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

6549.15 -16.85 (-0.26%)

Back to Option Chain


Historical option data for BAJFINANCE

14 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 6000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 572.85 12.20 - 2 1 11
13 Nov 6566.00 560.65 -99.35 - 2 0 9
12 Nov 6638.20 660 -138.15 - 2 1 8
11 Nov 6778.80 798.15 0.00 0.00 0 0 0
8 Nov 6895.95 798.15 0.00 0.00 0 0 0
7 Nov 6904.50 798.15 0.00 0.00 0 0 0
6 Nov 7006.20 798.15 0.00 0.00 0 0 0
5 Nov 6930.35 798.15 0.00 0.00 0 5 0
4 Nov 6843.70 798.15 -37.25 - 5 4 6
1 Nov 6923.60 835.4 0.00 0.00 0 0 0
31 Oct 6889.75 835.4 0.00 - 0 0 0
30 Oct 6955.00 835.4 0.00 - 0 0 0
29 Oct 7022.50 835.4 0.00 - 0 0 0
28 Oct 6911.35 835.4 0.00 - 0 0 0
25 Oct 6910.15 835.4 0.00 - 0 0 0
24 Oct 7040.90 835.4 0.00 - 0 0 0
23 Oct 6995.80 835.4 45.40 - 1 0 2
22 Oct 6677.90 790 -442.30 - 3 1 1
21 Oct 6780.90 1232.3 0.00 - 0 0 0
18 Oct 6899.55 1232.3 0.00 - 0 0 0
17 Oct 6899.50 1232.3 0.00 - 0 0 0
16 Oct 6956.35 1232.3 0.00 - 0 0 0
15 Oct 7016.90 1232.3 0.00 - 0 0 0
14 Oct 7208.80 1232.3 0.00 - 0 0 0
11 Oct 7302.00 1232.3 0.00 - 0 0 0
8 Oct 7186.95 1232.3 0.00 - 0 0 0
7 Oct 7269.40 1232.3 0.00 - 0 0 0
4 Oct 7211.35 1232.3 0.00 - 0 0 0
30 Sept 7703.00 1232.3 1232.30 - 0 0 0
10 Sept 7241.85 0 0.00 - 0 0 0
9 Sept 7347.45 0 - 0 0 0


For Bajaj Finance Limited - strike price 6000 expiring on 28NOV2024

Delta for 6000 CE is -

Historical price for 6000 CE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 572.85, which was 12.20 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 560.65, which was -99.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 660, which was -138.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 798.15, 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 798.15, 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 798.15, 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 798.15, 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 798.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 798.15, which was -37.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 835.4, 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 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 835.4, 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 835.4, 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 835.4, 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 835.4, 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 835.4, 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 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 835.4, 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 835.4, which was 45.40 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 790, which was -442.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 1232.3, 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 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 1232.3, 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 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 1232.3, 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 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 1232.3, 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 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 1232.3, 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 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 1232.3, 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 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 1232.3, 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 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 1232.3, 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 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 1232.3, 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 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 1232.3, 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 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 1232.3, which was 1232.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJFINANCE was trading at 7241.85. 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 9 Sept BAJFINANCE was trading at 7347.45. 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 28NOV2024 6000 PE
Delta: -0.04
Vega: 1.17
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 6.55 -3.35 28.56 1,346 13 1,272
13 Nov 6566.00 9.9 1.90 30.71 1,693 142 1,276
12 Nov 6638.20 8 3.00 30.20 1,003 368 1,137
11 Nov 6778.80 5 0.05 30.83 208 -18 768
8 Nov 6895.95 4.95 -0.10 31.48 182 5 785
7 Nov 6904.50 5.05 0.15 31.55 270 -13 786
6 Nov 7006.20 4.9 -4.70 32.95 700 -3 822
5 Nov 6930.35 9.6 -2.75 33.82 853 9 826
4 Nov 6843.70 12.35 -1.15 33.09 1,031 181 819
1 Nov 6923.60 13.5 0.85 34.09 69 7 637
31 Oct 6889.75 12.65 -0.75 - 297 63 622
30 Oct 6955.00 13.4 -0.50 - 120 2 559
29 Oct 7022.50 13.9 -1.00 - 267 86 557
28 Oct 6911.35 14.9 -3.50 - 321 36 471
25 Oct 6910.15 18.4 3.75 - 325 17 435
24 Oct 7040.90 14.65 -2.35 - 310 12 418
23 Oct 6995.80 17 -38.00 - 935 24 417
22 Oct 6677.90 55 17.00 - 852 49 390
21 Oct 6780.90 38 20.30 - 546 251 340
18 Oct 6899.55 17.7 -1.30 - 24 1 88
17 Oct 6899.50 19 0.35 - 31 16 79
16 Oct 6956.35 18.65 5.65 - 49 31 60
15 Oct 7016.90 13 2.90 - 19 13 29
14 Oct 7208.80 10.1 0.15 - 2 1 16
11 Oct 7302.00 9.95 -5.05 - 4 0 15
8 Oct 7186.95 15 -0.50 - 1 0 15
7 Oct 7269.40 15.5 0.00 - 2 0 14
4 Oct 7211.35 15.5 3.25 - 11 2 13
30 Sept 7703.00 12.25 -9.75 - 1 0 10
10 Sept 7241.85 22 2.00 - 1 0 9
9 Sept 7347.45 20 - 1 0 8


For Bajaj Finance Limited - strike price 6000 expiring on 28NOV2024

Delta for 6000 PE is -0.04

Historical price for 6000 PE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 6.55, which was -3.35 lower than the previous day. The implied volatity was 28.56, the open interest changed by 13 which increased total open position to 1272


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 9.9, which was 1.90 higher than the previous day. The implied volatity was 30.71, the open interest changed by 142 which increased total open position to 1276


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 8, which was 3.00 higher than the previous day. The implied volatity was 30.20, the open interest changed by 368 which increased total open position to 1137


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 5, which was 0.05 higher than the previous day. The implied volatity was 30.83, the open interest changed by -18 which decreased total open position to 768


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 4.95, which was -0.10 lower than the previous day. The implied volatity was 31.48, the open interest changed by 5 which increased total open position to 785


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 5.05, which was 0.15 higher than the previous day. The implied volatity was 31.55, the open interest changed by -13 which decreased total open position to 786


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 4.9, which was -4.70 lower than the previous day. The implied volatity was 32.95, the open interest changed by -3 which decreased total open position to 822


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 9.6, which was -2.75 lower than the previous day. The implied volatity was 33.82, the open interest changed by 9 which increased total open position to 826


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 12.35, which was -1.15 lower than the previous day. The implied volatity was 33.09, the open interest changed by 181 which increased total open position to 819


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 13.5, which was 0.85 higher than the previous day. The implied volatity was 34.09, the open interest changed by 7 which increased total open position to 637


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 12.65, which was -0.75 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 13.4, which was -0.50 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 13.9, which was -1.00 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 14.9, which was -3.50 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 18.4, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 14.65, which was -2.35 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 17, which was -38.00 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 55, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 38, which was 20.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 17.7, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 19, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 18.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 13, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 10.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 9.95, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 15, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 15.5, 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 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 15.5, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 12.25, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 22, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 20, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to