BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 5.73
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 524 | 93.55 | 27.21 | 130 | -18 | 163 | |||
| 26 Dec | 6815.75 | 430.45 | 1.00 | 23.10 | 129 | 39 | 181 | |||
| 24 Dec | 6808.20 | 429.45 | -66.55 | 21.86 | 115 | 67 | 142 | |||
| 23 Dec | 6866.70 | 496 | 35.35 | 24.61 | 57 | 40 | 73 | |||
| 20 Dec | 6848.25 | 460.65 | -81.80 | 22.29 | 24 | 11 | 33 | |||
| 19 Dec | 6918.55 | 542.45 | -102.55 | 23.79 | 19 | 9 | 22 | |||
| 18 Dec | 7074.45 | 645 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 645 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 645 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 645 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 645 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 11 Dec | 7115.10 | 645 | 261.35 | - | 15 | 9 | 9 | |||
| 10 Dec | 6936.20 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Dec | 6850.30 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 383.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 383.65 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6500 expiring on 30JAN2025
Delta for 6500 CE is 0.81
Historical price for 6500 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 524, which was 93.55 higher than the previous day. The implied volatity was 27.21, the open interest changed by -18 which decreased total open position to 163
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 430.45, which was 1.00 higher than the previous day. The implied volatity was 23.10, the open interest changed by 39 which increased total open position to 181
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 429.45, which was -66.55 lower than the previous day. The implied volatity was 21.86, the open interest changed by 67 which increased total open position to 142
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 496, which was 35.35 higher than the previous day. The implied volatity was 24.61, the open interest changed by 40 which increased total open position to 73
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 460.65, which was -81.80 lower than the previous day. The implied volatity was 22.29, the open interest changed by 11 which increased total open position to 33
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 542.45, which was -102.55 lower than the previous day. The implied volatity was 23.79, the open interest changed by 9 which increased total open position to 22
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 645, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 645, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 645, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 645, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 645, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 645, which was 261.35 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 383.65, 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 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 383.65, 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 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 383.65, 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 30JAN2025 6500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 5.27
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 47.25 | -17.15 | 24.40 | 2,665 | 336 | 1,337 |
| 26 Dec | 6815.75 | 64.4 | 4.45 | 24.09 | 1,525 | 156 | 1,004 |
| 24 Dec | 6808.20 | 59.95 | -6.85 | 22.85 | 1,107 | 206 | 848 |
| 23 Dec | 6866.70 | 66.8 | -10.20 | 25.60 | 556 | 116 | 642 |
| 20 Dec | 6848.25 | 77 | 23.40 | 25.15 | 798 | -77 | 531 |
| 19 Dec | 6918.55 | 53.6 | 16.90 | 23.88 | 634 | 164 | 607 |
| 18 Dec | 7074.45 | 36.7 | 6.00 | 24.69 | 331 | 47 | 443 |
| 17 Dec | 7152.80 | 30.7 | 3.20 | 24.92 | 346 | 49 | 398 |
| 16 Dec | 7208.40 | 27.5 | -3.50 | 25.16 | 181 | 117 | 349 |
| 13 Dec | 7182.80 | 31 | -6.80 | 24.76 | 572 | 57 | 233 |
| 12 Dec | 7125.80 | 37.8 | -5.20 | 24.63 | 73 | 10 | 176 |
| 11 Dec | 7115.10 | 43 | -31.05 | 25.05 | 217 | 41 | 166 |
| 10 Dec | 6936.20 | 74.05 | -10.40 | 25.67 | 83 | 37 | 124 |
| 9 Dec | 6868.35 | 84.45 | -0.60 | 25.34 | 39 | 20 | 86 |
| 6 Dec | 6850.30 | 85.05 | -10.95 | 23.96 | 61 | 37 | 66 |
| 5 Dec | 6850.40 | 96 | -23.65 | 25.35 | 24 | 15 | 28 |
| 4 Dec | 6740.00 | 119.65 | -33.10 | 24.44 | 7 | 2 | 12 |
| 3 Dec | 6675.45 | 152.75 | -14.25 | 25.42 | 14 | 4 | 10 |
| 2 Dec | 6650.65 | 167 | -125.85 | 26.26 | 14 | 5 | 5 |
| 29 Nov | 6575.90 | 292.85 | 1.82 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6500 expiring on 30JAN2025
Delta for 6500 PE is -0.17
Historical price for 6500 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 47.25, which was -17.15 lower than the previous day. The implied volatity was 24.40, the open interest changed by 336 which increased total open position to 1337
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 64.4, which was 4.45 higher than the previous day. The implied volatity was 24.09, the open interest changed by 156 which increased total open position to 1004
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 59.95, which was -6.85 lower than the previous day. The implied volatity was 22.85, the open interest changed by 206 which increased total open position to 848
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 66.8, which was -10.20 lower than the previous day. The implied volatity was 25.60, the open interest changed by 116 which increased total open position to 642
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 77, which was 23.40 higher than the previous day. The implied volatity was 25.15, the open interest changed by -77 which decreased total open position to 531
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 53.6, which was 16.90 higher than the previous day. The implied volatity was 23.88, the open interest changed by 164 which increased total open position to 607
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 36.7, which was 6.00 higher than the previous day. The implied volatity was 24.69, the open interest changed by 47 which increased total open position to 443
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 30.7, which was 3.20 higher than the previous day. The implied volatity was 24.92, the open interest changed by 49 which increased total open position to 398
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 27.5, which was -3.50 lower than the previous day. The implied volatity was 25.16, the open interest changed by 117 which increased total open position to 349
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 31, which was -6.80 lower than the previous day. The implied volatity was 24.76, the open interest changed by 57 which increased total open position to 233
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 37.8, which was -5.20 lower than the previous day. The implied volatity was 24.63, the open interest changed by 10 which increased total open position to 176
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 43, which was -31.05 lower than the previous day. The implied volatity was 25.05, the open interest changed by 41 which increased total open position to 166
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 74.05, which was -10.40 lower than the previous day. The implied volatity was 25.67, the open interest changed by 37 which increased total open position to 124
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 84.45, which was -0.60 lower than the previous day. The implied volatity was 25.34, the open interest changed by 20 which increased total open position to 86
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 85.05, which was -10.95 lower than the previous day. The implied volatity was 23.96, the open interest changed by 37 which increased total open position to 66
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 96, which was -23.65 lower than the previous day. The implied volatity was 25.35, the open interest changed by 15 which increased total open position to 28
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 119.65, which was -33.10 lower than the previous day. The implied volatity was 24.44, the open interest changed by 2 which increased total open position to 12
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 152.75, which was -14.25 lower than the previous day. The implied volatity was 25.42, the open interest changed by 4 which increased total open position to 10
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 167, which was -125.85 lower than the previous day. The implied volatity was 26.26, the open interest changed by 5 which increased total open position to 5
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 292.85, which was lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
