BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 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 | |||
| 21 Nov | 6465.65 | 610 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 610 | 0.00 | 42.25 | 1 | 0 | 15 | |||
| 19 Nov | 6595.30 | 610 | 27.75 | 42.25 | 1 | 0 | 15 | |||
| 18 Nov | 6567.95 | 582.25 | 9.40 | 23.85 | 3 | 2 | 14 | |||
| 14 Nov | 6549.15 | 572.85 | 12.20 | - | 2 | 1 | 11 | |||
| 13 Nov | 6566.00 | 560.65 | -99.35 | - | 2 | 0 | 9 | |||
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| 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 0.00
Historical price for 6000 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 610, 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 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 610, which was 0.00 lower than the previous day. The implied volatity was 42.25, the open interest changed by 0 which decreased total open position to 15
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 610, which was 27.75 higher than the previous day. The implied volatity was 42.25, the open interest changed by 0 which decreased total open position to 15
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 582.25, which was 9.40 higher than the previous day. The implied volatity was 23.85, the open interest changed by 2 which increased total open position to 14
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: -0.06
Vega: 1.02
Theta: -2.46
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 7.75 | -0.25 | 35.12 | 1,839 | -13 | 1,304 |
| 20 Nov | 6595.30 | 8 | 0.00 | 37.12 | 1,370 | 2 | 1,321 |
| 19 Nov | 6595.30 | 8 | 0.30 | 37.12 | 1,370 | 6 | 1,321 |
| 18 Nov | 6567.95 | 7.7 | 1.15 | 34.36 | 1,079 | 36 | 1,314 |
| 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 -0.06
Historical price for 6000 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 35.12, the open interest changed by -13 which decreased total open position to 1304
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 37.12, the open interest changed by 2 which increased total open position to 1321
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 8, which was 0.30 higher than the previous day. The implied volatity was 37.12, the open interest changed by 6 which increased total open position to 1321
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 7.7, which was 1.15 higher than the previous day. The implied volatity was 34.36, the open interest changed by 36 which increased total open position to 1314
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
