`
[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

6549.15 -16.85 (-0.26%)

Back to Option Chain


Historical option data for BAJFINANCE

14 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 7100 CE
Delta: 0.07
Vega: 1.74
Theta: -1.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 10 -5.50 25.21 1,939 -59 2,063
13 Nov 6566.00 15.5 -6.00 26.32 2,958 -265 2,123
12 Nov 6638.20 21.5 -16.50 25.47 3,535 343 2,413
11 Nov 6778.80 38 -25.15 23.55 3,713 254 2,051
8 Nov 6895.95 63.15 -21.05 21.04 3,561 206 1,800
7 Nov 6904.50 84.2 -39.00 22.56 3,466 67 1,592
6 Nov 7006.20 123.2 25.05 22.47 5,036 358 1,484
5 Nov 6930.35 98.15 9.85 23.70 4,977 131 1,113
4 Nov 6843.70 88.3 -40.70 25.00 2,203 145 982
1 Nov 6923.60 129 2.00 25.12 136 -13 834
31 Oct 6889.75 127 -26.50 - 1,754 206 848
30 Oct 6955.00 153.5 -15.50 - 656 132 644
29 Oct 7022.50 169 30.40 - 1,895 34 515
28 Oct 6911.35 138.6 -8.90 - 1,078 105 483
25 Oct 6910.15 147.5 -59.40 - 620 29 378
24 Oct 7040.90 206.9 17.60 - 704 54 348
23 Oct 6995.80 189.3 79.40 - 1,514 104 292
22 Oct 6677.90 109.9 -35.50 - 218 39 190
21 Oct 6780.90 145.4 -39.60 - 74 28 150
18 Oct 6899.55 185 -3.30 - 30 11 121
17 Oct 6899.50 188.3 -23.70 - 74 25 111
16 Oct 6956.35 212 -28.35 - 89 51 86
15 Oct 7016.90 240.35 -199.80 - 102 55 56
14 Oct 7208.80 440.15 0.00 - 0 0 0
11 Oct 7302.00 440.15 0.00 - 0 0 0
10 Oct 7319.70 440.15 0.00 - 0 0 0
9 Oct 7300.45 440.15 0.00 - 0 1 0
8 Oct 7186.95 440.15 -435.50 - 1 0 0
7 Oct 7269.40 875.65 0.00 - 0 0 0
4 Oct 7211.35 875.65 0.00 - 0 0 0
3 Oct 7433.85 875.65 0.00 - 0 0 0
1 Oct 7703.00 875.65 0.00 - 0 0 0
30 Sept 7703.00 875.65 0.00 - 0 0 0
27 Sept 7756.00 875.65 - 0 0 0


For Bajaj Finance Limited - strike price 7100 expiring on 28NOV2024

Delta for 7100 CE is 0.07

Historical price for 7100 CE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 10, which was -5.50 lower than the previous day. The implied volatity was 25.21, the open interest changed by -59 which decreased total open position to 2063


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 15.5, which was -6.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by -265 which decreased total open position to 2123


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 21.5, which was -16.50 lower than the previous day. The implied volatity was 25.47, the open interest changed by 343 which increased total open position to 2413


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 38, which was -25.15 lower than the previous day. The implied volatity was 23.55, the open interest changed by 254 which increased total open position to 2051


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 63.15, which was -21.05 lower than the previous day. The implied volatity was 21.04, the open interest changed by 206 which increased total open position to 1800


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 84.2, which was -39.00 lower than the previous day. The implied volatity was 22.56, the open interest changed by 67 which increased total open position to 1592


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 123.2, which was 25.05 higher than the previous day. The implied volatity was 22.47, the open interest changed by 358 which increased total open position to 1484


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 98.15, which was 9.85 higher than the previous day. The implied volatity was 23.70, the open interest changed by 131 which increased total open position to 1113


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 88.3, which was -40.70 lower than the previous day. The implied volatity was 25.00, the open interest changed by 145 which increased total open position to 982


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 129, which was 2.00 higher than the previous day. The implied volatity was 25.12, the open interest changed by -13 which decreased total open position to 834


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 127, which was -26.50 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 153.5, which was -15.50 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 169, which was 30.40 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 138.6, which was -8.90 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 147.5, which was -59.40 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 206.9, which was 17.60 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 189.3, which was 79.40 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 109.9, which was -35.50 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 145.4, which was -39.60 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 185, which was -3.30 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 188.3, which was -23.70 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 212, which was -28.35 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 240.35, which was -199.80 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 440.15, 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 440.15, 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 440.15, 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 440.15, 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 440.15, which was -435.50 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 875.65, 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 875.65, 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 875.65, 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 875.65, 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 875.65, 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 875.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJFINANCE 28NOV2024 7100 PE
Delta: -0.83
Vega: 3.24
Theta: -2.71
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 6549.15 544.95 34.95 37.74 13 -4 536
13 Nov 6566.00 510 42.75 30.10 35 -9 541
12 Nov 6638.20 467.25 128.95 29.47 67 10 568
11 Nov 6778.80 338.3 90.50 23.13 108 6 557
8 Nov 6895.95 247.8 4.65 20.58 155 9 551
7 Nov 6904.50 243.15 53.10 22.50 488 39 543
6 Nov 7006.20 190.05 -74.95 22.40 647 88 503
5 Nov 6930.35 265 -50.70 24.95 523 2 415
4 Nov 6843.70 315.7 40.70 25.94 174 10 414
1 Nov 6923.60 275 3.05 26.37 1 0 405
31 Oct 6889.75 271.95 25.50 - 261 63 404
30 Oct 6955.00 246.45 22.40 - 280 117 338
29 Oct 7022.50 224.05 -48.95 - 380 15 219
28 Oct 6911.35 273 -3.25 - 203 47 204
25 Oct 6910.15 276.25 66.95 - 166 -3 157
24 Oct 7040.90 209.3 -23.70 - 251 7 158
23 Oct 6995.80 233 -261.25 - 447 92 152
22 Oct 6677.90 494.25 66.90 - 3 0 59
21 Oct 6780.90 427.35 123.35 - 55 -1 59
18 Oct 6899.55 304 -11.00 - 7 -1 60
17 Oct 6899.50 315 40.00 - 11 9 61
16 Oct 6956.35 275 33.00 - 46 33 52
15 Oct 7016.90 242 78.00 - 56 18 20
14 Oct 7208.80 164 0.00 - 0 0 0
11 Oct 7302.00 164 0.00 - 0 0 0
10 Oct 7319.70 164 0.00 - 0 0 0
9 Oct 7300.45 164 0.00 - 0 0 0
8 Oct 7186.95 164 0.00 - 0 2 0
7 Oct 7269.40 164 45.65 - 3 2 2
4 Oct 7211.35 118.35 0.00 - 0 0 0
3 Oct 7433.85 118.35 0.00 - 0 0 0
1 Oct 7703.00 118.35 0.00 - 0 0 0
30 Sept 7703.00 118.35 0.00 - 0 0 0
27 Sept 7756.00 118.35 - 0 0 0


For Bajaj Finance Limited - strike price 7100 expiring on 28NOV2024

Delta for 7100 PE is -0.83

Historical price for 7100 PE is as follows

On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 544.95, which was 34.95 higher than the previous day. The implied volatity was 37.74, the open interest changed by -4 which decreased total open position to 536


On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 510, which was 42.75 higher than the previous day. The implied volatity was 30.10, the open interest changed by -9 which decreased total open position to 541


On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 467.25, which was 128.95 higher than the previous day. The implied volatity was 29.47, the open interest changed by 10 which increased total open position to 568


On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 338.3, which was 90.50 higher than the previous day. The implied volatity was 23.13, the open interest changed by 6 which increased total open position to 557


On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 247.8, which was 4.65 higher than the previous day. The implied volatity was 20.58, the open interest changed by 9 which increased total open position to 551


On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 243.15, which was 53.10 higher than the previous day. The implied volatity was 22.50, the open interest changed by 39 which increased total open position to 543


On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 190.05, which was -74.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 88 which increased total open position to 503


On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 265, which was -50.70 lower than the previous day. The implied volatity was 24.95, the open interest changed by 2 which increased total open position to 415


On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 315.7, which was 40.70 higher than the previous day. The implied volatity was 25.94, the open interest changed by 10 which increased total open position to 414


On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 275, which was 3.05 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 405


On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 271.95, which was 25.50 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 246.45, which was 22.40 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 224.05, which was -48.95 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 273, which was -3.25 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 276.25, which was 66.95 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 209.3, which was -23.70 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 233, which was -261.25 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 494.25, which was 66.90 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 427.35, which was 123.35 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 304, which was -11.00 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 315, which was 40.00 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 275, which was 33.00 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 242, which was 78.00 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 164, 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 164, 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 164, 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 164, 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 164, 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 164, which was 45.65 higher 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 118.35, 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 118.35, 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 118.35, 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 118.35, 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 118.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to