BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 6700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 2.60
Theta: -6.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 165.4 | -80.40 | 21.61 | 806 | -9 | 521 | |||
| 19 Dec | 6918.55 | 245.8 | -154.20 | 23.74 | 382 | 4 | 528 | |||
| 18 Dec | 7074.45 | 400 | -82.00 | 29.53 | 44 | -23 | 525 | |||
| 17 Dec | 7152.80 | 482 | -56.65 | 34.92 | 94 | -41 | 549 | |||
| 16 Dec | 7208.40 | 538.65 | 26.45 | 35.80 | 52 | -19 | 591 | |||
| 13 Dec | 7182.80 | 512.2 | 69.20 | 27.39 | 330 | -99 | 611 | |||
| 12 Dec | 7125.80 | 443 | 2.70 | 16.94 | 102 | -17 | 713 | |||
|
|
||||||||||
| 11 Dec | 7115.10 | 440.3 | 148.30 | 23.04 | 1,228 | -324 | 776 | |||
| 10 Dec | 6936.20 | 292 | 42.15 | 20.14 | 1,445 | -39 | 1,105 | |||
| 9 Dec | 6868.35 | 249.85 | 11.85 | 19.84 | 932 | -31 | 1,146 | |||
| 6 Dec | 6850.30 | 238 | -6.00 | 20.02 | 4,084 | -190 | 1,186 | |||
| 5 Dec | 6850.40 | 244 | 68.00 | 19.46 | 9,075 | -785 | 1,377 | |||
| 4 Dec | 6740.00 | 176 | 24.25 | 20.59 | 12,076 | -258 | 2,188 | |||
| 3 Dec | 6675.45 | 151.75 | 7.55 | 22.53 | 9,930 | 393 | 2,476 | |||
| 2 Dec | 6650.65 | 144.2 | 18.20 | 21.86 | 8,401 | 148 | 2,089 | |||
| 29 Nov | 6575.90 | 126 | 0.70 | 23.06 | 4,645 | 85 | 1,941 | |||
| 28 Nov | 6509.40 | 125.3 | -72.90 | 23.99 | 5,928 | 893 | 1,859 | |||
| 27 Nov | 6705.20 | 198.2 | 26.90 | 22.10 | 3,732 | 194 | 959 | |||
| 26 Nov | 6617.95 | 171.3 | -47.15 | 23.86 | 2,045 | 384 | 771 | |||
| 25 Nov | 6685.40 | 218.45 | 0.00 | 24.34 | 1,169 | 58 | 408 | |||
| 22 Nov | 6683.95 | 218.45 | 100.95 | 21.44 | 884 | -13 | 337 | |||
| 21 Nov | 6465.65 | 117.5 | -46.50 | 23.85 | 469 | 153 | 349 | |||
| 20 Nov | 6595.30 | 164 | 0.00 | 22.54 | 334 | 100 | 198 | |||
| 19 Nov | 6595.30 | 164 | 0.60 | 22.54 | 334 | 102 | 198 | |||
| 18 Nov | 6567.95 | 163.4 | -0.75 | 22.90 | 110 | 18 | 95 | |||
| 14 Nov | 6549.15 | 164.15 | -19.85 | 21.25 | 61 | 15 | 77 | |||
| 13 Nov | 6566.00 | 184 | -31.00 | 22.26 | 90 | 25 | 60 | |||
| 12 Nov | 6638.20 | 215 | -130.90 | 22.58 | 57 | 35 | 35 | |||
| 11 Nov | 6778.80 | 345.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 345.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 345.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 345.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 5 Nov | 6930.35 | 345.9 | -31.35 | 15.33 | 1 | 0 | 1 | |||
| 4 Nov | 6843.70 | 377.25 | 377.25 | 24.48 | 2 | 1 | 1 | |||
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 CE is 0.78
Historical price for 6700 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 165.4, which was -80.40 lower than the previous day. The implied volatity was 21.61, the open interest changed by -9 which decreased total open position to 521
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 245.8, which was -154.20 lower than the previous day. The implied volatity was 23.74, the open interest changed by 4 which increased total open position to 528
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 400, which was -82.00 lower than the previous day. The implied volatity was 29.53, the open interest changed by -23 which decreased total open position to 525
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 482, which was -56.65 lower than the previous day. The implied volatity was 34.92, the open interest changed by -41 which decreased total open position to 549
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 538.65, which was 26.45 higher than the previous day. The implied volatity was 35.80, the open interest changed by -19 which decreased total open position to 591
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 512.2, which was 69.20 higher than the previous day. The implied volatity was 27.39, the open interest changed by -99 which decreased total open position to 611
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 443, which was 2.70 higher than the previous day. The implied volatity was 16.94, the open interest changed by -17 which decreased total open position to 713
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 440.3, which was 148.30 higher than the previous day. The implied volatity was 23.04, the open interest changed by -324 which decreased total open position to 776
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 292, which was 42.15 higher than the previous day. The implied volatity was 20.14, the open interest changed by -39 which decreased total open position to 1105
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 249.85, which was 11.85 higher than the previous day. The implied volatity was 19.84, the open interest changed by -31 which decreased total open position to 1146
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 238, which was -6.00 lower than the previous day. The implied volatity was 20.02, the open interest changed by -190 which decreased total open position to 1186
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 244, which was 68.00 higher than the previous day. The implied volatity was 19.46, the open interest changed by -785 which decreased total open position to 1377
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 176, which was 24.25 higher than the previous day. The implied volatity was 20.59, the open interest changed by -258 which decreased total open position to 2188
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 151.75, which was 7.55 higher than the previous day. The implied volatity was 22.53, the open interest changed by 393 which increased total open position to 2476
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 144.2, which was 18.20 higher than the previous day. The implied volatity was 21.86, the open interest changed by 148 which increased total open position to 2089
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 126, which was 0.70 higher than the previous day. The implied volatity was 23.06, the open interest changed by 85 which increased total open position to 1941
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 125.3, which was -72.90 lower than the previous day. The implied volatity was 23.99, the open interest changed by 893 which increased total open position to 1859
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 198.2, which was 26.90 higher than the previous day. The implied volatity was 22.10, the open interest changed by 194 which increased total open position to 959
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 171.3, which was -47.15 lower than the previous day. The implied volatity was 23.86, the open interest changed by 384 which increased total open position to 771
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 218.45, which was 0.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by 58 which increased total open position to 408
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 218.45, which was 100.95 higher than the previous day. The implied volatity was 21.44, the open interest changed by -13 which decreased total open position to 337
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 117.5, which was -46.50 lower than the previous day. The implied volatity was 23.85, the open interest changed by 153 which increased total open position to 349
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 164, which was 0.00 lower than the previous day. The implied volatity was 22.54, the open interest changed by 100 which increased total open position to 198
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 164, which was 0.60 higher than the previous day. The implied volatity was 22.54, the open interest changed by 102 which increased total open position to 198
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 163.4, which was -0.75 lower than the previous day. The implied volatity was 22.90, the open interest changed by 18 which increased total open position to 95
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 164.15, which was -19.85 lower than the previous day. The implied volatity was 21.25, the open interest changed by 15 which increased total open position to 77
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 184, which was -31.00 lower than the previous day. The implied volatity was 22.26, the open interest changed by 25 which increased total open position to 60
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 215, which was -130.90 lower than the previous day. The implied volatity was 22.58, the open interest changed by 35 which increased total open position to 35
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 345.9, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 345.9, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 345.9, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 345.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 345.9, which was -31.35 lower than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 1
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 377.25, which was 377.25 higher than the previous day. The implied volatity was 24.48, the open interest changed by 1 which increased total open position to 1
On 1 Nov BAJFINANCE was trading at 6923.60. 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 26DEC2024 6700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 2.68
Theta: -4.53
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 26.9 | 11.60 | 22.31 | 12,183 | -172 | 1,364 |
| 19 Dec | 6918.55 | 15.3 | 3.20 | 22.52 | 7,696 | -220 | 1,539 |
| 18 Dec | 7074.45 | 12.1 | 3.60 | 28.33 | 3,155 | -104 | 1,758 |
| 17 Dec | 7152.80 | 8.5 | 0.65 | 27.98 | 3,456 | 18 | 1,861 |
| 16 Dec | 7208.40 | 7.85 | -0.35 | 28.46 | 2,208 | -14 | 1,845 |
| 13 Dec | 7182.80 | 8.2 | -7.55 | 24.51 | 7,990 | -61 | 1,864 |
| 12 Dec | 7125.80 | 15.75 | -2.95 | 25.25 | 2,398 | -17 | 1,932 |
| 11 Dec | 7115.10 | 18.7 | -31.60 | 25.01 | 12,082 | 308 | 1,990 |
| 10 Dec | 6936.20 | 50.3 | -14.70 | 25.69 | 5,605 | 57 | 1,691 |
| 9 Dec | 6868.35 | 65 | -2.05 | 25.17 | 3,632 | -42 | 1,638 |
| 6 Dec | 6850.30 | 67.05 | -6.95 | 22.17 | 6,180 | 79 | 1,689 |
| 5 Dec | 6850.40 | 74 | -48.80 | 23.32 | 8,680 | 94 | 1,632 |
| 4 Dec | 6740.00 | 122.8 | -29.40 | 24.03 | 6,049 | 23 | 1,559 |
| 3 Dec | 6675.45 | 152.2 | -18.80 | 23.06 | 4,725 | 319 | 1,537 |
| 2 Dec | 6650.65 | 171 | -42.15 | 24.46 | 2,278 | 43 | 1,217 |
| 29 Nov | 6575.90 | 213.15 | -29.75 | 23.28 | 1,008 | 128 | 1,176 |
| 28 Nov | 6509.40 | 242.9 | 84.75 | 25.09 | 3,046 | 230 | 1,049 |
| 27 Nov | 6705.20 | 158.15 | -36.60 | 24.92 | 1,752 | 220 | 829 |
| 26 Nov | 6617.95 | 194.75 | 29.75 | 24.34 | 916 | 137 | 607 |
| 25 Nov | 6685.40 | 165 | -1.90 | 24.76 | 980 | 262 | 470 |
| 22 Nov | 6683.95 | 166.9 | -135.65 | 25.26 | 521 | 148 | 356 |
| 21 Nov | 6465.65 | 302.55 | 73.55 | 25.04 | 247 | 104 | 206 |
| 20 Nov | 6595.30 | 229 | 0.00 | 24.10 | 112 | 6 | 101 |
| 19 Nov | 6595.30 | 229 | -17.40 | 24.10 | 112 | 5 | 101 |
| 18 Nov | 6567.95 | 246.4 | -13.60 | 24.97 | 45 | 19 | 95 |
| 14 Nov | 6549.15 | 260 | -2.35 | 26.04 | 17 | 7 | 76 |
| 13 Nov | 6566.00 | 262.35 | 48.85 | 27.01 | 47 | 9 | 70 |
| 12 Nov | 6638.20 | 213.5 | 61.20 | 24.29 | 43 | 12 | 61 |
| 11 Nov | 6778.80 | 152.3 | 35.90 | 23.26 | 14 | 4 | 49 |
| 8 Nov | 6895.95 | 116.4 | -12.90 | 22.89 | 11 | 4 | 45 |
| 7 Nov | 6904.50 | 129.3 | 29.30 | 25.08 | 26 | 24 | 41 |
| 6 Nov | 7006.20 | 100 | -15.40 | 24.40 | 18 | 15 | 17 |
| 5 Nov | 6930.35 | 115.4 | -103.10 | 23.06 | 4 | 2 | 2 |
| 4 Nov | 6843.70 | 218.5 | 218.50 | 2.23 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 3.15 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6700 expiring on 26DEC2024
Delta for 6700 PE is -0.23
Historical price for 6700 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 26.9, which was 11.60 higher than the previous day. The implied volatity was 22.31, the open interest changed by -172 which decreased total open position to 1364
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 15.3, which was 3.20 higher than the previous day. The implied volatity was 22.52, the open interest changed by -220 which decreased total open position to 1539
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 12.1, which was 3.60 higher than the previous day. The implied volatity was 28.33, the open interest changed by -104 which decreased total open position to 1758
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 8.5, which was 0.65 higher than the previous day. The implied volatity was 27.98, the open interest changed by 18 which increased total open position to 1861
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 7.85, which was -0.35 lower than the previous day. The implied volatity was 28.46, the open interest changed by -14 which decreased total open position to 1845
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 8.2, which was -7.55 lower than the previous day. The implied volatity was 24.51, the open interest changed by -61 which decreased total open position to 1864
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 15.75, which was -2.95 lower than the previous day. The implied volatity was 25.25, the open interest changed by -17 which decreased total open position to 1932
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 18.7, which was -31.60 lower than the previous day. The implied volatity was 25.01, the open interest changed by 308 which increased total open position to 1990
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 50.3, which was -14.70 lower than the previous day. The implied volatity was 25.69, the open interest changed by 57 which increased total open position to 1691
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 65, which was -2.05 lower than the previous day. The implied volatity was 25.17, the open interest changed by -42 which decreased total open position to 1638
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 67.05, which was -6.95 lower than the previous day. The implied volatity was 22.17, the open interest changed by 79 which increased total open position to 1689
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 74, which was -48.80 lower than the previous day. The implied volatity was 23.32, the open interest changed by 94 which increased total open position to 1632
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 122.8, which was -29.40 lower than the previous day. The implied volatity was 24.03, the open interest changed by 23 which increased total open position to 1559
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 152.2, which was -18.80 lower than the previous day. The implied volatity was 23.06, the open interest changed by 319 which increased total open position to 1537
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 171, which was -42.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by 43 which increased total open position to 1217
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 213.15, which was -29.75 lower than the previous day. The implied volatity was 23.28, the open interest changed by 128 which increased total open position to 1176
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 242.9, which was 84.75 higher than the previous day. The implied volatity was 25.09, the open interest changed by 230 which increased total open position to 1049
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 158.15, which was -36.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by 220 which increased total open position to 829
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 194.75, which was 29.75 higher than the previous day. The implied volatity was 24.34, the open interest changed by 137 which increased total open position to 607
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 165, which was -1.90 lower than the previous day. The implied volatity was 24.76, the open interest changed by 262 which increased total open position to 470
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 166.9, which was -135.65 lower than the previous day. The implied volatity was 25.26, the open interest changed by 148 which increased total open position to 356
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 302.55, which was 73.55 higher than the previous day. The implied volatity was 25.04, the open interest changed by 104 which increased total open position to 206
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 229, which was 0.00 lower than the previous day. The implied volatity was 24.10, the open interest changed by 6 which increased total open position to 101
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 229, which was -17.40 lower than the previous day. The implied volatity was 24.10, the open interest changed by 5 which increased total open position to 101
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 246.4, which was -13.60 lower than the previous day. The implied volatity was 24.97, the open interest changed by 19 which increased total open position to 95
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 260, which was -2.35 lower than the previous day. The implied volatity was 26.04, the open interest changed by 7 which increased total open position to 76
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 262.35, which was 48.85 higher than the previous day. The implied volatity was 27.01, the open interest changed by 9 which increased total open position to 70
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 213.5, which was 61.20 higher than the previous day. The implied volatity was 24.29, the open interest changed by 12 which increased total open position to 61
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 152.3, which was 35.90 higher than the previous day. The implied volatity was 23.26, the open interest changed by 4 which increased total open position to 49
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 116.4, which was -12.90 lower than the previous day. The implied volatity was 22.89, the open interest changed by 4 which increased total open position to 45
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 129.3, which was 29.30 higher than the previous day. The implied volatity was 25.08, the open interest changed by 24 which increased total open position to 41
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 100, which was -15.40 lower than the previous day. The implied volatity was 24.40, the open interest changed by 15 which increased total open position to 17
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 115.4, which was -103.10 lower than the previous day. The implied volatity was 23.06, the open interest changed by 2 which increased total open position to 2
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 218.5, which was 218.50 higher than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
