BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7100 CE | ||||||||||
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Delta: 0.13
Vega: 1.86
Theta: -4.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 14.55 | -15.15 | 25.69 | 17,526 | 578 | 3,519 | |||
| 19 Dec | 6918.55 | 29.7 | -58.60 | 23.48 | 9,546 | 324 | 2,943 | |||
| 18 Dec | 7074.45 | 88.3 | -41.35 | 22.68 | 8,371 | 12 | 2,626 | |||
| 17 Dec | 7152.80 | 129.65 | -47.50 | 21.35 | 10,304 | 80 | 2,616 | |||
| 16 Dec | 7208.40 | 177.15 | 14.20 | 22.70 | 5,533 | -44 | 2,542 | |||
| 13 Dec | 7182.80 | 162.95 | 33.20 | 19.62 | 20,842 | -354 | 2,601 | |||
| 12 Dec | 7125.80 | 129.75 | -6.25 | 19.37 | 10,775 | -228 | 2,972 | |||
| 11 Dec | 7115.10 | 136 | 71.00 | 21.19 | 40,319 | 947 | 3,211 | |||
| 10 Dec | 6936.20 | 65 | 9.10 | 20.57 | 11,684 | 481 | 2,295 | |||
| 9 Dec | 6868.35 | 55.9 | 3.90 | 21.43 | 5,837 | 456 | 1,819 | |||
| 6 Dec | 6850.30 | 52 | -5.60 | 20.45 | 6,135 | 204 | 1,368 | |||
| 5 Dec | 6850.40 | 57.6 | 19.65 | 20.54 | 6,447 | 290 | 1,168 | |||
| 4 Dec | 6740.00 | 37.95 | 5.45 | 21.60 | 2,357 | 94 | 877 | |||
| 3 Dec | 6675.45 | 32.5 | 0.30 | 22.83 | 2,030 | 53 | 787 | |||
| 2 Dec | 6650.65 | 32.2 | 4.10 | 22.76 | 1,833 | -57 | 732 | |||
| 29 Nov | 6575.90 | 28.1 | -3.20 | 23.21 | 1,268 | 186 | 789 | |||
| 28 Nov | 6509.40 | 31.3 | -23.70 | 24.43 | 1,774 | 113 | 602 | |||
| 27 Nov | 6705.20 | 55 | 5.20 | 22.47 | 690 | 90 | 491 | |||
| 26 Nov | 6617.95 | 49.8 | -19.40 | 24.27 | 372 | 39 | 401 | |||
| 25 Nov | 6685.40 | 69.2 | 2.30 | 24.23 | 767 | 204 | 365 | |||
| 22 Nov | 6683.95 | 66.9 | 32.25 | 21.81 | 272 | -19 | 142 | |||
| 21 Nov | 6465.65 | 34.65 | -13.65 | 24.69 | 186 | 73 | 160 | |||
| 20 Nov | 6595.30 | 48.3 | 0.00 | 22.68 | 49 | 29 | 87 | |||
| 19 Nov | 6595.30 | 48.3 | -2.90 | 22.68 | 49 | 29 | 87 | |||
| 18 Nov | 6567.95 | 51.2 | -2.25 | 23.25 | 39 | 20 | 58 | |||
| 14 Nov | 6549.15 | 53.45 | -11.25 | 22.19 | 31 | 12 | 37 | |||
| 13 Nov | 6566.00 | 64.7 | -10.30 | 23.08 | 22 | 6 | 24 | |||
| 12 Nov | 6638.20 | 75 | -207.20 | 22.40 | 19 | 17 | 17 | |||
| 11 Nov | 6778.80 | 282.2 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 282.2 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 282.2 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 282.2 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 282.2 | 0.00 | 1.09 | 0 | 0 | 0 | |||
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| 4 Nov | 6843.70 | 282.2 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 282.2 | 0.65 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 CE is 0.13
Historical price for 7100 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 14.55, which was -15.15 lower than the previous day. The implied volatity was 25.69, the open interest changed by 578 which increased total open position to 3519
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 29.7, which was -58.60 lower than the previous day. The implied volatity was 23.48, the open interest changed by 324 which increased total open position to 2943
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 88.3, which was -41.35 lower than the previous day. The implied volatity was 22.68, the open interest changed by 12 which increased total open position to 2626
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 129.65, which was -47.50 lower than the previous day. The implied volatity was 21.35, the open interest changed by 80 which increased total open position to 2616
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 177.15, which was 14.20 higher than the previous day. The implied volatity was 22.70, the open interest changed by -44 which decreased total open position to 2542
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 162.95, which was 33.20 higher than the previous day. The implied volatity was 19.62, the open interest changed by -354 which decreased total open position to 2601
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 129.75, which was -6.25 lower than the previous day. The implied volatity was 19.37, the open interest changed by -228 which decreased total open position to 2972
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 136, which was 71.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by 947 which increased total open position to 3211
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 65, which was 9.10 higher than the previous day. The implied volatity was 20.57, the open interest changed by 481 which increased total open position to 2295
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 55.9, which was 3.90 higher than the previous day. The implied volatity was 21.43, the open interest changed by 456 which increased total open position to 1819
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 52, which was -5.60 lower than the previous day. The implied volatity was 20.45, the open interest changed by 204 which increased total open position to 1368
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 57.6, which was 19.65 higher than the previous day. The implied volatity was 20.54, the open interest changed by 290 which increased total open position to 1168
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 37.95, which was 5.45 higher than the previous day. The implied volatity was 21.60, the open interest changed by 94 which increased total open position to 877
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 32.5, which was 0.30 higher than the previous day. The implied volatity was 22.83, the open interest changed by 53 which increased total open position to 787
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 32.2, which was 4.10 higher than the previous day. The implied volatity was 22.76, the open interest changed by -57 which decreased total open position to 732
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 28.1, which was -3.20 lower than the previous day. The implied volatity was 23.21, the open interest changed by 186 which increased total open position to 789
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 31.3, which was -23.70 lower than the previous day. The implied volatity was 24.43, the open interest changed by 113 which increased total open position to 602
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 55, which was 5.20 higher than the previous day. The implied volatity was 22.47, the open interest changed by 90 which increased total open position to 491
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 49.8, which was -19.40 lower than the previous day. The implied volatity was 24.27, the open interest changed by 39 which increased total open position to 401
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 69.2, which was 2.30 higher than the previous day. The implied volatity was 24.23, the open interest changed by 204 which increased total open position to 365
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 66.9, which was 32.25 higher than the previous day. The implied volatity was 21.81, the open interest changed by -19 which decreased total open position to 142
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 34.65, which was -13.65 lower than the previous day. The implied volatity was 24.69, the open interest changed by 73 which increased total open position to 160
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 48.3, which was 0.00 lower than the previous day. The implied volatity was 22.68, the open interest changed by 29 which increased total open position to 87
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 48.3, which was -2.90 lower than the previous day. The implied volatity was 22.68, the open interest changed by 29 which increased total open position to 87
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 51.2, which was -2.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by 20 which increased total open position to 58
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 53.45, which was -11.25 lower than the previous day. The implied volatity was 22.19, the open interest changed by 12 which increased total open position to 37
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 64.7, which was -10.30 lower than the previous day. The implied volatity was 23.08, the open interest changed by 6 which increased total open position to 24
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 75, which was -207.20 lower than the previous day. The implied volatity was 22.40, the open interest changed by 17 which increased total open position to 17
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 282.2, 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 282.2, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 282.2, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 282.2, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 282.2, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 282.2, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 282.2, which was lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 7100 PE | |||||||
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Delta: -0.86
Vega: 1.96
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 274.95 | 77.00 | 26.56 | 2,398 | -165 | 724 |
| 19 Dec | 6918.55 | 197.95 | 100.95 | 22.52 | 3,222 | -375 | 889 |
| 18 Dec | 7074.45 | 97 | 22.15 | 21.58 | 8,547 | -316 | 1,262 |
| 17 Dec | 7152.80 | 74.85 | 24.45 | 23.14 | 13,740 | -321 | 1,597 |
| 16 Dec | 7208.40 | 50.4 | -10.25 | 20.97 | 6,775 | 256 | 1,906 |
| 13 Dec | 7182.80 | 60.65 | -41.10 | 19.89 | 13,839 | -97 | 1,663 |
| 12 Dec | 7125.80 | 101.75 | -11.30 | 21.96 | 7,023 | 14 | 1,776 |
| 11 Dec | 7115.10 | 113.05 | -108.20 | 22.10 | 13,890 | 1,582 | 1,828 |
| 10 Dec | 6936.20 | 221.25 | -50.30 | 24.71 | 429 | -1 | 246 |
| 9 Dec | 6868.35 | 271.55 | -4.45 | 26.70 | 141 | 13 | 247 |
| 6 Dec | 6850.30 | 276 | -1.05 | 22.09 | 840 | 16 | 234 |
| 5 Dec | 6850.40 | 277.05 | -105.35 | 22.87 | 119 | 27 | 215 |
| 4 Dec | 6740.00 | 382.4 | -51.70 | 26.11 | 18 | 2 | 187 |
| 3 Dec | 6675.45 | 434.1 | -7.90 | 24.51 | 26 | 8 | 184 |
| 2 Dec | 6650.65 | 442 | -100.90 | 23.53 | 6 | 2 | 175 |
| 29 Nov | 6575.90 | 542.9 | 0.00 | 0.00 | 0 | 42 | 0 |
| 28 Nov | 6509.40 | 542.9 | 137.90 | 25.59 | 60 | 41 | 172 |
| 27 Nov | 6705.20 | 405 | -68.05 | 24.87 | 108 | 15 | 61 |
| 26 Nov | 6617.95 | 473.05 | 62.20 | 25.51 | 33 | 12 | 46 |
| 25 Nov | 6685.40 | 410.85 | -24.15 | 24.51 | 64 | 34 | 34 |
| 22 Nov | 6683.95 | 435 | -159.90 | 29.48 | 15 | 11 | 11 |
| 21 Nov | 6465.65 | 594.9 | 181.30 | 21.80 | 2 | 1 | 1 |
| 20 Nov | 6595.30 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 413.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 413.6 | 413.60 | - | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7100 expiring on 26DEC2024
Delta for 7100 PE is -0.86
Historical price for 7100 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 274.95, which was 77.00 higher than the previous day. The implied volatity was 26.56, the open interest changed by -165 which decreased total open position to 724
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 197.95, which was 100.95 higher than the previous day. The implied volatity was 22.52, the open interest changed by -375 which decreased total open position to 889
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 97, which was 22.15 higher than the previous day. The implied volatity was 21.58, the open interest changed by -316 which decreased total open position to 1262
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 74.85, which was 24.45 higher than the previous day. The implied volatity was 23.14, the open interest changed by -321 which decreased total open position to 1597
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 50.4, which was -10.25 lower than the previous day. The implied volatity was 20.97, the open interest changed by 256 which increased total open position to 1906
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 60.65, which was -41.10 lower than the previous day. The implied volatity was 19.89, the open interest changed by -97 which decreased total open position to 1663
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 101.75, which was -11.30 lower than the previous day. The implied volatity was 21.96, the open interest changed by 14 which increased total open position to 1776
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 113.05, which was -108.20 lower than the previous day. The implied volatity was 22.10, the open interest changed by 1582 which increased total open position to 1828
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 221.25, which was -50.30 lower than the previous day. The implied volatity was 24.71, the open interest changed by -1 which decreased total open position to 246
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 271.55, which was -4.45 lower than the previous day. The implied volatity was 26.70, the open interest changed by 13 which increased total open position to 247
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 276, which was -1.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by 16 which increased total open position to 234
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 277.05, which was -105.35 lower than the previous day. The implied volatity was 22.87, the open interest changed by 27 which increased total open position to 215
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 382.4, which was -51.70 lower than the previous day. The implied volatity was 26.11, the open interest changed by 2 which increased total open position to 187
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 434.1, which was -7.90 lower than the previous day. The implied volatity was 24.51, the open interest changed by 8 which increased total open position to 184
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 442, which was -100.90 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 175
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 542.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 542.9, which was 137.90 higher than the previous day. The implied volatity was 25.59, the open interest changed by 41 which increased total open position to 172
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 405, which was -68.05 lower than the previous day. The implied volatity was 24.87, the open interest changed by 15 which increased total open position to 61
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 473.05, which was 62.20 higher than the previous day. The implied volatity was 25.51, the open interest changed by 12 which increased total open position to 46
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 410.85, which was -24.15 lower than the previous day. The implied volatity was 24.51, the open interest changed by 34 which increased total open position to 34
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 435, which was -159.90 lower than the previous day. The implied volatity was 29.48, the open interest changed by 11 which increased total open position to 11
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 594.9, which was 181.30 higher than the previous day. The implied volatity was 21.80, the open interest changed by 1 which increased total open position to 1
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 413.6, 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 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 413.6, 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 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 413.6, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 413.6, 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 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 413.6, 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 413.6, 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 413.6, 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 413.6, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 413.6, 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 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 413.6, 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 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 413.6, 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 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 413.6, which was 413.60 higher than the previous day. The implied volatity was -, 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
