BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 7.02
Theta: -3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 359.25 | 6.40 | 23.39 | 48 | 19 | 65 | |||
| 24 Dec | 6808.20 | 352.85 | -98.50 | 21.50 | 9 | 2 | 47 | |||
| 23 Dec | 6866.70 | 451.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Dec | 6848.25 | 451.35 | 0.00 | 0.00 | 0 | 24 | 0 | |||
| 19 Dec | 6918.55 | 451.35 | -28.65 | 21.75 | 30 | 24 | 45 | |||
| 18 Dec | 7074.45 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 7152.80 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 7182.80 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 480 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 480 | 0.00 | - | 1 | 0 | 21 | |||
| 10 Dec | 6936.20 | 480 | -20.00 | 19.73 | 1 | 0 | 21 | |||
| 9 Dec | 6868.35 | 500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Dec | 6850.30 | 500 | 60.00 | 28.69 | 1 | 0 | 21 | |||
| 5 Dec | 6850.40 | 440 | 82.65 | 21.05 | 11 | 1 | 21 | |||
| 4 Dec | 6740.00 | 357.35 | 31.40 | 20.96 | 6 | 1 | 21 | |||
| 3 Dec | 6675.45 | 325.95 | 11.95 | 22.40 | 38 | 6 | 19 | |||
| 2 Dec | 6650.65 | 314 | -342.45 | 21.79 | 17 | 13 | 13 | |||
| 29 Nov | 6575.90 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 656.45 | 0.00 | 0.17 | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 656.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 656.45 | 656.45 | - | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6600 expiring on 30JAN2025
Delta for 6600 CE is 0.73
Historical price for 6600 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 359.25, which was 6.40 higher than the previous day. The implied volatity was 23.39, the open interest changed by 19 which increased total open position to 65
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 352.85, which was -98.50 lower than the previous day. The implied volatity was 21.50, the open interest changed by 2 which increased total open position to 47
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 451.35, 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 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 451.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 451.35, which was -28.65 lower than the previous day. The implied volatity was 21.75, the open interest changed by 24 which increased total open position to 45
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 480, 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 480, 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 480, 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 480, 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 480, 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 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 480, 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 21
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 480, which was -20.00 lower than the previous day. The implied volatity was 19.73, the open interest changed by 0 which decreased total open position to 21
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 500, 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 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 500, which was 60.00 higher than the previous day. The implied volatity was 28.69, the open interest changed by 0 which decreased total open position to 21
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 440, which was 82.65 higher than the previous day. The implied volatity was 21.05, the open interest changed by 1 which increased total open position to 21
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 357.35, which was 31.40 higher than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 21
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 325.95, which was 11.95 higher than the previous day. The implied volatity was 22.40, the open interest changed by 6 which increased total open position to 19
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 314, which was -342.45 lower than the previous day. The implied volatity was 21.79, the open interest changed by 13 which increased total open position to 13
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 656.45, 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 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 656.45, 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 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 656.45, 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 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 656.45, 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 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 656.45, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 656.45, 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 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 656.45, which was 0.00 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 656.45, 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 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 656.45, 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 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 656.45, 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 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 656.45, which was 656.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJFINANCE was trading at 6638.20. 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 0 which decreased total open position to 0
On 11 Nov BAJFINANCE was trading at 6778.80. 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 0 which decreased total open position to 0
On 8 Nov BAJFINANCE was trading at 6895.95. 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 0 which decreased total open position to 0
On 7 Nov BAJFINANCE was trading at 6904.50. 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 0 which decreased total open position to 0
On 6 Nov BAJFINANCE was trading at 7006.20. 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 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. 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 30JAN2025 6600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 7.02
Theta: -1.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 86.25 | 3.25 | 23.39 | 677 | 93 | 548 |
| 24 Dec | 6808.20 | 83 | -6.55 | 22.45 | 461 | 38 | 458 |
| 23 Dec | 6866.70 | 89.55 | -10.95 | 25.25 | 205 | 1 | 420 |
| 20 Dec | 6848.25 | 100.5 | 27.35 | 24.62 | 237 | 28 | 428 |
| 19 Dec | 6918.55 | 73.15 | 24.35 | 23.56 | 336 | 134 | 396 |
| 18 Dec | 7074.45 | 48.8 | 8.80 | 24.07 | 71 | 39 | 262 |
| 17 Dec | 7152.80 | 40 | 4.05 | 24.14 | 73 | 21 | 221 |
| 16 Dec | 7208.40 | 35.95 | -4.70 | 24.44 | 123 | -25 | 200 |
| 13 Dec | 7182.80 | 40.65 | -8.35 | 24.14 | 128 | 54 | 225 |
| 12 Dec | 7125.80 | 49 | -7.00 | 23.97 | 58 | 24 | 170 |
| 11 Dec | 7115.10 | 56 | -46.90 | 24.52 | 215 | 54 | 146 |
| 10 Dec | 6936.20 | 102.9 | -2.10 | 26.25 | 34 | 18 | 91 |
| 9 Dec | 6868.35 | 105 | -5.00 | 24.62 | 9 | 6 | 72 |
| 6 Dec | 6850.30 | 110 | -15.10 | 23.69 | 43 | -1 | 66 |
| 5 Dec | 6850.40 | 125.1 | -34.90 | 25.44 | 42 | -10 | 67 |
| 4 Dec | 6740.00 | 160 | -26.50 | 25.10 | 28 | -7 | 76 |
| 3 Dec | 6675.45 | 186.5 | -11.25 | 24.94 | 23 | 4 | 83 |
| 2 Dec | 6650.65 | 197.75 | -20.45 | 25.37 | 38 | 14 | 79 |
| 29 Nov | 6575.90 | 218.2 | -33.55 | 23.72 | 40 | 17 | 65 |
| 28 Nov | 6509.40 | 251.75 | 76.75 | 25.67 | 40 | 13 | 47 |
| 27 Nov | 6705.20 | 175 | -34.35 | 24.69 | 6 | -1 | 33 |
| 26 Nov | 6617.95 | 209.35 | 26.80 | 24.89 | 20 | 5 | 35 |
| 25 Nov | 6685.40 | 182.55 | -3.45 | 24.89 | 25 | 7 | 29 |
| 22 Nov | 6683.95 | 186 | -84.00 | 25.51 | 20 | 0 | 22 |
| 21 Nov | 6465.65 | 270 | 57.00 | 23.25 | 9 | 4 | 23 |
| 20 Nov | 6595.30 | 213 | 0.00 | 22.87 | 7 | 4 | 18 |
| 19 Nov | 6595.30 | 213 | 3.00 | 22.87 | 7 | 3 | 18 |
| 18 Nov | 6567.95 | 210 | -33.55 | 21.94 | 4 | 2 | 15 |
| 13 Nov | 6566.00 | 243.55 | 28.55 | 25.13 | 1 | 0 | 13 |
| 12 Nov | 6638.20 | 215 | 54.35 | 24.41 | 7 | 3 | 13 |
| 11 Nov | 6778.80 | 160.65 | 25.65 | 23.42 | 7 | 1 | 9 |
| 8 Nov | 6895.95 | 135 | -14.30 | 23.70 | 3 | 2 | 7 |
| 7 Nov | 6904.50 | 149.3 | 18.30 | 25.56 | 3 | 1 | 3 |
| 6 Nov | 7006.20 | 131 | -117.00 | 26.27 | 2 | 1 | 1 |
| 4 Nov | 6843.70 | 248 | 2.76 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6600 expiring on 30JAN2025
Delta for 6600 PE is -0.27
Historical price for 6600 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 86.25, which was 3.25 higher than the previous day. The implied volatity was 23.39, the open interest changed by 93 which increased total open position to 548
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 83, which was -6.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by 38 which increased total open position to 458
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 89.55, which was -10.95 lower than the previous day. The implied volatity was 25.25, the open interest changed by 1 which increased total open position to 420
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 100.5, which was 27.35 higher than the previous day. The implied volatity was 24.62, the open interest changed by 28 which increased total open position to 428
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 73.15, which was 24.35 higher than the previous day. The implied volatity was 23.56, the open interest changed by 134 which increased total open position to 396
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 48.8, which was 8.80 higher than the previous day. The implied volatity was 24.07, the open interest changed by 39 which increased total open position to 262
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 40, which was 4.05 higher than the previous day. The implied volatity was 24.14, the open interest changed by 21 which increased total open position to 221
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 35.95, which was -4.70 lower than the previous day. The implied volatity was 24.44, the open interest changed by -25 which decreased total open position to 200
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 40.65, which was -8.35 lower than the previous day. The implied volatity was 24.14, the open interest changed by 54 which increased total open position to 225
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 49, which was -7.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by 24 which increased total open position to 170
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 56, which was -46.90 lower than the previous day. The implied volatity was 24.52, the open interest changed by 54 which increased total open position to 146
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 102.9, which was -2.10 lower than the previous day. The implied volatity was 26.25, the open interest changed by 18 which increased total open position to 91
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 105, which was -5.00 lower than the previous day. The implied volatity was 24.62, the open interest changed by 6 which increased total open position to 72
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 110, which was -15.10 lower than the previous day. The implied volatity was 23.69, the open interest changed by -1 which decreased total open position to 66
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 125.1, which was -34.90 lower than the previous day. The implied volatity was 25.44, the open interest changed by -10 which decreased total open position to 67
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 160, which was -26.50 lower than the previous day. The implied volatity was 25.10, the open interest changed by -7 which decreased total open position to 76
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 186.5, which was -11.25 lower than the previous day. The implied volatity was 24.94, the open interest changed by 4 which increased total open position to 83
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 197.75, which was -20.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by 14 which increased total open position to 79
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 218.2, which was -33.55 lower than the previous day. The implied volatity was 23.72, the open interest changed by 17 which increased total open position to 65
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 251.75, which was 76.75 higher than the previous day. The implied volatity was 25.67, the open interest changed by 13 which increased total open position to 47
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 175, which was -34.35 lower than the previous day. The implied volatity was 24.69, the open interest changed by -1 which decreased total open position to 33
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 209.35, which was 26.80 higher than the previous day. The implied volatity was 24.89, the open interest changed by 5 which increased total open position to 35
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 182.55, which was -3.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by 7 which increased total open position to 29
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 186, which was -84.00 lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 22
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 270, which was 57.00 higher than the previous day. The implied volatity was 23.25, the open interest changed by 4 which increased total open position to 23
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 213, which was 0.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 4 which increased total open position to 18
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 213, which was 3.00 higher than the previous day. The implied volatity was 22.87, the open interest changed by 3 which increased total open position to 18
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 210, which was -33.55 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2 which increased total open position to 15
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 243.55, which was 28.55 higher than the previous day. The implied volatity was 25.13, the open interest changed by 0 which decreased total open position to 13
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 215, which was 54.35 higher than the previous day. The implied volatity was 24.41, the open interest changed by 3 which increased total open position to 13
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 160.65, which was 25.65 higher than the previous day. The implied volatity was 23.42, the open interest changed by 1 which increased total open position to 9
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 135, which was -14.30 lower than the previous day. The implied volatity was 23.70, the open interest changed by 2 which increased total open position to 7
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 149.3, which was 18.30 higher than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 3
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 131, which was -117.00 lower than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 1
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 248, which was lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
