BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 2.56
Theta: -5.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 24.15 | -27.85 | 22.72 | 27,172 | 36 | 3,321 | |||
| 19 Dec | 6918.55 | 52 | -92.55 | 21.54 | 15,852 | 1,249 | 3,266 | |||
| 18 Dec | 7074.45 | 144.55 | -50.40 | 22.92 | 3,502 | 24 | 2,016 | |||
| 17 Dec | 7152.80 | 194.95 | -60.05 | 20.78 | 3,791 | -131 | 1,993 | |||
| 16 Dec | 7208.40 | 255 | 17.95 | 24.19 | 2,753 | -229 | 2,125 | |||
| 13 Dec | 7182.80 | 237.05 | 46.05 | 20.49 | 12,708 | -305 | 2,355 | |||
| 12 Dec | 7125.80 | 191 | -2.70 | 19.13 | 4,605 | -140 | 2,662 | |||
| 11 Dec | 7115.10 | 193.7 | 90.20 | 20.94 | 39,777 | -2,502 | 2,956 | |||
| 10 Dec | 6936.20 | 103.5 | 17.40 | 20.65 | 32,955 | -55 | 5,458 | |||
| 9 Dec | 6868.35 | 86.1 | 5.55 | 21.04 | 14,863 | 985 | 5,530 | |||
| 6 Dec | 6850.30 | 80.55 | -7.20 | 20.22 | 18,046 | -616 | 4,547 | |||
| 5 Dec | 6850.40 | 87.75 | 29.25 | 20.35 | 17,805 | -682 | 5,085 | |||
| 4 Dec | 6740.00 | 58.5 | 8.60 | 21.36 | 9,408 | -265 | 5,762 | |||
| 3 Dec | 6675.45 | 49.9 | 0.45 | 22.69 | 8,231 | 133 | 6,043 | |||
| 2 Dec | 6650.65 | 49.45 | 6.45 | 22.67 | 8,939 | 899 | 5,908 | |||
| 29 Nov | 6575.90 | 43 | -2.05 | 23.24 | 5,764 | 194 | 5,008 | |||
| 28 Nov | 6509.40 | 45.05 | -34.80 | 24.17 | 9,051 | 1,411 | 4,798 | |||
| 27 Nov | 6705.20 | 79.85 | 9.65 | 22.55 | 5,235 | -32 | 3,359 | |||
| 26 Nov | 6617.95 | 70.2 | -24.80 | 24.20 | 3,597 | 604 | 3,378 | |||
| 25 Nov | 6685.40 | 95 | 3.30 | 24.20 | 7,367 | 1,629 | 2,928 | |||
| 22 Nov | 6683.95 | 91.7 | 45.20 | 21.55 | 3,008 | 366 | 1,665 | |||
| 21 Nov | 6465.65 | 46.5 | -18.85 | 24.21 | 1,239 | 159 | 1,288 | |||
| 20 Nov | 6595.30 | 65.35 | 0.00 | 22.29 | 1,341 | 336 | 1,126 | |||
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| 19 Nov | 6595.30 | 65.35 | -3.15 | 22.29 | 1,341 | 333 | 1,126 | |||
| 18 Nov | 6567.95 | 68.5 | -4.00 | 22.98 | 575 | 71 | 792 | |||
| 14 Nov | 6549.15 | 72.5 | -13.50 | 22.01 | 337 | 66 | 719 | |||
| 13 Nov | 6566.00 | 86 | -13.00 | 22.93 | 534 | 199 | 653 | |||
| 12 Nov | 6638.20 | 99 | -59.00 | 22.42 | 577 | 309 | 451 | |||
| 11 Nov | 6778.80 | 158 | -52.00 | 23.47 | 118 | 43 | 141 | |||
| 8 Nov | 6895.95 | 210 | -12.15 | 22.76 | 71 | 9 | 98 | |||
| 7 Nov | 6904.50 | 222.15 | -46.65 | 22.35 | 95 | 15 | 84 | |||
| 6 Nov | 7006.20 | 268.8 | 40.80 | 21.80 | 86 | 3 | 70 | |||
| 5 Nov | 6930.35 | 228 | 16.90 | 22.46 | 147 | 38 | 68 | |||
| 4 Nov | 6843.70 | 211.1 | -32.10 | 23.70 | 47 | 27 | 29 | |||
| 1 Nov | 6923.60 | 243.2 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 31 Oct | 6889.75 | 243.2 | -793.65 | - | 2 | 1 | 1 | |||
| 30 Oct | 6955.00 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7022.50 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 6911.35 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 6910.15 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 7040.90 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 6995.80 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 6677.90 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 6780.90 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6899.55 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6899.50 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6956.35 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7016.90 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7208.80 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7302.00 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7269.40 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7211.35 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7433.85 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 1036.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 1036.85 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7000 expiring on 26DEC2024
Delta for 7000 CE is 0.22
Historical price for 7000 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 24.15, which was -27.85 lower than the previous day. The implied volatity was 22.72, the open interest changed by 36 which increased total open position to 3321
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 52, which was -92.55 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1249 which increased total open position to 3266
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 144.55, which was -50.40 lower than the previous day. The implied volatity was 22.92, the open interest changed by 24 which increased total open position to 2016
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 194.95, which was -60.05 lower than the previous day. The implied volatity was 20.78, the open interest changed by -131 which decreased total open position to 1993
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 255, which was 17.95 higher than the previous day. The implied volatity was 24.19, the open interest changed by -229 which decreased total open position to 2125
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 237.05, which was 46.05 higher than the previous day. The implied volatity was 20.49, the open interest changed by -305 which decreased total open position to 2355
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 191, which was -2.70 lower than the previous day. The implied volatity was 19.13, the open interest changed by -140 which decreased total open position to 2662
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 193.7, which was 90.20 higher than the previous day. The implied volatity was 20.94, the open interest changed by -2502 which decreased total open position to 2956
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 103.5, which was 17.40 higher than the previous day. The implied volatity was 20.65, the open interest changed by -55 which decreased total open position to 5458
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 86.1, which was 5.55 higher than the previous day. The implied volatity was 21.04, the open interest changed by 985 which increased total open position to 5530
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 80.55, which was -7.20 lower than the previous day. The implied volatity was 20.22, the open interest changed by -616 which decreased total open position to 4547
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 87.75, which was 29.25 higher than the previous day. The implied volatity was 20.35, the open interest changed by -682 which decreased total open position to 5085
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 58.5, which was 8.60 higher than the previous day. The implied volatity was 21.36, the open interest changed by -265 which decreased total open position to 5762
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 49.9, which was 0.45 higher than the previous day. The implied volatity was 22.69, the open interest changed by 133 which increased total open position to 6043
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 49.45, which was 6.45 higher than the previous day. The implied volatity was 22.67, the open interest changed by 899 which increased total open position to 5908
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 43, which was -2.05 lower than the previous day. The implied volatity was 23.24, the open interest changed by 194 which increased total open position to 5008
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 45.05, which was -34.80 lower than the previous day. The implied volatity was 24.17, the open interest changed by 1411 which increased total open position to 4798
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 79.85, which was 9.65 higher than the previous day. The implied volatity was 22.55, the open interest changed by -32 which decreased total open position to 3359
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 70.2, which was -24.80 lower than the previous day. The implied volatity was 24.20, the open interest changed by 604 which increased total open position to 3378
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 95, which was 3.30 higher than the previous day. The implied volatity was 24.20, the open interest changed by 1629 which increased total open position to 2928
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 91.7, which was 45.20 higher than the previous day. The implied volatity was 21.55, the open interest changed by 366 which increased total open position to 1665
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 46.5, which was -18.85 lower than the previous day. The implied volatity was 24.21, the open interest changed by 159 which increased total open position to 1288
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 65.35, which was 0.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by 336 which increased total open position to 1126
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 65.35, which was -3.15 lower than the previous day. The implied volatity was 22.29, the open interest changed by 333 which increased total open position to 1126
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 68.5, which was -4.00 lower than the previous day. The implied volatity was 22.98, the open interest changed by 71 which increased total open position to 792
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 72.5, which was -13.50 lower than the previous day. The implied volatity was 22.01, the open interest changed by 66 which increased total open position to 719
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 86, which was -13.00 lower than the previous day. The implied volatity was 22.93, the open interest changed by 199 which increased total open position to 653
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 99, which was -59.00 lower than the previous day. The implied volatity was 22.42, the open interest changed by 309 which increased total open position to 451
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 158, which was -52.00 lower than the previous day. The implied volatity was 23.47, the open interest changed by 43 which increased total open position to 141
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 210, which was -12.15 lower than the previous day. The implied volatity was 22.76, the open interest changed by 9 which increased total open position to 98
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 222.15, which was -46.65 lower than the previous day. The implied volatity was 22.35, the open interest changed by 15 which increased total open position to 84
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 268.8, which was 40.80 higher than the previous day. The implied volatity was 21.80, the open interest changed by 3 which increased total open position to 70
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 228, which was 16.90 higher than the previous day. The implied volatity was 22.46, the open interest changed by 38 which increased total open position to 68
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 211.1, which was -32.10 lower than the previous day. The implied volatity was 23.70, the open interest changed by 27 which increased total open position to 29
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 243.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 243.2, which was -793.65 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 1036.85, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 1036.85, 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 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 1036.85, 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 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 1036.85, 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 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 1036.85, 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 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 1036.85, 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 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 1036.85, 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 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 1036.85, 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 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 1036.85, 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 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 1036.85, 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 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 1036.85, 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 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 1036.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 26DEC2024 7000 PE | |||||||
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Delta: -0.75
Vega: 2.76
Theta: -4.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 193.95 | 73.55 | 25.96 | 5,954 | -268 | 1,888 |
| 19 Dec | 6918.55 | 120.4 | 66.80 | 20.80 | 9,206 | -359 | 2,156 |
| 18 Dec | 7074.45 | 53.6 | 12.90 | 21.76 | 7,623 | -9 | 2,524 |
| 17 Dec | 7152.80 | 40.7 | 11.90 | 23.04 | 14,232 | -614 | 2,536 |
| 16 Dec | 7208.40 | 28.8 | -6.25 | 22.11 | 6,523 | 43 | 3,156 |
| 13 Dec | 7182.80 | 35.05 | -27.00 | 19.99 | 19,310 | -227 | 3,117 |
| 12 Dec | 7125.80 | 62.05 | -8.95 | 21.78 | 8,017 | 49 | 3,344 |
| 11 Dec | 7115.10 | 71 | -88.00 | 21.90 | 21,545 | 1,209 | 3,344 |
| 10 Dec | 6936.20 | 159 | -40.00 | 24.31 | 5,374 | 114 | 2,131 |
| 9 Dec | 6868.35 | 199 | -7.00 | 25.27 | 2,523 | 297 | 2,021 |
| 6 Dec | 6850.30 | 206 | -13.60 | 21.81 | 3,259 | 71 | 1,730 |
| 5 Dec | 6850.40 | 219.6 | -83.20 | 24.30 | 1,206 | -1 | 1,661 |
| 4 Dec | 6740.00 | 302.8 | -46.60 | 25.12 | 366 | 39 | 1,660 |
| 3 Dec | 6675.45 | 349.4 | -22.60 | 23.56 | 325 | 27 | 1,620 |
| 2 Dec | 6650.65 | 372 | -54.05 | 25.56 | 190 | 3 | 1,593 |
| 29 Nov | 6575.90 | 426.05 | -35.55 | 23.16 | 188 | 17 | 1,589 |
| 28 Nov | 6509.40 | 461.6 | 123.80 | 25.95 | 988 | 578 | 1,572 |
| 27 Nov | 6705.20 | 337.8 | -56.80 | 25.72 | 853 | 291 | 993 |
| 26 Nov | 6617.95 | 394.6 | 56.70 | 25.33 | 343 | 151 | 698 |
| 25 Nov | 6685.40 | 337.9 | -0.60 | 24.50 | 645 | 230 | 539 |
| 22 Nov | 6683.95 | 338.5 | -185.50 | 25.75 | 288 | 53 | 362 |
| 21 Nov | 6465.65 | 524 | 104.50 | 25.01 | 65 | 17 | 310 |
| 20 Nov | 6595.30 | 419.5 | 0.00 | 23.14 | 147 | 20 | 291 |
| 19 Nov | 6595.30 | 419.5 | -25.50 | 23.14 | 147 | 18 | 291 |
| 18 Nov | 6567.95 | 445 | -19.20 | 25.05 | 47 | 10 | 269 |
| 14 Nov | 6549.15 | 464.2 | 34.30 | 27.57 | 91 | 36 | 259 |
| 13 Nov | 6566.00 | 429.9 | 37.90 | 24.48 | 30 | -8 | 222 |
| 12 Nov | 6638.20 | 392 | 85.90 | 23.88 | 43 | 14 | 229 |
| 11 Nov | 6778.80 | 306.1 | 59.55 | 23.35 | 47 | 35 | 214 |
| 8 Nov | 6895.95 | 246.55 | 6.55 | 22.96 | 18 | -1 | 179 |
| 7 Nov | 6904.50 | 240 | 50.00 | 23.46 | 40 | 5 | 180 |
| 6 Nov | 7006.20 | 190 | -59.20 | 22.44 | 63 | 9 | 175 |
| 5 Nov | 6930.35 | 249.2 | -25.80 | 23.93 | 38 | 5 | 165 |
| 4 Nov | 6843.70 | 275 | 30.00 | 23.12 | 39 | 12 | 160 |
| 1 Nov | 6923.60 | 245 | 0.00 | 0.00 | 0 | 0 | 148 |
| 31 Oct | 6889.75 | 245 | 2.45 | - | 21 | 4 | 148 |
| 30 Oct | 6955.00 | 242.55 | 29.50 | - | 8 | 2 | 144 |
| 29 Oct | 7022.50 | 213.05 | -63.95 | - | 30 | 5 | 132 |
| 28 Oct | 6911.35 | 277 | 11.25 | - | 19 | -1 | 127 |
| 25 Oct | 6910.15 | 265.75 | 58.65 | - | 33 | -9 | 128 |
| 24 Oct | 7040.90 | 207.1 | -20.80 | - | 11 | 1 | 138 |
| 23 Oct | 6995.80 | 227.9 | -192.10 | - | 124 | -8 | 137 |
| 22 Oct | 6677.90 | 420 | 53.00 | - | 36 | 4 | 134 |
| 21 Oct | 6780.90 | 367 | 67.00 | - | 107 | 65 | 124 |
| 18 Oct | 6899.55 | 300 | 11.30 | - | 1 | 0 | 58 |
| 17 Oct | 6899.50 | 288.7 | 23.70 | - | 28 | 16 | 58 |
| 16 Oct | 6956.35 | 265 | 16.90 | - | 25 | 16 | 42 |
| 15 Oct | 7016.90 | 248.1 | 83.10 | - | 12 | 8 | 24 |
| 14 Oct | 7208.80 | 165 | 24.00 | - | 2 | 1 | 15 |
| 11 Oct | 7302.00 | 141 | -2.70 | - | 1 | 0 | 14 |
| 10 Oct | 7319.70 | 143.7 | -12.65 | - | 1 | 0 | 14 |
| 9 Oct | 7300.45 | 156.35 | -42.65 | - | 7 | 1 | 13 |
| 7 Oct | 7269.40 | 199 | 0.00 | - | 0 | 8 | 0 |
| 4 Oct | 7211.35 | 199 | 69.10 | - | 12 | 8 | 12 |
| 3 Oct | 7433.85 | 129.9 | -12.35 | - | 4 | 1 | 1 |
| 1 Oct | 7703.00 | 142.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 142.25 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7000 expiring on 26DEC2024
Delta for 7000 PE is -0.75
Historical price for 7000 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 193.95, which was 73.55 higher than the previous day. The implied volatity was 25.96, the open interest changed by -268 which decreased total open position to 1888
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 120.4, which was 66.80 higher than the previous day. The implied volatity was 20.80, the open interest changed by -359 which decreased total open position to 2156
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 53.6, which was 12.90 higher than the previous day. The implied volatity was 21.76, the open interest changed by -9 which decreased total open position to 2524
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 40.7, which was 11.90 higher than the previous day. The implied volatity was 23.04, the open interest changed by -614 which decreased total open position to 2536
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 28.8, which was -6.25 lower than the previous day. The implied volatity was 22.11, the open interest changed by 43 which increased total open position to 3156
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 35.05, which was -27.00 lower than the previous day. The implied volatity was 19.99, the open interest changed by -227 which decreased total open position to 3117
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 62.05, which was -8.95 lower than the previous day. The implied volatity was 21.78, the open interest changed by 49 which increased total open position to 3344
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 71, which was -88.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 1209 which increased total open position to 3344
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 159, which was -40.00 lower than the previous day. The implied volatity was 24.31, the open interest changed by 114 which increased total open position to 2131
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 199, which was -7.00 lower than the previous day. The implied volatity was 25.27, the open interest changed by 297 which increased total open position to 2021
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 206, which was -13.60 lower than the previous day. The implied volatity was 21.81, the open interest changed by 71 which increased total open position to 1730
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 219.6, which was -83.20 lower than the previous day. The implied volatity was 24.30, the open interest changed by -1 which decreased total open position to 1661
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 302.8, which was -46.60 lower than the previous day. The implied volatity was 25.12, the open interest changed by 39 which increased total open position to 1660
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 349.4, which was -22.60 lower than the previous day. The implied volatity was 23.56, the open interest changed by 27 which increased total open position to 1620
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 372, which was -54.05 lower than the previous day. The implied volatity was 25.56, the open interest changed by 3 which increased total open position to 1593
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 426.05, which was -35.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 17 which increased total open position to 1589
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 461.6, which was 123.80 higher than the previous day. The implied volatity was 25.95, the open interest changed by 578 which increased total open position to 1572
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 337.8, which was -56.80 lower than the previous day. The implied volatity was 25.72, the open interest changed by 291 which increased total open position to 993
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 394.6, which was 56.70 higher than the previous day. The implied volatity was 25.33, the open interest changed by 151 which increased total open position to 698
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 337.9, which was -0.60 lower than the previous day. The implied volatity was 24.50, the open interest changed by 230 which increased total open position to 539
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 338.5, which was -185.50 lower than the previous day. The implied volatity was 25.75, the open interest changed by 53 which increased total open position to 362
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 524, which was 104.50 higher than the previous day. The implied volatity was 25.01, the open interest changed by 17 which increased total open position to 310
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 419.5, which was 0.00 lower than the previous day. The implied volatity was 23.14, the open interest changed by 20 which increased total open position to 291
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 419.5, which was -25.50 lower than the previous day. The implied volatity was 23.14, the open interest changed by 18 which increased total open position to 291
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 445, which was -19.20 lower than the previous day. The implied volatity was 25.05, the open interest changed by 10 which increased total open position to 269
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 464.2, which was 34.30 higher than the previous day. The implied volatity was 27.57, the open interest changed by 36 which increased total open position to 259
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 429.9, which was 37.90 higher than the previous day. The implied volatity was 24.48, the open interest changed by -8 which decreased total open position to 222
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 392, which was 85.90 higher than the previous day. The implied volatity was 23.88, the open interest changed by 14 which increased total open position to 229
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 306.1, which was 59.55 higher than the previous day. The implied volatity was 23.35, the open interest changed by 35 which increased total open position to 214
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 246.55, which was 6.55 higher than the previous day. The implied volatity was 22.96, the open interest changed by -1 which decreased total open position to 179
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 240, which was 50.00 higher than the previous day. The implied volatity was 23.46, the open interest changed by 5 which increased total open position to 180
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 190, which was -59.20 lower than the previous day. The implied volatity was 22.44, the open interest changed by 9 which increased total open position to 175
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 249.2, which was -25.80 lower than the previous day. The implied volatity was 23.93, the open interest changed by 5 which increased total open position to 165
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 275, which was 30.00 higher than the previous day. The implied volatity was 23.12, the open interest changed by 12 which increased total open position to 160
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 245, 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 148
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 245, which was 2.45 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 242.55, which was 29.50 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 213.05, which was -63.95 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 277, which was 11.25 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 265.75, which was 58.65 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 207.1, which was -20.80 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 227.9, which was -192.10 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 420, which was 53.00 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 367, which was 67.00 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 300, which was 11.30 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 288.7, which was 23.70 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 265, which was 16.90 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 248.1, which was 83.10 higher 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 165, which was 24.00 higher 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 141, which was -2.70 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 143.7, which was -12.65 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 156.35, which was -42.65 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 199, 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 199, which was 69.10 higher 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 129.9, which was -12.35 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 142.25, 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 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 142.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
