BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6200 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 | |||
| 27 Dec | 6907.75 | 700 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 26 Dec | 6815.75 | 700 | -50.00 | 27.73 | 5 | 1 | 21 | |||
| 24 Dec | 6808.20 | 750 | -178.30 | 36.75 | 20 | 0 | 0 | |||
| 23 Dec | 6866.70 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 6848.25 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 6918.55 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Dec | 6650.65 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 928.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 928.3 | 928.30 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6200 expiring on 30JAN2025
Delta for 6200 CE is 0.00
Historical price for 6200 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 700, 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 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 700, which was -50.00 lower than the previous day. The implied volatity was 27.73, the open interest changed by 1 which increased total open position to 21
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 750, which was -178.30 lower than the previous day. The implied volatity was 36.75, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 928.3, 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 928.3, which was 928.30 higher 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 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 25 Nov BAJFINANCE was trading at 6685.40. 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 22 Nov BAJFINANCE was trading at 6683.95. 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 21 Nov BAJFINANCE was trading at 6465.65. 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 20 Nov BAJFINANCE was trading at 6595.30. 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 19 Nov BAJFINANCE was trading at 6595.30. 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 18 Nov BAJFINANCE was trading at 6567.95. 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 14 Nov BAJFINANCE was trading at 6549.15. 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 0 which decreased total open position to 0
On 13 Nov BAJFINANCE was trading at 6566.00. 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 0 which decreased total open position to 0
On 12 Nov BAJFINANCE was trading at 6638.20. 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 4 Nov BAJFINANCE was trading at 6843.70. 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 30JAN2025 6200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 2.85
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 18.2 | -8.55 | 26.69 | 944 | 241 | 981 |
| 26 Dec | 6815.75 | 26.75 | 5.05 | 26.64 | 953 | 162 | 739 |
| 24 Dec | 6808.20 | 21.7 | -4.85 | 24.59 | 637 | 338 | 577 |
| 23 Dec | 6866.70 | 26.55 | -6.15 | 27.14 | 115 | 27 | 238 |
| 20 Dec | 6848.25 | 32.7 | 11.95 | 26.87 | 405 | 52 | 211 |
| 19 Dec | 6918.55 | 20.75 | 7.05 | 25.46 | 125 | 43 | 159 |
| 18 Dec | 7074.45 | 13.7 | 0.40 | 26.09 | 3 | 0 | 115 |
| 17 Dec | 7152.80 | 13.3 | 0.50 | 27.02 | 3 | 0 | 115 |
| 16 Dec | 7208.40 | 12.8 | -1.85 | 27.67 | 11 | -2 | 119 |
| 13 Dec | 7182.80 | 14.65 | -3.35 | 27.37 | 89 | 11 | 121 |
| 12 Dec | 7125.80 | 18 | -5.00 | 26.96 | 37 | -2 | 110 |
| 11 Dec | 7115.10 | 23 | -16.00 | 28.01 | 66 | -14 | 124 |
| 10 Dec | 6936.20 | 39 | 0.85 | 28.23 | 68 | -13 | 138 |
| 9 Dec | 6868.35 | 38.15 | -3.85 | 26.58 | 118 | 57 | 151 |
| 6 Dec | 6850.30 | 42 | -5.40 | 25.99 | 2 | 1 | 93 |
| 5 Dec | 6850.40 | 47.4 | -47.60 | 26.95 | 98 | 88 | 93 |
| 4 Dec | 6740.00 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 95 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 6575.90 | 95 | 12.40 | 25.63 | 5 | 2 | 3 |
| 28 Nov | 6509.40 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 6705.20 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 6617.95 | 82.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 82.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 6683.95 | 82.6 | -32.40 | 26.96 | 1 | 0 | 1 |
| 21 Nov | 6465.65 | 115 | -12.00 | 23.90 | 1 | 0 | 0 |
| 20 Nov | 6595.30 | 127 | 0.00 | 4.34 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 127 | 0.00 | 4.34 | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 127 | 0.00 | 4.24 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 127 | 0.00 | 4.20 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 127 | 0.00 | 4.31 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 127 | 0.00 | 4.70 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 127 | 6.17 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6200 expiring on 30JAN2025
Delta for 6200 PE is -0.07
Historical price for 6200 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 18.2, which was -8.55 lower than the previous day. The implied volatity was 26.69, the open interest changed by 241 which increased total open position to 981
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 26.75, which was 5.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by 162 which increased total open position to 739
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 21.7, which was -4.85 lower than the previous day. The implied volatity was 24.59, the open interest changed by 338 which increased total open position to 577
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 26.55, which was -6.15 lower than the previous day. The implied volatity was 27.14, the open interest changed by 27 which increased total open position to 238
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 32.7, which was 11.95 higher than the previous day. The implied volatity was 26.87, the open interest changed by 52 which increased total open position to 211
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 20.75, which was 7.05 higher than the previous day. The implied volatity was 25.46, the open interest changed by 43 which increased total open position to 159
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 13.7, which was 0.40 higher than the previous day. The implied volatity was 26.09, the open interest changed by 0 which decreased total open position to 115
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 13.3, which was 0.50 higher than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 115
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 12.8, which was -1.85 lower than the previous day. The implied volatity was 27.67, the open interest changed by -2 which decreased total open position to 119
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 14.65, which was -3.35 lower than the previous day. The implied volatity was 27.37, the open interest changed by 11 which increased total open position to 121
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 18, which was -5.00 lower than the previous day. The implied volatity was 26.96, the open interest changed by -2 which decreased total open position to 110
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 23, which was -16.00 lower than the previous day. The implied volatity was 28.01, the open interest changed by -14 which decreased total open position to 124
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 39, which was 0.85 higher than the previous day. The implied volatity was 28.23, the open interest changed by -13 which decreased total open position to 138
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 38.15, which was -3.85 lower than the previous day. The implied volatity was 26.58, the open interest changed by 57 which increased total open position to 151
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 42, which was -5.40 lower than the previous day. The implied volatity was 25.99, the open interest changed by 1 which increased total open position to 93
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 47.4, which was -47.60 lower than the previous day. The implied volatity was 26.95, the open interest changed by 88 which increased total open position to 93
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 95, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 95, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 95, 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 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 95, which was 12.40 higher than the previous day. The implied volatity was 25.63, the open interest changed by 2 which increased total open position to 3
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 82.6, 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 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 82.6, 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 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 82.6, 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 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 82.6, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 82.6, which was -32.40 lower than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 1
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 115, which was -12.00 lower than the previous day. The implied volatity was 23.90, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.34, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.20, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 127, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 127, which was lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
