BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 6900 CE | ||||||||||
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Delta: 0.37
Vega: 3.31
Theta: -6.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 46.1 | -46.90 | 20.72 | 13,181 | 134 | 1,883 | |||
| 19 Dec | 6918.55 | 93 | -130.00 | 20.48 | 8,982 | 330 | 1,742 | |||
| 18 Dec | 7074.45 | 223 | -55.35 | 25.36 | 556 | -57 | 1,413 | |||
| 17 Dec | 7152.80 | 278.35 | -64.45 | 21.63 | 444 | 48 | 1,470 | |||
| 16 Dec | 7208.40 | 342.8 | 18.80 | 26.41 | 256 | 37 | 1,414 | |||
| 13 Dec | 7182.80 | 324 | 60.05 | 22.42 | 2,540 | -231 | 1,376 | |||
| 12 Dec | 7125.80 | 263.95 | -3.75 | 18.34 | 1,045 | -65 | 1,607 | |||
| 11 Dec | 7115.10 | 267.7 | 114.50 | 21.56 | 13,381 | -751 | 1,690 | |||
| 10 Dec | 6936.20 | 153.2 | 25.70 | 20.43 | 19,286 | -52 | 2,474 | |||
| 9 Dec | 6868.35 | 127.5 | 6.85 | 20.60 | 8,633 | 201 | 2,525 | |||
| 6 Dec | 6850.30 | 120.65 | -7.75 | 20.10 | 13,264 | 241 | 2,295 | |||
| 5 Dec | 6850.40 | 128.4 | 42.15 | 20.13 | 10,813 | 107 | 2,061 | |||
| 4 Dec | 6740.00 | 86.25 | 12.95 | 20.94 | 6,111 | -54 | 1,963 | |||
| 3 Dec | 6675.45 | 73.3 | -1.05 | 22.38 | 4,296 | 222 | 2,023 | |||
| 2 Dec | 6650.65 | 74.35 | 11.35 | 22.72 | 4,211 | 535 | 1,799 | |||
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| 29 Nov | 6575.90 | 63 | -0.95 | 23.13 | 2,458 | 137 | 1,256 | |||
| 28 Nov | 6509.40 | 63.95 | -47.05 | 23.94 | 3,562 | 580 | 1,108 | |||
| 27 Nov | 6705.20 | 111 | 16.25 | 22.44 | 989 | 6 | 526 | |||
| 26 Nov | 6617.95 | 94.75 | -31.40 | 23.84 | 660 | 125 | 519 | |||
| 25 Nov | 6685.40 | 126.15 | 0.65 | 23.96 | 1,472 | 151 | 395 | |||
| 22 Nov | 6683.95 | 125.5 | 61.75 | 21.51 | 365 | 40 | 284 | |||
| 21 Nov | 6465.65 | 63.75 | -29.80 | 23.98 | 274 | 96 | 242 | |||
| 20 Nov | 6595.30 | 93.55 | 0.00 | 22.69 | 129 | 46 | 143 | |||
| 19 Nov | 6595.30 | 93.55 | 1.35 | 22.69 | 129 | 43 | 143 | |||
| 18 Nov | 6567.95 | 92.2 | -0.55 | 22.80 | 70 | 22 | 100 | |||
| 14 Nov | 6549.15 | 92.75 | -19.75 | 21.29 | 44 | 19 | 77 | |||
| 13 Nov | 6566.00 | 112.5 | -22.50 | 22.75 | 38 | 9 | 59 | |||
| 12 Nov | 6638.20 | 135 | -62.35 | 22.79 | 36 | 7 | 42 | |||
| 11 Nov | 6778.80 | 197.35 | -39.65 | 23.31 | 23 | 14 | 35 | |||
| 8 Nov | 6895.95 | 237 | -23.00 | 20.58 | 17 | 8 | 20 | |||
| 7 Nov | 6904.50 | 260 | -86.95 | 21.05 | 11 | 6 | 7 | |||
| 6 Nov | 7006.20 | 346.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 346.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 6843.70 | 346.95 | 346.95 | 32.36 | 1 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 CE is 0.37
Historical price for 6900 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 46.1, which was -46.90 lower than the previous day. The implied volatity was 20.72, the open interest changed by 134 which increased total open position to 1883
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 93, which was -130.00 lower than the previous day. The implied volatity was 20.48, the open interest changed by 330 which increased total open position to 1742
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 223, which was -55.35 lower than the previous day. The implied volatity was 25.36, the open interest changed by -57 which decreased total open position to 1413
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 278.35, which was -64.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 48 which increased total open position to 1470
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 342.8, which was 18.80 higher than the previous day. The implied volatity was 26.41, the open interest changed by 37 which increased total open position to 1414
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 324, which was 60.05 higher than the previous day. The implied volatity was 22.42, the open interest changed by -231 which decreased total open position to 1376
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 263.95, which was -3.75 lower than the previous day. The implied volatity was 18.34, the open interest changed by -65 which decreased total open position to 1607
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 267.7, which was 114.50 higher than the previous day. The implied volatity was 21.56, the open interest changed by -751 which decreased total open position to 1690
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 153.2, which was 25.70 higher than the previous day. The implied volatity was 20.43, the open interest changed by -52 which decreased total open position to 2474
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 127.5, which was 6.85 higher than the previous day. The implied volatity was 20.60, the open interest changed by 201 which increased total open position to 2525
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 120.65, which was -7.75 lower than the previous day. The implied volatity was 20.10, the open interest changed by 241 which increased total open position to 2295
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 128.4, which was 42.15 higher than the previous day. The implied volatity was 20.13, the open interest changed by 107 which increased total open position to 2061
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 86.25, which was 12.95 higher than the previous day. The implied volatity was 20.94, the open interest changed by -54 which decreased total open position to 1963
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 73.3, which was -1.05 lower than the previous day. The implied volatity was 22.38, the open interest changed by 222 which increased total open position to 2023
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 74.35, which was 11.35 higher than the previous day. The implied volatity was 22.72, the open interest changed by 535 which increased total open position to 1799
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 63, which was -0.95 lower than the previous day. The implied volatity was 23.13, the open interest changed by 137 which increased total open position to 1256
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 63.95, which was -47.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by 580 which increased total open position to 1108
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 111, which was 16.25 higher than the previous day. The implied volatity was 22.44, the open interest changed by 6 which increased total open position to 526
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 94.75, which was -31.40 lower than the previous day. The implied volatity was 23.84, the open interest changed by 125 which increased total open position to 519
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 126.15, which was 0.65 higher than the previous day. The implied volatity was 23.96, the open interest changed by 151 which increased total open position to 395
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 125.5, which was 61.75 higher than the previous day. The implied volatity was 21.51, the open interest changed by 40 which increased total open position to 284
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 63.75, which was -29.80 lower than the previous day. The implied volatity was 23.98, the open interest changed by 96 which increased total open position to 242
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 93.55, which was 0.00 lower than the previous day. The implied volatity was 22.69, the open interest changed by 46 which increased total open position to 143
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 93.55, which was 1.35 higher than the previous day. The implied volatity was 22.69, the open interest changed by 43 which increased total open position to 143
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 92.2, which was -0.55 lower than the previous day. The implied volatity was 22.80, the open interest changed by 22 which increased total open position to 100
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 92.75, which was -19.75 lower than the previous day. The implied volatity was 21.29, the open interest changed by 19 which increased total open position to 77
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 112.5, which was -22.50 lower than the previous day. The implied volatity was 22.75, the open interest changed by 9 which increased total open position to 59
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 135, which was -62.35 lower than the previous day. The implied volatity was 22.79, the open interest changed by 7 which increased total open position to 42
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 197.35, which was -39.65 lower than the previous day. The implied volatity was 23.31, the open interest changed by 14 which increased total open position to 35
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 237, which was -23.00 lower than the previous day. The implied volatity was 20.58, the open interest changed by 8 which increased total open position to 20
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 260, which was -86.95 lower than the previous day. The implied volatity was 21.05, the open interest changed by 6 which increased total open position to 7
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 346.95, 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 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 346.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 346.95, which was 346.95 higher than the previous day. The implied volatity was 32.36, 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 -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 6900 PE | |||||||
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Delta: -0.61
Vega: 3.37
Theta: -5.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 115.3 | 53.30 | 23.56 | 12,127 | -660 | 863 |
| 19 Dec | 6918.55 | 62 | 30.55 | 19.74 | 17,577 | -424 | 1,517 |
| 18 Dec | 7074.45 | 31.45 | 7.15 | 23.68 | 5,139 | -267 | 1,947 |
| 17 Dec | 7152.80 | 24.3 | 6.00 | 24.70 | 10,916 | -2 | 2,226 |
| 16 Dec | 7208.40 | 18.3 | -2.70 | 24.24 | 3,975 | 193 | 2,230 |
| 13 Dec | 7182.80 | 21 | -17.55 | 21.33 | 13,642 | 54 | 2,048 |
| 12 Dec | 7125.80 | 38.55 | -6.30 | 22.60 | 4,275 | 93 | 2,002 |
| 11 Dec | 7115.10 | 44.85 | -66.40 | 22.58 | 15,555 | 679 | 1,911 |
| 10 Dec | 6936.20 | 111.25 | -31.35 | 24.54 | 9,271 | 282 | 1,242 |
| 9 Dec | 6868.35 | 142.6 | -4.20 | 25.02 | 5,424 | 132 | 956 |
| 6 Dec | 6850.30 | 146.8 | -12.90 | 21.64 | 6,982 | 264 | 828 |
| 5 Dec | 6850.40 | 159.7 | -73.75 | 23.77 | 3,114 | 294 | 562 |
| 4 Dec | 6740.00 | 233.45 | -38.25 | 24.69 | 257 | 26 | 268 |
| 3 Dec | 6675.45 | 271.7 | -23.15 | 22.84 | 212 | 30 | 242 |
| 2 Dec | 6650.65 | 294.85 | -47.00 | 24.80 | 390 | -115 | 208 |
| 29 Nov | 6575.90 | 341.85 | -41.40 | 22.21 | 24 | -5 | 321 |
| 28 Nov | 6509.40 | 383.25 | 114.40 | 25.81 | 174 | 27 | 327 |
| 27 Nov | 6705.20 | 268.85 | -49.65 | 25.25 | 204 | 82 | 301 |
| 26 Nov | 6617.95 | 318.5 | 41.50 | 24.65 | 142 | 51 | 219 |
| 25 Nov | 6685.40 | 277 | 7.80 | 25.19 | 268 | 140 | 168 |
| 22 Nov | 6683.95 | 269.2 | -173.80 | 24.97 | 63 | 32 | 60 |
| 21 Nov | 6465.65 | 443 | 78.00 | 24.80 | 21 | 11 | 27 |
| 20 Nov | 6595.30 | 365 | 0.00 | 25.60 | 15 | 15 | 6 |
| 19 Nov | 6595.30 | 365 | 54.00 | 25.60 | 15 | 5 | 6 |
| 18 Nov | 6567.95 | 311 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 311 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 6566.00 | 311 | 4.10 | 19.00 | 1 | 0 | 0 |
| 12 Nov | 6638.20 | 306.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 306.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 306.9 | 0.00 | 0.69 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 306.9 | 0.00 | 0.98 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 306.9 | 0.00 | 1.91 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 306.9 | 0.00 | 1.07 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 306.9 | 306.90 | 0.33 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 1.38 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6900 expiring on 26DEC2024
Delta for 6900 PE is -0.61
Historical price for 6900 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 115.3, which was 53.30 higher than the previous day. The implied volatity was 23.56, the open interest changed by -660 which decreased total open position to 863
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 62, which was 30.55 higher than the previous day. The implied volatity was 19.74, the open interest changed by -424 which decreased total open position to 1517
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 31.45, which was 7.15 higher than the previous day. The implied volatity was 23.68, the open interest changed by -267 which decreased total open position to 1947
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 24.3, which was 6.00 higher than the previous day. The implied volatity was 24.70, the open interest changed by -2 which decreased total open position to 2226
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 18.3, which was -2.70 lower than the previous day. The implied volatity was 24.24, the open interest changed by 193 which increased total open position to 2230
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 21, which was -17.55 lower than the previous day. The implied volatity was 21.33, the open interest changed by 54 which increased total open position to 2048
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 38.55, which was -6.30 lower than the previous day. The implied volatity was 22.60, the open interest changed by 93 which increased total open position to 2002
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 44.85, which was -66.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by 679 which increased total open position to 1911
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 111.25, which was -31.35 lower than the previous day. The implied volatity was 24.54, the open interest changed by 282 which increased total open position to 1242
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 142.6, which was -4.20 lower than the previous day. The implied volatity was 25.02, the open interest changed by 132 which increased total open position to 956
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 146.8, which was -12.90 lower than the previous day. The implied volatity was 21.64, the open interest changed by 264 which increased total open position to 828
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 159.7, which was -73.75 lower than the previous day. The implied volatity was 23.77, the open interest changed by 294 which increased total open position to 562
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 233.45, which was -38.25 lower than the previous day. The implied volatity was 24.69, the open interest changed by 26 which increased total open position to 268
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 271.7, which was -23.15 lower than the previous day. The implied volatity was 22.84, the open interest changed by 30 which increased total open position to 242
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 294.85, which was -47.00 lower than the previous day. The implied volatity was 24.80, the open interest changed by -115 which decreased total open position to 208
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 341.85, which was -41.40 lower than the previous day. The implied volatity was 22.21, the open interest changed by -5 which decreased total open position to 321
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 383.25, which was 114.40 higher than the previous day. The implied volatity was 25.81, the open interest changed by 27 which increased total open position to 327
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 268.85, which was -49.65 lower than the previous day. The implied volatity was 25.25, the open interest changed by 82 which increased total open position to 301
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 318.5, which was 41.50 higher than the previous day. The implied volatity was 24.65, the open interest changed by 51 which increased total open position to 219
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 277, which was 7.80 higher than the previous day. The implied volatity was 25.19, the open interest changed by 140 which increased total open position to 168
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 269.2, which was -173.80 lower than the previous day. The implied volatity was 24.97, the open interest changed by 32 which increased total open position to 60
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 443, which was 78.00 higher than the previous day. The implied volatity was 24.80, the open interest changed by 11 which increased total open position to 27
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 365, which was 0.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by 15 which increased total open position to 6
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 365, which was 54.00 higher than the previous day. The implied volatity was 25.60, the open interest changed by 5 which increased total open position to 6
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 311, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 311, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 311, which was 4.10 higher than the previous day. The implied volatity was 19.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 306.9, 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 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 306.9, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 306.9, which was 0.00 lower than the previous day. The implied volatity was 0.69, 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 306.9, which was 0.00 lower than the previous day. The implied volatity was 0.98, 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 306.9, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 306.9, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 306.9, which was 306.90 higher than the previous day. The implied volatity was 0.33, 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 1.38, the open interest changed by 0 which decreased total open position to 0
