BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
06 Sep 2024 04:13 PM IST
| BAJFINANCE 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 7317.15 | 642 | 42.75 | 750 | -250 | 30,000 | ||||
| 5 Sept | 7244.90 | 599.25 | -28.75 | 1,250 | -500 | 30,125 | ||||
| 4 Sept | 7299.50 | 628 | -68.75 | 2,000 | -1,875 | 30,625 | ||||
| 3 Sept | 7353.80 | 696.75 | -88.25 | 15,875 | 3,250 | 32,750 | ||||
| 2 Sept | 7440.05 | 785 | 205.75 | 9,125 | -4,750 | 29,625 | ||||
| 30 Aug | 7200.15 | 579.25 | 101.25 | 26,875 | -7,375 | 34,375 | ||||
| 29 Aug | 7063.55 | 478 | 161.15 | 80,375 | -13,500 | 42,000 | ||||
| 28 Aug | 6900.00 | 316.85 | 10.50 | 52,500 | 2,500 | 55,125 | ||||
| 27 Aug | 6863.60 | 306.35 | 57.75 | 2,01,125 | 1,000 | 52,250 | ||||
| 26 Aug | 6778.35 | 248.6 | 20.60 | 1,24,125 | -6,625 | 52,000 | ||||
| 23 Aug | 6735.85 | 228 | -0.50 | 65,125 | 10,875 | 58,750 | ||||
| 22 Aug | 6743.60 | 228.5 | -5.00 | 51,750 | 2,375 | 47,750 | ||||
| 21 Aug | 6735.35 | 233.5 | 9.90 | 42,875 | 4,250 | 45,125 | ||||
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| 20 Aug | 6722.20 | 223.6 | 48.60 | 99,500 | 8,125 | 40,625 | ||||
| 19 Aug | 6616.35 | 175 | 6.20 | 38,625 | 11,625 | 30,750 | ||||
| 16 Aug | 6590.90 | 168.8 | 45.80 | 16,000 | 4,625 | 19,000 | ||||
| 14 Aug | 6458.50 | 123 | -13.00 | 4,500 | 1,125 | 14,500 | ||||
| 13 Aug | 6465.05 | 136 | -63.45 | 13,250 | 3,125 | 13,125 | ||||
| 12 Aug | 6608.15 | 199.45 | -12.55 | 4,250 | 1,750 | 9,875 | ||||
| 9 Aug | 6618.20 | 212 | 12.00 | 3,750 | 2,375 | 8,125 | ||||
| 8 Aug | 6582.20 | 200 | -21.00 | 5,125 | 2,125 | 5,625 | ||||
| 7 Aug | 6637.15 | 221 | 24.45 | 2,500 | 375 | 3,625 | ||||
| 6 Aug | 6538.35 | 196.55 | -36.45 | 4,250 | 3,250 | 3,375 | ||||
| 5 Aug | 6596.70 | 233 | -138.10 | 250 | 125 | 125 | ||||
| 2 Aug | 6725.00 | 371.1 | 0.00 | 0 | 0 | 0 | ||||
| 1 Aug | 6771.65 | 371.1 | 0.00 | 0 | 0 | 0 | ||||
| 31 Jul | 6806.95 | 371.1 | 0.00 | 0 | 0 | 0 | ||||
| 30 Jul | 6823.60 | 371.1 | 0.00 | 0 | 0 | 0 | ||||
| 29 Jul | 6812.45 | 371.1 | 0.00 | 0 | 0 | 0 | ||||
| 26 Jul | 6789.75 | 371.1 | 0 | 0 | 0 | |||||
For Bajaj Finance Limited - strike price 6700 expiring on 26SEP2024
Delta for 6700 CE is -
Historical price for 6700 CE is as follows
On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 642, which was 42.75 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 30000
On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 599.25, which was -28.75 lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 30125
On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 628, which was -68.75 lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 30625
On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 696.75, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 32750
On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 785, which was 205.75 higher than the previous day. The implied volatity was -, the open interest changed by -4750 which decreased total open position to 29625
On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 579.25, which was 101.25 higher than the previous day. The implied volatity was -, the open interest changed by -7375 which decreased total open position to 34375
On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 478, which was 161.15 higher than the previous day. The implied volatity was -, the open interest changed by -13500 which decreased total open position to 42000
On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 316.85, which was 10.50 higher than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 55125
On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 306.35, which was 57.75 higher than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 52250
On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 248.6, which was 20.60 higher than the previous day. The implied volatity was -, the open interest changed by -6625 which decreased total open position to 52000
On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 228, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 10875 which increased total open position to 58750
On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 228.5, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 47750
On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 233.5, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by 4250 which increased total open position to 45125
On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 223.6, which was 48.60 higher than the previous day. The implied volatity was -, the open interest changed by 8125 which increased total open position to 40625
On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 175, which was 6.20 higher than the previous day. The implied volatity was -, the open interest changed by 11625 which increased total open position to 30750
On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 168.8, which was 45.80 higher than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 19000
On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 123, which was -13.00 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 14500
On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 136, which was -63.45 lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 13125
On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 199.45, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 9875
On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 212, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 8125
On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 200, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 5625
On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 221, which was 24.45 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3625
On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 196.55, which was -36.45 lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 3375
On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 233, which was -138.10 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125
On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 371.1, 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 371.1, 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 371.1, 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 371.1, 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 371.1, 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 371.1, 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 6700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 7317.15 | 20 | -2.00 | 1,67,500 | 13,625 | 2,27,125 |
| 5 Sept | 7244.90 | 22 | 1.20 | 1,13,375 | 13,500 | 2,13,625 |
| 4 Sept | 7299.50 | 20.8 | 0.25 | 1,40,875 | -625 | 1,99,750 |
| 3 Sept | 7353.80 | 20.55 | -0.60 | 4,03,000 | -3,500 | 2,00,750 |
| 2 Sept | 7440.05 | 21.15 | -10.60 | 4,43,000 | 10,000 | 2,05,000 |
| 30 Aug | 7200.15 | 31.75 | -23.25 | 2,89,375 | 21,750 | 1,94,875 |
| 29 Aug | 7063.55 | 55 | -29.45 | 6,10,750 | -2,000 | 1,73,375 |
| 28 Aug | 6900.00 | 84.45 | -9.40 | 2,10,875 | 85,000 | 1,75,125 |
| 27 Aug | 6863.60 | 93.85 | -25.65 | 1,59,625 | 25,375 | 90,250 |
| 26 Aug | 6778.35 | 119.5 | -15.50 | 64,750 | -1,125 | 64,875 |
| 23 Aug | 6735.85 | 135 | 1.05 | 50,375 | 14,250 | 66,125 |
| 22 Aug | 6743.60 | 133.95 | -2.10 | 35,500 | 5,125 | 52,000 |
| 21 Aug | 6735.35 | 136.05 | -10.95 | 27,250 | 7,375 | 46,250 |
| 20 Aug | 6722.20 | 147 | -48.55 | 72,000 | 19,500 | 38,875 |
| 19 Aug | 6616.35 | 195.55 | -24.60 | 16,500 | 10,625 | 19,125 |
| 16 Aug | 6590.90 | 220.15 | -74.80 | 6,375 | 3,750 | 8,500 |
| 14 Aug | 6458.50 | 294.95 | -0.05 | 375 | -125 | 4,750 |
| 13 Aug | 6465.05 | 295 | 60.60 | 1,500 | 1,250 | 4,875 |
| 12 Aug | 6608.15 | 234.4 | 0.00 | 0 | 125 | 0 |
| 9 Aug | 6618.20 | 234.4 | -2.60 | 1,250 | 125 | 3,625 |
| 8 Aug | 6582.20 | 237 | 26.00 | 750 | 250 | 3,500 |
| 7 Aug | 6637.15 | 211 | -33.75 | 750 | 500 | 3,125 |
| 6 Aug | 6538.35 | 244.75 | 56.75 | 625 | 250 | 2,625 |
| 5 Aug | 6596.70 | 188 | 0.00 | 0 | 1,375 | 0 |
| 2 Aug | 6725.00 | 188 | 22.60 | 3,500 | 1,375 | 2,375 |
| 1 Aug | 6771.65 | 165.4 | 30.00 | 125 | 0 | 875 |
| 31 Jul | 6806.95 | 135.4 | 0.00 | 0 | 0 | 0 |
| 30 Jul | 6823.60 | 135.4 | 0.00 | 0 | 375 | 0 |
| 29 Jul | 6812.45 | 135.4 | -18.60 | 500 | 375 | 875 |
| 26 Jul | 6789.75 | 154 | 625 | 500 | 500 | |
For Bajaj Finance Limited - strike price 6700 expiring on 26SEP2024
Delta for 6700 PE is -
Historical price for 6700 PE is as follows
On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 20, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by 13625 which increased total open position to 227125
On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 22, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 213625
On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 20.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 199750
On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 20.55, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -3500 which decreased total open position to 200750
On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 21.15, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 205000
On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 31.75, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 21750 which increased total open position to 194875
On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 55, which was -29.45 lower than the previous day. The implied volatity was -, the open interest changed by -2000 which decreased total open position to 173375
On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 84.45, which was -9.40 lower than the previous day. The implied volatity was -, the open interest changed by 85000 which increased total open position to 175125
On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 93.85, which was -25.65 lower than the previous day. The implied volatity was -, the open interest changed by 25375 which increased total open position to 90250
On 26 Aug BAJFINANCE was trading at 6778.35. The strike last trading price was 119.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 64875
On 23 Aug BAJFINANCE was trading at 6735.85. The strike last trading price was 135, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 14250 which increased total open position to 66125
On 22 Aug BAJFINANCE was trading at 6743.60. The strike last trading price was 133.95, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by 5125 which increased total open position to 52000
On 21 Aug BAJFINANCE was trading at 6735.35. The strike last trading price was 136.05, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 46250
On 20 Aug BAJFINANCE was trading at 6722.20. The strike last trading price was 147, which was -48.55 lower than the previous day. The implied volatity was -, the open interest changed by 19500 which increased total open position to 38875
On 19 Aug BAJFINANCE was trading at 6616.35. The strike last trading price was 195.55, which was -24.60 lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 19125
On 16 Aug BAJFINANCE was trading at 6590.90. The strike last trading price was 220.15, which was -74.80 lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 8500
On 14 Aug BAJFINANCE was trading at 6458.50. The strike last trading price was 294.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4750
On 13 Aug BAJFINANCE was trading at 6465.05. The strike last trading price was 295, which was 60.60 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 4875
On 12 Aug BAJFINANCE was trading at 6608.15. The strike last trading price was 234.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0
On 9 Aug BAJFINANCE was trading at 6618.20. The strike last trading price was 234.4, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 3625
On 8 Aug BAJFINANCE was trading at 6582.20. The strike last trading price was 237, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 3500
On 7 Aug BAJFINANCE was trading at 6637.15. The strike last trading price was 211, which was -33.75 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 3125
On 6 Aug BAJFINANCE was trading at 6538.35. The strike last trading price was 244.75, which was 56.75 higher than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2625
On 5 Aug BAJFINANCE was trading at 6596.70. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 0
On 2 Aug BAJFINANCE was trading at 6725.00. The strike last trading price was 188, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 2375
On 1 Aug BAJFINANCE was trading at 6771.65. The strike last trading price was 165.4, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 875
On 31 Jul BAJFINANCE was trading at 6806.95. The strike last trading price was 135.4, 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 30 Jul BAJFINANCE was trading at 6823.60. The strike last trading price was 135.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 29 Jul BAJFINANCE was trading at 6812.45. The strike last trading price was 135.4, which was -18.60 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 875
On 26 Jul BAJFINANCE was trading at 6789.75. The strike last trading price was 154, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 500