BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
16 Sep 2024 04:13 PM IST
| BAJFINANCE 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 7345.75 | 875 | -242.45 | 375 | -250 | 22,125 | ||||
| 13 Sept | 7598.50 | 1117.45 | 192.35 | 1,750 | -750 | 22,500 | ||||
| 12 Sept | 7428.30 | 925.1 | 0.70 | 250 | -125 | 23,250 | ||||
| 11 Sept | 7345.55 | 924.4 | 194.40 | 750 | 250 | 23,375 | ||||
| 10 Sept | 7241.85 | 730 | -132.50 | 1,625 | -1,125 | 23,125 | ||||
| 9 Sept | 7347.45 | 862.5 | 42.30 | 250 | -125 | 24,250 | ||||
| 6 Sept | 7317.15 | 820.2 | 10.20 | 4,750 | -1,000 | 24,375 | ||||
| 5 Sept | 7244.90 | 810 | -12.80 | 2,875 | -250 | 25,375 | ||||
| 4 Sept | 7299.50 | 822.8 | -64.45 | 1,250 | -625 | 25,750 | ||||
| 3 Sept | 7353.80 | 887.25 | -68.75 | 14,875 | -2,125 | 26,375 | ||||
| 2 Sept | 7440.05 | 956 | 194.00 | 21,750 | -7,000 | 28,750 | ||||
| 30 Aug | 7200.15 | 762 | 102.00 | 18,125 | -10,250 | 36,000 | ||||
| 29 Aug | 7063.55 | 660 | 186.00 | 76,500 | -1,750 | 46,375 | ||||
| 28 Aug | 6900.00 | 474 | 18.00 | 12,250 | 625 | 48,125 | ||||
| 27 Aug | 6863.60 | 456 | 69.00 | 25,375 | 2,625 | 47,250 | ||||
| 26 Aug | 6778.35 | 387 | 33.65 | 27,875 | 125 | 42,125 | ||||
| 23 Aug | 6735.85 | 353.35 | -10.40 | 20,625 | 2,625 | 41,875 | ||||
| 22 Aug | 6743.60 | 363.75 | -1.15 | 14,625 | -1,125 | 39,125 | ||||
| 21 Aug | 6735.35 | 364.9 | 12.40 | 16,125 | 7,625 | 40,250 | ||||
| 20 Aug | 6722.20 | 352.5 | 68.50 | 36,375 | -3,125 | 32,750 | ||||
| 19 Aug | 6616.35 | 284 | 10.00 | 42,500 | -4,000 | 35,875 | ||||
| 16 Aug | 6590.90 | 274 | 64.65 | 41,125 | 750 | 39,875 | ||||
| 14 Aug | 6458.50 | 209.35 | -10.50 | 29,250 | 10,625 | 39,125 | ||||
| 13 Aug | 6465.05 | 219.85 | -93.25 | 36,750 | 27,875 | 28,125 | ||||
| 12 Aug | 6608.15 | 313.1 | -163.10 | 375 | 125 | 125 | ||||
| 9 Aug | 6618.20 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 8 Aug | 6582.20 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 7 Aug | 6637.15 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 6 Aug | 6538.35 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 5 Aug | 6596.70 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 2 Aug | 6725.00 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 6771.65 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
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| 31 Jul | 6806.95 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 30 Jul | 6823.60 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 29 Jul | 6812.45 | 476.2 | 0.00 | 0 | 0 | 0 | ||||
| 26 Jul | 6789.75 | 476.2 | 0 | 0 | 0 | |||||
For Bajaj Finance Limited - strike price 6500 expiring on 26SEP2024
Delta for 6500 CE is -
Historical price for 6500 CE is as follows
On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 875, which was -242.45 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 22125
On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 1117.45, which was 192.35 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 22500
On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 925.1, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 23250
On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 924.4, which was 194.40 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 23375
On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 730, which was -132.50 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 23125
On 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 862.5, which was 42.30 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 24250
On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 820.2, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 24375
On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 810, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 25375
On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 822.8, which was -64.45 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 25750
On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 887.25, which was -68.75 lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 26375
On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 956, which was 194.00 higher than the previous day. The implied volatity was -, the open interest changed by -7000 which decreased total open position to 28750
On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 762, which was 102.00 higher than the previous day. The implied volatity was -, the open interest changed by -10250 which decreased total open position to 36000
On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 660, which was 186.00 higher than the previous day. The implied volatity was -, the open interest changed by -1750 which decreased total open position to 46375
On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 474, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 48125
On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 456, which was 69.00 higher than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 47250
On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 387, which was 33.65 higher than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 42125
On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 353.35, which was -10.40 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 41875
On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 363.75, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 39125
On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 364.9, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by 7625 which increased total open position to 40250
On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 352.5, which was 68.50 higher than the previous day. The implied volatity was -, the open interest changed by -3125 which decreased total open position to 32750
On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 284, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by -4000 which decreased total open position to 35875
On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 274, which was 64.65 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 39875
On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 209.35, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 39125
On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 219.85, which was -93.25 lower than the previous day. The implied volatity was -, the open interest changed by 27875 which increased total open position to 28125
On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 313.1, which was -163.10 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 476.2, 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 6500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 7345.75 | 7.25 | 2.40 | 3,07,750 | 18,875 | 1,49,375 |
| 13 Sept | 7598.50 | 4.85 | -1.15 | 1,23,750 | -40,750 | 1,30,750 |
| 12 Sept | 7428.30 | 6 | -2.00 | 62,875 | -7,750 | 1,71,375 |
| 11 Sept | 7345.55 | 8 | -0.90 | 1,05,875 | 7,125 | 1,79,750 |
| 10 Sept | 7241.85 | 8.9 | -1.00 | 2,08,625 | 5,875 | 1,78,875 |
| 9 Sept | 7347.45 | 9.9 | -1.45 | 96,875 | -3,000 | 1,74,500 |
| 6 Sept | 7317.15 | 11.35 | -0.10 | 1,61,625 | -5,750 | 1,77,500 |
| 5 Sept | 7244.90 | 11.45 | 0.30 | 94,125 | 10,625 | 1,84,375 |
| 4 Sept | 7299.50 | 11.15 | -0.85 | 97,500 | -3,125 | 1,73,250 |
| 3 Sept | 7353.80 | 12 | -0.80 | 3,12,250 | 23,000 | 1,76,500 |
| 2 Sept | 7440.05 | 12.8 | -4.80 | 3,15,375 | -37,000 | 1,54,000 |
| 30 Aug | 7200.15 | 17.6 | -13.45 | 2,57,250 | 8,875 | 1,92,250 |
| 29 Aug | 7063.55 | 31.05 | -11.55 | 7,26,125 | 59,000 | 1,85,125 |
| 28 Aug | 6900.00 | 42.6 | -4.20 | 1,30,250 | -1,625 | 1,25,250 |
| 27 Aug | 6863.60 | 46.8 | -11.70 | 1,85,750 | 9,250 | 1,26,250 |
| 26 Aug | 6778.35 | 58.5 | -8.30 | 1,07,625 | 10,250 | 1,16,875 |
| 23 Aug | 6735.85 | 66.8 | -0.45 | 60,625 | 10,750 | 1,07,000 |
| 22 Aug | 6743.60 | 67.25 | -3.05 | 50,000 | 12,500 | 96,250 |
| 21 Aug | 6735.35 | 70.3 | -4.75 | 46,500 | 19,500 | 84,250 |
| 20 Aug | 6722.20 | 75.05 | -32.95 | 1,26,125 | 3,875 | 64,500 |
| 19 Aug | 6616.35 | 108 | -18.05 | 41,875 | 6,500 | 60,500 |
| 16 Aug | 6590.90 | 126.05 | -62.90 | 32,500 | 8,375 | 54,125 |
| 14 Aug | 6458.50 | 188.95 | 7.45 | 40,375 | 18,000 | 43,750 |
| 13 Aug | 6465.05 | 181.5 | 46.50 | 27,125 | 16,375 | 25,625 |
| 12 Aug | 6608.15 | 135 | 2.00 | 5,875 | 1,875 | 8,875 |
| 9 Aug | 6618.20 | 133 | -25.00 | 3,375 | 875 | 7,125 |
| 8 Aug | 6582.20 | 158 | 31.40 | 4,875 | 1,750 | 6,125 |
| 7 Aug | 6637.15 | 126.6 | -56.45 | 5,375 | 1,125 | 4,250 |
| 6 Aug | 6538.35 | 183.05 | 16.75 | 3,625 | 1,625 | 3,000 |
| 5 Aug | 6596.70 | 166.3 | -80.85 | 2,750 | 1,250 | 1,250 |
| 2 Aug | 6725.00 | 247.15 | 0.00 | 0 | 0 | 0 |
| 1 Aug | 6771.65 | 247.15 | 0.00 | 0 | 0 | 0 |
| 31 Jul | 6806.95 | 247.15 | 0.00 | 0 | 0 | 0 |
| 30 Jul | 6823.60 | 247.15 | 0.00 | 0 | 0 | 0 |
| 29 Jul | 6812.45 | 247.15 | 0.00 | 0 | 0 | 0 |
| 26 Jul | 6789.75 | 247.15 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6500 expiring on 26SEP2024
Delta for 6500 PE is -
Historical price for 6500 PE is as follows
On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 7.25, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 18875 which increased total open position to 149375
On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 4.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -40750 which decreased total open position to 130750
On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 6, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -7750 which decreased total open position to 171375
On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 8, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 179750
On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 8.9, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 5875 which increased total open position to 178875
On 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 9.9, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 174500
On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 11.35, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -5750 which decreased total open position to 177500
On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 11.45, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 184375
On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 11.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -3125 which decreased total open position to 173250
On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 12, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 176500
On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 12.8, which was -4.80 lower than the previous day. The implied volatity was -, the open interest changed by -37000 which decreased total open position to 154000
On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 17.6, which was -13.45 lower than the previous day. The implied volatity was -, the open interest changed by 8875 which increased total open position to 192250
On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 31.05, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 59000 which increased total open position to 185125
On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 42.6, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by -1625 which decreased total open position to 125250
On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 46.8, which was -11.70 lower than the previous day. The implied volatity was -, the open interest changed by 9250 which increased total open position to 126250
On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 58.5, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by 10250 which increased total open position to 116875
On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 66.8, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 10750 which increased total open position to 107000
On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 67.25, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 12500 which increased total open position to 96250
On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 70.3, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 84250
On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 75.05, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 3875 which increased total open position to 64500
On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 108, which was -18.05 lower than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 60500
On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 126.05, which was -62.90 lower than the previous day. The implied volatity was -, the open interest changed by 8375 which increased total open position to 54125
On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 188.95, which was 7.45 higher than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 43750
On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 181.5, which was 46.50 higher than the previous day. The implied volatity was -, the open interest changed by 16375 which increased total open position to 25625
On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 135, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 8875
On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 133, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 7125
On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 158, which was 31.40 higher than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 6125
On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 126.6, which was -56.45 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 4250
On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 183.05, which was 16.75 higher than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 3000
On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 166.3, which was -80.85 lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250
On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 247.15, 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 247.15, 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 247.15, 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 247.15, 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 247.15, 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 247.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0