[--[65.84.65.76]--]
BAJFINANCE
BAJAJ FINANCE LIMITED

7138 30.95 (0.44%)

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Historical option data for BAJFINANCE

05 Jul 2024 04:13 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 7138.00 491 4.00 - 1,500 -375 46,125
4 Jul 7107.05 487 - 1,750 500 46,500
3 Jul 7258.80 600 - 1,000 -500 46,000
2 Jul 7165.60 544 - 8,875 0 46,000
1 Jul 7276.75 640.1 - 13,625 5,375 46,000
28 Jun 7115.55 518 - 4,250 1,500 40,625
27 Jun 7166.75 561 - 13,625 -3,125 39,125
26 Jun 7158.20 578.85 - 38,625 27,375 42,250
25 Jun 7074.45 497.5 - 5,500 2,500 14,875
24 Jun 7081.85 500.1 - 3,375 1,375 12,500
21 Jun 7134.25 522.85 - 2,000 250 10,750
20 Jun 7207.10 588.30 - 11,250 8,000 10,500
19 Jun 7233.95 631.15 - 2,875 1,500 2,500
18 Jun 7334.70 600.00 - 0 0 0
14 Jun 7341.55 600.00 - 0 0 0
13 Jun 7294.95 600.00 - 0 1,000 0
12 Jun 7217.75 600.00 - 1,000 0 0
11 Jun 7138.10 555.00 - 250 125 125
10 Jun 7088.85 877.50 - 0 0 0
7 Jun 7191.40 877.50 - 0 0 0
6 Jun 6925.80 877.50 - 0 0 0
5 Jun 6836.65 877.50 - 0 0 0
4 Jun 6509.55 877.50 - 0 0 0
3 Jun 6915.55 877.50 - 0 0 0
31 May 6697.70 877.50 - 0 0 0
30 May 6616.45 877.50 - 0 0 0
29 May 6806.70 877.50 - 0 0 0
28 May 6873.05 877.50 - 0 0 0
27 May 6895.50 877.50 - 0 0 0
24 May 6836.90 877.50 - 0 0 0
23 May 6826.65 877.50 - 0 0 0
22 May 6744.55 877.50 - 0 0 0
21 May 6742.85 877.50 - 0 0 0
18 May 6738.00 877.50 - 0 0 0
17 May 6727.40 877.50 - 0 0 0
16 May 6747.15 877.50 - 0 0 0
15 May 6680.00 877.50 - 0 0 0
14 May 6675.70 877.50 - 0 0 0
13 May 6718.75 877.50 - 0 0 0


For BAJAJ FINANCE LIMITED - strike price 6700 expiring on 25JUL2024

Delta for 6700 CE is -

Historical price for 6700 CE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 491, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 46125


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 487, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 46500


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 600, which was lower than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 46000


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 544, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46000


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 640.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5375 which increased total open position to 46000


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 518, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 40625


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 561, which was lower than the previous day. The implied volatity was -, the open interest changed by -3125 which decreased total open position to 39125


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 578.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 27375 which increased total open position to 42250


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 497.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 14875


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 500.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 12500


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 522.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 10750


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 588.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8000 which increased total open position to 10500


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 631.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 2500


On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 0


On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 600.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 555.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 125


On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May BAJFINANCE was trading at 6826.65. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May BAJFINANCE was trading at 6742.85. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 May BAJFINANCE was trading at 6727.40. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 May BAJFINANCE was trading at 6747.15. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May BAJFINANCE was trading at 6680.00. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BAJFINANCE was trading at 6675.70. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 877.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 7138.00 47.55 -10.65 - 1,14,000 -11,250 1,92,625
4 Jul 7107.05 58.2 - 3,00,250 70,000 2,03,875
3 Jul 7258.80 37.25 - 76,250 9,625 1,33,875
2 Jul 7165.60 52 - 1,62,250 18,375 1,23,875
1 Jul 7276.75 33 - 1,29,750 4,375 1,05,500
28 Jun 7115.55 55.3 - 78,875 16,750 1,01,125
27 Jun 7166.75 53.3 - 73,875 16,125 84,375
26 Jun 7158.20 57.3 - 1,06,250 26,500 68,125
25 Jun 7074.45 63 - 48,625 8,625 41,625
24 Jun 7081.85 59.7 - 22,250 10,000 33,000
21 Jun 7134.25 57.55 - 17,000 12,125 22,875
20 Jun 7207.10 53.40 - 14,375 1,500 10,750
19 Jun 7233.95 51.00 - 8,250 4,625 9,250
18 Jun 7334.70 41.20 - 0 125 0
14 Jun 7341.55 41.20 - 625 250 4,750
13 Jun 7294.95 49.60 - 1,000 -125 4,375
12 Jun 7217.75 65.00 - 750 -125 4,500
11 Jun 7138.10 95.10 - 0 2,750 0
10 Jun 7088.85 95.10 - 4,125 2,500 4,375
7 Jun 7191.40 83.00 - 1,750 0 1,625
6 Jun 6925.80 135.20 - 2,500 375 1,625
5 Jun 6836.65 188.10 - 750 1,250 1,250
4 Jun 6509.55 170.00 - 0 125 0
3 Jun 6915.55 170.00 - 2,125 125 1,250
31 May 6697.70 268.75 - 625 0 1,250
30 May 6616.45 292.50 - 125 1,250 1,250
29 May 6806.70 239.10 - 0 125 0
28 May 6873.05 239.10 - 125 0 1,125
27 May 6895.50 217.00 - 750 -250 1,000
24 May 6836.90 376.00 - 0 0 0
23 May 6826.65 376.00 - 0 0 0
22 May 6744.55 376.00 - 0 0 0
21 May 6742.85 376.00 - 0 0 0
18 May 6738.00 376.00 - 0 0 0
17 May 6727.40 376.00 - 0 0 0
16 May 6747.15 376.00 - 0 0 0
15 May 6680.00 376.00 - 0 0 0
14 May 6675.70 376.00 - 0 0 0
13 May 6718.75 376.00 - 0 0 1,250


For BAJAJ FINANCE LIMITED - strike price 6700 expiring on 25JUL2024

Delta for 6700 PE is -

Historical price for 6700 PE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 47.55, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by -11250 which decreased total open position to 192625


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 58.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 70000 which increased total open position to 203875


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 37.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 9625 which increased total open position to 133875


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 52, which was lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 123875


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 33, which was lower than the previous day. The implied volatity was -, the open interest changed by 4375 which increased total open position to 105500


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 55.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16750 which increased total open position to 101125


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 53.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16125 which increased total open position to 84375


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 57.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 26500 which increased total open position to 68125


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 63, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 41625


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 59.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 33000


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 57.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 12125 which increased total open position to 22875


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 53.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 10750


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 4625 which increased total open position to 9250


On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 41.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0


On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 41.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 4750


On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 49.60, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4375


On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 4500


On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 95.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 0


On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 95.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 4375


On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1625


On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 135.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1625


On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 188.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250


On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0


On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 170.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1250


On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 268.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250


On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 292.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250


On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 239.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 0


On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 239.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1125


On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 217.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 1000


On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 May BAJFINANCE was trading at 6826.65. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 May BAJFINANCE was trading at 6742.85. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 May BAJFINANCE was trading at 6727.40. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 May BAJFINANCE was trading at 6747.15. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 May BAJFINANCE was trading at 6680.00. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BAJFINANCE was trading at 6675.70. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 376.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1250