BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7000 CE | ||||||||||
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Delta: 0.48
Vega: 8.39
Theta: -3.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 161 | 37.00 | 21.08 | 7,564 | 463 | 2,759 | |||
| 26 Dec | 6815.75 | 124 | -7.65 | 21.08 | 5,145 | 1,207 | 2,307 | |||
| 24 Dec | 6808.20 | 131.65 | -40.35 | 21.24 | 1,847 | 338 | 1,104 | |||
| 23 Dec | 6866.70 | 172 | 12.00 | 22.57 | 1,572 | 101 | 766 | |||
| 20 Dec | 6848.25 | 160 | -49.00 | 22.05 | 1,155 | 189 | 665 | |||
| 19 Dec | 6918.55 | 209 | -91.00 | 22.59 | 626 | 93 | 474 | |||
| 18 Dec | 7074.45 | 300 | -58.00 | 22.43 | 180 | 73 | 381 | |||
| 17 Dec | 7152.80 | 358 | -37.00 | 23.14 | 137 | 21 | 306 | |||
| 16 Dec | 7208.40 | 395 | 20.15 | 22.64 | 153 | 7 | 285 | |||
| 13 Dec | 7182.80 | 374.85 | 39.25 | 21.20 | 267 | 8 | 274 | |||
| 12 Dec | 7125.80 | 335.6 | -0.40 | 21.05 | 53 | -3 | 266 | |||
| 11 Dec | 7115.10 | 336 | 88.00 | 21.84 | 462 | 31 | 269 | |||
| 10 Dec | 6936.20 | 248 | 29.90 | 22.45 | 160 | 31 | 237 | |||
| 9 Dec | 6868.35 | 218.1 | 3.15 | 22.07 | 101 | 16 | 208 | |||
| 6 Dec | 6850.30 | 214.95 | 21.95 | 22.45 | 125 | -6 | 190 | |||
| 5 Dec | 6850.40 | 193 | 28.95 | 19.80 | 142 | 39 | 197 | |||
| 4 Dec | 6740.00 | 164.05 | 20.05 | 21.80 | 116 | 29 | 159 | |||
| 3 Dec | 6675.45 | 144 | 8.75 | 22.40 | 88 | 20 | 130 | |||
| 2 Dec | 6650.65 | 135.25 | 14.25 | 21.79 | 153 | 41 | 111 | |||
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| 29 Nov | 6575.90 | 121 | -1.00 | 22.44 | 86 | 39 | 69 | |||
| 28 Nov | 6509.40 | 122 | -319.45 | 23.16 | 45 | 27 | 27 | |||
| 27 Nov | 6705.20 | 441.45 | 0.00 | 1.59 | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 441.45 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 441.45 | 0.00 | 1.61 | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 441.45 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 441.45 | 441.45 | - | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7000 expiring on 30JAN2025
Delta for 7000 CE is 0.48
Historical price for 7000 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 161, which was 37.00 higher than the previous day. The implied volatity was 21.08, the open interest changed by 463 which increased total open position to 2759
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 124, which was -7.65 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1207 which increased total open position to 2307
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 131.65, which was -40.35 lower than the previous day. The implied volatity was 21.24, the open interest changed by 338 which increased total open position to 1104
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 172, which was 12.00 higher than the previous day. The implied volatity was 22.57, the open interest changed by 101 which increased total open position to 766
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 160, which was -49.00 lower than the previous day. The implied volatity was 22.05, the open interest changed by 189 which increased total open position to 665
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 209, which was -91.00 lower than the previous day. The implied volatity was 22.59, the open interest changed by 93 which increased total open position to 474
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 300, which was -58.00 lower than the previous day. The implied volatity was 22.43, the open interest changed by 73 which increased total open position to 381
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 358, which was -37.00 lower than the previous day. The implied volatity was 23.14, the open interest changed by 21 which increased total open position to 306
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 395, which was 20.15 higher than the previous day. The implied volatity was 22.64, the open interest changed by 7 which increased total open position to 285
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 374.85, which was 39.25 higher than the previous day. The implied volatity was 21.20, the open interest changed by 8 which increased total open position to 274
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 335.6, which was -0.40 lower than the previous day. The implied volatity was 21.05, the open interest changed by -3 which decreased total open position to 266
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 336, which was 88.00 higher than the previous day. The implied volatity was 21.84, the open interest changed by 31 which increased total open position to 269
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 248, which was 29.90 higher than the previous day. The implied volatity was 22.45, the open interest changed by 31 which increased total open position to 237
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 218.1, which was 3.15 higher than the previous day. The implied volatity was 22.07, the open interest changed by 16 which increased total open position to 208
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 214.95, which was 21.95 higher than the previous day. The implied volatity was 22.45, the open interest changed by -6 which decreased total open position to 190
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 193, which was 28.95 higher than the previous day. The implied volatity was 19.80, the open interest changed by 39 which increased total open position to 197
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 164.05, which was 20.05 higher than the previous day. The implied volatity was 21.80, the open interest changed by 29 which increased total open position to 159
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 144, which was 8.75 higher than the previous day. The implied volatity was 22.40, the open interest changed by 20 which increased total open position to 130
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 135.25, which was 14.25 higher than the previous day. The implied volatity was 21.79, the open interest changed by 41 which increased total open position to 111
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 121, which was -1.00 lower than the previous day. The implied volatity was 22.44, the open interest changed by 39 which increased total open position to 69
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 122, which was -319.45 lower than the previous day. The implied volatity was 23.16, the open interest changed by 27 which increased total open position to 27
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 441.45, which was 0.00 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 441.45, which was 0.00 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 441.45, which was 0.00 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 441.45, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 441.45, which was 441.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 8.40
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 199.9 | -51.25 | 21.65 | 3,510 | 409 | 2,157 |
| 26 Dec | 6815.75 | 251.15 | -4.85 | 21.56 | 1,893 | 798 | 1,748 |
| 24 Dec | 6808.20 | 256 | 12.25 | 21.82 | 631 | 136 | 950 |
| 23 Dec | 6866.70 | 243.75 | -24.70 | 23.96 | 688 | 67 | 814 |
| 20 Dec | 6848.25 | 268.45 | 44.65 | 23.88 | 546 | 64 | 747 |
| 19 Dec | 6918.55 | 223.8 | 71.45 | 23.65 | 596 | 108 | 684 |
| 18 Dec | 7074.45 | 152.35 | 21.85 | 23.03 | 312 | 54 | 576 |
| 17 Dec | 7152.80 | 130.5 | 17.25 | 23.30 | 472 | 86 | 521 |
| 16 Dec | 7208.40 | 113.25 | -9.75 | 23.10 | 279 | 81 | 434 |
| 13 Dec | 7182.80 | 123 | -28.00 | 22.82 | 444 | 29 | 349 |
| 12 Dec | 7125.80 | 151 | -13.00 | 23.52 | 141 | 40 | 319 |
| 11 Dec | 7115.10 | 164 | -84.10 | 24.11 | 466 | 73 | 268 |
| 10 Dec | 6936.20 | 248.1 | -36.90 | 25.58 | 116 | 41 | 195 |
| 9 Dec | 6868.35 | 285 | 10.80 | 26.41 | 31 | 18 | 154 |
| 6 Dec | 6850.30 | 274.2 | -26.80 | 23.39 | 50 | 21 | 135 |
| 5 Dec | 6850.40 | 301 | -59.00 | 26.11 | 93 | 66 | 115 |
| 4 Dec | 6740.00 | 360 | -31.05 | 25.58 | 20 | 10 | 48 |
| 3 Dec | 6675.45 | 391.05 | 1.05 | 24.34 | 13 | 3 | 39 |
| 2 Dec | 6650.65 | 390 | -69.95 | 23.18 | 3 | 0 | 35 |
| 29 Nov | 6575.90 | 459.95 | -35.05 | 24.67 | 4 | 1 | 34 |
| 28 Nov | 6509.40 | 495 | 145.00 | 26.40 | 23 | 20 | 33 |
| 27 Nov | 6705.20 | 350 | -49.90 | 22.45 | 2 | 1 | 12 |
| 26 Nov | 6617.95 | 399.9 | 89.90 | 22.44 | 1 | 0 | 10 |
| 25 Nov | 6685.40 | 310 | -60.00 | 18.36 | 3 | 9 | 9 |
| 22 Nov | 6683.95 | 370 | -55.80 | 24.57 | 8 | 7 | 7 |
| 8 Nov | 6895.95 | 425.8 | 0.00 | 0.42 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 425.8 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7000 expiring on 30JAN2025
Delta for 7000 PE is -0.52
Historical price for 7000 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 199.9, which was -51.25 lower than the previous day. The implied volatity was 21.65, the open interest changed by 409 which increased total open position to 2157
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 251.15, which was -4.85 lower than the previous day. The implied volatity was 21.56, the open interest changed by 798 which increased total open position to 1748
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 256, which was 12.25 higher than the previous day. The implied volatity was 21.82, the open interest changed by 136 which increased total open position to 950
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 243.75, which was -24.70 lower than the previous day. The implied volatity was 23.96, the open interest changed by 67 which increased total open position to 814
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 268.45, which was 44.65 higher than the previous day. The implied volatity was 23.88, the open interest changed by 64 which increased total open position to 747
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 223.8, which was 71.45 higher than the previous day. The implied volatity was 23.65, the open interest changed by 108 which increased total open position to 684
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 152.35, which was 21.85 higher than the previous day. The implied volatity was 23.03, the open interest changed by 54 which increased total open position to 576
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 130.5, which was 17.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by 86 which increased total open position to 521
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 113.25, which was -9.75 lower than the previous day. The implied volatity was 23.10, the open interest changed by 81 which increased total open position to 434
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 123, which was -28.00 lower than the previous day. The implied volatity was 22.82, the open interest changed by 29 which increased total open position to 349
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 151, which was -13.00 lower than the previous day. The implied volatity was 23.52, the open interest changed by 40 which increased total open position to 319
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 164, which was -84.10 lower than the previous day. The implied volatity was 24.11, the open interest changed by 73 which increased total open position to 268
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 248.1, which was -36.90 lower than the previous day. The implied volatity was 25.58, the open interest changed by 41 which increased total open position to 195
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 285, which was 10.80 higher than the previous day. The implied volatity was 26.41, the open interest changed by 18 which increased total open position to 154
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 274.2, which was -26.80 lower than the previous day. The implied volatity was 23.39, the open interest changed by 21 which increased total open position to 135
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 301, which was -59.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by 66 which increased total open position to 115
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 360, which was -31.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by 10 which increased total open position to 48
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 391.05, which was 1.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by 3 which increased total open position to 39
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 390, which was -69.95 lower than the previous day. The implied volatity was 23.18, the open interest changed by 0 which decreased total open position to 35
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 459.95, which was -35.05 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 34
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 495, which was 145.00 higher than the previous day. The implied volatity was 26.40, the open interest changed by 20 which increased total open position to 33
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 350, which was -49.90 lower than the previous day. The implied volatity was 22.45, the open interest changed by 1 which increased total open position to 12
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 399.9, which was 89.90 higher than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 10
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 310, which was -60.00 lower than the previous day. The implied volatity was 18.36, the open interest changed by 9 which increased total open position to 9
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 370, which was -55.80 lower than the previous day. The implied volatity was 24.57, the open interest changed by 7 which increased total open position to 7
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 425.8, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 425.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
