BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7100 CE | ||||||||||
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Delta: 0.39
Vega: 8.11
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 118.3 | 30.25 | 20.86 | 3,105 | 15 | 974 | |||
| 26 Dec | 6815.75 | 88.05 | -10.65 | 20.76 | 1,571 | 282 | 961 | |||
| 24 Dec | 6808.20 | 98.7 | -34.15 | 21.41 | 787 | 89 | 679 | |||
| 23 Dec | 6866.70 | 132.85 | 4.80 | 22.63 | 390 | 88 | 588 | |||
| 20 Dec | 6848.25 | 128.05 | -38.20 | 22.66 | 723 | 264 | 501 | |||
| 19 Dec | 6918.55 | 166.25 | -80.80 | 22.72 | 319 | 66 | 236 | |||
| 18 Dec | 7074.45 | 247.05 | -49.95 | 22.69 | 112 | 49 | 169 | |||
| 17 Dec | 7152.80 | 297 | -39.25 | 23.06 | 77 | 24 | 128 | |||
| 16 Dec | 7208.40 | 336.25 | 16.25 | 23.19 | 33 | 4 | 103 | |||
| 13 Dec | 7182.80 | 320 | 38.55 | 22.06 | 206 | -26 | 102 | |||
| 12 Dec | 7125.80 | 281.45 | -0.70 | 21.55 | 46 | 1 | 128 | |||
| 11 Dec | 7115.10 | 282.15 | 80.20 | 22.21 | 182 | 117 | 124 | |||
| 10 Dec | 6936.20 | 201.95 | 21.95 | 22.50 | 7 | 4 | 7 | |||
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| 9 Dec | 6868.35 | 180 | 23.80 | 22.54 | 6 | 2 | 2 | |||
| 6 Dec | 6850.30 | 156.2 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 156.2 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 156.2 | 0.00 | 2.34 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 156.2 | 0.00 | 2.95 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 156.2 | 0.00 | 3.08 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 156.2 | 3.54 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7100 expiring on 30JAN2025
Delta for 7100 CE is 0.39
Historical price for 7100 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 118.3, which was 30.25 higher than the previous day. The implied volatity was 20.86, the open interest changed by 15 which increased total open position to 974
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 88.05, which was -10.65 lower than the previous day. The implied volatity was 20.76, the open interest changed by 282 which increased total open position to 961
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 98.7, which was -34.15 lower than the previous day. The implied volatity was 21.41, the open interest changed by 89 which increased total open position to 679
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 132.85, which was 4.80 higher than the previous day. The implied volatity was 22.63, the open interest changed by 88 which increased total open position to 588
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 128.05, which was -38.20 lower than the previous day. The implied volatity was 22.66, the open interest changed by 264 which increased total open position to 501
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 166.25, which was -80.80 lower than the previous day. The implied volatity was 22.72, the open interest changed by 66 which increased total open position to 236
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 247.05, which was -49.95 lower than the previous day. The implied volatity was 22.69, the open interest changed by 49 which increased total open position to 169
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 297, which was -39.25 lower than the previous day. The implied volatity was 23.06, the open interest changed by 24 which increased total open position to 128
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 336.25, which was 16.25 higher than the previous day. The implied volatity was 23.19, the open interest changed by 4 which increased total open position to 103
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 320, which was 38.55 higher than the previous day. The implied volatity was 22.06, the open interest changed by -26 which decreased total open position to 102
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 281.45, which was -0.70 lower than the previous day. The implied volatity was 21.55, the open interest changed by 1 which increased total open position to 128
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 282.15, which was 80.20 higher than the previous day. The implied volatity was 22.21, the open interest changed by 117 which increased total open position to 124
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 201.95, which was 21.95 higher than the previous day. The implied volatity was 22.50, the open interest changed by 4 which increased total open position to 7
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 180, which was 23.80 higher than the previous day. The implied volatity was 22.54, the open interest changed by 2 which increased total open position to 2
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 156.2, which was 0.00 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 156.2, which was lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7100 PE | |||||||
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Delta: -0.60
Vega: 8.14
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 259.5 | -54.10 | 21.85 | 294 | 12 | 355 |
| 26 Dec | 6815.75 | 313.6 | -7.45 | 21.20 | 488 | -151 | 342 |
| 24 Dec | 6808.20 | 321.05 | 18.65 | 21.91 | 92 | 3 | 494 |
| 23 Dec | 6866.70 | 302.4 | -28.50 | 23.93 | 226 | 35 | 490 |
| 20 Dec | 6848.25 | 330.9 | 51.70 | 24.05 | 113 | 6 | 456 |
| 19 Dec | 6918.55 | 279.2 | 82.60 | 23.71 | 460 | 249 | 450 |
| 18 Dec | 7074.45 | 196.6 | 31.35 | 23.09 | 102 | 9 | 200 |
| 17 Dec | 7152.80 | 165.25 | 19.25 | 22.88 | 140 | 38 | 189 |
| 16 Dec | 7208.40 | 146 | -16.60 | 22.85 | 102 | 51 | 151 |
| 13 Dec | 7182.80 | 162.6 | -26.75 | 23.12 | 93 | 31 | 101 |
| 12 Dec | 7125.80 | 189.35 | -17.70 | 23.28 | 52 | 18 | 69 |
| 11 Dec | 7115.10 | 207.05 | -127.95 | 24.21 | 63 | 48 | 50 |
| 10 Dec | 6936.20 | 335 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 6868.35 | 335 | -61.00 | 25.89 | 1 | 0 | 1 |
| 6 Dec | 6850.30 | 396 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 6850.40 | 396 | -261.90 | 29.41 | 1 | 0 | 0 |
| 4 Dec | 6740.00 | 657.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 657.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 657.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 657.9 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7100 expiring on 30JAN2025
Delta for 7100 PE is -0.60
Historical price for 7100 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 259.5, which was -54.10 lower than the previous day. The implied volatity was 21.85, the open interest changed by 12 which increased total open position to 355
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 313.6, which was -7.45 lower than the previous day. The implied volatity was 21.20, the open interest changed by -151 which decreased total open position to 342
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 321.05, which was 18.65 higher than the previous day. The implied volatity was 21.91, the open interest changed by 3 which increased total open position to 494
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 302.4, which was -28.50 lower than the previous day. The implied volatity was 23.93, the open interest changed by 35 which increased total open position to 490
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 330.9, which was 51.70 higher than the previous day. The implied volatity was 24.05, the open interest changed by 6 which increased total open position to 456
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 279.2, which was 82.60 higher than the previous day. The implied volatity was 23.71, the open interest changed by 249 which increased total open position to 450
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 196.6, which was 31.35 higher than the previous day. The implied volatity was 23.09, the open interest changed by 9 which increased total open position to 200
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 165.25, which was 19.25 higher than the previous day. The implied volatity was 22.88, the open interest changed by 38 which increased total open position to 189
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 146, which was -16.60 lower than the previous day. The implied volatity was 22.85, the open interest changed by 51 which increased total open position to 151
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 162.6, which was -26.75 lower than the previous day. The implied volatity was 23.12, the open interest changed by 31 which increased total open position to 101
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 189.35, which was -17.70 lower than the previous day. The implied volatity was 23.28, the open interest changed by 18 which increased total open position to 69
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 207.05, which was -127.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by 48 which increased total open position to 50
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 335, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 335, which was -61.00 lower than the previous day. The implied volatity was 25.89, the open interest changed by 0 which decreased total open position to 1
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 396, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 396, which was -261.90 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 657.9, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 657.9, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 657.9, 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 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 657.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
