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

6848.25 -70.30 (-1.02%)

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Historical option data for BAJFINANCE

20 Dec 2024 04:12 PM IST
BAJFINANCE 26DEC2024 6000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6848.25 878 -42.00 - 8 -1 50
19 Dec 6918.55 920 -226.55 - 5 0 51
18 Dec 7074.45 1146.55 0.00 0.00 0 0 0
17 Dec 7152.80 1146.55 -53.45 - 2 0 51
16 Dec 7208.40 1200 0.00 0.00 0 -6 0
13 Dec 7182.80 1200 50.00 45.83 23 -6 51
12 Dec 7125.80 1150 68.10 52.19 1 0 58
11 Dec 7115.10 1081.9 141.25 - 3 -2 58
10 Dec 6936.20 940.65 -14.35 - 9 0 60
9 Dec 6868.35 955 0.00 0.00 0 0 0
6 Dec 6850.30 955 83.00 59.56 3 0 60
5 Dec 6850.40 872 122.00 - 19 1 58
4 Dec 6740.00 750 39.90 - 4 -1 59
3 Dec 6675.45 710.1 25.10 28.29 9 -1 59
2 Dec 6650.65 685 55.00 - 18 -1 59
29 Nov 6575.90 630 25.00 27.36 11 6 60
28 Nov 6509.40 605 -155.00 25.91 51 32 54
27 Nov 6705.20 760 70.00 22.42 3 2 22
26 Nov 6617.95 690 -73.90 25.94 3 1 20
25 Nov 6685.40 763.9 90.90 26.52 12 20 20
22 Nov 6683.95 673 -1220.20 - 14 8 8
21 Nov 6465.65 1893.2 0.00 - 0 0 0
20 Nov 6595.30 1893.2 0.00 - 0 0 0
19 Nov 6595.30 1893.2 0.00 - 0 0 0
18 Nov 6567.95 1893.2 0.00 - 0 0 0
14 Nov 6549.15 1893.2 0.00 - 0 0 0
13 Nov 6566.00 1893.2 0.00 - 0 0 0
12 Nov 6638.20 1893.2 0.00 - 0 0 0
11 Nov 6778.80 1893.2 0.00 - 0 0 0
8 Nov 6895.95 1893.2 0.00 - 0 0 0
7 Nov 6904.50 1893.2 0.00 - 0 0 0
6 Nov 7006.20 1893.2 0.00 - 0 0 0
5 Nov 6930.35 1893.2 0.00 - 0 0 0
4 Nov 6843.70 1893.2 1893.20 - 0 0 0
1 Nov 6923.60 0 0.00 - 0 0 0
31 Oct 6889.75 0 0.00 - 0 0 0
30 Oct 6955.00 0 0.00 - 0 0 0
29 Oct 7022.50 0 0.00 - 0 0 0
28 Oct 6911.35 0 0.00 - 0 0 0
25 Oct 6910.15 0 0.00 - 0 0 0
23 Oct 6995.80 0 0.00 - 0 0 0
22 Oct 6677.90 0 - 0 0 0


For Bajaj Finance Limited - strike price 6000 expiring on 26DEC2024

Delta for 6000 CE is -

Historical price for 6000 CE is as follows

On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 878, which was -42.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 50


On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 920, which was -226.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1146.55, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1146.55, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51


On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1200, which was 50.00 higher than the previous day. The implied volatity was 45.83, the open interest changed by -6 which decreased total open position to 51


On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1150, which was 68.10 higher than the previous day. The implied volatity was 52.19, the open interest changed by 0 which decreased total open position to 58


On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 1081.9, which was 141.25 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 58


On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 940.65, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 60


On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 955, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 955, which was 83.00 higher than the previous day. The implied volatity was 59.56, the open interest changed by 0 which decreased total open position to 60


On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 872, which was 122.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 58


On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 750, which was 39.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59


On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 710.1, which was 25.10 higher than the previous day. The implied volatity was 28.29, the open interest changed by -1 which decreased total open position to 59


On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 685, which was 55.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 59


On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 630, which was 25.00 higher than the previous day. The implied volatity was 27.36, the open interest changed by 6 which increased total open position to 60


On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 605, which was -155.00 lower than the previous day. The implied volatity was 25.91, the open interest changed by 32 which increased total open position to 54


On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 760, which was 70.00 higher than the previous day. The implied volatity was 22.42, the open interest changed by 2 which increased total open position to 22


On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 690, which was -73.90 lower than the previous day. The implied volatity was 25.94, the open interest changed by 1 which increased total open position to 20


On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 763.9, which was 90.90 higher than the previous day. The implied volatity was 26.52, the open interest changed by 20 which increased total open position to 20


On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 673, which was -1220.20 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8


On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 1893.2, 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 1893.2, 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 1893.2, 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 1893.2, 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 1893.2, 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 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 1893.2, 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 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1893.2, 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 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 1893.2, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 1893.2, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 1893.2, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 1893.2, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 1893.2, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 1893.2, which was 1893.20 higher 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 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 31 Oct BAJFINANCE was trading at 6889.75. 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 which decreased total open position to


On 30 Oct BAJFINANCE was trading at 6955.00. 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 which decreased total open position to


On 29 Oct BAJFINANCE was trading at 7022.50. 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 which decreased total open position to


On 28 Oct BAJFINANCE was trading at 6911.35. 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 which decreased total open position to


On 25 Oct BAJFINANCE was trading at 6910.15. 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 which decreased total open position to


On 23 Oct BAJFINANCE was trading at 6995.80. 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 which decreased total open position to


On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 26DEC2024 6000 PE
Delta: -0.02
Vega: 0.36
Theta: -1.42
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6848.25 2.55 0.30 48.64 360 -104 786
19 Dec 6918.55 2.25 -0.65 47.81 190 -61 889
18 Dec 7074.45 2.9 0.55 - 58 -29 954
17 Dec 7152.80 2.35 -0.25 50.59 489 -145 983
16 Dec 7208.40 2.6 0.15 50.57 333 102 1,128
13 Dec 7182.80 2.45 -0.25 43.74 576 -148 1,029
12 Dec 7125.80 2.7 -0.25 40.75 88 -43 1,178
11 Dec 7115.10 2.95 -1.60 39.56 1,196 -43 1,228
10 Dec 6936.20 4.55 -0.35 36.26 1,067 187 1,281
9 Dec 6868.35 4.9 -0.60 34.06 449 -17 1,097
6 Dec 6850.30 5.5 -1.05 31.28 962 -87 1,115
5 Dec 6850.40 6.55 -0.95 31.72 1,249 -6 1,208
4 Dec 6740.00 7.5 -1.50 28.58 866 -96 1,218
3 Dec 6675.45 9 -3.30 26.92 1,432 -58 1,316
2 Dec 6650.65 12.3 -6.30 27.80 2,461 118 1,373
29 Nov 6575.90 18.6 -10.30 26.58 1,952 288 1,259
28 Nov 6509.40 28.9 11.90 28.66 1,597 218 971
27 Nov 6705.20 17 -4.55 29.20 673 63 753
26 Nov 6617.95 21.55 1.05 28.13 586 135 689
25 Nov 6685.40 20.5 -6.65 29.44 784 108 554
22 Nov 6683.95 27.15 -22.85 30.92 655 60 506
21 Nov 6465.65 50 13.80 28.41 669 97 442
20 Nov 6595.30 36.2 0.00 28.40 494 36 342
19 Nov 6595.30 36.2 1.30 28.40 494 33 342
18 Nov 6567.95 34.9 -0.10 27.32 197 51 310
14 Nov 6549.15 35 -0.10 26.34 163 53 256
13 Nov 6566.00 35.1 6.85 26.53 127 71 203
12 Nov 6638.20 28.25 10.80 25.88 173 70 133
11 Nov 6778.80 17.45 1.45 25.50 43 22 63
8 Nov 6895.95 16 -3.05 26.53 2 -1 41
7 Nov 6904.50 19.05 0.55 27.85 6 0 43
6 Nov 7006.20 18.5 -4.60 29.40 23 0 43
5 Nov 6930.35 23.1 -7.95 28.56 8 6 42
4 Nov 6843.70 31.05 4.05 29.12 19 17 37
1 Nov 6923.60 27 1.90 29.12 1 0 19
31 Oct 6889.75 25.1 2.10 - 2 1 18
30 Oct 6955.00 23 -3.00 - 9 3 18
29 Oct 7022.50 26 -9.00 - 13 0 15
28 Oct 6911.35 35 -0.70 - 3 3 14
25 Oct 6910.15 35.7 7.70 - 6 2 11
23 Oct 6995.80 28 -48.00 - 3 -1 8
22 Oct 6677.90 76 - 9 5 5


For Bajaj Finance Limited - strike price 6000 expiring on 26DEC2024

Delta for 6000 PE is -0.02

Historical price for 6000 PE is as follows

On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 2.55, which was 0.30 higher than the previous day. The implied volatity was 48.64, the open interest changed by -104 which decreased total open position to 786


On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 47.81, the open interest changed by -61 which decreased total open position to 889


On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 2.9, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 954


On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 50.59, the open interest changed by -145 which decreased total open position to 983


On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2.6, which was 0.15 higher than the previous day. The implied volatity was 50.57, the open interest changed by 102 which increased total open position to 1128


On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 43.74, the open interest changed by -148 which decreased total open position to 1029


On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 2.7, which was -0.25 lower than the previous day. The implied volatity was 40.75, the open interest changed by -43 which decreased total open position to 1178


On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 2.95, which was -1.60 lower than the previous day. The implied volatity was 39.56, the open interest changed by -43 which decreased total open position to 1228


On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 4.55, which was -0.35 lower than the previous day. The implied volatity was 36.26, the open interest changed by 187 which increased total open position to 1281


On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 34.06, the open interest changed by -17 which decreased total open position to 1097


On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 5.5, which was -1.05 lower than the previous day. The implied volatity was 31.28, the open interest changed by -87 which decreased total open position to 1115


On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 6.55, which was -0.95 lower than the previous day. The implied volatity was 31.72, the open interest changed by -6 which decreased total open position to 1208


On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 7.5, which was -1.50 lower than the previous day. The implied volatity was 28.58, the open interest changed by -96 which decreased total open position to 1218


On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 9, which was -3.30 lower than the previous day. The implied volatity was 26.92, the open interest changed by -58 which decreased total open position to 1316


On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 12.3, which was -6.30 lower than the previous day. The implied volatity was 27.80, the open interest changed by 118 which increased total open position to 1373


On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 18.6, which was -10.30 lower than the previous day. The implied volatity was 26.58, the open interest changed by 288 which increased total open position to 1259


On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 28.9, which was 11.90 higher than the previous day. The implied volatity was 28.66, the open interest changed by 218 which increased total open position to 971


On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 17, which was -4.55 lower than the previous day. The implied volatity was 29.20, the open interest changed by 63 which increased total open position to 753


On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 21.55, which was 1.05 higher than the previous day. The implied volatity was 28.13, the open interest changed by 135 which increased total open position to 689


On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 20.5, which was -6.65 lower than the previous day. The implied volatity was 29.44, the open interest changed by 108 which increased total open position to 554


On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 27.15, which was -22.85 lower than the previous day. The implied volatity was 30.92, the open interest changed by 60 which increased total open position to 506


On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 50, which was 13.80 higher than the previous day. The implied volatity was 28.41, the open interest changed by 97 which increased total open position to 442


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 36.2, which was 0.00 lower than the previous day. The implied volatity was 28.40, the open interest changed by 36 which increased total open position to 342


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 36.2, which was 1.30 higher than the previous day. The implied volatity was 28.40, the open interest changed by 33 which increased total open position to 342


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 34.9, which was -0.10 lower than the previous day. The implied volatity was 27.32, the open interest changed by 51 which increased total open position to 310


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 35, which was -0.10 lower than the previous day. The implied volatity was 26.34, the open interest changed by 53 which increased total open position to 256


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 35.1, which was 6.85 higher than the previous day. The implied volatity was 26.53, the open interest changed by 71 which increased total open position to 203


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 28.25, which was 10.80 higher than the previous day. The implied volatity was 25.88, the open interest changed by 70 which increased total open position to 133


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 17.45, which was 1.45 higher than the previous day. The implied volatity was 25.50, the open interest changed by 22 which increased total open position to 63


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 16, which was -3.05 lower than the previous day. The implied volatity was 26.53, the open interest changed by -1 which decreased total open position to 41


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 19.05, which was 0.55 higher than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 43


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 18.5, which was -4.60 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 43


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 23.1, which was -7.95 lower than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 42


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 31.05, which was 4.05 higher than the previous day. The implied volatity was 29.12, the open interest changed by 17 which increased total open position to 37


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 27, which was 1.90 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 19


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 25.1, which was 2.10 higher 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 23, which was -3.00 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 26, which was -9.00 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 35, which was -0.70 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 35.7, which was 7.70 higher 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 28, which was -48.00 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 76, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to