BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 6900 CE | ||||||||||
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Delta: 0.57
Vega: 8.27
Theta: -3.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 212.95 | 44.70 | 21.36 | 4,441 | -124 | 1,217 | |||
| 26 Dec | 6815.75 | 168.25 | -7.20 | 21.37 | 3,061 | 607 | 1,357 | |||
| 24 Dec | 6808.20 | 175.45 | -44.20 | 21.41 | 1,423 | 434 | 749 | |||
| 23 Dec | 6866.70 | 219.65 | 14.05 | 22.61 | 784 | 119 | 315 | |||
| 20 Dec | 6848.25 | 205.6 | -54.60 | 22.14 | 646 | 60 | 201 | |||
| 19 Dec | 6918.55 | 260.2 | -103.50 | 22.59 | 266 | 102 | 140 | |||
| 18 Dec | 7074.45 | 363.7 | -56.30 | 22.57 | 20 | 15 | 38 | |||
| 17 Dec | 7152.80 | 420 | -46.00 | 22.57 | 10 | 0 | 25 | |||
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| 16 Dec | 7208.40 | 466 | 18.50 | 22.72 | 3 | 0 | 25 | |||
| 13 Dec | 7182.80 | 447.5 | 47.50 | 20.95 | 5 | 0 | 25 | |||
| 12 Dec | 7125.80 | 400 | -5.85 | 20.85 | 2 | -1 | 25 | |||
| 11 Dec | 7115.10 | 405.85 | 108.15 | 22.45 | 31 | -5 | 26 | |||
| 10 Dec | 6936.20 | 297.7 | 37.75 | 22.10 | 46 | 17 | 34 | |||
| 9 Dec | 6868.35 | 259.95 | -15.05 | 21.32 | 20 | 8 | 16 | |||
| 6 Dec | 6850.30 | 275 | 29.60 | 23.69 | 8 | 5 | 7 | |||
| 5 Dec | 6850.40 | 245.4 | 29.95 | 20.18 | 3 | 2 | 2 | |||
| 4 Dec | 6740.00 | 215.45 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 215.45 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 215.45 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 215.45 | 1.99 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 6900 expiring on 30JAN2025
Delta for 6900 CE is 0.57
Historical price for 6900 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 212.95, which was 44.70 higher than the previous day. The implied volatity was 21.36, the open interest changed by -124 which decreased total open position to 1217
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 168.25, which was -7.20 lower than the previous day. The implied volatity was 21.37, the open interest changed by 607 which increased total open position to 1357
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 175.45, which was -44.20 lower than the previous day. The implied volatity was 21.41, the open interest changed by 434 which increased total open position to 749
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 219.65, which was 14.05 higher than the previous day. The implied volatity was 22.61, the open interest changed by 119 which increased total open position to 315
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 205.6, which was -54.60 lower than the previous day. The implied volatity was 22.14, the open interest changed by 60 which increased total open position to 201
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 260.2, which was -103.50 lower than the previous day. The implied volatity was 22.59, the open interest changed by 102 which increased total open position to 140
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 363.7, which was -56.30 lower than the previous day. The implied volatity was 22.57, the open interest changed by 15 which increased total open position to 38
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 420, which was -46.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 0 which decreased total open position to 25
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 466, which was 18.50 higher than the previous day. The implied volatity was 22.72, the open interest changed by 0 which decreased total open position to 25
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 447.5, which was 47.50 higher than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 25
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 400, which was -5.85 lower than the previous day. The implied volatity was 20.85, the open interest changed by -1 which decreased total open position to 25
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 405.85, which was 108.15 higher than the previous day. The implied volatity was 22.45, the open interest changed by -5 which decreased total open position to 26
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 297.7, which was 37.75 higher than the previous day. The implied volatity was 22.10, the open interest changed by 17 which increased total open position to 34
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 259.95, which was -15.05 lower than the previous day. The implied volatity was 21.32, the open interest changed by 8 which increased total open position to 16
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 275, which was 29.60 higher than the previous day. The implied volatity was 23.69, the open interest changed by 5 which increased total open position to 7
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 245.4, which was 29.95 higher than the previous day. The implied volatity was 20.18, the open interest changed by 2 which increased total open position to 2
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 215.45, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 215.45, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 215.45, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 215.45, which was lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 6900 PE | |||||||
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Delta: -0.43
Vega: 8.28
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 153.95 | -42.75 | 22.08 | 4,254 | 177 | 1,496 |
| 26 Dec | 6815.75 | 196.7 | -3.25 | 21.88 | 2,265 | 566 | 1,320 |
| 24 Dec | 6808.20 | 199.95 | 7.90 | 21.89 | 1,892 | 406 | 748 |
| 23 Dec | 6866.70 | 192.05 | -27.95 | 23.96 | 618 | 110 | 351 |
| 20 Dec | 6848.25 | 220 | 46.00 | 24.49 | 373 | 44 | 242 |
| 19 Dec | 6918.55 | 174 | 62.60 | 23.44 | 305 | 88 | 198 |
| 18 Dec | 7074.45 | 111.4 | 9.65 | 22.53 | 61 | 21 | 111 |
| 17 Dec | 7152.80 | 101.75 | 17.25 | 23.72 | 69 | 24 | 85 |
| 16 Dec | 7208.40 | 84.5 | -9.50 | 23.11 | 28 | 7 | 59 |
| 13 Dec | 7182.80 | 94 | -23.50 | 22.98 | 55 | 13 | 52 |
| 12 Dec | 7125.80 | 117.5 | -7.65 | 23.64 | 35 | 5 | 39 |
| 11 Dec | 7115.10 | 125.15 | -79.85 | 23.79 | 94 | 22 | 32 |
| 10 Dec | 6936.20 | 205 | -11.00 | 25.90 | 5 | 3 | 9 |
| 9 Dec | 6868.35 | 216 | -9.00 | 24.52 | 6 | 3 | 6 |
| 6 Dec | 6850.30 | 225 | -29.00 | 23.56 | 4 | 2 | 3 |
| 5 Dec | 6850.40 | 254 | -265.65 | 26.46 | 1 | 0 | 0 |
| 4 Dec | 6740.00 | 519.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 519.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 519.65 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 519.65 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 6900 expiring on 30JAN2025
Delta for 6900 PE is -0.43
Historical price for 6900 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 153.95, which was -42.75 lower than the previous day. The implied volatity was 22.08, the open interest changed by 177 which increased total open position to 1496
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 196.7, which was -3.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by 566 which increased total open position to 1320
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 199.95, which was 7.90 higher than the previous day. The implied volatity was 21.89, the open interest changed by 406 which increased total open position to 748
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 192.05, which was -27.95 lower than the previous day. The implied volatity was 23.96, the open interest changed by 110 which increased total open position to 351
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 220, which was 46.00 higher than the previous day. The implied volatity was 24.49, the open interest changed by 44 which increased total open position to 242
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 174, which was 62.60 higher than the previous day. The implied volatity was 23.44, the open interest changed by 88 which increased total open position to 198
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 111.4, which was 9.65 higher than the previous day. The implied volatity was 22.53, the open interest changed by 21 which increased total open position to 111
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 101.75, which was 17.25 higher than the previous day. The implied volatity was 23.72, the open interest changed by 24 which increased total open position to 85
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 84.5, which was -9.50 lower than the previous day. The implied volatity was 23.11, the open interest changed by 7 which increased total open position to 59
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 94, which was -23.50 lower than the previous day. The implied volatity was 22.98, the open interest changed by 13 which increased total open position to 52
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 117.5, which was -7.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by 5 which increased total open position to 39
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 125.15, which was -79.85 lower than the previous day. The implied volatity was 23.79, the open interest changed by 22 which increased total open position to 32
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 205, which was -11.00 lower than the previous day. The implied volatity was 25.90, the open interest changed by 3 which increased total open position to 9
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 216, which was -9.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 3 which increased total open position to 6
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 225, which was -29.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 2 which increased total open position to 3
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 254, which was -265.65 lower than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 519.65, 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 519.65, 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 519.65, 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 519.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
