BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 7.76
Theta: -3.63
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 273.25 | 49.85 | 21.61 | 1,988 | -119 | 857 | |||
| 26 Dec | 6815.75 | 223.4 | -2.60 | 21.94 | 2,665 | 476 | 983 | |||
| 24 Dec | 6808.20 | 226 | -52.00 | 21.41 | 1,050 | 287 | 512 | |||
| 23 Dec | 6866.70 | 278 | 18.40 | 23.00 | 459 | 89 | 225 | |||
| 20 Dec | 6848.25 | 259.6 | -57.35 | 22.33 | 262 | 84 | 134 | |||
| 19 Dec | 6918.55 | 316.95 | -127.05 | 22.37 | 51 | 30 | 49 | |||
| 18 Dec | 7074.45 | 444 | -79.70 | 24.02 | 1 | 0 | 19 | |||
| 17 Dec | 7152.80 | 523.7 | -21.30 | 26.67 | 6 | -3 | 19 | |||
| 16 Dec | 7208.40 | 545 | 8.00 | 22.92 | 13 | 8 | 23 | |||
| 13 Dec | 7182.80 | 537 | 69.20 | 23.50 | 8 | 5 | 16 | |||
| 12 Dec | 7125.80 | 467.8 | -9.20 | 20.19 | 3 | 2 | 12 | |||
| 11 Dec | 7115.10 | 477 | 120.00 | 22.60 | 20 | -5 | 9 | |||
| 10 Dec | 6936.20 | 357 | 36.00 | 22.02 | 20 | 4 | 15 | |||
| 9 Dec | 6868.35 | 321 | 7.20 | 21.77 | 16 | -2 | 10 | |||
|
|
||||||||||
| 6 Dec | 6850.30 | 313.8 | -1.20 | 22.18 | 29 | 2 | 12 | |||
| 5 Dec | 6850.40 | 315 | -226.75 | 21.57 | 39 | 10 | 10 | |||
| 4 Dec | 6740.00 | 541.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 541.75 | 0.00 | 0.34 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 541.75 | 0.00 | 0.39 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 541.75 | 0.00 | 1.18 | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 541.75 | 0.00 | 1.13 | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 541.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 541.75 | 0.00 | 0.65 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 541.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 541.75 | 0.00 | 0.71 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 541.75 | 541.75 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 CE is 0.65
Historical price for 6800 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 273.25, which was 49.85 higher than the previous day. The implied volatity was 21.61, the open interest changed by -119 which decreased total open position to 857
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 223.4, which was -2.60 lower than the previous day. The implied volatity was 21.94, the open interest changed by 476 which increased total open position to 983
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 226, which was -52.00 lower than the previous day. The implied volatity was 21.41, the open interest changed by 287 which increased total open position to 512
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 278, which was 18.40 higher than the previous day. The implied volatity was 23.00, the open interest changed by 89 which increased total open position to 225
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 259.6, which was -57.35 lower than the previous day. The implied volatity was 22.33, the open interest changed by 84 which increased total open position to 134
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 316.95, which was -127.05 lower than the previous day. The implied volatity was 22.37, the open interest changed by 30 which increased total open position to 49
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 444, which was -79.70 lower than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 19
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 523.7, which was -21.30 lower than the previous day. The implied volatity was 26.67, the open interest changed by -3 which decreased total open position to 19
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 545, which was 8.00 higher than the previous day. The implied volatity was 22.92, the open interest changed by 8 which increased total open position to 23
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 537, which was 69.20 higher than the previous day. The implied volatity was 23.50, the open interest changed by 5 which increased total open position to 16
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 467.8, which was -9.20 lower than the previous day. The implied volatity was 20.19, the open interest changed by 2 which increased total open position to 12
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 477, which was 120.00 higher than the previous day. The implied volatity was 22.60, the open interest changed by -5 which decreased total open position to 9
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 357, which was 36.00 higher than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 15
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 321, which was 7.20 higher than the previous day. The implied volatity was 21.77, the open interest changed by -2 which decreased total open position to 10
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 313.8, which was -1.20 lower than the previous day. The implied volatity was 22.18, the open interest changed by 2 which increased total open position to 12
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 315, which was -226.75 lower than the previous day. The implied volatity was 21.57, the open interest changed by 10 which increased total open position to 10
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 541.75, which was 0.00 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 541.75, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 541.75, which was 541.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. 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 30JAN2025 6800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 7.81
Theta: -1.90
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 117 | -34.10 | 22.62 | 3,447 | 144 | 1,447 |
| 26 Dec | 6815.75 | 151.1 | -0.40 | 22.25 | 3,261 | 416 | 1,304 |
| 24 Dec | 6808.20 | 151.5 | 0.50 | 21.89 | 1,431 | 262 | 886 |
| 23 Dec | 6866.70 | 151 | -21.00 | 24.36 | 519 | 98 | 624 |
| 20 Dec | 6848.25 | 172 | 41.50 | 24.39 | 529 | 54 | 527 |
| 19 Dec | 6918.55 | 130.5 | 43.25 | 23.11 | 469 | 126 | 473 |
| 18 Dec | 7074.45 | 87.25 | 13.25 | 23.26 | 178 | 36 | 347 |
| 17 Dec | 7152.80 | 74 | 9.55 | 23.56 | 200 | 42 | 311 |
| 16 Dec | 7208.40 | 64.45 | -5.40 | 23.57 | 85 | -4 | 267 |
| 13 Dec | 7182.80 | 69.85 | -17.40 | 23.07 | 403 | 95 | 270 |
| 12 Dec | 7125.80 | 87.25 | -12.05 | 23.46 | 107 | 59 | 180 |
| 11 Dec | 7115.10 | 99.3 | -64.65 | 24.28 | 167 | 57 | 119 |
| 10 Dec | 6936.20 | 163.95 | -24.05 | 25.86 | 37 | 15 | 62 |
| 9 Dec | 6868.35 | 188 | 0.00 | 26.07 | 37 | 20 | 48 |
| 6 Dec | 6850.30 | 188 | -12.00 | 24.33 | 34 | 21 | 27 |
| 5 Dec | 6850.40 | 200 | -129.70 | 25.62 | 7 | 6 | 6 |
| 4 Dec | 6740.00 | 329.7 | 0.00 | 0.44 | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 329.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 329.7 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 329.7 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 6509.40 | 329.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6705.20 | 329.7 | 0.00 | 0.27 | 0 | 0 | 0 |
| 26 Nov | 6617.95 | 329.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 329.7 | 0.00 | 0.22 | 0 | 0 | 0 |
| 22 Nov | 6683.95 | 329.7 | 0.00 | 0.27 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 329.7 | 0.00 | 1.88 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 329.7 | 1.42 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6800 expiring on 30JAN2025
Delta for 6800 PE is -0.35
Historical price for 6800 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 117, which was -34.10 lower than the previous day. The implied volatity was 22.62, the open interest changed by 144 which increased total open position to 1447
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 151.1, which was -0.40 lower than the previous day. The implied volatity was 22.25, the open interest changed by 416 which increased total open position to 1304
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 151.5, which was 0.50 higher than the previous day. The implied volatity was 21.89, the open interest changed by 262 which increased total open position to 886
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 151, which was -21.00 lower than the previous day. The implied volatity was 24.36, the open interest changed by 98 which increased total open position to 624
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 172, which was 41.50 higher than the previous day. The implied volatity was 24.39, the open interest changed by 54 which increased total open position to 527
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 130.5, which was 43.25 higher than the previous day. The implied volatity was 23.11, the open interest changed by 126 which increased total open position to 473
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 87.25, which was 13.25 higher than the previous day. The implied volatity was 23.26, the open interest changed by 36 which increased total open position to 347
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 74, which was 9.55 higher than the previous day. The implied volatity was 23.56, the open interest changed by 42 which increased total open position to 311
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 64.45, which was -5.40 lower than the previous day. The implied volatity was 23.57, the open interest changed by -4 which decreased total open position to 267
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 69.85, which was -17.40 lower than the previous day. The implied volatity was 23.07, the open interest changed by 95 which increased total open position to 270
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 87.25, which was -12.05 lower than the previous day. The implied volatity was 23.46, the open interest changed by 59 which increased total open position to 180
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 99.3, which was -64.65 lower than the previous day. The implied volatity was 24.28, the open interest changed by 57 which increased total open position to 119
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 163.95, which was -24.05 lower than the previous day. The implied volatity was 25.86, the open interest changed by 15 which increased total open position to 62
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 188, which was 0.00 lower than the previous day. The implied volatity was 26.07, the open interest changed by 20 which increased total open position to 48
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 188, which was -12.00 lower than the previous day. The implied volatity was 24.33, the open interest changed by 21 which increased total open position to 27
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 200, which was -129.70 lower than the previous day. The implied volatity was 25.62, the open interest changed by 6 which increased total open position to 6
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was -, 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 329.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 329.7, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 329.7, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 329.7, which was lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0
