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

6465.65 -129.65 (-1.97%)

Back to Option Chain


Historical option data for BAJFINANCE

21 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 6200 CE
Delta: 0.87
Vega: 1.92
Theta: -5.35
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 289.15 -133.60 28.39 81 12 66
20 Nov 6595.30 422.75 0.00 36.77 2 0 54
19 Nov 6595.30 422.75 -22.75 36.77 2 0 54
18 Nov 6567.95 445.5 61.25 47.25 32 16 55
14 Nov 6549.15 384.25 -415.60 - 20 5 39
13 Nov 6566.00 799.85 0.00 0.00 0 0 0
12 Nov 6638.20 799.85 0.00 0.00 0 0 0
11 Nov 6778.80 799.85 0.00 0.00 0 0 0
8 Nov 6895.95 799.85 0.00 0.00 0 0 0
7 Nov 6904.50 799.85 0.00 0.00 0 0 0
6 Nov 7006.20 799.85 0.00 0.00 0 4 0
5 Nov 6930.35 799.85 148.35 45.69 11 4 34
4 Nov 6843.70 651.5 -416.65 - 30 29 29
1 Nov 6923.60 1068.15 0.00 - 0 0 0
31 Oct 6889.75 1068.15 0.00 - 0 0 0
30 Oct 6955.00 1068.15 0.00 - 0 0 0
29 Oct 7022.50 1068.15 0.00 - 0 0 0
28 Oct 6911.35 1068.15 0.00 - 0 0 0
25 Oct 6910.15 1068.15 0.00 - 0 0 0
24 Oct 7040.90 1068.15 0.00 - 0 0 0
23 Oct 6995.80 1068.15 0.00 - 0 0 0
22 Oct 6677.90 1068.15 0.00 - 0 0 0
21 Oct 6780.90 1068.15 0.00 - 0 0 0
18 Oct 6899.55 1068.15 0.00 - 0 0 0
17 Oct 6899.50 1068.15 0.00 - 0 0 0
16 Oct 6956.35 1068.15 0.00 - 0 0 0
15 Oct 7016.90 1068.15 0.00 - 0 0 0
14 Oct 7208.80 1068.15 0.00 - 0 0 0
11 Oct 7302.00 1068.15 0.00 - 0 0 0
8 Oct 7186.95 1068.15 0.00 - 0 0 0
7 Oct 7269.40 1068.15 0.00 - 0 0 0
4 Oct 7211.35 1068.15 1068.15 - 0 0 0
30 Sept 7703.00 0 0.00 - 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 6200 expiring on 28NOV2024

Delta for 6200 CE is 0.87

Historical price for 6200 CE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 289.15, which was -133.60 lower than the previous day. The implied volatity was 28.39, the open interest changed by 12 which increased total open position to 66


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 422.75, which was 0.00 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 54


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 422.75, which was -22.75 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 54


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 445.5, which was 61.25 higher than the previous day. The implied volatity was 47.25, the open interest changed by 16 which increased total open position to 55


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 384.25, which was -415.60 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 39


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 799.85, 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 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 799.85, 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 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 799.85, 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 799.85, 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 799.85, 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 799.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 799.85, which was 148.35 higher than the previous day. The implied volatity was 45.69, the open interest changed by 4 which increased total open position to 34


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 651.5, which was -416.65 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, 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 1068.15, which was 1068.15 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 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 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 6200 PE
Delta: -0.15
Vega: 2.10
Theta: -4.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 21.95 1.95 30.72 4,100 -229 1,680
20 Nov 6595.30 20 0.00 33.65 3,198 603 1,913
19 Nov 6595.30 20 1.70 33.65 3,198 607 1,913
18 Nov 6567.95 18.3 2.05 30.40 2,187 443 1,307
14 Nov 6549.15 16.25 -5.30 25.38 2,560 100 893
13 Nov 6566.00 21.55 4.40 27.42 2,468 175 799
12 Nov 6638.20 17.15 7.45 26.95 1,777 91 680
11 Nov 6778.80 9.7 1.60 27.28 528 73 594
8 Nov 6895.95 8.1 -0.55 27.65 321 2 534
7 Nov 6904.50 8.65 0.15 28.14 398 55 532
6 Nov 7006.20 8.5 -8.85 29.92 688 -10 469
5 Nov 6930.35 17.35 -4.85 31.30 1,188 22 480
4 Nov 6843.70 22.2 1.20 30.62 609 104 459
1 Nov 6923.60 21 2.00 30.98 30 5 355
31 Oct 6889.75 19 0.80 - 295 12 350
30 Oct 6955.00 18.2 -0.15 - 265 56 332
29 Oct 7022.50 18.35 -6.00 - 206 24 276
28 Oct 6911.35 24.35 -2.15 - 184 2 253
25 Oct 6910.15 26.5 6.50 - 95 -19 251
24 Oct 7040.90 20 -2.70 - 34 3 270
23 Oct 6995.80 22.7 -62.65 - 418 -39 267
22 Oct 6677.90 85.35 26.50 - 327 158 303
21 Oct 6780.90 58.85 30.90 - 219 107 145
18 Oct 6899.55 27.95 -5.25 - 24 4 39
17 Oct 6899.50 33.2 3.35 - 39 18 34
16 Oct 6956.35 29.85 9.70 - 7 4 15
15 Oct 7016.90 20.15 -4.85 - 7 4 9
14 Oct 7208.80 25 0.00 - 0 0 0
11 Oct 7302.00 25 0.00 - 0 0 0
8 Oct 7186.95 25 1.00 - 3 2 4
7 Oct 7269.40 24 0.00 - 0 2 0
4 Oct 7211.35 24 -69.05 - 2 0 0
30 Sept 7703.00 93.05 0.00 - 0 0 0
10 Sept 7241.85 93.05 0.00 - 0 0 0
9 Sept 7347.45 93.05 - 0 0 0


For Bajaj Finance Limited - strike price 6200 expiring on 28NOV2024

Delta for 6200 PE is -0.15

Historical price for 6200 PE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 21.95, which was 1.95 higher than the previous day. The implied volatity was 30.72, the open interest changed by -229 which decreased total open position to 1680


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 33.65, the open interest changed by 603 which increased total open position to 1913


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 20, which was 1.70 higher than the previous day. The implied volatity was 33.65, the open interest changed by 607 which increased total open position to 1913


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 18.3, which was 2.05 higher than the previous day. The implied volatity was 30.40, the open interest changed by 443 which increased total open position to 1307


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 16.25, which was -5.30 lower than the previous day. The implied volatity was 25.38, the open interest changed by 100 which increased total open position to 893


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 21.55, which was 4.40 higher than the previous day. The implied volatity was 27.42, the open interest changed by 175 which increased total open position to 799


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 17.15, which was 7.45 higher than the previous day. The implied volatity was 26.95, the open interest changed by 91 which increased total open position to 680


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 9.7, which was 1.60 higher than the previous day. The implied volatity was 27.28, the open interest changed by 73 which increased total open position to 594


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 27.65, the open interest changed by 2 which increased total open position to 534


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 8.65, which was 0.15 higher than the previous day. The implied volatity was 28.14, the open interest changed by 55 which increased total open position to 532


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 8.5, which was -8.85 lower than the previous day. The implied volatity was 29.92, the open interest changed by -10 which decreased total open position to 469


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 17.35, which was -4.85 lower than the previous day. The implied volatity was 31.30, the open interest changed by 22 which increased total open position to 480


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 22.2, which was 1.20 higher than the previous day. The implied volatity was 30.62, the open interest changed by 104 which increased total open position to 459


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 21, which was 2.00 higher than the previous day. The implied volatity was 30.98, the open interest changed by 5 which increased total open position to 355


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 19, which was 0.80 higher 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 18.2, which was -0.15 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 18.35, which was -6.00 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 24.35, which was -2.15 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 26.5, which was 6.50 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 20, which was -2.70 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 22.7, which was -62.65 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 85.35, which was 26.50 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 58.85, which was 30.90 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 27.95, which was -5.25 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 33.2, which was 3.35 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 29.85, which was 9.70 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 20.15, which was -4.85 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 25, 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 25, 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 25, which was 1.00 higher 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 24, 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 24, which was -69.05 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 93.05, 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 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 93.05, 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 93.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to