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[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

6848.25 -70.30 (-1.02%)

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Historical option data for BAJFINANCE

20 Dec 2024 04:12 PM IST
BAJFINANCE 26DEC2024 6200 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6848.25 1000 0.00 0.00 0 0 0
19 Dec 6918.55 1000 0.00 0.00 0 0 0
18 Dec 7074.45 1000 0.00 0.00 0 0 0
17 Dec 7152.80 1000 0.00 0.00 0 0 0
16 Dec 7208.40 1000 0.00 0.00 0 -15 0
13 Dec 7182.80 1000 61.00 37.37 16 -14 58
12 Dec 7125.80 939 9.00 25.91 7 -6 73
11 Dec 7115.10 930 252.35 36.45 17 -1 95
10 Dec 6936.20 677.65 0.00 0.00 0 0 0
9 Dec 6868.35 677.65 0.00 0.00 0 0 0
6 Dec 6850.30 677.65 0.00 0.00 0 1 0
5 Dec 6850.40 677.65 107.65 - 4 0 95
4 Dec 6740.00 570 44.05 - 9 -1 96
3 Dec 6675.45 525.95 37.25 26.73 7 1 98
2 Dec 6650.65 488.7 34.70 13.56 30 6 97
29 Nov 6575.90 454 21.00 25.84 48 34 90
28 Nov 6509.40 433 -154.65 25.18 51 41 55
27 Nov 6705.20 587.65 82.70 27.35 3 2 15
26 Nov 6617.95 504.95 4.95 23.44 4 2 12
25 Nov 6685.40 500 0.00 0.00 0 5 0
22 Nov 6683.95 500 103.00 - 9 4 9
21 Nov 6465.65 397 -1311.05 25.42 7 5 5
20 Nov 6595.30 1708.05 0.00 - 0 0 0
19 Nov 6595.30 1708.05 0.00 - 0 0 0
18 Nov 6567.95 1708.05 0.00 - 0 0 0
14 Nov 6549.15 1708.05 0.00 - 0 0 0
13 Nov 6566.00 1708.05 0.00 - 0 0 0
12 Nov 6638.20 1708.05 0.00 - 0 0 0
11 Nov 6778.80 1708.05 0.00 - 0 0 0
8 Nov 6895.95 1708.05 0.00 - 0 0 0
7 Nov 6904.50 1708.05 0.00 - 0 0 0
6 Nov 7006.20 1708.05 0.00 - 0 0 0
5 Nov 6930.35 1708.05 0.00 - 0 0 0
4 Nov 6843.70 1708.05 1708.05 - 0 0 0
1 Nov 6923.60 0 0.00 - 0 0 0
31 Oct 6889.75 0 0.00 - 0 0 0
30 Oct 6955.00 0 0.00 - 0 0 0
29 Oct 7022.50 0 0.00 - 0 0 0
28 Oct 6911.35 0 0.00 - 0 0 0
25 Oct 6910.15 0 0.00 - 0 0 0
23 Oct 6995.80 0 0.00 - 0 0 0
22 Oct 6677.90 0 - 0 0 0


For Bajaj Finance Limited - strike price 6200 expiring on 26DEC2024

Delta for 6200 CE is 0.00

Historical price for 6200 CE is as follows

On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1000, 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 1000, 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 1000, 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 1000, 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 1000, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0


On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1000, which was 61.00 higher than the previous day. The implied volatity was 37.37, the open interest changed by -14 which decreased total open position to 58


On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 939, which was 9.00 higher than the previous day. The implied volatity was 25.91, the open interest changed by -6 which decreased total open position to 73


On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 930, which was 252.35 higher than the previous day. The implied volatity was 36.45, the open interest changed by -1 which decreased total open position to 95


On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 677.65, 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 677.65, 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 677.65, 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 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 677.65, which was 107.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95


On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 570, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 96


On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 525.95, which was 37.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 1 which increased total open position to 98


On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 488.7, which was 34.70 higher than the previous day. The implied volatity was 13.56, the open interest changed by 6 which increased total open position to 97


On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 454, which was 21.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 34 which increased total open position to 90


On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 433, which was -154.65 lower than the previous day. The implied volatity was 25.18, the open interest changed by 41 which increased total open position to 55


On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 587.65, which was 82.70 higher than the previous day. The implied volatity was 27.35, the open interest changed by 2 which increased total open position to 15


On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 504.95, which was 4.95 higher than the previous day. The implied volatity was 23.44, the open interest changed by 2 which increased total open position to 12


On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 500, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 500, which was 103.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9


On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 397, which was -1311.05 lower than the previous day. The implied volatity was 25.42, the open interest changed by 5 which increased total open position to 5


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, 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 1708.05, which was 1708.05 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 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 31 Oct BAJFINANCE was trading at 6889.75. 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 30 Oct BAJFINANCE was trading at 6955.00. 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 which decreased total open position to


On 29 Oct BAJFINANCE was trading at 7022.50. 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 28 Oct BAJFINANCE was trading at 6911.35. 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 which decreased total open position to


On 25 Oct BAJFINANCE was trading at 6910.15. 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 which decreased total open position to


On 23 Oct BAJFINANCE was trading at 6995.80. 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 22 Oct BAJFINANCE was trading at 6677.90. 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 26DEC2024 6200 PE
Delta: -0.03
Vega: 0.58
Theta: -1.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 6848.25 4.15 0.80 41.16 733 -3 929
19 Dec 6918.55 3.35 -0.15 40.63 569 63 929
18 Dec 7074.45 3.5 0.70 44.66 253 -26 868
17 Dec 7152.80 2.8 -0.10 43.43 285 1 896
16 Dec 7208.40 2.9 -0.25 43.33 111 -16 896
13 Dec 7182.80 3.15 -0.55 37.90 778 -63 912
12 Dec 7125.80 3.7 -0.35 35.71 312 -60 976
11 Dec 7115.10 4.05 -3.65 34.59 1,719 33 1,040
10 Dec 6936.20 7.7 -1.40 32.32 777 2 1,007
9 Dec 6868.35 9.1 -0.70 30.67 490 -73 1,005
6 Dec 6850.30 9.8 -1.60 27.89 1,560 -21 1,079
5 Dec 6850.40 11.4 -2.60 28.38 2,856 5 1,105
4 Dec 6740.00 14 -7.50 25.41 1,603 -87 1,110
3 Dec 6675.45 21.5 -5.40 25.30 2,682 -177 1,204
2 Dec 6650.65 26.9 -12.60 26.01 3,423 187 1,387
29 Nov 6575.90 39.5 -17.40 24.99 2,401 72 1,202
28 Nov 6509.40 56.9 25.85 27.27 2,879 717 1,127
27 Nov 6705.20 31.05 -13.40 27.01 601 94 410
26 Nov 6617.95 44.45 7.40 27.08 368 10 311
25 Nov 6685.40 37.05 -7.60 27.48 813 190 294
22 Nov 6683.95 44.65 -44.35 28.71 395 56 160
21 Nov 6465.65 89 24.00 27.17 117 30 104
20 Nov 6595.30 65 0.00 27.12 80 49 74
19 Nov 6595.30 65 -0.10 27.12 80 49 74
18 Nov 6567.95 65.1 37.25 26.31 30 25 25
14 Nov 6549.15 27.85 0.00 4.96 0 0 0
13 Nov 6566.00 27.85 0.00 5.08 0 0 0
12 Nov 6638.20 27.85 0.00 5.57 0 0 0
11 Nov 6778.80 27.85 0.00 6.93 0 0 0
8 Nov 6895.95 27.85 0.00 7.81 0 0 0
7 Nov 6904.50 27.85 0.00 7.80 0 0 0
6 Nov 7006.20 27.85 0.00 8.97 0 0 0
5 Nov 6930.35 27.85 0.00 7.49 0 0 0
4 Nov 6843.70 27.85 0.00 6.96 0 0 0
1 Nov 6923.60 27.85 0.00 7.51 0 0 0
31 Oct 6889.75 27.85 0.00 - 0 0 0
30 Oct 6955.00 27.85 0.00 - 0 0 0
29 Oct 7022.50 27.85 0.00 - 0 0 0
28 Oct 6911.35 27.85 0.00 - 0 0 0
25 Oct 6910.15 27.85 0.00 - 0 0 0
23 Oct 6995.80 27.85 0.00 - 0 0 0
22 Oct 6677.90 27.85 - 0 0 0


For Bajaj Finance Limited - strike price 6200 expiring on 26DEC2024

Delta for 6200 PE is -0.03

Historical price for 6200 PE is as follows

On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 4.15, which was 0.80 higher than the previous day. The implied volatity was 41.16, the open interest changed by -3 which decreased total open position to 929


On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 3.35, which was -0.15 lower than the previous day. The implied volatity was 40.63, the open interest changed by 63 which increased total open position to 929


On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 3.5, which was 0.70 higher than the previous day. The implied volatity was 44.66, the open interest changed by -26 which decreased total open position to 868


On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 2.8, which was -0.10 lower than the previous day. The implied volatity was 43.43, the open interest changed by 1 which increased total open position to 896


On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 43.33, the open interest changed by -16 which decreased total open position to 896


On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 37.90, the open interest changed by -63 which decreased total open position to 912


On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 35.71, the open interest changed by -60 which decreased total open position to 976


On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 4.05, which was -3.65 lower than the previous day. The implied volatity was 34.59, the open interest changed by 33 which increased total open position to 1040


On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 7.7, which was -1.40 lower than the previous day. The implied volatity was 32.32, the open interest changed by 2 which increased total open position to 1007


On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 9.1, which was -0.70 lower than the previous day. The implied volatity was 30.67, the open interest changed by -73 which decreased total open position to 1005


On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 9.8, which was -1.60 lower than the previous day. The implied volatity was 27.89, the open interest changed by -21 which decreased total open position to 1079


On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 11.4, which was -2.60 lower than the previous day. The implied volatity was 28.38, the open interest changed by 5 which increased total open position to 1105


On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 14, which was -7.50 lower than the previous day. The implied volatity was 25.41, the open interest changed by -87 which decreased total open position to 1110


On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 21.5, which was -5.40 lower than the previous day. The implied volatity was 25.30, the open interest changed by -177 which decreased total open position to 1204


On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 26.9, which was -12.60 lower than the previous day. The implied volatity was 26.01, the open interest changed by 187 which increased total open position to 1387


On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 39.5, which was -17.40 lower than the previous day. The implied volatity was 24.99, the open interest changed by 72 which increased total open position to 1202


On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 56.9, which was 25.85 higher than the previous day. The implied volatity was 27.27, the open interest changed by 717 which increased total open position to 1127


On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 31.05, which was -13.40 lower than the previous day. The implied volatity was 27.01, the open interest changed by 94 which increased total open position to 410


On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 44.45, which was 7.40 higher than the previous day. The implied volatity was 27.08, the open interest changed by 10 which increased total open position to 311


On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 37.05, which was -7.60 lower than the previous day. The implied volatity was 27.48, the open interest changed by 190 which increased total open position to 294


On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 44.65, which was -44.35 lower than the previous day. The implied volatity was 28.71, the open interest changed by 56 which increased total open position to 160


On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 89, which was 24.00 higher than the previous day. The implied volatity was 27.17, the open interest changed by 30 which increased total open position to 104


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 65, which was 0.00 lower than the previous day. The implied volatity was 27.12, the open interest changed by 49 which increased total open position to 74


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 65, which was -0.10 lower than the previous day. The implied volatity was 27.12, the open interest changed by 49 which increased total open position to 74


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 65.1, which was 37.25 higher than the previous day. The implied volatity was 26.31, the open interest changed by 25 which increased total open position to 25


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 27.85, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 5.57, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 6.93, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 7.80, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 27.85, which was 0.00 lower than the previous day. The implied volatity was 7.51, 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 27.85, 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 27.85, 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 27.85, 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 27.85, 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 27.85, 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 27.85, 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 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 27.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to