 6806.70 1442.00 - 0 0 0
28 May 6873.05 1442.00 - 0 0 0
27 May 6895.50 1442.00 - 0 0 0
24 May 6836.90 0.00 - 0 0 0
23 May 6826.65 0.00 - 0 0 0
22 May 6744.55 0.00 - 0 0 0
21 May 6742.85 0.00 - 0 0 0
18 May 6738.00 0.00 - 0 0 0
17 May 6727.40 0.00 - 0 0 0
16 May 6747.15 0.00 - 0 0 0
15 May 6680.00 0.00 - 0 0 0
14 May 6675.70 0.00 - 0 0 0
13 May 6718.75 0.00 - 0 0 0


For BAJAJ FINANCE LIMITED - strike price 6000 expiring on 25JUL2024

Delta for 6000 CE is -

Historical price for 6000 CE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 1150, which was 32.75 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 625


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 1117.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 750


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 1250, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 625


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 1304.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 0


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 1304.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 625


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 1155, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 1155, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 0


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 1155, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 1442, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 1442, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 1442.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May BAJFINANCE was trading at 6826.65. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May BAJFINANCE was trading at 6742.85. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 May BAJFINANCE was trading at 6727.40. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 May BAJFINANCE was trading at 6747.15. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May BAJFINANCE was trading at 6680.00. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BAJFINANCE was trading at 6675.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 7138.00 6.45 -0.80 - 37,500 2,250 78,625
4 Jul 7107.05 7.25 - 97,875 6,375 76,375
3 Jul 7258.80 5.45 - 43,000 7,500 70,000
2 Jul 7165.60 7 - 51,125 17,250 58,750
1 Jul 7276.75 5.45 - 21,250 4,625 41,500
28 Jun 7115.55 6 - 7,250 375 36,875
27 Jun 7166.75 8.1 - 10,875 6,125 36,500
26 Jun 7158.20 8.05 - 25,875 -500 30,625
25 Jun 7074.45 10.8 - 10,250 5,875 31,125
24 Jun 7081.85 8.4 - 3,625 1,625 25,250
21 Jun 7134.25 8.85 - 3,250 1,750 23,500
20 Jun 7207.10 12.20 - 3,125 1,000 22,125
19 Jun 7233.95 10.65 - 750 375 21,125
18 Jun 7334.70 7.00 - 250 -1,375 20,625
14 Jun 7341.55 11.50 - 4,500 -375 22,000
13 Jun 7294.95 11.70 - 1,375 125 22,375
12 Jun 7217.75 11.50 - 2,625 -1,250 22,125
11 Jun 7138.10 13.00 - 1,625 500 23,375
10 Jun 7088.85 17.50 - 5,250 0 22,875
7 Jun 7191.40 20.00 - 11,750 -750 22,875
6 Jun 6925.80 29.00 - 7,375 1,500 23,625
5 Jun 6836.65 39.20 - 13,875 -7,750 22,125
4 Jun 6509.55 105.00 - 23,000 6,500 29,875
3 Jun 6915.55 37.00 - 15,250 625 23,375
31 May 6697.70 71.00 - 8,375 -1,250 22,875
30 May 6616.45 87.10 - 9,875 5,875 24,125
29 May 6806.70 64.80 - 1,250 875 18,250
28 May 6873.05 64.00 - 6,125 4,000 17,250
27 May 6895.50 69.00 - 3,250 500 13,375
24 May 6836.90 70.70 - 1,625 -125 12,875
23 May 6826.65 77.00 - 3,125 -1,750 12,875
22 May 6744.55 85.00 - 500 -250 14,625
21 May 6742.85 94.95 - 2,125 1,000 15,000
18 May 6738.00 105.00 - 250 0 13,875
17 May 6727.40 95.00 - 2,250 0 14,500
16 May 6747.15 116.00 - 125 0 14,500
15 May 6680.00 115.00 - 3,750 1,375 14,500
14 May 6675.70 117.50 - 1,000 500 13,125
13 May 6718.75 126.45 - 500 0 12,625


For BAJAJ FINANCE LIMITED - strike price 6000 expiring on 25JUL2024

Delta for 6000 PE is -

Historical price for 6000 PE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 6.45, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 78625


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 76375


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 7500 which increased total open position to 70000


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 58750


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 41500


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 36875


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 36500


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 30625


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 31125


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 25250


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 23500


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 22125


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 10.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 21125


On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1375 which decreased total open position to 20625


On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 22000


On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 11.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 22375


On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 11.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 22125


On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 13.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 23375


On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 17.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22875


On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 22875


On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 29.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 23625


On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 39.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -7750 which decreased total open position to 22125


On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 29875


On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 37.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 23375


On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 71.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 22875


On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 87.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 24125


On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 64.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 18250


On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 64.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 17250


On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 69.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 13375


On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 70.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 12875


On 23 May BAJFINANCE was trading at 6826.65. The strike last trading price was 77.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 12875


On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 85.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 14625


On 21 May BAJFINANCE was trading at 6742.85. The strike last trading price was 94.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 15000


On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 105.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13875


On 17 May BAJFINANCE was trading at 6727.40. The strike last trading price was 95.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14500


On 16 May BAJFINANCE was trading at 6747.15. The strike last trading price was 116.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14500


On 15 May BAJFINANCE was trading at 6680.00. The strike last trading price was 115.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 14500


On 14 May BAJFINANCE was trading at 6675.70. The strike last trading price was 117.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 13125


On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 126.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12625