BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 6900 CE | ||||||||||
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Delta: 0.07
Vega: 1.16
Theta: -2.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 7.8 | -7.15 | 30.34 | 4,197 | -78 | 2,649 | |||
| 20 Nov | 6595.30 | 14.95 | 0.00 | 24.22 | 5,269 | -92 | 2,727 | |||
| 19 Nov | 6595.30 | 14.95 | -3.05 | 24.22 | 5,269 | -92 | 2,727 | |||
| 18 Nov | 6567.95 | 18 | -4.05 | 25.11 | 5,139 | -456 | 2,822 | |||
| 14 Nov | 6549.15 | 22.05 | -12.05 | 22.02 | 3,228 | -30 | 3,296 | |||
| 13 Nov | 6566.00 | 34.1 | -13.25 | 23.88 | 5,969 | 260 | 3,339 | |||
| 12 Nov | 6638.20 | 47.35 | -41.95 | 23.38 | 6,976 | 591 | 3,182 | |||
| 11 Nov | 6778.80 | 89.3 | -53.70 | 22.93 | 7,006 | 1,182 | 2,597 | |||
| 8 Nov | 6895.95 | 143 | -28.30 | 21.37 | 4,773 | 158 | 1,413 | |||
| 7 Nov | 6904.50 | 171.3 | -60.90 | 22.89 | 2,823 | 375 | 1,256 | |||
| 6 Nov | 7006.20 | 232.2 | 44.15 | 23.28 | 2,714 | 75 | 884 | |||
| 5 Nov | 6930.35 | 188.05 | 22.05 | 24.29 | 7,144 | -110 | 837 | |||
| 4 Nov | 6843.70 | 166 | -53.40 | 25.31 | 3,610 | 363 | 937 | |||
| 1 Nov | 6923.60 | 219.4 | 3.40 | 25.12 | 236 | -26 | 574 | |||
| 31 Oct | 6889.75 | 216 | -35.90 | - | 1,279 | 180 | 594 | |||
| 30 Oct | 6955.00 | 251.9 | -23.40 | - | 590 | 65 | 417 | |||
| 29 Oct | 7022.50 | 275.3 | 46.25 | - | 1,708 | 43 | 352 | |||
| 28 Oct | 6911.35 | 229.05 | -8.95 | - | 938 | 35 | 311 | |||
| 25 Oct | 6910.15 | 238 | -79.85 | - | 309 | -27 | 276 | |||
| 24 Oct | 7040.90 | 317.85 | 27.85 | - | 128 | 1 | 302 | |||
| 23 Oct | 6995.80 | 290 | 120.80 | - | 1,557 | -88 | 301 | |||
| 22 Oct | 6677.90 | 169.2 | -43.25 | - | 525 | 254 | 389 | |||
| 21 Oct | 6780.90 | 212.45 | -62.35 | - | 270 | 87 | 124 | |||
| 18 Oct | 6899.55 | 274.8 | 4.80 | - | 138 | 21 | 39 | |||
| 17 Oct | 6899.50 | 270 | -763.00 | - | 33 | 17 | 17 | |||
| 16 Oct | 6956.35 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7016.90 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7208.80 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7302.00 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7186.95 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 7269.40 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7211.35 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7433.85 | 1033 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 1033 | 1033.00 | - | 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 6900 expiring on 28NOV2024
Delta for 6900 CE is 0.07
Historical price for 6900 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 7.8, which was -7.15 lower than the previous day. The implied volatity was 30.34, the open interest changed by -78 which decreased total open position to 2649
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 24.22, the open interest changed by -92 which decreased total open position to 2727
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 14.95, which was -3.05 lower than the previous day. The implied volatity was 24.22, the open interest changed by -92 which decreased total open position to 2727
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 18, which was -4.05 lower than the previous day. The implied volatity was 25.11, the open interest changed by -456 which decreased total open position to 2822
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 22.05, which was -12.05 lower than the previous day. The implied volatity was 22.02, the open interest changed by -30 which decreased total open position to 3296
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 34.1, which was -13.25 lower than the previous day. The implied volatity was 23.88, the open interest changed by 260 which increased total open position to 3339
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 47.35, which was -41.95 lower than the previous day. The implied volatity was 23.38, the open interest changed by 591 which increased total open position to 3182
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 89.3, which was -53.70 lower than the previous day. The implied volatity was 22.93, the open interest changed by 1182 which increased total open position to 2597
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 143, which was -28.30 lower than the previous day. The implied volatity was 21.37, the open interest changed by 158 which increased total open position to 1413
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 171.3, which was -60.90 lower than the previous day. The implied volatity was 22.89, the open interest changed by 375 which increased total open position to 1256
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 232.2, which was 44.15 higher than the previous day. The implied volatity was 23.28, the open interest changed by 75 which increased total open position to 884
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 188.05, which was 22.05 higher than the previous day. The implied volatity was 24.29, the open interest changed by -110 which decreased total open position to 837
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 166, which was -53.40 lower than the previous day. The implied volatity was 25.31, the open interest changed by 363 which increased total open position to 937
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 219.4, which was 3.40 higher than the previous day. The implied volatity was 25.12, the open interest changed by -26 which decreased total open position to 574
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 216, which was -35.90 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 251.9, which was -23.40 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 275.3, which was 46.25 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 229.05, which was -8.95 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 238, which was -79.85 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 317.85, which was 27.85 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 290, which was 120.80 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 169.2, which was -43.25 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 212.45, which was -62.35 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 274.8, which was 4.80 higher 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 270, which was -763.00 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 1033, 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 1033, 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 1033, 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 1033, 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 1033, 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 1033, 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 1033, 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 1033, 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 1033, 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 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 1033, 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 1033, which was 1033.00 higher 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 6900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 1.15
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 6465.65 | 434.5 | 112.50 | 30.27 | 268 | 45 | 1,094 |
| 20 Nov | 6595.30 | 322 | 0.00 | 26.46 | 370 | -117 | 1,057 |
| 19 Nov | 6595.30 | 322 | -15.45 | 26.46 | 370 | -109 | 1,057 |
| 18 Nov | 6567.95 | 337.45 | -11.30 | 26.50 | 148 | -58 | 1,166 |
| 14 Nov | 6549.15 | 348.75 | 19.90 | 28.72 | 329 | -48 | 1,224 |
| 13 Nov | 6566.00 | 328.85 | 35.60 | 26.24 | 584 | -104 | 1,273 |
| 12 Nov | 6638.20 | 293.25 | 98.45 | 26.08 | 1,459 | -66 | 1,378 |
| 11 Nov | 6778.80 | 194.8 | 52.80 | 23.39 | 3,263 | 300 | 1,446 |
| 8 Nov | 6895.95 | 142 | 8.00 | 23.04 | 3,585 | -34 | 1,146 |
| 7 Nov | 6904.50 | 134 | 33.10 | 23.24 | 3,502 | 180 | 1,185 |
| 6 Nov | 7006.20 | 100.9 | -56.40 | 23.30 | 3,015 | 160 | 1,013 |
| 5 Nov | 6930.35 | 157.3 | -39.65 | 25.65 | 5,035 | -259 | 859 |
| 4 Nov | 6843.70 | 196.95 | 26.95 | 26.48 | 4,367 | 156 | 1,112 |
| 1 Nov | 6923.60 | 170 | 5.00 | 26.78 | 449 | 215 | 957 |
| 31 Oct | 6889.75 | 165 | 22.90 | - | 1,605 | 136 | 740 |
| 30 Oct | 6955.00 | 142.1 | 7.15 | - | 766 | 160 | 602 |
| 29 Oct | 7022.50 | 134.95 | -35.00 | - | 1,737 | 15 | 451 |
| 28 Oct | 6911.35 | 169.95 | 1.95 | - | 1,017 | 54 | 445 |
| 25 Oct | 6910.15 | 168 | 43.10 | - | 712 | 93 | 391 |
| 24 Oct | 7040.90 | 124.9 | -13.35 | - | 208 | 42 | 295 |
| 23 Oct | 6995.80 | 138.25 | -161.75 | - | 643 | 103 | 252 |
| 22 Oct | 6677.90 | 300 | 1.10 | - | 150 | 60 | 150 |
| 21 Oct | 6780.90 | 298.9 | 106.25 | - | 213 | 6 | 89 |
| 18 Oct | 6899.55 | 192.65 | -9.95 | - | 41 | 18 | 83 |
| 17 Oct | 6899.50 | 202.6 | 27.60 | - | 77 | 56 | 64 |
| 16 Oct | 6956.35 | 175 | 96.80 | - | 15 | 6 | 6 |
| 15 Oct | 7016.90 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7300.45 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7186.95 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 78.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 78.2 | 78.20 | - | 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 6900 expiring on 28NOV2024
Delta for 6900 PE is -0.93
Historical price for 6900 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 434.5, which was 112.50 higher than the previous day. The implied volatity was 30.27, the open interest changed by 45 which increased total open position to 1094
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 322, which was 0.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by -117 which decreased total open position to 1057
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 322, which was -15.45 lower than the previous day. The implied volatity was 26.46, the open interest changed by -109 which decreased total open position to 1057
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 337.45, which was -11.30 lower than the previous day. The implied volatity was 26.50, the open interest changed by -58 which decreased total open position to 1166
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 348.75, which was 19.90 higher than the previous day. The implied volatity was 28.72, the open interest changed by -48 which decreased total open position to 1224
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 328.85, which was 35.60 higher than the previous day. The implied volatity was 26.24, the open interest changed by -104 which decreased total open position to 1273
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 293.25, which was 98.45 higher than the previous day. The implied volatity was 26.08, the open interest changed by -66 which decreased total open position to 1378
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 194.8, which was 52.80 higher than the previous day. The implied volatity was 23.39, the open interest changed by 300 which increased total open position to 1446
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 142, which was 8.00 higher than the previous day. The implied volatity was 23.04, the open interest changed by -34 which decreased total open position to 1146
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 134, which was 33.10 higher than the previous day. The implied volatity was 23.24, the open interest changed by 180 which increased total open position to 1185
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 100.9, which was -56.40 lower than the previous day. The implied volatity was 23.30, the open interest changed by 160 which increased total open position to 1013
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 157.3, which was -39.65 lower than the previous day. The implied volatity was 25.65, the open interest changed by -259 which decreased total open position to 859
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 196.95, which was 26.95 higher than the previous day. The implied volatity was 26.48, the open interest changed by 156 which increased total open position to 1112
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 170, which was 5.00 higher than the previous day. The implied volatity was 26.78, the open interest changed by 215 which increased total open position to 957
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 165, which was 22.90 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 142.1, which was 7.15 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 134.95, which was -35.00 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 169.95, which was 1.95 higher 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 168, which was 43.10 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 124.9, which was -13.35 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 138.25, which was -161.75 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 300, which was 1.10 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 298.9, which was 106.25 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 192.65, which was -9.95 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 202.6, which was 27.60 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 175, which was 96.80 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 78.2, 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 78.2, 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 78.2, 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 78.2, 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 78.2, 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 78.2, 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 78.2, 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 78.2, 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 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 78.2, 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 78.2, which was 78.20 higher 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
