BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6700 CE | ||||||||||
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Delta: 0.18
Vega: 2.33
Theta: -4.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 22.3 | -26.75 | 26.45 | 9,604 | 368 | 2,502 | |||
| 20 Nov | 6595.30 | 49.05 | 0.00 | 22.06 | 12,273 | 114 | 2,137 | |||
| 19 Nov | 6595.30 | 49.05 | -6.85 | 22.06 | 12,273 | 117 | 2,137 | |||
| 18 Nov | 6567.95 | 55.9 | -5.40 | 23.77 | 7,063 | 283 | 2,000 | |||
| 14 Nov | 6549.15 | 61.3 | -21.50 | 20.36 | 6,082 | -16 | 1,726 | |||
| 13 Nov | 6566.00 | 82.8 | -25.20 | 22.60 | 9,572 | 299 | 1,758 | |||
| 12 Nov | 6638.20 | 108 | -78.30 | 22.49 | 6,609 | 972 | 1,343 | |||
| 11 Nov | 6778.80 | 186.3 | -87.10 | 22.95 | 604 | 94 | 374 | |||
| 8 Nov | 6895.95 | 273.4 | -30.25 | 22.83 | 125 | 9 | 280 | |||
| 7 Nov | 6904.50 | 303.65 | -78.80 | 24.10 | 179 | 21 | 271 | |||
| 6 Nov | 7006.20 | 382.45 | 67.70 | 25.17 | 154 | 4 | 249 | |||
| 5 Nov | 6930.35 | 314.75 | 37.90 | 24.94 | 1,066 | 40 | 245 | |||
| 4 Nov | 6843.70 | 276.85 | -70.15 | 25.37 | 424 | 99 | 208 | |||
| 1 Nov | 6923.60 | 347 | 29.00 | 25.78 | 6 | -1 | 108 | |||
| 31 Oct | 6889.75 | 318 | -67.25 | - | 60 | 22 | 109 | |||
| 30 Oct | 6955.00 | 385.25 | -48.05 | - | 56 | -25 | 90 | |||
| 29 Oct | 7022.50 | 433.3 | 71.00 | - | 206 | 28 | 115 | |||
| 28 Oct | 6911.35 | 362.3 | -9.45 | - | 49 | 0 | 87 | |||
| 25 Oct | 6910.15 | 371.75 | -88.25 | - | 37 | -6 | 87 | |||
| 24 Oct | 7040.90 | 460 | 39.30 | - | 6 | -3 | 95 | |||
| 23 Oct | 6995.80 | 420.7 | 165.75 | - | 457 | -71 | 99 | |||
| 22 Oct | 6677.90 | 254.95 | -52.45 | - | 479 | 106 | 170 | |||
| 21 Oct | 6780.90 | 307.4 | -894.10 | - | 163 | 62 | 62 | |||
| 18 Oct | 6899.55 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6899.50 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6956.35 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7016.90 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7208.80 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7302.00 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7186.95 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7269.40 | 1201.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7211.35 | 1201.5 | 1201.50 | - | 0 | 0 | 0 | |||
| 3 Oct | 7433.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Sept | 7756.00 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 CE is 0.18
Historical price for 6700 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 22.3, which was -26.75 lower than the previous day. The implied volatity was 26.45, the open interest changed by 368 which increased total open position to 2502
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 49.05, which was 0.00 lower than the previous day. The implied volatity was 22.06, the open interest changed by 114 which increased total open position to 2137
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 49.05, which was -6.85 lower than the previous day. The implied volatity was 22.06, the open interest changed by 117 which increased total open position to 2137
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 55.9, which was -5.40 lower than the previous day. The implied volatity was 23.77, the open interest changed by 283 which increased total open position to 2000
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 61.3, which was -21.50 lower than the previous day. The implied volatity was 20.36, the open interest changed by -16 which decreased total open position to 1726
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 82.8, which was -25.20 lower than the previous day. The implied volatity was 22.60, the open interest changed by 299 which increased total open position to 1758
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 108, which was -78.30 lower than the previous day. The implied volatity was 22.49, the open interest changed by 972 which increased total open position to 1343
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 186.3, which was -87.10 lower than the previous day. The implied volatity was 22.95, the open interest changed by 94 which increased total open position to 374
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 273.4, which was -30.25 lower than the previous day. The implied volatity was 22.83, the open interest changed by 9 which increased total open position to 280
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 303.65, which was -78.80 lower than the previous day. The implied volatity was 24.10, the open interest changed by 21 which increased total open position to 271
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 382.45, which was 67.70 higher than the previous day. The implied volatity was 25.17, the open interest changed by 4 which increased total open position to 249
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 314.75, which was 37.90 higher than the previous day. The implied volatity was 24.94, the open interest changed by 40 which increased total open position to 245
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 276.85, which was -70.15 lower than the previous day. The implied volatity was 25.37, the open interest changed by 99 which increased total open position to 208
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 347, which was 29.00 higher than the previous day. The implied volatity was 25.78, the open interest changed by -1 which decreased total open position to 108
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 318, which was -67.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 385.25, which was -48.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 433.3, which was 71.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 362.3, which was -9.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 371.75, which was -88.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 460, which was 39.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 420.7, which was 165.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 254.95, which was -52.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 307.4, which was -894.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 1201.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 1201.5, which was 1201.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BAJFINANCE was trading at 7433.85. 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 which decreased total open position to
On 1 Oct BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 6700 PE | |||||||
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Delta: -0.82
Vega: 2.37
Theta: -3.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 250.7 | 85.40 | 26.97 | 913 | -41 | 1,034 |
| 20 Nov | 6595.30 | 165.3 | 0.00 | 25.42 | 3,229 | -116 | 1,077 |
| 19 Nov | 6595.30 | 165.3 | -14.60 | 25.42 | 3,229 | -114 | 1,077 |
| 18 Nov | 6567.95 | 179.9 | -6.55 | 25.63 | 1,732 | -93 | 1,190 |
| 14 Nov | 6549.15 | 186.45 | 7.65 | 24.65 | 1,350 | -121 | 1,286 |
| 13 Nov | 6566.00 | 178.8 | 18.65 | 24.44 | 4,179 | -196 | 1,421 |
| 12 Nov | 6638.20 | 160.15 | 67.55 | 25.50 | 10,562 | 197 | 1,640 |
| 11 Nov | 6778.80 | 92.6 | 25.15 | 23.39 | 2,743 | 95 | 1,443 |
| 8 Nov | 6895.95 | 67.45 | 1.50 | 23.70 | 1,551 | 28 | 1,349 |
| 7 Nov | 6904.50 | 65.95 | 15.15 | 24.24 | 1,357 | -69 | 1,322 |
| 6 Nov | 7006.20 | 50.8 | -37.20 | 24.89 | 1,675 | 139 | 1,393 |
| 5 Nov | 6930.35 | 88 | -23.60 | 27.00 | 4,700 | 309 | 1,252 |
| 4 Nov | 6843.70 | 111.6 | 18.45 | 27.04 | 2,967 | 38 | 943 |
| 1 Nov | 6923.60 | 93.15 | 4.70 | 26.78 | 136 | 29 | 905 |
| 31 Oct | 6889.75 | 88.45 | 10.65 | - | 821 | 212 | 871 |
| 30 Oct | 6955.00 | 77.8 | 2.80 | - | 432 | 79 | 657 |
| 29 Oct | 7022.50 | 75 | -21.55 | - | 764 | 185 | 578 |
| 28 Oct | 6911.35 | 96.55 | -1.45 | - | 323 | 12 | 393 |
| 25 Oct | 6910.15 | 98 | 26.50 | - | 506 | 22 | 381 |
| 24 Oct | 7040.90 | 71.5 | -3.05 | - | 216 | -14 | 359 |
| 23 Oct | 6995.80 | 74.55 | -175.45 | - | 911 | -37 | 373 |
| 22 Oct | 6677.90 | 250 | 52.70 | - | 450 | 156 | 405 |
| 21 Oct | 6780.90 | 197.3 | 87.25 | - | 199 | 71 | 250 |
| 18 Oct | 6899.55 | 110.05 | -18.95 | - | 15 | 2 | 180 |
| 17 Oct | 6899.50 | 129 | 29.00 | - | 23 | 6 | 173 |
| 16 Oct | 6956.35 | 100 | 8.00 | - | 62 | 45 | 165 |
| 15 Oct | 7016.90 | 92 | 37.00 | - | 94 | 53 | 120 |
| 14 Oct | 7208.80 | 55 | -21.50 | - | 15 | 8 | 63 |
| 11 Oct | 7302.00 | 76.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 76.5 | 0.00 | - | 0 | 0 | 55 |
| 9 Oct | 7300.45 | 76.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7186.95 | 76.5 | 0.00 | - | 0 | 0 | 55 |
| 7 Oct | 7269.40 | 76.5 | 0.00 | - | 0 | 55 | 0 |
| 4 Oct | 7211.35 | 76.5 | 76.50 | - | 55 | 54 | 54 |
| 3 Oct | 7433.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7756.00 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6700 expiring on 28NOV2024
Delta for 6700 PE is -0.82
Historical price for 6700 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 250.7, which was 85.40 higher than the previous day. The implied volatity was 26.97, the open interest changed by -41 which decreased total open position to 1034
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 165.3, which was 0.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by -116 which decreased total open position to 1077
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 165.3, which was -14.60 lower than the previous day. The implied volatity was 25.42, the open interest changed by -114 which decreased total open position to 1077
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 179.9, which was -6.55 lower than the previous day. The implied volatity was 25.63, the open interest changed by -93 which decreased total open position to 1190
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 186.45, which was 7.65 higher than the previous day. The implied volatity was 24.65, the open interest changed by -121 which decreased total open position to 1286
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 178.8, which was 18.65 higher than the previous day. The implied volatity was 24.44, the open interest changed by -196 which decreased total open position to 1421
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 160.15, which was 67.55 higher than the previous day. The implied volatity was 25.50, the open interest changed by 197 which increased total open position to 1640
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 92.6, which was 25.15 higher than the previous day. The implied volatity was 23.39, the open interest changed by 95 which increased total open position to 1443
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 67.45, which was 1.50 higher than the previous day. The implied volatity was 23.70, the open interest changed by 28 which increased total open position to 1349
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 65.95, which was 15.15 higher than the previous day. The implied volatity was 24.24, the open interest changed by -69 which decreased total open position to 1322
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 50.8, which was -37.20 lower than the previous day. The implied volatity was 24.89, the open interest changed by 139 which increased total open position to 1393
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 88, which was -23.60 lower than the previous day. The implied volatity was 27.00, the open interest changed by 309 which increased total open position to 1252
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 111.6, which was 18.45 higher than the previous day. The implied volatity was 27.04, the open interest changed by 38 which increased total open position to 943
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 93.15, which was 4.70 higher than the previous day. The implied volatity was 26.78, the open interest changed by 29 which increased total open position to 905
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 88.45, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 77.8, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 75, which was -21.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 96.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 98, which was 26.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 71.5, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 74.55, which was -175.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 250, which was 52.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 197.3, which was 87.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 110.05, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 129, which was 29.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 100, which was 8.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 92, which was 37.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 55, which was -21.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 76.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 76.5, which was 76.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BAJFINANCE was trading at 7433.85. 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 which decreased total open position to
On 1 Oct BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. 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 which decreased total open position to
On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
