BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 899 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Dec | 6815.75 | 899 | 19.00 | 34.26 | 1 | 0 | 4 | |||
| 24 Dec | 6808.20 | 880 | -47.50 | 25.34 | 4 | 3 | 4 | |||
| 23 Dec | 6866.70 | 927.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Dec | 6848.25 | 927.5 | -155.85 | 32.09 | 2 | 1 | 1 | |||
| 19 Dec | 6918.55 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 1083.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 1083.35 | 1083.35 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 6566.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 CE is 0.00
Historical price for 6000 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 899, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 899, which was 19.00 higher than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 4
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 880, which was -47.50 lower than the previous day. The implied volatity was 25.34, the open interest changed by 3 which increased total open position to 4
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 927.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 927.5, which was -155.85 lower than the previous day. The implied volatity was 32.09, the open interest changed by 1 which increased total open position to 1
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1083.35, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1083.35, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 1083.35, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 1083.35, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 1083.35, 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 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 1083.35, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 1083.35, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 1083.35, 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 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 1083.35, which was 1083.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. 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 27 Nov BAJFINANCE was trading at 6705.20. 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 26 Nov BAJFINANCE was trading at 6617.95. 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 25 Nov BAJFINANCE was trading at 6685.40. 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 Nov BAJFINANCE was trading at 6683.95. 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 21 Nov BAJFINANCE was trading at 6465.65. 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 20 Nov BAJFINANCE was trading at 6595.30. 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 19 Nov BAJFINANCE was trading at 6595.30. 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 Nov BAJFINANCE was trading at 6567.95. 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 14 Nov BAJFINANCE was trading at 6549.15. 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 13 Nov BAJFINANCE was trading at 6566.00. 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 12 Nov BAJFINANCE was trading at 6638.20. 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 5 Nov BAJFINANCE was trading at 6930.35. 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 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. 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 30JAN2025 6000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 1.79
Theta: -0.67
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 9.8 | -5.85 | 28.50 | 780 | 127 | 958 |
| 26 Dec | 6815.75 | 15.65 | 4.05 | 28.82 | 790 | 307 | 834 |
| 24 Dec | 6808.20 | 11.6 | -3.40 | 26.38 | 603 | 127 | 527 |
| 23 Dec | 6866.70 | 15 | -5.85 | 28.83 | 356 | 86 | 400 |
| 20 Dec | 6848.25 | 20.85 | 7.00 | 29.17 | 301 | 61 | 328 |
| 19 Dec | 6918.55 | 13.85 | 3.35 | 28.10 | 175 | 24 | 267 |
| 18 Dec | 7074.45 | 10.5 | 0.50 | 29.30 | 49 | -13 | 243 |
| 17 Dec | 7152.80 | 10 | 0.90 | 30.08 | 34 | -11 | 257 |
| 16 Dec | 7208.40 | 9.1 | -1.55 | 30.24 | 40 | -11 | 271 |
| 13 Dec | 7182.80 | 10.65 | -0.60 | 29.80 | 45 | 0 | 281 |
| 12 Dec | 7125.80 | 11.25 | -1.25 | 28.79 | 79 | 1 | 275 |
| 11 Dec | 7115.10 | 12.5 | -8.45 | 28.83 | 77 | -7 | 275 |
| 10 Dec | 6936.20 | 20.95 | -2.75 | 28.67 | 50 | 3 | 283 |
| 9 Dec | 6868.35 | 23.7 | 0.35 | 28.15 | 120 | -47 | 280 |
| 6 Dec | 6850.30 | 23.35 | -2.65 | 26.74 | 223 | -1 | 325 |
| 5 Dec | 6850.40 | 26 | -9.25 | 27.39 | 121 | -23 | 326 |
| 4 Dec | 6740.00 | 35.25 | -7.50 | 26.95 | 100 | 23 | 341 |
| 3 Dec | 6675.45 | 42.75 | -7.25 | 26.65 | 165 | 108 | 314 |
| 2 Dec | 6650.65 | 50 | -4.70 | 27.48 | 82 | 8 | 206 |
| 29 Nov | 6575.90 | 54.7 | -10.15 | 25.84 | 144 | 43 | 197 |
| 28 Nov | 6509.40 | 64.85 | 23.85 | 26.64 | 130 | 57 | 152 |
| 27 Nov | 6705.20 | 41 | -11.55 | 26.28 | 51 | 6 | 94 |
| 26 Nov | 6617.95 | 52.55 | 7.70 | 26.38 | 44 | 21 | 88 |
| 25 Nov | 6685.40 | 44.85 | -10.20 | 26.50 | 66 | 33 | 67 |
| 22 Nov | 6683.95 | 55.05 | -29.95 | 28.18 | 12 | -1 | 33 |
| 21 Nov | 6465.65 | 85 | 28.00 | 26.41 | 14 | 10 | 33 |
| 20 Nov | 6595.30 | 57 | 0.00 | 25.09 | 5 | 2 | 22 |
| 19 Nov | 6595.30 | 57 | -7.00 | 25.09 | 5 | 1 | 22 |
| 18 Nov | 6567.95 | 64 | 1.00 | 25.63 | 7 | 3 | 20 |
| 14 Nov | 6549.15 | 63 | 0.00 | 25.09 | 6 | 4 | 18 |
| 13 Nov | 6566.00 | 63 | 13.05 | 25.31 | 7 | 5 | 13 |
| 12 Nov | 6638.20 | 49.95 | -10.05 | 24.34 | 3 | 1 | 6 |
| 5 Nov | 6930.35 | 60 | -25.70 | 29.80 | 5 | 4 | 4 |
| 4 Nov | 6843.70 | 85.7 | 7.39 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6000 expiring on 30JAN2025
Delta for 6000 PE is -0.04
Historical price for 6000 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 9.8, which was -5.85 lower than the previous day. The implied volatity was 28.50, the open interest changed by 127 which increased total open position to 958
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 15.65, which was 4.05 higher than the previous day. The implied volatity was 28.82, the open interest changed by 307 which increased total open position to 834
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 11.6, which was -3.40 lower than the previous day. The implied volatity was 26.38, the open interest changed by 127 which increased total open position to 527
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 15, which was -5.85 lower than the previous day. The implied volatity was 28.83, the open interest changed by 86 which increased total open position to 400
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 20.85, which was 7.00 higher than the previous day. The implied volatity was 29.17, the open interest changed by 61 which increased total open position to 328
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 13.85, which was 3.35 higher than the previous day. The implied volatity was 28.10, the open interest changed by 24 which increased total open position to 267
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 10.5, which was 0.50 higher than the previous day. The implied volatity was 29.30, the open interest changed by -13 which decreased total open position to 243
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 10, which was 0.90 higher than the previous day. The implied volatity was 30.08, the open interest changed by -11 which decreased total open position to 257
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 9.1, which was -1.55 lower than the previous day. The implied volatity was 30.24, the open interest changed by -11 which decreased total open position to 271
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 10.65, which was -0.60 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 281
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 11.25, which was -1.25 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 275
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 12.5, which was -8.45 lower than the previous day. The implied volatity was 28.83, the open interest changed by -7 which decreased total open position to 275
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 20.95, which was -2.75 lower than the previous day. The implied volatity was 28.67, the open interest changed by 3 which increased total open position to 283
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 23.7, which was 0.35 higher than the previous day. The implied volatity was 28.15, the open interest changed by -47 which decreased total open position to 280
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 23.35, which was -2.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by -1 which decreased total open position to 325
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 26, which was -9.25 lower than the previous day. The implied volatity was 27.39, the open interest changed by -23 which decreased total open position to 326
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 35.25, which was -7.50 lower than the previous day. The implied volatity was 26.95, the open interest changed by 23 which increased total open position to 341
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 42.75, which was -7.25 lower than the previous day. The implied volatity was 26.65, the open interest changed by 108 which increased total open position to 314
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 50, which was -4.70 lower than the previous day. The implied volatity was 27.48, the open interest changed by 8 which increased total open position to 206
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 54.7, which was -10.15 lower than the previous day. The implied volatity was 25.84, the open interest changed by 43 which increased total open position to 197
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 64.85, which was 23.85 higher than the previous day. The implied volatity was 26.64, the open interest changed by 57 which increased total open position to 152
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 41, which was -11.55 lower than the previous day. The implied volatity was 26.28, the open interest changed by 6 which increased total open position to 94
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 52.55, which was 7.70 higher than the previous day. The implied volatity was 26.38, the open interest changed by 21 which increased total open position to 88
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 44.85, which was -10.20 lower than the previous day. The implied volatity was 26.50, the open interest changed by 33 which increased total open position to 67
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 55.05, which was -29.95 lower than the previous day. The implied volatity was 28.18, the open interest changed by -1 which decreased total open position to 33
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 85, which was 28.00 higher than the previous day. The implied volatity was 26.41, the open interest changed by 10 which increased total open position to 33
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 2 which increased total open position to 22
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 57, which was -7.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 1 which increased total open position to 22
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 64, which was 1.00 higher than the previous day. The implied volatity was 25.63, the open interest changed by 3 which increased total open position to 20
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 63, which was 0.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 4 which increased total open position to 18
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 63, which was 13.05 higher than the previous day. The implied volatity was 25.31, the open interest changed by 5 which increased total open position to 13
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 49.95, which was -10.05 lower than the previous day. The implied volatity was 24.34, the open interest changed by 1 which increased total open position to 6
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 60, which was -25.70 lower than the previous day. The implied volatity was 29.80, the open interest changed by 4 which increased total open position to 4
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 85.7, which was lower than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 0
