BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 6500 CE | ||||||||||
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Delta: 0.92
Vega: 1.33
Theta: -4.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 350.3 | -92.15 | 29.08 | 67 | -1 | 305 | |||
| 19 Dec | 6918.55 | 442.45 | -151.65 | 35.46 | 30 | 0 | 307 | |||
| 18 Dec | 7074.45 | 594.1 | -66.40 | 36.68 | 11 | -4 | 306 | |||
| 17 Dec | 7152.80 | 660.5 | -49.50 | - | 52 | -31 | 310 | |||
| 16 Dec | 7208.40 | 710 | 0.00 | - | 7 | -2 | 343 | |||
| 13 Dec | 7182.80 | 710 | 64.90 | 35.02 | 85 | -45 | 345 | |||
| 12 Dec | 7125.80 | 645.1 | 16.20 | 26.87 | 22 | 2 | 389 | |||
| 11 Dec | 7115.10 | 628.9 | 167.60 | 23.50 | 341 | -201 | 385 | |||
| 10 Dec | 6936.20 | 461.3 | 52.75 | - | 73 | -4 | 589 | |||
| 9 Dec | 6868.35 | 408.55 | 6.55 | - | 57 | 8 | 592 | |||
| 6 Dec | 6850.30 | 402 | 6.15 | 21.27 | 296 | -58 | 585 | |||
| 5 Dec | 6850.40 | 395.85 | 87.55 | 15.22 | 843 | -44 | 645 | |||
| 4 Dec | 6740.00 | 308.3 | 35.30 | 19.64 | 2,866 | -132 | 687 | |||
| 3 Dec | 6675.45 | 273 | 14.00 | 23.01 | 1,978 | 74 | 823 | |||
| 2 Dec | 6650.65 | 259 | 29.60 | 21.63 | 6,441 | 14 | 776 | |||
| 29 Nov | 6575.90 | 229.4 | 6.20 | 23.64 | 2,542 | 40 | 769 | |||
| 28 Nov | 6509.40 | 223.2 | -100.25 | 24.43 | 1,386 | 459 | 733 | |||
| 27 Nov | 6705.20 | 323.45 | 38.45 | 21.86 | 506 | -7 | 274 | |||
| 26 Nov | 6617.95 | 285 | -57.85 | 24.35 | 235 | 22 | 284 | |||
| 25 Nov | 6685.40 | 342.85 | -7.00 | 24.68 | 492 | -204 | 261 | |||
| 22 Nov | 6683.95 | 349.85 | 142.25 | 21.88 | 1,951 | -130 | 335 | |||
| 21 Nov | 6465.65 | 207.6 | -63.90 | 24.66 | 1,049 | 401 | 463 | |||
| 20 Nov | 6595.30 | 271.5 | 0.00 | 22.98 | 270 | 25 | 63 | |||
| 19 Nov | 6595.30 | 271.5 | 1.60 | 22.98 | 270 | 26 | 63 | |||
| 18 Nov | 6567.95 | 269.9 | 2.35 | 23.52 | 84 | 13 | 35 | |||
| 14 Nov | 6549.15 | 267.55 | -4.45 | 21.22 | 30 | 15 | 18 | |||
| 13 Nov | 6566.00 | 272 | -338.40 | 20.15 | 5 | 2 | 2 | |||
| 12 Nov | 6638.20 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 610.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 610.4 | 610.40 | - | 0 | 0 | 0 | |||
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| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 CE is 0.92
Historical price for 6500 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 350.3, which was -92.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 305
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 442.45, which was -151.65 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 307
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 594.1, which was -66.40 lower than the previous day. The implied volatity was 36.68, the open interest changed by -4 which decreased total open position to 306
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 660.5, which was -49.50 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 310
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 710, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 343
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 710, which was 64.90 higher than the previous day. The implied volatity was 35.02, the open interest changed by -45 which decreased total open position to 345
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 645.1, which was 16.20 higher than the previous day. The implied volatity was 26.87, the open interest changed by 2 which increased total open position to 389
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 628.9, which was 167.60 higher than the previous day. The implied volatity was 23.50, the open interest changed by -201 which decreased total open position to 385
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 461.3, which was 52.75 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 589
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 408.55, which was 6.55 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 592
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 402, which was 6.15 higher than the previous day. The implied volatity was 21.27, the open interest changed by -58 which decreased total open position to 585
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 395.85, which was 87.55 higher than the previous day. The implied volatity was 15.22, the open interest changed by -44 which decreased total open position to 645
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 308.3, which was 35.30 higher than the previous day. The implied volatity was 19.64, the open interest changed by -132 which decreased total open position to 687
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 273, which was 14.00 higher than the previous day. The implied volatity was 23.01, the open interest changed by 74 which increased total open position to 823
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 259, which was 29.60 higher than the previous day. The implied volatity was 21.63, the open interest changed by 14 which increased total open position to 776
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 229.4, which was 6.20 higher than the previous day. The implied volatity was 23.64, the open interest changed by 40 which increased total open position to 769
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 223.2, which was -100.25 lower than the previous day. The implied volatity was 24.43, the open interest changed by 459 which increased total open position to 733
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 323.45, which was 38.45 higher than the previous day. The implied volatity was 21.86, the open interest changed by -7 which decreased total open position to 274
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 285, which was -57.85 lower than the previous day. The implied volatity was 24.35, the open interest changed by 22 which increased total open position to 284
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 342.85, which was -7.00 lower than the previous day. The implied volatity was 24.68, the open interest changed by -204 which decreased total open position to 261
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 349.85, which was 142.25 higher than the previous day. The implied volatity was 21.88, the open interest changed by -130 which decreased total open position to 335
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 207.6, which was -63.90 lower than the previous day. The implied volatity was 24.66, the open interest changed by 401 which increased total open position to 463
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 271.5, which was 0.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by 25 which increased total open position to 63
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 271.5, which was 1.60 higher than the previous day. The implied volatity was 22.98, the open interest changed by 26 which increased total open position to 63
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 269.9, which was 2.35 higher than the previous day. The implied volatity was 23.52, the open interest changed by 13 which increased total open position to 35
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 267.55, which was -4.45 lower than the previous day. The implied volatity was 21.22, the open interest changed by 15 which increased total open position to 18
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 272, which was -338.40 lower than the previous day. The implied volatity was 20.15, the open interest changed by 2 which increased total open position to 2
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 610.4, 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 610.4, 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 610.4, 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 610.4, 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 610.4, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 610.4, 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 610.4, which was 610.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJFINANCE was trading at 6923.60. 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 26DEC2024 6500 PE | |||||||
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Delta: -0.08
Vega: 1.28
Theta: -2.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 9 | 1.10 | 28.56 | 3,869 | -28 | 2,040 |
| 19 Dec | 6918.55 | 7.9 | 0.75 | 30.34 | 4,697 | 348 | 2,079 |
| 18 Dec | 7074.45 | 7.15 | 2.15 | 35.21 | 1,492 | -133 | 1,734 |
| 17 Dec | 7152.80 | 5 | 0.30 | 34.06 | 2,581 | -85 | 1,863 |
| 16 Dec | 7208.40 | 4.7 | 0.05 | 34.08 | 1,837 | 104 | 1,956 |
| 13 Dec | 7182.80 | 4.65 | -3.05 | 29.22 | 4,683 | -45 | 1,854 |
| 12 Dec | 7125.80 | 7.7 | -1.65 | 28.94 | 1,797 | -227 | 1,902 |
| 11 Dec | 7115.10 | 9.35 | -13.95 | 28.62 | 8,727 | -634 | 2,134 |
| 10 Dec | 6936.20 | 23.3 | -5.80 | 28.12 | 5,293 | 553 | 2,914 |
| 9 Dec | 6868.35 | 29.1 | -0.80 | 26.95 | 2,869 | 90 | 2,360 |
| 6 Dec | 6850.30 | 29.9 | -5.70 | 23.99 | 5,211 | -96 | 2,278 |
| 5 Dec | 6850.40 | 35.6 | -21.90 | 25.24 | 6,192 | 65 | 2,382 |
| 4 Dec | 6740.00 | 57.5 | -17.20 | 24.48 | 3,773 | -3 | 2,314 |
| 3 Dec | 6675.45 | 74.7 | -12.15 | 23.63 | 4,048 | -28 | 2,314 |
| 2 Dec | 6650.65 | 86.85 | -28.60 | 24.56 | 6,016 | 187 | 2,349 |
| 29 Nov | 6575.90 | 115.45 | -30.35 | 23.49 | 3,254 | 14 | 2,169 |
| 28 Nov | 6509.40 | 145.8 | 58.90 | 26.04 | 4,360 | 765 | 2,161 |
| 27 Nov | 6705.20 | 86.9 | -22.85 | 25.55 | 1,976 | 170 | 1,397 |
| 26 Nov | 6617.95 | 109.75 | 18.55 | 24.82 | 1,833 | 195 | 1,224 |
| 25 Nov | 6685.40 | 91.2 | -7.80 | 25.19 | 2,077 | 412 | 1,029 |
| 22 Nov | 6683.95 | 99 | -96.00 | 26.23 | 1,439 | 175 | 792 |
| 21 Nov | 6465.65 | 195 | 47.00 | 25.84 | 1,101 | 180 | 617 |
| 20 Nov | 6595.30 | 148 | 0.00 | 25.77 | 293 | 43 | 437 |
| 19 Nov | 6595.30 | 148 | -1.85 | 25.77 | 293 | 43 | 437 |
| 18 Nov | 6567.95 | 149.85 | -5.15 | 25.04 | 159 | 58 | 395 |
| 14 Nov | 6549.15 | 155 | 8.00 | 24.99 | 385 | 67 | 338 |
| 13 Nov | 6566.00 | 147 | 15.20 | 24.55 | 156 | 24 | 270 |
| 12 Nov | 6638.20 | 131.8 | 42.80 | 24.74 | 179 | 76 | 244 |
| 11 Nov | 6778.80 | 89 | 20.10 | 23.80 | 96 | 27 | 167 |
| 8 Nov | 6895.95 | 68.9 | 1.35 | 23.82 | 37 | 8 | 139 |
| 7 Nov | 6904.50 | 67.55 | 9.55 | 24.16 | 143 | 102 | 131 |
| 6 Nov | 7006.20 | 58 | -21.35 | 24.93 | 26 | 21 | 29 |
| 5 Nov | 6930.35 | 79.35 | -69.10 | 25.34 | 14 | 8 | 8 |
| 4 Nov | 6843.70 | 148.45 | 148.45 | 4.15 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 4.98 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6500 expiring on 26DEC2024
Delta for 6500 PE is -0.08
Historical price for 6500 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 9, which was 1.10 higher than the previous day. The implied volatity was 28.56, the open interest changed by -28 which decreased total open position to 2040
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 7.9, which was 0.75 higher than the previous day. The implied volatity was 30.34, the open interest changed by 348 which increased total open position to 2079
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 7.15, which was 2.15 higher than the previous day. The implied volatity was 35.21, the open interest changed by -133 which decreased total open position to 1734
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 5, which was 0.30 higher than the previous day. The implied volatity was 34.06, the open interest changed by -85 which decreased total open position to 1863
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 4.7, which was 0.05 higher than the previous day. The implied volatity was 34.08, the open interest changed by 104 which increased total open position to 1956
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 4.65, which was -3.05 lower than the previous day. The implied volatity was 29.22, the open interest changed by -45 which decreased total open position to 1854
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 7.7, which was -1.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by -227 which decreased total open position to 1902
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 9.35, which was -13.95 lower than the previous day. The implied volatity was 28.62, the open interest changed by -634 which decreased total open position to 2134
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 23.3, which was -5.80 lower than the previous day. The implied volatity was 28.12, the open interest changed by 553 which increased total open position to 2914
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 29.1, which was -0.80 lower than the previous day. The implied volatity was 26.95, the open interest changed by 90 which increased total open position to 2360
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 29.9, which was -5.70 lower than the previous day. The implied volatity was 23.99, the open interest changed by -96 which decreased total open position to 2278
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 35.6, which was -21.90 lower than the previous day. The implied volatity was 25.24, the open interest changed by 65 which increased total open position to 2382
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 57.5, which was -17.20 lower than the previous day. The implied volatity was 24.48, the open interest changed by -3 which decreased total open position to 2314
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 74.7, which was -12.15 lower than the previous day. The implied volatity was 23.63, the open interest changed by -28 which decreased total open position to 2314
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 86.85, which was -28.60 lower than the previous day. The implied volatity was 24.56, the open interest changed by 187 which increased total open position to 2349
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 115.45, which was -30.35 lower than the previous day. The implied volatity was 23.49, the open interest changed by 14 which increased total open position to 2169
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 145.8, which was 58.90 higher than the previous day. The implied volatity was 26.04, the open interest changed by 765 which increased total open position to 2161
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 86.9, which was -22.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 170 which increased total open position to 1397
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 109.75, which was 18.55 higher than the previous day. The implied volatity was 24.82, the open interest changed by 195 which increased total open position to 1224
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 91.2, which was -7.80 lower than the previous day. The implied volatity was 25.19, the open interest changed by 412 which increased total open position to 1029
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 99, which was -96.00 lower than the previous day. The implied volatity was 26.23, the open interest changed by 175 which increased total open position to 792
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 195, which was 47.00 higher than the previous day. The implied volatity was 25.84, the open interest changed by 180 which increased total open position to 617
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 148, which was 0.00 lower than the previous day. The implied volatity was 25.77, the open interest changed by 43 which increased total open position to 437
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 148, which was -1.85 lower than the previous day. The implied volatity was 25.77, the open interest changed by 43 which increased total open position to 437
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 149.85, which was -5.15 lower than the previous day. The implied volatity was 25.04, the open interest changed by 58 which increased total open position to 395
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 155, which was 8.00 higher than the previous day. The implied volatity was 24.99, the open interest changed by 67 which increased total open position to 338
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 147, which was 15.20 higher than the previous day. The implied volatity was 24.55, the open interest changed by 24 which increased total open position to 270
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 131.8, which was 42.80 higher than the previous day. The implied volatity was 24.74, the open interest changed by 76 which increased total open position to 244
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 89, which was 20.10 higher than the previous day. The implied volatity was 23.80, the open interest changed by 27 which increased total open position to 167
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 68.9, which was 1.35 higher than the previous day. The implied volatity was 23.82, the open interest changed by 8 which increased total open position to 139
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 67.55, which was 9.55 higher than the previous day. The implied volatity was 24.16, the open interest changed by 102 which increased total open position to 131
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 58, which was -21.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 21 which increased total open position to 29
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 79.35, which was -69.10 lower than the previous day. The implied volatity was 25.34, the open interest changed by 8 which increased total open position to 8
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 148.45, which was 148.45 higher than the previous day. The implied volatity was 4.15, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.98, the open interest changed by 0 which decreased total open position to 0
