BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6100 CE | ||||||||||
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Delta: 0.88
Vega: 1.74
Theta: -5.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 390.45 | -132.80 | 36.47 | 93 | 19 | 36 | |||
| 20 Nov | 6595.30 | 523.25 | 0.00 | 43.64 | 1 | 1 | 16 | |||
| 19 Nov | 6595.30 | 523.25 | 33.25 | 43.64 | 1 | 0 | 16 | |||
| 18 Nov | 6567.95 | 490 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 14 Nov | 6549.15 | 490 | 4.35 | - | 4 | 3 | 16 | |||
| 13 Nov | 6566.00 | 485.65 | -89.35 | - | 11 | 1 | 14 | |||
| 12 Nov | 6638.20 | 575 | -111.15 | 29.39 | 3 | 0 | 14 | |||
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| 11 Nov | 6778.80 | 686.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 686.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 686.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 686.15 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 6930.35 | 686.15 | -198.35 | - | 3 | 1 | 13 | |||
| 4 Nov | 6843.70 | 884.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 884.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 6889.75 | 884.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 6955.00 | 884.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7022.50 | 884.5 | 0.00 | - | 0 | 6 | 0 | |||
| 28 Oct | 6911.35 | 884.5 | -115.50 | - | 7 | 12 | 12 | |||
| 25 Oct | 6910.15 | 1000 | 0.00 | - | 0 | 5 | 0 | |||
| 24 Oct | 7040.90 | 1000 | 69.10 | - | 5 | 1 | 2 | |||
| 23 Oct | 6995.80 | 930.9 | 146.95 | - | 3 | -2 | 0 | |||
| 22 Oct | 6677.90 | 783.95 | -969.50 | - | 2 | 0 | 0 | |||
| 21 Oct | 6780.90 | 1753.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6899.55 | 1753.45 | 1721.65 | - | 0 | -128 | 0 | |||
| 17 Oct | 6899.50 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 16 Oct | 6956.35 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 15 Oct | 7016.90 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 14 Oct | 7208.80 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 11 Oct | 7302.00 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 8 Oct | 7186.95 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 7 Oct | 7269.40 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 4 Oct | 7211.35 | 31.8 | 0.00 | - | 0 | -128 | 0 | |||
| 30 Sept | 7703.00 | 31.8 | - | 0 | -128 | 0 | ||||
For Bajaj Finance Limited - strike price 6100 expiring on 28NOV2024
Delta for 6100 CE is 0.88
Historical price for 6100 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 390.45, which was -132.80 lower than the previous day. The implied volatity was 36.47, the open interest changed by 19 which increased total open position to 36
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 523.25, which was 0.00 lower than the previous day. The implied volatity was 43.64, the open interest changed by 1 which increased total open position to 16
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 523.25, which was 33.25 higher than the previous day. The implied volatity was 43.64, the open interest changed by 0 which decreased total open position to 16
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 490, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 490, which was 4.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 16
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 485.65, which was -89.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 575, which was -111.15 lower than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 14
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 686.15, 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 686.15, 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 686.15, 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 686.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 686.15, which was -198.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 884.5, 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 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 884.5, 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 884.5, 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 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 884.5, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 884.5, 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 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 884.5, which was -115.50 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 1000, 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 1000, which was 69.10 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 930.9, which was 146.95 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 783.95, which was -969.50 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 1753.45, 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 1753.45, which was 1721.65 higher 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, 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 31.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 1.48
Theta: -3.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 12.8 | -0.25 | 32.77 | 1,776 | -66 | 414 |
| 20 Nov | 6595.30 | 13.05 | 0.00 | 35.64 | 1,591 | 33 | 477 |
| 19 Nov | 6595.30 | 13.05 | 1.60 | 35.64 | 1,591 | 30 | 477 |
| 18 Nov | 6567.95 | 11.45 | 1.55 | 32.13 | 929 | 41 | 447 |
| 14 Nov | 6549.15 | 9.9 | -4.35 | 26.74 | 1,349 | -36 | 430 |
| 13 Nov | 6566.00 | 14.25 | 2.95 | 28.91 | 2,076 | 335 | 483 |
| 12 Nov | 6638.20 | 11.3 | 4.55 | 28.50 | 617 | 53 | 183 |
| 11 Nov | 6778.80 | 6.75 | 1.10 | 28.92 | 170 | -19 | 135 |
| 8 Nov | 6895.95 | 5.65 | -0.90 | 29.00 | 102 | 13 | 155 |
| 7 Nov | 6904.50 | 6.55 | 0.15 | 29.82 | 54 | 8 | 145 |
| 6 Nov | 7006.20 | 6.4 | -6.75 | 31.41 | 208 | 8 | 145 |
| 5 Nov | 6930.35 | 13.15 | -3.55 | 32.70 | 185 | 45 | 142 |
| 4 Nov | 6843.70 | 16.7 | -0.05 | 31.72 | 154 | 64 | 96 |
| 1 Nov | 6923.60 | 16.75 | 1.40 | 32.51 | 2 | 0 | 32 |
| 31 Oct | 6889.75 | 15.35 | -3.05 | - | 26 | 16 | 31 |
| 30 Oct | 6955.00 | 18.4 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 7022.50 | 18.4 | 0.00 | - | 14 | 1 | 15 |
| 28 Oct | 6911.35 | 18.4 | -1.20 | - | 9 | -7 | 13 |
| 25 Oct | 6910.15 | 19.6 | 0.00 | - | 4 | 0 | 20 |
| 24 Oct | 7040.90 | 19.6 | 0.00 | - | 8 | 0 | 12 |
| 23 Oct | 6995.80 | 19.6 | -43.70 | - | 14 | 6 | 13 |
| 22 Oct | 6677.90 | 63.3 | 54.65 | - | 14 | 7 | 7 |
| 21 Oct | 6780.90 | 8.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6899.55 | 8.65 | -30.15 | - | 0 | 0 | 0 |
| 17 Oct | 6899.50 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6956.35 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7016.90 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7186.95 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 38.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 38.8 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6100 expiring on 28NOV2024
Delta for 6100 PE is -0.09
Historical price for 6100 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 12.8, which was -0.25 lower than the previous day. The implied volatity was 32.77, the open interest changed by -66 which decreased total open position to 414
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 13.05, which was 0.00 lower than the previous day. The implied volatity was 35.64, the open interest changed by 33 which increased total open position to 477
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 13.05, which was 1.60 higher than the previous day. The implied volatity was 35.64, the open interest changed by 30 which increased total open position to 477
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 11.45, which was 1.55 higher than the previous day. The implied volatity was 32.13, the open interest changed by 41 which increased total open position to 447
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 9.9, which was -4.35 lower than the previous day. The implied volatity was 26.74, the open interest changed by -36 which decreased total open position to 430
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 14.25, which was 2.95 higher than the previous day. The implied volatity was 28.91, the open interest changed by 335 which increased total open position to 483
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 11.3, which was 4.55 higher than the previous day. The implied volatity was 28.50, the open interest changed by 53 which increased total open position to 183
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 6.75, which was 1.10 higher than the previous day. The implied volatity was 28.92, the open interest changed by -19 which decreased total open position to 135
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 5.65, which was -0.90 lower than the previous day. The implied volatity was 29.00, the open interest changed by 13 which increased total open position to 155
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 6.55, which was 0.15 higher than the previous day. The implied volatity was 29.82, the open interest changed by 8 which increased total open position to 145
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 6.4, which was -6.75 lower than the previous day. The implied volatity was 31.41, the open interest changed by 8 which increased total open position to 145
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 13.15, which was -3.55 lower than the previous day. The implied volatity was 32.70, the open interest changed by 45 which increased total open position to 142
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 16.7, which was -0.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by 64 which increased total open position to 96
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 16.75, which was 1.40 higher than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 32
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 15.35, which was -3.05 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 18.4, 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 18.4, 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 18.4, which was -1.20 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 19.6, 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 19.6, 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 19.6, which was -43.70 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 63.3, which was 54.65 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 8.65, 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 8.65, which was -30.15 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, 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 38.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
