BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 4.75
Theta: -4.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6549.15 | 156 | -30.00 | 19.94 | 2,300 | 155 | 547 | |||
| 13 Nov | 6566.00 | 186 | -39.00 | 23.00 | 1,477 | 85 | 393 | |||
| 12 Nov | 6638.20 | 225 | -109.00 | 23.16 | 292 | 16 | 308 | |||
| 11 Nov | 6778.80 | 334 | -137.30 | 24.48 | 38 | 22 | 290 | |||
| 8 Nov | 6895.95 | 471.3 | -2.75 | 32.86 | 6 | 0 | 267 | |||
| 7 Nov | 6904.50 | 474.05 | -79.60 | 27.39 | 23 | 4 | 266 | |||
| 6 Nov | 7006.20 | 553.65 | 84.25 | 26.67 | 74 | 33 | 261 | |||
| 5 Nov | 6930.35 | 469.4 | 42.80 | 24.96 | 57 | 13 | 228 | |||
| 4 Nov | 6843.70 | 426.6 | -74.40 | 26.62 | 73 | -18 | 214 | |||
| 1 Nov | 6923.60 | 501 | 6.00 | 26.24 | 4 | -1 | 232 | |||
| 31 Oct | 6889.75 | 495 | -48.15 | - | 150 | 69 | 232 | |||
| 30 Oct | 6955.00 | 543.15 | -61.85 | - | 5 | 0 | 163 | |||
| 29 Oct | 7022.50 | 605 | 75.00 | - | 24 | 3 | 163 | |||
| 28 Oct | 6911.35 | 530 | 11.10 | - | 21 | 18 | 158 | |||
| 25 Oct | 6910.15 | 518.9 | -139.60 | - | 35 | 25 | 140 | |||
| 24 Oct | 7040.90 | 658.5 | 69.70 | - | 43 | 8 | 117 | |||
| 23 Oct | 6995.80 | 588.8 | 213.00 | - | 414 | -199 | 110 | |||
| 22 Oct | 6677.90 | 375.8 | -64.20 | - | 154 | 91 | 306 | |||
| 21 Oct | 6780.90 | 440 | -110.00 | - | 221 | 147 | 185 | |||
| 18 Oct | 6899.55 | 550 | 20.00 | - | 10 | 1 | 37 | |||
| 17 Oct | 6899.50 | 530 | -849.10 | - | 43 | 35 | 35 | |||
| 16 Oct | 6956.35 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7016.90 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7208.80 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 7302.00 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7186.95 | 1379.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7269.40 | 1379.1 | 1379.10 | - | 0 | 0 | 0 | |||
| 4 Oct | 7211.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7433.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 CE is 0.65
Historical price for 6500 CE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 156, which was -30.00 lower than the previous day. The implied volatity was 19.94, the open interest changed by 155 which increased total open position to 547
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 186, which was -39.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by 85 which increased total open position to 393
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 225, which was -109.00 lower than the previous day. The implied volatity was 23.16, the open interest changed by 16 which increased total open position to 308
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 334, which was -137.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by 22 which increased total open position to 290
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 471.3, which was -2.75 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 267
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 474.05, which was -79.60 lower than the previous day. The implied volatity was 27.39, the open interest changed by 4 which increased total open position to 266
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 553.65, which was 84.25 higher than the previous day. The implied volatity was 26.67, the open interest changed by 33 which increased total open position to 261
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 469.4, which was 42.80 higher than the previous day. The implied volatity was 24.96, the open interest changed by 13 which increased total open position to 228
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 426.6, which was -74.40 lower than the previous day. The implied volatity was 26.62, the open interest changed by -18 which decreased total open position to 214
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 501, which was 6.00 higher than the previous day. The implied volatity was 26.24, the open interest changed by -1 which decreased total open position to 232
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 495, which was -48.15 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 543.15, which was -61.85 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 605, which was 75.00 higher 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 530, which was 11.10 higher 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 518.9, which was -139.60 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 658.5, which was 69.70 higher 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 588.8, which was 213.00 higher 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 375.8, which was -64.20 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 440, which was -110.00 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 550, which was 20.00 higher 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 530, which was -849.10 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 1379.1, 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 1379.1, 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 1379.1, 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 1379.1, 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 1379.1, 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 1379.1, 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 1379.1, which was 1379.10 higher 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 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 Oct BAJFINANCE was trading at 7433.85. 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 1 Oct BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. 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 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 4.86
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6549.15 | 81.4 | 0.25 | 24.15 | 8,244 | 364 | 2,974 |
| 13 Nov | 6566.00 | 81.15 | 12.15 | 24.58 | 9,452 | 706 | 2,618 |
| 12 Nov | 6638.20 | 69 | 30.25 | 24.97 | 3,718 | 142 | 1,925 |
| 11 Nov | 6778.80 | 38.75 | 9.25 | 24.47 | 3,052 | -186 | 1,775 |
| 8 Nov | 6895.95 | 29.5 | -0.50 | 24.99 | 1,370 | 55 | 1,961 |
| 7 Nov | 6904.50 | 30 | 5.30 | 25.58 | 1,467 | -52 | 1,908 |
| 6 Nov | 7006.20 | 24.7 | -22.30 | 26.71 | 2,723 | 219 | 1,975 |
| 5 Nov | 6930.35 | 47 | -13.05 | 28.61 | 3,409 | 250 | 1,758 |
| 4 Nov | 6843.70 | 60.05 | 9.60 | 28.25 | 2,312 | 245 | 1,510 |
| 1 Nov | 6923.60 | 50.45 | 3.25 | 27.99 | 152 | 51 | 1,266 |
| 31 Oct | 6889.75 | 47.2 | 5.60 | - | 1,026 | 194 | 1,222 |
| 30 Oct | 6955.00 | 41.6 | -0.20 | - | 893 | 251 | 1,026 |
| 29 Oct | 7022.50 | 41.8 | -12.20 | - | 950 | 97 | 776 |
| 28 Oct | 6911.35 | 54 | -0.60 | - | 583 | 38 | 680 |
| 25 Oct | 6910.15 | 54.6 | 13.75 | - | 707 | -47 | 642 |
| 24 Oct | 7040.90 | 40.85 | -4.60 | - | 474 | -15 | 689 |
| 23 Oct | 6995.80 | 45.45 | -120.30 | - | 2,075 | 82 | 703 |
| 22 Oct | 6677.90 | 165.75 | 41.75 | - | 875 | 105 | 621 |
| 21 Oct | 6780.90 | 124 | 57.50 | - | 565 | 143 | 515 |
| 18 Oct | 6899.55 | 66.5 | -7.50 | - | 249 | -2 | 372 |
| 17 Oct | 6899.50 | 74 | 16.00 | - | 194 | 76 | 373 |
| 16 Oct | 6956.35 | 58 | 9.90 | - | 235 | 135 | 296 |
| 15 Oct | 7016.90 | 48.1 | 14.05 | - | 238 | 152 | 160 |
| 14 Oct | 7208.80 | 34.05 | -2.90 | - | 9 | 7 | 8 |
| 11 Oct | 7302.00 | 36.95 | 0.00 | - | 0 | 0 | 1 |
| 9 Oct | 7300.45 | 36.95 | 0.00 | - | 0 | 1 | 0 |
| 8 Oct | 7186.95 | 36.95 | 7.60 | - | 1 | 0 | 0 |
| 7 Oct | 7269.40 | 29.35 | 29.35 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6500 expiring on 28NOV2024
Delta for 6500 PE is -0.37
Historical price for 6500 PE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 81.4, which was 0.25 higher than the previous day. The implied volatity was 24.15, the open interest changed by 364 which increased total open position to 2974
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 81.15, which was 12.15 higher than the previous day. The implied volatity was 24.58, the open interest changed by 706 which increased total open position to 2618
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 69, which was 30.25 higher than the previous day. The implied volatity was 24.97, the open interest changed by 142 which increased total open position to 1925
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 38.75, which was 9.25 higher than the previous day. The implied volatity was 24.47, the open interest changed by -186 which decreased total open position to 1775
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 29.5, which was -0.50 lower than the previous day. The implied volatity was 24.99, the open interest changed by 55 which increased total open position to 1961
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 30, which was 5.30 higher than the previous day. The implied volatity was 25.58, the open interest changed by -52 which decreased total open position to 1908
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 24.7, which was -22.30 lower than the previous day. The implied volatity was 26.71, the open interest changed by 219 which increased total open position to 1975
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 47, which was -13.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 250 which increased total open position to 1758
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 60.05, which was 9.60 higher than the previous day. The implied volatity was 28.25, the open interest changed by 245 which increased total open position to 1510
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 50.45, which was 3.25 higher than the previous day. The implied volatity was 27.99, the open interest changed by 51 which increased total open position to 1266
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 47.2, which was 5.60 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 41.6, which was -0.20 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 41.8, which was -12.20 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 54, which was -0.60 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 54.6, which was 13.75 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 40.85, which was -4.60 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 45.45, which was -120.30 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 165.75, which was 41.75 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 124, which was 57.50 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 66.5, which was -7.50 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 74, which was 16.00 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 58, which was 9.90 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 48.1, which was 14.05 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 34.05, which was -2.90 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 36.95, 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 36.95, 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 36.95, which was 7.60 higher 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 29.35, which was 29.35 higher 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 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 Oct BAJFINANCE was trading at 7433.85. 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 1 Oct BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. 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
