BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 6300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 1.72
Theta: -9.46
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 569 | -356.00 | 55.63 | 4 | -2 | 137 | |||
| 19 Dec | 6918.55 | 925 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 7074.45 | 925 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 925 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 16 Dec | 7208.40 | 925 | 106.60 | 46.29 | 8 | -1 | 146 | |||
| 13 Dec | 7182.80 | 818.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 818.4 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 11 Dec | 7115.10 | 818.4 | 158.40 | - | 11 | -5 | 147 | |||
| 10 Dec | 6936.20 | 660 | 71.00 | - | 12 | -3 | 152 | |||
| 9 Dec | 6868.35 | 589 | -0.95 | - | 1 | 0 | 155 | |||
| 6 Dec | 6850.30 | 589.95 | 32.95 | 24.28 | 3 | 1 | 157 | |||
| 5 Dec | 6850.40 | 557 | 75.75 | - | 16 | -5 | 156 | |||
| 4 Dec | 6740.00 | 481.25 | 41.05 | 19.35 | 34 | 1 | 162 | |||
| 3 Dec | 6675.45 | 440.2 | 29.40 | 26.26 | 20 | 2 | 160 | |||
| 2 Dec | 6650.65 | 410.8 | 45.30 | 20.87 | 170 | 28 | 158 | |||
| 29 Nov | 6575.90 | 365.5 | 10.50 | 23.75 | 80 | 27 | 126 | |||
| 28 Nov | 6509.40 | 355 | -125.95 | 24.81 | 33 | 2 | 99 | |||
| 27 Nov | 6705.20 | 480.95 | 49.10 | 21.37 | 115 | 60 | 97 | |||
| 26 Nov | 6617.95 | 431.85 | -66.30 | 25.22 | 10 | -1 | 39 | |||
|
|
||||||||||
| 25 Nov | 6685.40 | 498.15 | 0.10 | 25.55 | 34 | 7 | 41 | |||
| 22 Nov | 6683.95 | 498.05 | 169.55 | 19.44 | 40 | 1 | 35 | |||
| 21 Nov | 6465.65 | 328.5 | -96.45 | 25.43 | 45 | 20 | 34 | |||
| 20 Nov | 6595.30 | 424.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 424.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 6567.95 | 424.95 | 24.95 | 26.93 | 1 | 0 | 13 | |||
| 14 Nov | 6549.15 | 400 | -1.00 | 20.73 | 2 | 1 | 13 | |||
| 13 Nov | 6566.00 | 401 | -79.00 | 18.37 | 1 | 0 | 11 | |||
| 12 Nov | 6638.20 | 480 | -275.50 | 23.71 | 11 | 8 | 8 | |||
| 11 Nov | 6778.80 | 755.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 755.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 755.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 755.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 755.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 755.5 | 755.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6300 expiring on 26DEC2024
Delta for 6300 CE is 0.88
Historical price for 6300 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 569, which was -356.00 lower than the previous day. The implied volatity was 55.63, the open interest changed by -2 which decreased total open position to 137
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 925, 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 925, 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 925, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 925, which was 106.60 higher than the previous day. The implied volatity was 46.29, the open interest changed by -1 which decreased total open position to 146
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 818.4, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 818.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 818.4, which was 158.40 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 147
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 660, which was 71.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 152
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 589, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 155
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 589.95, which was 32.95 higher than the previous day. The implied volatity was 24.28, the open interest changed by 1 which increased total open position to 157
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 557, which was 75.75 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 156
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 481.25, which was 41.05 higher than the previous day. The implied volatity was 19.35, the open interest changed by 1 which increased total open position to 162
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 440.2, which was 29.40 higher than the previous day. The implied volatity was 26.26, the open interest changed by 2 which increased total open position to 160
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 410.8, which was 45.30 higher than the previous day. The implied volatity was 20.87, the open interest changed by 28 which increased total open position to 158
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 365.5, which was 10.50 higher than the previous day. The implied volatity was 23.75, the open interest changed by 27 which increased total open position to 126
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 355, which was -125.95 lower than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 99
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 480.95, which was 49.10 higher than the previous day. The implied volatity was 21.37, the open interest changed by 60 which increased total open position to 97
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 431.85, which was -66.30 lower than the previous day. The implied volatity was 25.22, the open interest changed by -1 which decreased total open position to 39
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 498.15, which was 0.10 higher than the previous day. The implied volatity was 25.55, the open interest changed by 7 which increased total open position to 41
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 498.05, which was 169.55 higher than the previous day. The implied volatity was 19.44, the open interest changed by 1 which increased total open position to 35
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 328.5, which was -96.45 lower than the previous day. The implied volatity was 25.43, the open interest changed by 20 which increased total open position to 34
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 424.95, 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 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 424.95, 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 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 424.95, which was 24.95 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 13
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 400, which was -1.00 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1 which increased total open position to 13
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 401, which was -79.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 11
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 480, which was -275.50 lower than the previous day. The implied volatity was 23.71, the open interest changed by 8 which increased total open position to 8
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 755.5, 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 755.5, 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 755.5, 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 755.5, 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 755.5, 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 755.5, which was 755.50 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 6300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.74
Theta: -2.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 5.2 | 0.65 | 37.02 | 741 | 11 | 773 |
| 19 Dec | 6918.55 | 4.55 | -0.25 | 37.54 | 791 | 113 | 759 |
| 18 Dec | 7074.45 | 4.8 | 1.50 | 42.19 | 245 | 36 | 645 |
| 17 Dec | 7152.80 | 3.3 | 0.05 | 40.23 | 183 | -27 | 605 |
| 16 Dec | 7208.40 | 3.25 | -0.55 | 40.04 | 158 | -2 | 634 |
| 13 Dec | 7182.80 | 3.8 | -0.55 | 35.40 | 1,021 | 24 | 634 |
| 12 Dec | 7125.80 | 4.35 | -0.75 | 33.09 | 555 | -20 | 612 |
| 11 Dec | 7115.10 | 5.1 | -5.45 | 32.41 | 2,076 | -136 | 636 |
| 10 Dec | 6936.20 | 10.55 | -2.30 | 30.57 | 1,410 | -15 | 774 |
| 9 Dec | 6868.35 | 12.85 | -1.35 | 29.12 | 1,400 | -95 | 788 |
| 6 Dec | 6850.30 | 14.2 | -2.30 | 26.59 | 2,886 | -61 | 883 |
| 5 Dec | 6850.40 | 16.5 | -7.55 | 27.22 | 3,790 | -153 | 958 |
| 4 Dec | 6740.00 | 24.05 | -8.90 | 25.33 | 2,250 | 110 | 1,131 |
| 3 Dec | 6675.45 | 32.95 | -7.10 | 24.60 | 1,910 | 121 | 1,023 |
| 2 Dec | 6650.65 | 40.05 | -17.40 | 25.33 | 2,258 | 61 | 910 |
| 29 Nov | 6575.90 | 57.45 | -20.55 | 24.39 | 1,534 | 8 | 855 |
| 28 Nov | 6509.40 | 78 | 33.70 | 26.57 | 2,016 | 337 | 843 |
| 27 Nov | 6705.20 | 44.3 | -14.30 | 26.44 | 693 | 43 | 495 |
| 26 Nov | 6617.95 | 58.6 | 6.75 | 25.91 | 528 | 152 | 452 |
| 25 Nov | 6685.40 | 51.85 | -5.75 | 26.97 | 553 | 167 | 298 |
| 22 Nov | 6683.95 | 57.6 | -56.40 | 27.69 | 226 | 46 | 177 |
| 21 Nov | 6465.65 | 114 | 28.80 | 26.22 | 144 | 14 | 130 |
| 20 Nov | 6595.30 | 85.2 | 0.00 | 26.38 | 75 | 20 | 117 |
| 19 Nov | 6595.30 | 85.2 | -3.20 | 26.38 | 75 | 21 | 117 |
| 18 Nov | 6567.95 | 88.4 | -7.85 | 26.02 | 23 | 6 | 96 |
| 14 Nov | 6549.15 | 96.25 | 8.10 | 26.29 | 42 | 14 | 90 |
| 13 Nov | 6566.00 | 88.15 | 17.00 | 25.49 | 48 | 19 | 77 |
| 12 Nov | 6638.20 | 71.15 | 28.45 | 24.56 | 54 | 35 | 59 |
| 11 Nov | 6778.80 | 42.7 | 9.70 | 23.35 | 17 | 8 | 22 |
| 8 Nov | 6895.95 | 33 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 33 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 7006.20 | 33 | -9.00 | 25.79 | 2 | 0 | 13 |
| 5 Nov | 6930.35 | 42 | -53.75 | 25.29 | 13 | 0 | 0 |
| 4 Nov | 6843.70 | 95.75 | 95.75 | 5.97 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 6.78 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6300 expiring on 26DEC2024
Delta for 6300 PE is -0.04
Historical price for 6300 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 5.2, which was 0.65 higher than the previous day. The implied volatity was 37.02, the open interest changed by 11 which increased total open position to 773
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 37.54, the open interest changed by 113 which increased total open position to 759
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 4.8, which was 1.50 higher than the previous day. The implied volatity was 42.19, the open interest changed by 36 which increased total open position to 645
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 40.23, the open interest changed by -27 which decreased total open position to 605
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 40.04, the open interest changed by -2 which decreased total open position to 634
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 35.40, the open interest changed by 24 which increased total open position to 634
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was 33.09, the open interest changed by -20 which decreased total open position to 612
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 5.1, which was -5.45 lower than the previous day. The implied volatity was 32.41, the open interest changed by -136 which decreased total open position to 636
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 10.55, which was -2.30 lower than the previous day. The implied volatity was 30.57, the open interest changed by -15 which decreased total open position to 774
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 12.85, which was -1.35 lower than the previous day. The implied volatity was 29.12, the open interest changed by -95 which decreased total open position to 788
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 14.2, which was -2.30 lower than the previous day. The implied volatity was 26.59, the open interest changed by -61 which decreased total open position to 883
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 16.5, which was -7.55 lower than the previous day. The implied volatity was 27.22, the open interest changed by -153 which decreased total open position to 958
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 24.05, which was -8.90 lower than the previous day. The implied volatity was 25.33, the open interest changed by 110 which increased total open position to 1131
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 32.95, which was -7.10 lower than the previous day. The implied volatity was 24.60, the open interest changed by 121 which increased total open position to 1023
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 40.05, which was -17.40 lower than the previous day. The implied volatity was 25.33, the open interest changed by 61 which increased total open position to 910
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 57.45, which was -20.55 lower than the previous day. The implied volatity was 24.39, the open interest changed by 8 which increased total open position to 855
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 78, which was 33.70 higher than the previous day. The implied volatity was 26.57, the open interest changed by 337 which increased total open position to 843
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 44.3, which was -14.30 lower than the previous day. The implied volatity was 26.44, the open interest changed by 43 which increased total open position to 495
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 58.6, which was 6.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 152 which increased total open position to 452
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 51.85, which was -5.75 lower than the previous day. The implied volatity was 26.97, the open interest changed by 167 which increased total open position to 298
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 57.6, which was -56.40 lower than the previous day. The implied volatity was 27.69, the open interest changed by 46 which increased total open position to 177
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 114, which was 28.80 higher than the previous day. The implied volatity was 26.22, the open interest changed by 14 which increased total open position to 130
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 85.2, which was 0.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 20 which increased total open position to 117
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 85.2, which was -3.20 lower than the previous day. The implied volatity was 26.38, the open interest changed by 21 which increased total open position to 117
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 88.4, which was -7.85 lower than the previous day. The implied volatity was 26.02, the open interest changed by 6 which increased total open position to 96
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 96.25, which was 8.10 higher than the previous day. The implied volatity was 26.29, the open interest changed by 14 which increased total open position to 90
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 88.15, which was 17.00 higher than the previous day. The implied volatity was 25.49, the open interest changed by 19 which increased total open position to 77
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 71.15, which was 28.45 higher than the previous day. The implied volatity was 24.56, the open interest changed by 35 which increased total open position to 59
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 42.7, which was 9.70 higher than the previous day. The implied volatity was 23.35, the open interest changed by 8 which increased total open position to 22
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 33, 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 33, 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 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 33, which was -9.00 lower than the previous day. The implied volatity was 25.79, the open interest changed by 0 which decreased total open position to 13
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 42, which was -53.75 lower than the previous day. The implied volatity was 25.29, 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 95.75, which was 95.75 higher than the previous day. The implied volatity was 5.97, 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 lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
