BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6200 CE | ||||||||||
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Delta: 0.87
Vega: 1.92
Theta: -5.35
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
