BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 6100 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 | |||
| 20 Dec | 6848.25 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 836.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 836.15 | 156.15 | - | 2 | 1 | 24 | |||
| 9 Dec | 6868.35 | 680 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 680 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 680 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 6740.00 | 680 | 45.00 | 25.90 | 2 | 0 | 24 | |||
| 3 Dec | 6675.45 | 635 | 41.00 | 33.66 | 1 | 0 | 24 | |||
| 2 Dec | 6650.65 | 594 | 57.95 | 21.69 | 3 | 1 | 23 | |||
| 29 Nov | 6575.90 | 536.05 | -379.55 | 25.44 | 25 | 21 | 21 | |||
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| 28 Nov | 6509.40 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 915.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 915.6 | 915.60 | - | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6100 expiring on 26DEC2024
Delta for 6100 CE is 0.00
Historical price for 6100 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 836.15, 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 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 836.15, 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 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 836.15, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 836.15, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 836.15, 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 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 836.15, 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 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 836.15, 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 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 836.15, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 836.15, which was 156.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 24
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 680, 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 680, 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 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 680, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 680, which was 45.00 higher than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 24
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 635, which was 41.00 higher than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 24
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 594, which was 57.95 higher than the previous day. The implied volatity was 21.69, the open interest changed by 1 which increased total open position to 23
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 536.05, which was -379.55 lower than the previous day. The implied volatity was 25.44, the open interest changed by 21 which increased total open position to 21
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, 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 915.6, which was 915.60 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.45
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 3.2 | 0.65 | 44.86 | 317 | -41 | 310 |
| 19 Dec | 6918.55 | 2.55 | -0.35 | 43.80 | 436 | 37 | 353 |
| 18 Dec | 7074.45 | 2.9 | 0.40 | 47.92 | 61 | -8 | 316 |
| 17 Dec | 7152.80 | 2.5 | -0.20 | 46.88 | 75 | -41 | 326 |
| 16 Dec | 7208.40 | 2.7 | -0.05 | 46.84 | 132 | -56 | 367 |
| 13 Dec | 7182.80 | 2.75 | -0.35 | 40.93 | 210 | 1 | 429 |
| 12 Dec | 7125.80 | 3.1 | -0.25 | 38.19 | 74 | -17 | 436 |
| 11 Dec | 7115.10 | 3.35 | -2.25 | 36.93 | 915 | -86 | 456 |
| 10 Dec | 6936.20 | 5.6 | -0.75 | 34.00 | 490 | 15 | 543 |
| 9 Dec | 6868.35 | 6.35 | -0.65 | 32.09 | 264 | -34 | 528 |
| 6 Dec | 6850.30 | 7 | -1.10 | 29.35 | 506 | -24 | 565 |
| 5 Dec | 6850.40 | 8.1 | -2.40 | 29.70 | 900 | 28 | 592 |
| 4 Dec | 6740.00 | 10.5 | -3.15 | 27.17 | 1,133 | -61 | 564 |
| 3 Dec | 6675.45 | 13.65 | -4.60 | 25.95 | 1,658 | 119 | 629 |
| 2 Dec | 6650.65 | 18.25 | -8.50 | 26.89 | 1,171 | 86 | 512 |
| 29 Nov | 6575.90 | 26.75 | -12.60 | 25.63 | 786 | 57 | 426 |
| 28 Nov | 6509.40 | 39.35 | 16.05 | 27.60 | 673 | 153 | 366 |
| 27 Nov | 6705.20 | 23.3 | -3.00 | 28.21 | 230 | 1 | 212 |
| 26 Nov | 6617.95 | 26.3 | -1.90 | 26.24 | 230 | 98 | 211 |
| 25 Nov | 6685.40 | 28.2 | -5.95 | 28.63 | 197 | 79 | 113 |
| 22 Nov | 6683.95 | 34.15 | -29.65 | 29.64 | 135 | 34 | 68 |
| 21 Nov | 6465.65 | 63.8 | 19.80 | 27.20 | 51 | 34 | 35 |
| 20 Nov | 6595.30 | 44 | 0.00 | 26.75 | 2 | 1 | 0 |
| 19 Nov | 6595.30 | 44 | -14.10 | 26.75 | 2 | 0 | 0 |
| 18 Nov | 6567.95 | 58.1 | 0.00 | 6.20 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 58.1 | 0.00 | 6.04 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 58.1 | 0.00 | 5.95 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 58.1 | 0.00 | 6.61 | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 58.1 | 0.00 | 8.40 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 58.1 | 0.00 | 8.91 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 58.1 | 0.00 | 9.15 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 58.1 | 0.00 | 9.87 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 58.1 | 0.00 | 8.92 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 58.1 | 58.10 | 8.04 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 8.99 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6100 expiring on 26DEC2024
Delta for 6100 PE is -0.02
Historical price for 6100 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was 44.86, the open interest changed by -41 which decreased total open position to 310
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 43.80, the open interest changed by 37 which increased total open position to 353
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 2.9, which was 0.40 higher than the previous day. The implied volatity was 47.92, the open interest changed by -8 which decreased total open position to 316
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 2.5, which was -0.20 lower than the previous day. The implied volatity was 46.88, the open interest changed by -41 which decreased total open position to 326
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 46.84, the open interest changed by -56 which decreased total open position to 367
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 2.75, which was -0.35 lower than the previous day. The implied volatity was 40.93, the open interest changed by 1 which increased total open position to 429
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 3.1, which was -0.25 lower than the previous day. The implied volatity was 38.19, the open interest changed by -17 which decreased total open position to 436
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 3.35, which was -2.25 lower than the previous day. The implied volatity was 36.93, the open interest changed by -86 which decreased total open position to 456
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 5.6, which was -0.75 lower than the previous day. The implied volatity was 34.00, the open interest changed by 15 which increased total open position to 543
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 6.35, which was -0.65 lower than the previous day. The implied volatity was 32.09, the open interest changed by -34 which decreased total open position to 528
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 7, which was -1.10 lower than the previous day. The implied volatity was 29.35, the open interest changed by -24 which decreased total open position to 565
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 8.1, which was -2.40 lower than the previous day. The implied volatity was 29.70, the open interest changed by 28 which increased total open position to 592
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 10.5, which was -3.15 lower than the previous day. The implied volatity was 27.17, the open interest changed by -61 which decreased total open position to 564
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 13.65, which was -4.60 lower than the previous day. The implied volatity was 25.95, the open interest changed by 119 which increased total open position to 629
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 18.25, which was -8.50 lower than the previous day. The implied volatity was 26.89, the open interest changed by 86 which increased total open position to 512
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 26.75, which was -12.60 lower than the previous day. The implied volatity was 25.63, the open interest changed by 57 which increased total open position to 426
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 39.35, which was 16.05 higher than the previous day. The implied volatity was 27.60, the open interest changed by 153 which increased total open position to 366
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 23.3, which was -3.00 lower than the previous day. The implied volatity was 28.21, the open interest changed by 1 which increased total open position to 212
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 26.3, which was -1.90 lower than the previous day. The implied volatity was 26.24, the open interest changed by 98 which increased total open position to 211
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 28.2, which was -5.95 lower than the previous day. The implied volatity was 28.63, the open interest changed by 79 which increased total open position to 113
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 34.15, which was -29.65 lower than the previous day. The implied volatity was 29.64, the open interest changed by 34 which increased total open position to 68
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 63.8, which was 19.80 higher than the previous day. The implied volatity was 27.20, the open interest changed by 34 which increased total open position to 35
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 0
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 44, which was -14.10 lower than the previous day. The implied volatity was 26.75, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 6.20, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 6.04, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 5.95, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 8.40, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 8.91, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 9.15, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 9.87, 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 58.1, which was 0.00 lower than the previous day. The implied volatity was 8.92, 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 58.1, which was 58.10 higher than the previous day. The implied volatity was 8.04, 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 lower than the previous day. The implied volatity was 8.99, the open interest changed by 0 which decreased total open position to 0
