BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6400 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 | 630 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 24 Dec | 6808.20 | 630 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 23 Dec | 6866.70 | 630 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 6848.25 | 630 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 19 Dec | 6918.55 | 630 | 210.00 | 24.85 | 2 | 0 | 0 | |||
| 18 Dec | 7074.45 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 420 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 6650.65 | 420 | 15.85 | 19.55 | 4 | 0 | 1 | |||
| 29 Nov | 6575.90 | 404.15 | 404.15 | 22.65 | 1 | 0 | 0 | |||
| 28 Nov | 6509.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 6778.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6400 expiring on 30JAN2025
Delta for 6400 CE is 0.00
Historical price for 6400 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 630, 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 630, 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 630, 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 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 630, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 630, which was 210.00 higher than the previous day. The implied volatity was 24.85, 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 420, 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 420, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 420, 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 420, 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 420, 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 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 420, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 420, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 420, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 420, 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 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 420, 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 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 420, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 420, which was 15.85 higher than the previous day. The implied volatity was 19.55, the open interest changed by 0 which decreased total open position to 1
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 404.15, which was 404.15 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. 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 0 which decreased total open position to 0
On 27 Nov BAJFINANCE was trading at 6705.20. 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 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. 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 0 which decreased total open position to 0
On 25 Nov BAJFINANCE was trading at 6685.40. 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 0 which decreased total open position to 0
On 22 Nov BAJFINANCE was trading at 6683.95. 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 0 which decreased total open position to 0
On 21 Nov BAJFINANCE was trading at 6465.65. 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 0 which decreased total open position to 0
On 20 Nov BAJFINANCE was trading at 6595.30. 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 0 which decreased total open position to 0
On 19 Nov BAJFINANCE was trading at 6595.30. 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 0 which decreased total open position to 0
On 18 Nov BAJFINANCE was trading at 6567.95. 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 0 which decreased total open position to 0
On 14 Nov BAJFINANCE was trading at 6549.15. 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 0 which decreased total open position to 0
On 13 Nov BAJFINANCE was trading at 6566.00. 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 0 which decreased total open position to 0
On 12 Nov BAJFINANCE was trading at 6638.20. 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 0 which decreased total open position to 0
On 11 Nov BAJFINANCE was trading at 6778.80. 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 0 which decreased total open position to 0
On 8 Nov BAJFINANCE was trading at 6895.95. 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 0 which decreased total open position to 0
On 7 Nov BAJFINANCE was trading at 6904.50. 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 0 which decreased total open position to 0
On 6 Nov BAJFINANCE was trading at 7006.20. 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 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. 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 30JAN2025 6400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 5.26
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 48.1 | 6.45 | 24.89 | 1,166 | 191 | 1,041 |
| 24 Dec | 6808.20 | 41.65 | -7.00 | 23.11 | 594 | 225 | 847 |
| 23 Dec | 6866.70 | 48.65 | -12.35 | 25.90 | 317 | 12 | 617 |
| 20 Dec | 6848.25 | 61 | 24.20 | 26.14 | 496 | -77 | 605 |
| 19 Dec | 6918.55 | 36.8 | 10.55 | 23.85 | 273 | 134 | 682 |
| 18 Dec | 7074.45 | 26.25 | 4.45 | 25.03 | 114 | 30 | 548 |
| 17 Dec | 7152.80 | 21.8 | 0.15 | 25.22 | 63 | 16 | 517 |
| 16 Dec | 7208.40 | 21.65 | -1.55 | 26.09 | 66 | 22 | 501 |
| 13 Dec | 7182.80 | 23.2 | -3.90 | 25.31 | 321 | 36 | 480 |
| 12 Dec | 7125.80 | 27.1 | -3.25 | 24.84 | 59 | 34 | 444 |
| 11 Dec | 7115.10 | 30.35 | -24.80 | 25.05 | 72 | 9 | 409 |
| 10 Dec | 6936.20 | 55.15 | -11.85 | 25.75 | 48 | 7 | 395 |
| 9 Dec | 6868.35 | 67 | -1.00 | 25.97 | 79 | 38 | 387 |
| 6 Dec | 6850.30 | 68 | -8.00 | 24.70 | 65 | 24 | 349 |
| 5 Dec | 6850.40 | 76 | -23.00 | 25.82 | 73 | -12 | 331 |
| 4 Dec | 6740.00 | 99 | -13.55 | 25.38 | 88 | 29 | 342 |
| 3 Dec | 6675.45 | 112.55 | -10.45 | 24.61 | 147 | 7 | 312 |
| 2 Dec | 6650.65 | 123 | -25.50 | 25.14 | 51 | -6 | 305 |
| 29 Nov | 6575.90 | 148.5 | -11.50 | 24.87 | 83 | 55 | 311 |
| 28 Nov | 6509.40 | 160 | 47.90 | 25.03 | 51 | -3 | 255 |
| 27 Nov | 6705.20 | 112.1 | -23.90 | 25.06 | 30 | 13 | 259 |
| 26 Nov | 6617.95 | 136 | 18.00 | 25.08 | 18 | 4 | 246 |
| 25 Nov | 6685.40 | 118 | -0.20 | 25.21 | 177 | 158 | 240 |
| 22 Nov | 6683.95 | 118.2 | -77.60 | 25.38 | 35 | 15 | 97 |
| 21 Nov | 6465.65 | 195.8 | 48.40 | 24.92 | 99 | 62 | 82 |
| 20 Nov | 6595.30 | 147.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 147.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 6567.95 | 147.4 | -30.15 | 23.54 | 6 | 1 | 20 |
| 14 Nov | 6549.15 | 177.55 | 18.60 | 26.01 | 2 | 1 | 18 |
| 13 Nov | 6566.00 | 158.95 | 24.90 | 24.65 | 2 | 1 | 17 |
| 12 Nov | 6638.20 | 134.05 | 34.05 | 23.68 | 4 | 3 | 16 |
| 11 Nov | 6778.80 | 100 | 10.00 | 23.33 | 4 | 3 | 12 |
| 8 Nov | 6895.95 | 90 | 5.65 | 24.39 | 2 | 1 | 8 |
| 7 Nov | 6904.50 | 84.35 | -15.65 | 24.14 | 4 | 3 | 6 |
| 6 Nov | 7006.20 | 100 | -18.20 | 28.06 | 1 | 0 | 2 |
| 4 Nov | 6843.70 | 118.2 | 25.88 | 2 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6400 expiring on 30JAN2025
Delta for 6400 PE is -0.17
Historical price for 6400 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 48.1, which was 6.45 higher than the previous day. The implied volatity was 24.89, the open interest changed by 191 which increased total open position to 1041
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 41.65, which was -7.00 lower than the previous day. The implied volatity was 23.11, the open interest changed by 225 which increased total open position to 847
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 48.65, which was -12.35 lower than the previous day. The implied volatity was 25.90, the open interest changed by 12 which increased total open position to 617
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 61, which was 24.20 higher than the previous day. The implied volatity was 26.14, the open interest changed by -77 which decreased total open position to 605
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 36.8, which was 10.55 higher than the previous day. The implied volatity was 23.85, the open interest changed by 134 which increased total open position to 682
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 26.25, which was 4.45 higher than the previous day. The implied volatity was 25.03, the open interest changed by 30 which increased total open position to 548
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 21.8, which was 0.15 higher than the previous day. The implied volatity was 25.22, the open interest changed by 16 which increased total open position to 517
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 21.65, which was -1.55 lower than the previous day. The implied volatity was 26.09, the open interest changed by 22 which increased total open position to 501
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 23.2, which was -3.90 lower than the previous day. The implied volatity was 25.31, the open interest changed by 36 which increased total open position to 480
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 27.1, which was -3.25 lower than the previous day. The implied volatity was 24.84, the open interest changed by 34 which increased total open position to 444
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 30.35, which was -24.80 lower than the previous day. The implied volatity was 25.05, the open interest changed by 9 which increased total open position to 409
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 55.15, which was -11.85 lower than the previous day. The implied volatity was 25.75, the open interest changed by 7 which increased total open position to 395
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 67, which was -1.00 lower than the previous day. The implied volatity was 25.97, the open interest changed by 38 which increased total open position to 387
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 68, which was -8.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 24 which increased total open position to 349
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 76, which was -23.00 lower than the previous day. The implied volatity was 25.82, the open interest changed by -12 which decreased total open position to 331
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 99, which was -13.55 lower than the previous day. The implied volatity was 25.38, the open interest changed by 29 which increased total open position to 342
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 112.55, which was -10.45 lower than the previous day. The implied volatity was 24.61, the open interest changed by 7 which increased total open position to 312
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 123, which was -25.50 lower than the previous day. The implied volatity was 25.14, the open interest changed by -6 which decreased total open position to 305
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 148.5, which was -11.50 lower than the previous day. The implied volatity was 24.87, the open interest changed by 55 which increased total open position to 311
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 160, which was 47.90 higher than the previous day. The implied volatity was 25.03, the open interest changed by -3 which decreased total open position to 255
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 112.1, which was -23.90 lower than the previous day. The implied volatity was 25.06, the open interest changed by 13 which increased total open position to 259
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 136, which was 18.00 higher than the previous day. The implied volatity was 25.08, the open interest changed by 4 which increased total open position to 246
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 118, which was -0.20 lower than the previous day. The implied volatity was 25.21, the open interest changed by 158 which increased total open position to 240
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 118.2, which was -77.60 lower than the previous day. The implied volatity was 25.38, the open interest changed by 15 which increased total open position to 97
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 195.8, which was 48.40 higher than the previous day. The implied volatity was 24.92, the open interest changed by 62 which increased total open position to 82
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 147.4, 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 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 147.4, 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 147.4, which was -30.15 lower than the previous day. The implied volatity was 23.54, the open interest changed by 1 which increased total open position to 20
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 177.55, which was 18.60 higher than the previous day. The implied volatity was 26.01, the open interest changed by 1 which increased total open position to 18
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 158.95, which was 24.90 higher than the previous day. The implied volatity was 24.65, the open interest changed by 1 which increased total open position to 17
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 134.05, which was 34.05 higher than the previous day. The implied volatity was 23.68, the open interest changed by 3 which increased total open position to 16
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 100, which was 10.00 higher than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 12
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 90, which was 5.65 higher than the previous day. The implied volatity was 24.39, the open interest changed by 1 which increased total open position to 8
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 84.35, which was -15.65 lower than the previous day. The implied volatity was 24.14, the open interest changed by 3 which increased total open position to 6
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 100, which was -18.20 lower than the previous day. The implied volatity was 28.06, the open interest changed by 0 which decreased total open position to 2
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 118.2, which was lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 0
