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

7138 30.95 (0.44%)

Back to Option Chain


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 7138.00 425.85 6.75 - 10,250 -1,000 1,02,250
4 Jul 7107.05 419.1 - 3,375 1,03,250 1,03,250
3 Jul 7258.80 485.3 - 0 375 0
2 Jul 7165.60 485.3 - 5,500 -125 1,02,250
1 Jul 7276.75 575 - 14,875 8,500 1,02,375
28 Jun 7115.55 445.4 - 11,250 500 93,875
27 Jun 7166.75 479.7 - 28,375 11,875 93,375
26 Jun 7158.20 489 - 84,875 72,875 79,875
25 Jun 7074.45 419 - 5,375 2,875 7,000
24 Jun 7081.85 422.15 - 500 0 4,000
21 Jun 7134.25 507.05 - 0 4,000 0
20 Jun 7207.10 507.05 - 4,875 4,000 4,000
19 Jun 7233.95 807.75 - 0 0 0
18 Jun 7334.70 807.75 - 0 0 0
14 Jun 7341.55 807.75 - 0 0 0
13 Jun 7294.95 807.75 - 0 0 0
12 Jun 7217.75 807.75 - 0 0 0
11 Jun 7138.10 807.75 - 0 0 0
10 Jun 7088.85 807.75 - 0 0 0
7 Jun 7191.40 807.75 - 0 0 0
6 Jun 6925.80 807.75 - 0 0 0
5 Jun 6836.65 807.75 - 0 0 0
4 Jun 6509.55 807.75 - 0 0 0
3 Jun 6915.55 807.75 - 0 0 0
31 May 6697.70 807.75 - 0 0 0
30 May 6616.45 807.75 - 0 0 0
29 May 6806.70 807.75 - 0 0 0
28 May 6873.05 807.75 - 0 0 0
27 May 6895.50 807.75 - 0 0 0
24 May 6836.90 807.75 - 0 0 0
23 May 6826.65 807.75 - 0 0 0
22 May 6744.55 807.75 - 0 0 0
21 May 6742.85 807.75 - 0 0 0
18 May 6738.00 807.75 - 0 0 0
17 May 6727.40 807.75 - 0 0 0
16 May 6747.15 807.75 - 0 0 0
15 May 6680.00 807.75 - 0 0 0
14 May 6675.70 807.75 - 0 0 0
13 May 6718.75 807.75 - 0 0 0


For BAJAJ FINANCE LIMITED - strike price 6800 expiring on 25JUL2024

Delta for 6800 CE is -

Historical price for 6800 CE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 425.85, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 102250


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 419.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 103250 which increased total open position to 103250


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 485.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 485.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 102250


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 575, which was lower than the previous day. The implied volatity was -, the open interest changed by 8500 which increased total open position to 102375


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 445.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 93875


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 479.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 11875 which increased total open position to 93375


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 489, which was lower than the previous day. The implied volatity was -, the open interest changed by 72875 which increased total open position to 79875


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 419, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 7000


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 422.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 507.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 0


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 507.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4000 which increased total open position to 4000


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 807.75, 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 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 807.75, 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 807.75, 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 807.75, 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 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 807.75, 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 807.75, 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 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 807.75, 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 65 -13.95 - 1,90,000 -14,000 2,42,625
4 Jul 7107.05 78.95 - 4,41,875 57,750 2,56,625
3 Jul 7258.80 50.2 - 2,06,000 39,375 1,98,875
2 Jul 7165.60 72.15 - 2,16,750 27,625 1,59,375
1 Jul 7276.75 46.1 - 2,13,125 1,750 1,31,750
28 Jun 7115.55 74.05 - 1,25,500 1,750 1,30,000
27 Jun 7166.75 73.4 - 1,42,000 24,250 1,28,250
26 Jun 7158.20 75 - 1,06,375 6,000 1,04,250
25 Jun 7074.45 86 - 1,03,250 17,500 98,250
24 Jun 7081.85 82 - 51,625 24,625 81,000
21 Jun 7134.25 83.00 - 38,750 -375 56,625
20 Jun 7207.10 71.25 - 30,125 12,875 56,750
19 Jun 7233.95 68.50 - 35,125 13,375 43,875
18 Jun 7334.70 52.95 - 26,750 9,375 30,500
14 Jun 7341.55 53.00 - 10,125 1,500 21,125
13 Jun 7294.95 68.00 - 6,875 2,500 19,500
12 Jun 7217.75 82.40 - 9,875 3,375 16,875
11 Jun 7138.10 99.85 - 6,125 1,125 13,375
10 Jun 7088.85 120.00 - 5,750 2,375 12,125
7 Jun 7191.40 104.00 - 10,625 3,625 9,625
6 Jun 6925.80 196.00 - 6,625 1,000 6,000
5 Jun 6836.65 222.95 - 1,250 -125 5,000
4 Jun 6509.55 475.00 - 750 0 5,125
3 Jun 6915.55 213.75 - 8,000 1,500 5,125
31 May 6697.70 295.30 - 2,875 1,625 3,625
30 May 6616.45 368.25 - 1,250 250 2,000
29 May 6806.70 307.00 - 125 0 1,750
28 May 6873.05 250.00 - 125 0 1,625
27 May 6895.50 300.00 - 0 -125 0
24 May 6836.90 300.00 - 125 0 1,750
23 May 6826.65 345.80 - 0 -125 0
22 May 6744.55 345.80 - 125 0 1,875
21 May 6742.85 330.00 - 0 0 0
18 May 6738.00 330.00 - 0 125 0
17 May 6727.40 330.00 - 125 125 1,750
16 May 6747.15 425.00 - 125 0 1,625
15 May 6680.00 351.35 - 0 0 0
14 May 6675.70 351.35 - 0 0 0
13 May 6718.75 351.35 - 0 0 0


For BAJAJ FINANCE LIMITED - strike price 6800 expiring on 25JUL2024

Delta for 6800 PE is -

Historical price for 6800 PE is as follows

On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 65, which was -13.95 lower than the previous day. The implied volatity was -, the open interest changed by -14000 which decreased total open position to 242625


On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 78.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 57750 which increased total open position to 256625


On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 50.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 39375 which increased total open position to 198875


On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 72.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 27625 which increased total open position to 159375


On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 46.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 131750


On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 74.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 130000


On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 73.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 24250 which increased total open position to 128250


On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 75, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 104250


On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 86, which was lower than the previous day. The implied volatity was -, the open interest changed by 17500 which increased total open position to 98250


On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 82, which was lower than the previous day. The implied volatity was -, the open interest changed by 24625 which increased total open position to 81000


On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 83.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 56625


On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 71.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 12875 which increased total open position to 56750


On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 68.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13375 which increased total open position to 43875


On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 52.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 30500


On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 53.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 21125


On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 68.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 19500


On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 82.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 16875


On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 99.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 13375


On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 12125


On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 104.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3625 which increased total open position to 9625


On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 196.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 6000


On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 222.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 5000


On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 475.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5125


On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 213.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 5125


On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 295.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 3625


On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 368.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 2000


On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 307.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750


On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 250.00, 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 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 0


On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750


On 23 May BAJFINANCE was trading at 6826.65. The strike last trading price was 345.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 0


On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 345.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875


On 21 May BAJFINANCE was trading at 6742.85. The strike last trading price was 330.00, 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 330.00, 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 17 May BAJFINANCE was trading at 6727.40. The strike last trading price was 330.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 1750


On 16 May BAJFINANCE was trading at 6747.15. The strike last trading price was 425.00, 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 15 May BAJFINANCE was trading at 6680.00. The strike last trading price was 351.35, 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 351.35, 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 351.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0