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

6465.65 -129.65 (-1.97%)

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Historical option data for BAJFINANCE

21 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 6300 CE
Delta: 0.77
Vega: 2.74
Theta: -6.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 206.4 -103.50 27.56 233 45 144
20 Nov 6595.30 309.9 0.00 24.25 61 -22 100
19 Nov 6595.30 309.9 -22.70 24.25 61 -21 100
18 Nov 6567.95 332.6 31.40 35.70 5 2 120
14 Nov 6549.15 301.2 -17.35 16.37 126 19 107
13 Nov 6566.00 318.55 -61.45 16.31 63 39 88
12 Nov 6638.20 380 -272.00 22.50 3 -1 48
11 Nov 6778.80 652 0.00 0.00 0 0 0
8 Nov 6895.95 652 0.00 0.00 0 0 0
7 Nov 6904.50 652 0.00 0.00 0 0 0
6 Nov 7006.20 652 0.00 0.00 0 1 0
5 Nov 6930.35 652 47.65 27.16 7 1 49
4 Nov 6843.70 604.35 -959.40 29.76 50 44 44
1 Nov 6923.60 1563.75 0.00 - 0 0 0
31 Oct 6889.75 1563.75 0.00 - 0 0 0
30 Oct 6955.00 1563.75 0.00 - 0 0 0
29 Oct 7022.50 1563.75 0.00 - 0 0 0
28 Oct 6911.35 1563.75 0.00 - 0 0 0
25 Oct 6910.15 1563.75 0.00 - 0 0 0
24 Oct 7040.90 1563.75 0.00 - 0 0 0
23 Oct 6995.80 1563.75 0.00 - 0 0 0
22 Oct 6677.90 1563.75 0.00 - 0 0 0
21 Oct 6780.90 1563.75 0.00 - 0 0 0
18 Oct 6899.55 1563.75 0.00 - 0 0 0
17 Oct 6899.50 1563.75 0.00 - 0 0 0
16 Oct 6956.35 1563.75 1536.05 - 0 80 0
15 Oct 7016.90 27.7 0.00 - 0 80 0
14 Oct 7208.80 27.7 0.00 - 0 80 0
11 Oct 7302.00 27.7 0.00 - 0 80 0
8 Oct 7186.95 27.7 0.00 - 0 80 0
7 Oct 7269.40 27.7 0.00 - 0 80 0
4 Oct 7211.35 27.7 0.00 - 0 80 0
30 Sept 7703.00 27.7 - 0 80 0


For Bajaj Finance Limited - strike price 6300 expiring on 28NOV2024

Delta for 6300 CE is 0.77

Historical price for 6300 CE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 206.4, which was -103.50 lower than the previous day. The implied volatity was 27.56, the open interest changed by 45 which increased total open position to 144


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 309.9, which was 0.00 lower than the previous day. The implied volatity was 24.25, the open interest changed by -22 which decreased total open position to 100


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 309.9, which was -22.70 lower than the previous day. The implied volatity was 24.25, the open interest changed by -21 which decreased total open position to 100


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 332.6, which was 31.40 higher than the previous day. The implied volatity was 35.70, the open interest changed by 2 which increased total open position to 120


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 301.2, which was -17.35 lower than the previous day. The implied volatity was 16.37, the open interest changed by 19 which increased total open position to 107


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 318.55, which was -61.45 lower than the previous day. The implied volatity was 16.31, the open interest changed by 39 which increased total open position to 88


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 380, which was -272.00 lower than the previous day. The implied volatity was 22.50, the open interest changed by -1 which decreased total open position to 48


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 652, 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 652, 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 652, 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 652, 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 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 652, which was 47.65 higher than the previous day. The implied volatity was 27.16, the open interest changed by 1 which increased total open position to 49


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 604.35, which was -959.40 lower than the previous day. The implied volatity was 29.76, the open interest changed by 44 which increased total open position to 44


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, 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 1563.75, which was 1536.05 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 27.7, 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 27.7, 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 27.7, 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 27.7, 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 27.7, 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 27.7, 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 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 27.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 28NOV2024 6300 PE
Delta: -0.24
Vega: 2.79
Theta: -5.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 36.9 8.65 28.49 3,493 136 1,333
20 Nov 6595.30 28.25 0.00 30.72 2,728 8 1,203
19 Nov 6595.30 28.25 1.05 30.72 2,728 14 1,203
18 Nov 6567.95 27.2 -2.30 27.95 1,729 111 1,193
14 Nov 6549.15 29.5 -4.45 24.98 1,563 132 1,083
13 Nov 6566.00 33.95 6.80 26.34 3,241 168 955
12 Nov 6638.20 27.15 11.75 26.07 2,070 79 809
11 Nov 6778.80 15.4 3.15 26.23 1,773 149 734
8 Nov 6895.95 12.25 -0.85 26.58 697 -58 585
7 Nov 6904.50 13.1 0.75 27.21 602 85 650
6 Nov 7006.20 12.35 -12.65 28.94 1,301 211 572
5 Nov 6930.35 25 -6.45 30.61 1,317 -14 363
4 Nov 6843.70 31.45 4.45 29.87 1,033 101 377
1 Nov 6923.60 27 0.80 29.60 28 11 275
31 Oct 6889.75 26.2 2.80 - 281 51 266
30 Oct 6955.00 23.4 -0.35 - 162 15 214
29 Oct 7022.50 23.75 -6.40 - 226 43 200
28 Oct 6911.35 30.15 -3.25 - 115 48 151
25 Oct 6910.15 33.4 8.85 - 54 3 103
24 Oct 7040.90 24.55 -3.75 - 43 4 100
23 Oct 6995.80 28.3 -80.70 - 334 -56 96
22 Oct 6677.90 109 36.40 - 263 99 151
21 Oct 6780.90 72.6 31.50 - 99 45 51
18 Oct 6899.55 41.1 -7.55 - 8 2 2
17 Oct 6899.50 48.65 32.20 - 4 2 2
16 Oct 6956.35 16.45 -28.15 - 0 0 0
15 Oct 7016.90 44.6 0.00 - 0 -48 0
14 Oct 7208.80 44.6 0.00 - 0 -48 0
11 Oct 7302.00 44.6 0.00 - 0 -48 0
8 Oct 7186.95 44.6 0.00 - 0 -48 0
7 Oct 7269.40 44.6 0.00 - 0 -48 0
4 Oct 7211.35 44.6 0.00 - 0 -48 0
30 Sept 7703.00 44.6 - 0 -48 0


For Bajaj Finance Limited - strike price 6300 expiring on 28NOV2024

Delta for 6300 PE is -0.24

Historical price for 6300 PE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 36.9, which was 8.65 higher than the previous day. The implied volatity was 28.49, the open interest changed by 136 which increased total open position to 1333


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 28.25, which was 0.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by 8 which increased total open position to 1203


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 28.25, which was 1.05 higher than the previous day. The implied volatity was 30.72, the open interest changed by 14 which increased total open position to 1203


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 27.2, which was -2.30 lower than the previous day. The implied volatity was 27.95, the open interest changed by 111 which increased total open position to 1193


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 29.5, which was -4.45 lower than the previous day. The implied volatity was 24.98, the open interest changed by 132 which increased total open position to 1083


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 33.95, which was 6.80 higher than the previous day. The implied volatity was 26.34, the open interest changed by 168 which increased total open position to 955


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 27.15, which was 11.75 higher than the previous day. The implied volatity was 26.07, the open interest changed by 79 which increased total open position to 809


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 15.4, which was 3.15 higher than the previous day. The implied volatity was 26.23, the open interest changed by 149 which increased total open position to 734


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 12.25, which was -0.85 lower than the previous day. The implied volatity was 26.58, the open interest changed by -58 which decreased total open position to 585


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 13.1, which was 0.75 higher than the previous day. The implied volatity was 27.21, the open interest changed by 85 which increased total open position to 650


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 12.35, which was -12.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by 211 which increased total open position to 572


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 25, which was -6.45 lower than the previous day. The implied volatity was 30.61, the open interest changed by -14 which decreased total open position to 363


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 31.45, which was 4.45 higher than the previous day. The implied volatity was 29.87, the open interest changed by 101 which increased total open position to 377


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 27, which was 0.80 higher than the previous day. The implied volatity was 29.60, the open interest changed by 11 which increased total open position to 275


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 26.2, which was 2.80 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 23.4, which was -0.35 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 23.75, which was -6.40 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 30.15, which was -3.25 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 33.4, which was 8.85 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 24.55, which was -3.75 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 28.3, which was -80.70 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 109, which was 36.40 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 72.6, which was 31.50 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 41.1, which was -7.55 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 48.65, which was 32.20 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 16.45, which was -28.15 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 44.6, 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 44.6, 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 44.6, 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 44.6, 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 44.6, 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 44.6, 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 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 44.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to