BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 7100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.74
Theta: -1.70
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 3.24
Theta: -2.71
Gamma: 0.00
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| 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
