BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6300 CE | ||||||||||
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Delta: 0.77
Vega: 2.74
Theta: -6.70
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
