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

7317.15 72.25 (1.00%)

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Historical option data for BAJFINANCE

06 Sep 2024 04:13 PM IST
BAJFINANCE 6400 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 7317.15 968 -10.00 125 0 14,125
5 Sept 7244.90 978 0.00 0 0 0
4 Sept 7299.50 978 28.00 125 0 14,125
3 Sept 7353.80 950 -125.00 250 -125 14,250
2 Sept 7440.05 1075 218.00 875 -500 14,375
30 Aug 7200.15 857 137.00 750 -375 14,750
29 Aug 7063.55 720 156.60 625 -250 15,125
28 Aug 6900.00 563.4 23.05 4,250 1,375 15,250
27 Aug 6863.60 540.35 77.65 11,750 3,625 13,625
26 Aug 6778.35 462.7 30.70 4,000 1,500 9,875
23 Aug 6735.85 432 0.00 0 0 0
22 Aug 6743.60 432 0.00 0 125 0
21 Aug 6735.35 432 2.50 875 250 8,500
20 Aug 6722.20 429.5 79.75 7,125 -125 8,125
19 Aug 6616.35 349.75 9.75 9,375 250 8,250
16 Aug 6590.90 340 78.40 8,750 1,500 7,875
14 Aug 6458.50 261.6 -16.40 7,375 5,125 6,375
13 Aug 6465.05 278 -737.10 1,625 1,125 1,125
12 Aug 6608.15 1015.1 0.00 0 0 0
9 Aug 6618.20 1015.1 0.00 0 0 0
8 Aug 6582.20 1015.1 0.00 0 0 0
7 Aug 6637.15 1015.1 0.00 0 0 0
6 Aug 6538.35 1015.1 0.00 0 0 0
5 Aug 6596.70 1015.1 0.00 0 0 0
2 Aug 6725.00 1015.1 0.00 0 0 0
1 Aug 6771.65 1015.1 0.00 0 0 0
31 Jul 6806.95 1015.1 0.00 0 0 0
30 Jul 6823.60 1015.1 0.00 0 0 0
29 Jul 6812.45 1015.1 0.00 0 0 0
26 Jul 6789.75 1015.1 1015.10 0 0 0
25 Jul 6647.75 0 0.00 0 0 0
24 Jul 6607.15 0 0.00 0 0 0
23 Jul 6727.10 0 0.00 0 0 0
22 Jul 6884.25 0 0.00 0 0 0
19 Jul 6932.30 0 0.00 0 0 0
18 Jul 7110.00 0 0.00 0 0 0
16 Jul 7059.10 0 0.00 0 0 0
15 Jul 7063.75 0 0.00 0 0 0
12 Jul 7004.30 0 0.00 0 0 0
11 Jul 6950.30 0 0.00 0 0 0
3 Jul 7258.80 0 0.00 0 0 0
2 Jul 7165.60 0 0 0 0


For Bajaj Finance Limited - strike price 6400 expiring on 26SEP2024

Delta for 6400 CE is -

Historical price for 6400 CE is as follows

On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 968, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14125


On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 978, 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 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 978, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14125


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 950, which was -125.00 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 14250


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 1075, which was 218.00 higher than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 14375


On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 857, which was 137.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 14750


On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 720, which was 156.60 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 15125


On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 563.4, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 15250


On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 540.35, which was 77.65 higher than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 13625


On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 462.7, which was 30.70 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 9875


On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 432, 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 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 432, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0


On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 432, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 8500


On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 429.5, which was 79.75 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 8125


On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 349.75, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 8250


On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 340, which was 78.40 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 7875


On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 261.6, which was -16.40 lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 6375


On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 278, which was -737.10 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125


On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 1015.1, 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 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 1015.1, 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 1 Aug BAJFINANCE was trading at 6771.65. The strike last trading price was 1015.1, 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 Jul BAJFINANCE was trading at 6806.95. The strike last trading price was 1015.1, 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 30 Jul BAJFINANCE was trading at 6823.60. The strike last trading price was 1015.1, 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 Jul BAJFINANCE was trading at 6812.45. The strike last trading price was 1015.1, 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 Jul BAJFINANCE was trading at 6789.75. The strike last trading price was 1015.1, which was 1015.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Jul BAJFINANCE was trading at 6647.75. 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 24 Jul BAJFINANCE was trading at 6607.15. 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 23 Jul BAJFINANCE was trading at 6727.10. 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 Jul BAJFINANCE was trading at 6884.25. 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 Jul BAJFINANCE was trading at 6932.30. 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 Jul BAJFINANCE was trading at 7110.00. 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 16 Jul BAJFINANCE was trading at 7059.10. 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 15 Jul BAJFINANCE was trading at 7063.75. 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 Jul BAJFINANCE was trading at 7004.30. 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 11 Jul BAJFINANCE was trading at 6950.30. 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 3 Jul BAJFINANCE was trading at 7258.80. 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 2 Jul BAJFINANCE was trading at 7165.60. 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 6400 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 7317.15 8.65 0.40 1,10,000 -9,500 88,500
5 Sept 7244.90 8.25 -0.35 49,125 -2,375 98,250
4 Sept 7299.50 8.6 -0.40 53,500 -1,000 1,02,250
3 Sept 7353.80 9 -1.00 1,76,375 -15,375 1,05,125
2 Sept 7440.05 10 -3.30 1,02,000 -15,250 1,20,500
30 Aug 7200.15 13.3 -10.70 1,47,875 25,375 1,36,000
29 Aug 7063.55 24 -9.50 2,72,625 12,625 1,10,500
28 Aug 6900.00 33.5 0.50 1,18,000 -28,125 97,875
27 Aug 6863.60 33 -6.80 1,80,500 -9,125 1,27,750
26 Aug 6778.35 39.8 -5.30 71,750 9,500 1,44,000
23 Aug 6735.85 45.1 -1.25 61,750 12,250 1,34,000
22 Aug 6743.60 46.35 -3.70 37,250 8,750 1,21,750
21 Aug 6735.35 50.05 -1.80 44,750 20,875 1,13,000
20 Aug 6722.20 51.85 -25.15 95,250 30,250 92,250
19 Aug 6616.35 77 -12.55 48,000 21,375 60,750
16 Aug 6590.90 89.55 -52.05 25,625 3,125 39,250
14 Aug 6458.50 141.6 4.60 11,250 250 36,250
13 Aug 6465.05 137 34.70 22,625 11,750 36,000
12 Aug 6608.15 102.3 0.95 6,500 2,000 24,125
9 Aug 6618.20 101.35 -19.65 6,875 4,000 22,000
8 Aug 6582.20 121 26.00 2,000 125 18,000
7 Aug 6637.15 95 -47.00 2,500 -500 17,875
6 Aug 6538.35 142 16.00 7,000 3,875 18,250
5 Aug 6596.70 126 42.35 5,375 1,000 14,250
2 Aug 6725.00 83.65 11.05 1,375 625 13,250
1 Aug 6771.65 72.6 2.60 2,500 -250 12,625
31 Jul 6806.95 70 0.00 0 0 0
30 Jul 6823.60 70 0.00 0 -3,625 0
29 Jul 6812.45 70 0.00 0 -3,625 0
26 Jul 6789.75 70 -43.00 11,250 -3,625 12,875
25 Jul 6647.75 113 -19.00 3,000 125 16,500
24 Jul 6607.15 132 -11.00 16,125 6,875 16,375
23 Jul 6727.10 143 28.00 8,125 750 9,500
22 Jul 6884.25 115 10.00 750 375 8,750
19 Jul 6932.30 105 34.30 1,875 1,375 8,375
18 Jul 7110.00 70.7 -14.30 4,375 2,375 7,000
16 Jul 7059.10 85 5.00 1,125 125 4,625
15 Jul 7063.75 80 -10.00 625 0 4,500
12 Jul 7004.30 90 -10.00 250 250 4,500
11 Jul 6950.30 100 30.00 2,125 4,250 4,250
3 Jul 7258.80 70 4.00 125 0 3,500
2 Jul 7165.60 66 3,875 3,500 3,500


For Bajaj Finance Limited - strike price 6400 expiring on 26SEP2024

Delta for 6400 PE is -

Historical price for 6400 PE is as follows

On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 8.65, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -9500 which decreased total open position to 88500


On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 8.25, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -2375 which decreased total open position to 98250


On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 8.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 102250


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 9, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -15375 which decreased total open position to 105125


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 10, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -15250 which decreased total open position to 120500


On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 13.3, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 25375 which increased total open position to 136000


On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 24, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 12625 which increased total open position to 110500


On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 33.5, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -28125 which decreased total open position to 97875


On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 33, which was -6.80 lower than the previous day. The implied volatity was -, the open interest changed by -9125 which decreased total open position to 127750


On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 39.8, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by 9500 which increased total open position to 144000


On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 45.1, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 12250 which increased total open position to 134000


On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 46.35, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 8750 which increased total open position to 121750


On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 50.05, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by 20875 which increased total open position to 113000


On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 51.85, which was -25.15 lower than the previous day. The implied volatity was -, the open interest changed by 30250 which increased total open position to 92250


On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 77, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 21375 which increased total open position to 60750


On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 89.55, which was -52.05 lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 39250


On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 141.6, which was 4.60 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 36250


On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 137, which was 34.70 higher than the previous day. The implied volatity was -, the open interest changed by 11750 which increased total open position to 36000


On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 102.3, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 24125


On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 101.35, which was -19.65 lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 22000


On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 121, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 18000


On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 95, which was -47.00 lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 17875


On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 142, which was 16.00 higher than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 18250


On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 126, which was 42.35 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 14250


On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 83.65, which was 11.05 higher than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 13250


On 1 Aug BAJFINANCE was trading at 6771.65. The strike last trading price was 72.6, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 12625


On 31 Jul BAJFINANCE was trading at 6806.95. The strike last trading price was 70, 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 30 Jul BAJFINANCE was trading at 6823.60. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3625 which decreased total open position to 0


On 29 Jul BAJFINANCE was trading at 6812.45. The strike last trading price was 70, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3625 which decreased total open position to 0


On 26 Jul BAJFINANCE was trading at 6789.75. The strike last trading price was 70, which was -43.00 lower than the previous day. The implied volatity was -, the open interest changed by -3625 which decreased total open position to 12875


On 25 Jul BAJFINANCE was trading at 6647.75. The strike last trading price was 113, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 16500


On 24 Jul BAJFINANCE was trading at 6607.15. The strike last trading price was 132, which was -11.00 lower than the previous day. The implied volatity was -, the open interest changed by 6875 which increased total open position to 16375


On 23 Jul BAJFINANCE was trading at 6727.10. The strike last trading price was 143, which was 28.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 9500


On 22 Jul BAJFINANCE was trading at 6884.25. The strike last trading price was 115, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 8750


On 19 Jul BAJFINANCE was trading at 6932.30. The strike last trading price was 105, which was 34.30 higher than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 8375


On 18 Jul BAJFINANCE was trading at 7110.00. The strike last trading price was 70.7, which was -14.30 lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 7000


On 16 Jul BAJFINANCE was trading at 7059.10. The strike last trading price was 85, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 4625


On 15 Jul BAJFINANCE was trading at 7063.75. The strike last trading price was 80, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4500


On 12 Jul BAJFINANCE was trading at 7004.30. The strike last trading price was 90, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4500


On 11 Jul BAJFINANCE was trading at 6950.30. The strike last trading price was 100, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 4250


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 70, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3500


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 66, which was lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 3500