BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 6815.75 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Dec | 6808.20 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 6866.70 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6848.25 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 624.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 624.75 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6100 expiring on 30JAN2025
Delta for 6100 CE is -
Historical price for 6100 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 624.75, 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 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 624.75, 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 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 624.75, 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 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 624.75, 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 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 624.75, 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 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 624.75, 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 6100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 2.29
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 13.55 | -6.15 | 27.67 | 301 | 104 | 201 |
| 26 Dec | 6815.75 | 19.7 | -0.20 | 27.48 | 151 | 95 | 97 |
| 24 Dec | 6808.20 | 19.9 | 2.90 | 26.88 | 3 | -1 | 1 |
| 23 Dec | 6866.70 | 17 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Dec | 6848.25 | 17 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 17 | -13.00 | 26.82 | 2 | 0 | 2 |
| 18 Dec | 7074.45 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 7208.40 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 7125.80 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 30 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 30 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 6850.30 | 30 | -108.95 | 26.02 | 2 | 0 | 0 |
| 5 Dec | 6850.40 | 138.95 | 0.00 | 7.84 | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 138.95 | 0.00 | 6.86 | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 138.95 | 0.00 | 6.21 | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 138.95 | 0.00 | 6.06 | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 138.95 | 5.28 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6100 expiring on 30JAN2025
Delta for 6100 PE is -0.05
Historical price for 6100 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 13.55, which was -6.15 lower than the previous day. The implied volatity was 27.67, the open interest changed by 104 which increased total open position to 201
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 19.7, which was -0.20 lower than the previous day. The implied volatity was 27.48, the open interest changed by 95 which increased total open position to 97
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 19.9, which was 2.90 higher than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 1
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 17, 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 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 17, 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 17, which was -13.00 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 2
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 30, 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 30, 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 30, 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 30, 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 30, 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 30, 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 30, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 30, 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 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 30, which was -108.95 lower than the previous day. The implied volatity was 26.02, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 7.84, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 6.86, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 6.21, 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 138.95, which was 0.00 lower than the previous day. The implied volatity was 6.06, 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 138.95, which was lower than the previous day. The implied volatity was 5.28, the open interest changed by 0 which decreased total open position to 0
