BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6700 CE | ||||||||||
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Delta: 0.66
Vega: 7.74
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 285.95 | 0.00 | 22.42 | 168 | 20 | 126 | |||
| 24 Dec | 6808.20 | 285.95 | -51.85 | 21.52 | 195 | 68 | 111 | |||
| 23 Dec | 6866.70 | 337.8 | -25.30 | 22.65 | 29 | 16 | 43 | |||
| 20 Dec | 6848.25 | 363.1 | -33.25 | 27.51 | 9 | 4 | 26 | |||
| 19 Dec | 6918.55 | 396.35 | -118.85 | 24.08 | 8 | -4 | 21 | |||
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| 18 Dec | 7074.45 | 515.2 | -64.00 | 23.64 | 2 | 0 | 25 | |||
| 17 Dec | 7152.80 | 579.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 7208.40 | 579.2 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 13 Dec | 7182.80 | 579.2 | 28.25 | 16.56 | 12 | 0 | 33 | |||
| 12 Dec | 7125.80 | 550.95 | -12.90 | 21.21 | 1 | 0 | 33 | |||
| 11 Dec | 7115.10 | 563.85 | 169.50 | 24.18 | 47 | -2 | 33 | |||
| 10 Dec | 6936.20 | 394.35 | -32.10 | 18.55 | 5 | 1 | 36 | |||
| 9 Dec | 6868.35 | 426.45 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Dec | 6850.30 | 426.45 | 48.45 | 27.55 | 8 | 2 | 35 | |||
| 5 Dec | 6850.40 | 378 | 78.00 | 21.72 | 48 | 21 | 33 | |||
| 4 Dec | 6740.00 | 300 | 28.00 | 21.30 | 31 | 6 | 10 | |||
| 3 Dec | 6675.45 | 272 | 32.00 | 22.51 | 6 | 2 | 3 | |||
| 2 Dec | 6650.65 | 240 | -50.70 | 19.94 | 1 | 0 | 0 | |||
| 29 Nov | 6575.90 | 290.7 | 0.24 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6700 expiring on 30JAN2025
Delta for 6700 CE is 0.66
Historical price for 6700 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 285.95, which was 0.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 20 which increased total open position to 126
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 285.95, which was -51.85 lower than the previous day. The implied volatity was 21.52, the open interest changed by 68 which increased total open position to 111
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 337.8, which was -25.30 lower than the previous day. The implied volatity was 22.65, the open interest changed by 16 which increased total open position to 43
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 363.1, which was -33.25 lower than the previous day. The implied volatity was 27.51, the open interest changed by 4 which increased total open position to 26
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 396.35, which was -118.85 lower than the previous day. The implied volatity was 24.08, the open interest changed by -4 which decreased total open position to 21
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 515.2, which was -64.00 lower than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 25
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 579.2, 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 579.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 579.2, which was 28.25 higher than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 33
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 550.95, which was -12.90 lower than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 33
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 563.85, which was 169.50 higher than the previous day. The implied volatity was 24.18, the open interest changed by -2 which decreased total open position to 33
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 394.35, which was -32.10 lower than the previous day. The implied volatity was 18.55, the open interest changed by 1 which increased total open position to 36
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 426.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 426.45, which was 48.45 higher than the previous day. The implied volatity was 27.55, the open interest changed by 2 which increased total open position to 35
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 378, which was 78.00 higher than the previous day. The implied volatity was 21.72, the open interest changed by 21 which increased total open position to 33
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 300, which was 28.00 higher than the previous day. The implied volatity was 21.30, the open interest changed by 6 which increased total open position to 10
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 272, which was 32.00 higher than the previous day. The implied volatity was 22.51, the open interest changed by 2 which increased total open position to 3
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 240, which was -50.70 lower than the previous day. The implied volatity was 19.94, 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 290.7, which was lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 6700 PE | |||||||
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Delta: -0.34
Vega: 7.75
Theta: -1.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 113.75 | -0.25 | 22.65 | 933 | 86 | 672 |
| 24 Dec | 6808.20 | 114 | -4.15 | 22.23 | 700 | 100 | 583 |
| 23 Dec | 6866.70 | 118.15 | -15.10 | 24.92 | 319 | 11 | 484 |
| 20 Dec | 6848.25 | 133.25 | 33.30 | 24.54 | 290 | 76 | 472 |
| 19 Dec | 6918.55 | 99.95 | 33.10 | 23.48 | 597 | 135 | 392 |
| 18 Dec | 7074.45 | 66.85 | 12.10 | 23.83 | 136 | 70 | 257 |
| 17 Dec | 7152.80 | 54.75 | 6.75 | 23.83 | 114 | 16 | 186 |
| 16 Dec | 7208.40 | 48 | -8.10 | 23.93 | 62 | 3 | 142 |
| 13 Dec | 7182.80 | 56.1 | -11.65 | 24.01 | 190 | 38 | 141 |
| 12 Dec | 7125.80 | 67.75 | -7.25 | 23.97 | 47 | -8 | 102 |
| 11 Dec | 7115.10 | 75 | -53.30 | 24.35 | 161 | 73 | 110 |
| 10 Dec | 6936.20 | 128.3 | -16.75 | 25.77 | 27 | 2 | 33 |
| 9 Dec | 6868.35 | 145.05 | -9.35 | 25.55 | 6 | -1 | 31 |
| 6 Dec | 6850.30 | 154.4 | 0.30 | 24.90 | 16 | -5 | 32 |
| 5 Dec | 6850.40 | 154.1 | -44.10 | 24.95 | 35 | 17 | 38 |
| 4 Dec | 6740.00 | 198.2 | -33.00 | 24.92 | 28 | 17 | 22 |
| 3 Dec | 6675.45 | 231.2 | -166.20 | 24.98 | 10 | 6 | 6 |
| 2 Dec | 6650.65 | 397.4 | 0.00 | 0.53 | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 397.4 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6700 expiring on 30JAN2025
Delta for 6700 PE is -0.34
Historical price for 6700 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 113.75, which was -0.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by 86 which increased total open position to 672
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 114, which was -4.15 lower than the previous day. The implied volatity was 22.23, the open interest changed by 100 which increased total open position to 583
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 118.15, which was -15.10 lower than the previous day. The implied volatity was 24.92, the open interest changed by 11 which increased total open position to 484
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 133.25, which was 33.30 higher than the previous day. The implied volatity was 24.54, the open interest changed by 76 which increased total open position to 472
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 99.95, which was 33.10 higher than the previous day. The implied volatity was 23.48, the open interest changed by 135 which increased total open position to 392
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 66.85, which was 12.10 higher than the previous day. The implied volatity was 23.83, the open interest changed by 70 which increased total open position to 257
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 54.75, which was 6.75 higher than the previous day. The implied volatity was 23.83, the open interest changed by 16 which increased total open position to 186
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 48, which was -8.10 lower than the previous day. The implied volatity was 23.93, the open interest changed by 3 which increased total open position to 142
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 56.1, which was -11.65 lower than the previous day. The implied volatity was 24.01, the open interest changed by 38 which increased total open position to 141
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 67.75, which was -7.25 lower than the previous day. The implied volatity was 23.97, the open interest changed by -8 which decreased total open position to 102
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 75, which was -53.30 lower than the previous day. The implied volatity was 24.35, the open interest changed by 73 which increased total open position to 110
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 128.3, which was -16.75 lower than the previous day. The implied volatity was 25.77, the open interest changed by 2 which increased total open position to 33
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 145.05, which was -9.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by -1 which decreased total open position to 31
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 154.4, which was 0.30 higher than the previous day. The implied volatity was 24.90, the open interest changed by -5 which decreased total open position to 32
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 154.1, which was -44.10 lower than the previous day. The implied volatity was 24.95, the open interest changed by 17 which increased total open position to 38
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 198.2, which was -33.00 lower than the previous day. The implied volatity was 24.92, the open interest changed by 17 which increased total open position to 22
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 231.2, which was -166.20 lower than the previous day. The implied volatity was 24.98, the open interest changed by 6 which increased total open position to 6
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 397.4, which was 0.00 lower than the previous day. The implied volatity was 0.53, 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 397.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
