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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 6400 CE
Delta: 0.63
Vega: 3.38
Theta: -7.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 133.85 -104.45 26.29 2,122 102 375
20 Nov 6595.30 238.3 0.00 28.06 586 -23 272
19 Nov 6595.30 238.3 13.15 28.06 586 -24 272
18 Nov 6567.95 225.15 5.20 25.91 312 89 298
14 Nov 6549.15 219.95 -33.05 18.13 108 26 202
13 Nov 6566.00 253 -45.60 22.46 150 69 177
12 Nov 6638.20 298.6 -112.75 23.11 47 13 106
11 Nov 6778.80 411.35 -130.25 22.53 1 0 93
8 Nov 6895.95 541.6 -13.05 30.14 2 0 93
7 Nov 6904.50 554.65 -19.70 25.65 8 1 93
6 Nov 7006.20 574.35 0.00 - 2 1 92
5 Nov 6930.35 574.35 65.30 30.43 52 34 88
4 Nov 6843.70 509.05 -405.90 26.95 56 52 52
1 Nov 6923.60 914.95 0.00 - 0 0 0
31 Oct 6889.75 914.95 0.00 - 0 0 0
30 Oct 6955.00 914.95 0.00 - 0 0 0
29 Oct 7022.50 914.95 0.00 - 0 0 0
28 Oct 6911.35 914.95 0.00 - 0 0 0
25 Oct 6910.15 914.95 0.00 - 0 0 0
24 Oct 7040.90 914.95 0.00 - 0 0 0
23 Oct 6995.80 914.95 0.00 - 0 0 0
22 Oct 6677.90 914.95 0.00 - 0 0 0
21 Oct 6780.90 914.95 0.00 - 0 0 0
18 Oct 6899.55 914.95 0.00 - 0 0 0
17 Oct 6899.50 914.95 0.00 - 0 0 0
16 Oct 6956.35 914.95 0.00 - 0 0 0
15 Oct 7016.90 914.95 0.00 - 0 0 0
14 Oct 7208.80 914.95 0.00 - 0 0 0
11 Oct 7302.00 914.95 0.00 - 0 0 0
9 Oct 7300.45 914.95 0.00 - 0 0 0
8 Oct 7186.95 914.95 0.00 - 0 0 0
7 Oct 7269.40 914.95 0.00 - 0 0 0
4 Oct 7211.35 914.95 0.00 - 0 0 0
3 Oct 7433.85 914.95 0.00 - 0 0 0
1 Oct 7703.00 914.95 0.00 - 0 0 0
30 Sept 7703.00 914.95 0.00 - 0 0 0
20 Sept 7582.45 914.95 0.00 - 0 0 0
18 Sept 7631.10 914.95 0.00 - 0 0 0
16 Sept 7345.75 914.95 0.00 - 0 0 0
13 Sept 7598.50 914.95 0.00 - 0 0 0
11 Sept 7345.55 914.95 914.95 - 0 0 0
10 Sept 7241.85 0 0.00 - 0 0 0
9 Sept 7347.45 0 0.00 - 0 0 0
5 Sept 7244.90 0 0.00 - 0 0 0
3 Sept 7353.80 0 - 0 0 0


For Bajaj Finance Limited - strike price 6400 expiring on 28NOV2024

Delta for 6400 CE is 0.63

Historical price for 6400 CE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 133.85, which was -104.45 lower than the previous day. The implied volatity was 26.29, the open interest changed by 102 which increased total open position to 375


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 238.3, which was 0.00 lower than the previous day. The implied volatity was 28.06, the open interest changed by -23 which decreased total open position to 272


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 238.3, which was 13.15 higher than the previous day. The implied volatity was 28.06, the open interest changed by -24 which decreased total open position to 272


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 225.15, which was 5.20 higher than the previous day. The implied volatity was 25.91, the open interest changed by 89 which increased total open position to 298


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 219.95, which was -33.05 lower than the previous day. The implied volatity was 18.13, the open interest changed by 26 which increased total open position to 202


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 253, which was -45.60 lower than the previous day. The implied volatity was 22.46, the open interest changed by 69 which increased total open position to 177


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 298.6, which was -112.75 lower than the previous day. The implied volatity was 23.11, the open interest changed by 13 which increased total open position to 106


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 411.35, which was -130.25 lower than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 93


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 541.6, which was -13.05 lower than the previous day. The implied volatity was 30.14, the open interest changed by 0 which decreased total open position to 93


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 554.65, which was -19.70 lower than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 93


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 574.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 92


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 574.35, which was 65.30 higher than the previous day. The implied volatity was 30.43, the open interest changed by 34 which increased total open position to 88


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 509.05, which was -405.90 lower than the previous day. The implied volatity was 26.95, the open interest changed by 52 which increased total open position to 52


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 914.95, 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 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 914.95, 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 914.95, 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 914.95, 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 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 914.95, 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 914.95, 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 914.95, 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 914.95, 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 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 914.95, 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 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 914.95, 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 914.95, 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 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 914.95, 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 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 914.95, 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 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 914.95, 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 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 914.95, 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 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 914.95, which was 914.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJFINANCE was trading at 7241.85. 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 which decreased total open position to


On 9 Sept BAJFINANCE was trading at 7347.45. 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 which decreased total open position to


On 5 Sept BAJFINANCE was trading at 7244.90. 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 which decreased total open position to


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 28NOV2024 6400 PE
Delta: -0.37
Vega: 3.39
Theta: -5.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 6465.65 64.2 17.45 27.06 5,783 249 1,701
20 Nov 6595.30 46.75 0.00 29.58 2,945 51 1,470
19 Nov 6595.30 46.75 -1.80 29.58 2,945 69 1,470
18 Nov 6567.95 48.55 -0.95 27.62 2,701 245 1,402
14 Nov 6549.15 49.5 -3.40 24.34 2,221 -35 1,158
13 Nov 6566.00 52.9 9.35 25.37 4,097 119 1,192
12 Nov 6638.20 43.55 19.60 25.17 2,515 255 1,085
11 Nov 6778.80 23.95 5.10 25.11 1,501 102 837
8 Nov 6895.95 18.85 -0.80 25.66 1,176 -79 732
7 Nov 6904.50 19.65 2.35 26.28 604 49 812
6 Nov 7006.20 17.3 -16.95 27.75 1,171 136 764
5 Nov 6930.35 34.25 -10.25 29.57 1,697 86 633
4 Nov 6843.70 44.5 7.90 29.25 1,194 98 547
1 Nov 6923.60 36.6 2.30 28.67 50 -4 448
31 Oct 6889.75 34.3 3.80 - 491 121 452
30 Oct 6955.00 30.5 0.15 - 147 77 331
29 Oct 7022.50 30.35 -9.95 - 342 58 248
28 Oct 6911.35 40.3 -2.70 - 236 -4 191
25 Oct 6910.15 43 11.00 - 146 2 195
24 Oct 7040.90 32 -2.50 - 30 -3 194
23 Oct 6995.80 34.5 -97.50 - 368 -33 198
22 Oct 6677.90 132 37.00 - 180 34 230
21 Oct 6780.90 95 41.55 - 279 46 196
18 Oct 6899.55 53.45 -1.70 - 74 24 149
17 Oct 6899.50 55.15 11.75 - 131 -25 126
16 Oct 6956.35 43.4 5.10 - 95 58 151
15 Oct 7016.90 38.3 17.05 - 122 45 92
14 Oct 7208.80 21.25 0.00 - 0 -1 0
11 Oct 7302.00 21.25 -4.75 - 1 0 48
9 Oct 7300.45 26 -10.00 - 1 0 48
8 Oct 7186.95 36 0.00 - 0 0 0
7 Oct 7269.40 36 0.00 - 0 28 0
4 Oct 7211.35 36 10.00 - 48 27 47
3 Oct 7433.85 26 7.00 - 8 2 20
1 Oct 7703.00 19 -11.50 - 2 0 20
30 Sept 7703.00 30.5 0.00 - 0 0 0
20 Sept 7582.45 30.5 0.00 - 1 0 20
18 Sept 7631.10 30.5 -9.50 - 14 -1 25
16 Sept 7345.75 40 6.50 - 3 -1 24
13 Sept 7598.50 33.5 -6.50 - 22 -20 26
11 Sept 7345.55 40 -14.90 - 36 19 29
10 Sept 7241.85 54.9 0.00 - 0 0 0
9 Sept 7347.45 54.9 0.00 - 0 0 10
5 Sept 7244.90 54.9 -5.00 - 2 1 9
3 Sept 7353.80 59.9 - 8 4 4


For Bajaj Finance Limited - strike price 6400 expiring on 28NOV2024

Delta for 6400 PE is -0.37

Historical price for 6400 PE is as follows

On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 64.2, which was 17.45 higher than the previous day. The implied volatity was 27.06, the open interest changed by 249 which increased total open position to 1701


On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 46.75, which was 0.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by 51 which increased total open position to 1470


On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 46.75, which was -1.80 lower than the previous day. The implied volatity was 29.58, the open interest changed by 69 which increased total open position to 1470


On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 48.55, which was -0.95 lower than the previous day. The implied volatity was 27.62, the open interest changed by 245 which increased total open position to 1402


On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 49.5, which was -3.40 lower than the previous day. The implied volatity was 24.34, the open interest changed by -35 which decreased total open position to 1158


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 52.9, which was 9.35 higher than the previous day. The implied volatity was 25.37, the open interest changed by 119 which increased total open position to 1192


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 43.55, which was 19.60 higher than the previous day. The implied volatity was 25.17, the open interest changed by 255 which increased total open position to 1085


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 23.95, which was 5.10 higher than the previous day. The implied volatity was 25.11, the open interest changed by 102 which increased total open position to 837


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 18.85, which was -0.80 lower than the previous day. The implied volatity was 25.66, the open interest changed by -79 which decreased total open position to 732


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 19.65, which was 2.35 higher than the previous day. The implied volatity was 26.28, the open interest changed by 49 which increased total open position to 812


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 17.3, which was -16.95 lower than the previous day. The implied volatity was 27.75, the open interest changed by 136 which increased total open position to 764


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 34.25, which was -10.25 lower than the previous day. The implied volatity was 29.57, the open interest changed by 86 which increased total open position to 633


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 44.5, which was 7.90 higher than the previous day. The implied volatity was 29.25, the open interest changed by 98 which increased total open position to 547


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 36.6, which was 2.30 higher than the previous day. The implied volatity was 28.67, the open interest changed by -4 which decreased total open position to 448


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 34.3, which was 3.80 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 30.5, which was 0.15 higher 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 30.35, which was -9.95 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 40.3, which was -2.70 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 43, which was 11.00 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 32, which was -2.50 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 34.5, which was -97.50 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 132, which was 37.00 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 95, which was 41.55 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 53.45, which was -1.70 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 55.15, which was 11.75 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 43.4, which was 5.10 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 38.3, which was 17.05 higher 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 21.25, 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 21.25, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 26, which was -10.00 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 36, 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 36, 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 36, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 26, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 19, which was -11.50 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 30.5, 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 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 30.5, 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 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 30.5, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 40, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 33.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 40, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 54.9, 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 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 54.9, 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 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 54.9, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 59.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to