BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6300 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 | |||
| 26 Dec | 6815.75 | 668 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 6808.20 | 668 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 6866.70 | 668 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 20 Dec | 6848.25 | 668 | 172.95 | 30.63 | 7 | 2 | 2 | |||
| 19 Dec | 6918.55 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Dec | 6675.45 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 495.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 495.05 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6300 expiring on 30JAN2025
Delta for 6300 CE is 0.00
Historical price for 6300 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 668, 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 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 668, 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 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 668, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 668, which was 172.95 higher than the previous day. The implied volatity was 30.63, the open interest changed by 2 which increased total open position to 2
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 495.05, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 495.05, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 495.05, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 495.05, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 495.05, 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 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 495.05, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 495.05, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 495.05, 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 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 495.05, 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 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 4.46
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 37 | 7.30 | 26.00 | 777 | 92 | 1,006 |
| 24 Dec | 6808.20 | 29.7 | -8.25 | 23.73 | 234 | 41 | 921 |
| 23 Dec | 6866.70 | 37.95 | -7.15 | 26.92 | 421 | 162 | 879 |
| 20 Dec | 6848.25 | 45.1 | 17.25 | 26.51 | 987 | 561 | 718 |
| 19 Dec | 6918.55 | 27.85 | 9.25 | 24.70 | 283 | 55 | 156 |
| 18 Dec | 7074.45 | 18.6 | 1.65 | 25.41 | 68 | -11 | 101 |
| 17 Dec | 7152.80 | 16.95 | -3.05 | 26.14 | 137 | 22 | 112 |
| 16 Dec | 7208.40 | 20 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 20 | -1.00 | 26.74 | 13 | 0 | 90 |
| 12 Dec | 7125.80 | 21 | -6.95 | 25.63 | 12 | 0 | 81 |
| 11 Dec | 7115.10 | 27.95 | -17.05 | 26.94 | 23 | -8 | 81 |
| 10 Dec | 6936.20 | 45 | -8.45 | 26.75 | 36 | 19 | 87 |
| 9 Dec | 6868.35 | 53.45 | -1.55 | 26.71 | 66 | 33 | 65 |
| 6 Dec | 6850.30 | 55 | 0.00 | 25.43 | 10 | -6 | 33 |
| 5 Dec | 6850.40 | 55 | -24.05 | 25.56 | 11 | -1 | 40 |
| 4 Dec | 6740.00 | 79.05 | -11.00 | 25.94 | 37 | 15 | 42 |
| 3 Dec | 6675.45 | 90.05 | -0.95 | 25.18 | 33 | 20 | 27 |
| 2 Dec | 6650.65 | 91 | -19.10 | 24.75 | 8 | 1 | 5 |
| 29 Nov | 6575.90 | 110.1 | 24.56 | 4 | 2 | 2 | |
For Bajaj Finance Limited - strike price 6300 expiring on 30JAN2025
Delta for 6300 PE is -0.13
Historical price for 6300 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 37, which was 7.30 higher than the previous day. The implied volatity was 26.00, the open interest changed by 92 which increased total open position to 1006
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 29.7, which was -8.25 lower than the previous day. The implied volatity was 23.73, the open interest changed by 41 which increased total open position to 921
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 37.95, which was -7.15 lower than the previous day. The implied volatity was 26.92, the open interest changed by 162 which increased total open position to 879
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 45.1, which was 17.25 higher than the previous day. The implied volatity was 26.51, the open interest changed by 561 which increased total open position to 718
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 27.85, which was 9.25 higher than the previous day. The implied volatity was 24.70, the open interest changed by 55 which increased total open position to 156
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 18.6, which was 1.65 higher than the previous day. The implied volatity was 25.41, the open interest changed by -11 which decreased total open position to 101
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 16.95, which was -3.05 lower than the previous day. The implied volatity was 26.14, the open interest changed by 22 which increased total open position to 112
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 20, 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 20, which was -1.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 90
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 21, which was -6.95 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 81
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 27.95, which was -17.05 lower than the previous day. The implied volatity was 26.94, the open interest changed by -8 which decreased total open position to 81
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 45, which was -8.45 lower than the previous day. The implied volatity was 26.75, the open interest changed by 19 which increased total open position to 87
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 53.45, which was -1.55 lower than the previous day. The implied volatity was 26.71, the open interest changed by 33 which increased total open position to 65
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was 25.43, the open interest changed by -6 which decreased total open position to 33
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 55, which was -24.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by -1 which decreased total open position to 40
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 79.05, which was -11.00 lower than the previous day. The implied volatity was 25.94, the open interest changed by 15 which increased total open position to 42
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 90.05, which was -0.95 lower than the previous day. The implied volatity was 25.18, the open interest changed by 20 which increased total open position to 27
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 91, which was -19.10 lower than the previous day. The implied volatity was 24.75, the open interest changed by 1 which increased total open position to 5
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 110.1, which was lower than the previous day. The implied volatity was 24.56, the open interest changed by 2 which increased total open position to 2
