BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 6.67
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 63 | -9.75 | 20.89 | 1,476 | 504 | 1,583 | |||
| 24 Dec | 6808.20 | 72.75 | -27.20 | 21.58 | 1,070 | 259 | 1,080 | |||
| 23 Dec | 6866.70 | 99.95 | 4.70 | 22.58 | 766 | 78 | 825 | |||
| 20 Dec | 6848.25 | 95.25 | -34.70 | 22.41 | 817 | 142 | 749 | |||
| 19 Dec | 6918.55 | 129.95 | -67.00 | 22.79 | 843 | 187 | 606 | |||
| 18 Dec | 7074.45 | 196.95 | -46.60 | 22.50 | 187 | 49 | 420 | |||
| 17 Dec | 7152.80 | 243.55 | -31.10 | 23.05 | 280 | 48 | 370 | |||
| 16 Dec | 7208.40 | 274.65 | 8.65 | 22.73 | 331 | 45 | 321 | |||
| 13 Dec | 7182.80 | 266 | 37.60 | 22.25 | 309 | 54 | 278 | |||
| 12 Dec | 7125.80 | 228.4 | -7.65 | 21.45 | 111 | 3 | 223 | |||
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| 11 Dec | 7115.10 | 236.05 | 76.05 | 22.67 | 179 | 67 | 219 | |||
| 10 Dec | 6936.20 | 160 | 15.00 | 22.30 | 56 | 12 | 152 | |||
| 9 Dec | 6868.35 | 145 | -20.00 | 22.70 | 30 | -7 | 140 | |||
| 6 Dec | 6850.30 | 165 | 32.00 | 25.08 | 21 | -1 | 145 | |||
| 5 Dec | 6850.40 | 133 | 30.85 | 21.37 | 70 | 50 | 145 | |||
| 4 Dec | 6740.00 | 102.15 | 9.10 | 21.88 | 33 | 13 | 95 | |||
| 3 Dec | 6675.45 | 93.05 | 12.05 | 22.92 | 74 | 43 | 81 | |||
| 2 Dec | 6650.65 | 81 | 5.00 | 21.69 | 15 | 2 | 34 | |||
| 29 Nov | 6575.90 | 76 | 1.10 | 22.71 | 47 | 27 | 31 | |||
| 28 Nov | 6509.40 | 74.9 | -280.35 | 23.06 | 4 | 1 | 1 | |||
| 27 Nov | 6705.20 | 355.25 | 0.00 | 3.17 | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 355.25 | 0.00 | 3.91 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 355.25 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 355.25 | 0.00 | 4.83 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 355.25 | 355.25 | 1.11 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | 1.42 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 CE is 0.25
Historical price for 7200 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 63, which was -9.75 lower than the previous day. The implied volatity was 20.89, the open interest changed by 504 which increased total open position to 1583
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 72.75, which was -27.20 lower than the previous day. The implied volatity was 21.58, the open interest changed by 259 which increased total open position to 1080
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 99.95, which was 4.70 higher than the previous day. The implied volatity was 22.58, the open interest changed by 78 which increased total open position to 825
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 95.25, which was -34.70 lower than the previous day. The implied volatity was 22.41, the open interest changed by 142 which increased total open position to 749
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 129.95, which was -67.00 lower than the previous day. The implied volatity was 22.79, the open interest changed by 187 which increased total open position to 606
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 196.95, which was -46.60 lower than the previous day. The implied volatity was 22.50, the open interest changed by 49 which increased total open position to 420
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 243.55, which was -31.10 lower than the previous day. The implied volatity was 23.05, the open interest changed by 48 which increased total open position to 370
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 274.65, which was 8.65 higher than the previous day. The implied volatity was 22.73, the open interest changed by 45 which increased total open position to 321
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 266, which was 37.60 higher than the previous day. The implied volatity was 22.25, the open interest changed by 54 which increased total open position to 278
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 228.4, which was -7.65 lower than the previous day. The implied volatity was 21.45, the open interest changed by 3 which increased total open position to 223
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 236.05, which was 76.05 higher than the previous day. The implied volatity was 22.67, the open interest changed by 67 which increased total open position to 219
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 160, which was 15.00 higher than the previous day. The implied volatity was 22.30, the open interest changed by 12 which increased total open position to 152
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 145, which was -20.00 lower than the previous day. The implied volatity was 22.70, the open interest changed by -7 which decreased total open position to 140
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 165, which was 32.00 higher than the previous day. The implied volatity was 25.08, the open interest changed by -1 which decreased total open position to 145
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 133, which was 30.85 higher than the previous day. The implied volatity was 21.37, the open interest changed by 50 which increased total open position to 145
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 102.15, which was 9.10 higher than the previous day. The implied volatity was 21.88, the open interest changed by 13 which increased total open position to 95
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 93.05, which was 12.05 higher than the previous day. The implied volatity was 22.92, the open interest changed by 43 which increased total open position to 81
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 81, which was 5.00 higher than the previous day. The implied volatity was 21.69, the open interest changed by 2 which increased total open position to 34
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 76, which was 1.10 higher than the previous day. The implied volatity was 22.71, the open interest changed by 27 which increased total open position to 31
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 74.9, which was -280.35 lower than the previous day. The implied volatity was 23.06, the open interest changed by 1 which increased total open position to 1
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 355.25, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 355.25, which was 0.00 lower than the previous day. The implied volatity was 3.91, 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 355.25, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 355.25, which was 0.00 lower than the previous day. The implied volatity was 4.83, 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 355.25, which was 355.25 higher than the previous day. The implied volatity was 1.11, 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 1.42, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 6.82
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 390.9 | -1.60 | 21.87 | 384 | 287 | 960 |
| 24 Dec | 6808.20 | 392.5 | 23.50 | 21.91 | 428 | 280 | 672 |
| 23 Dec | 6866.70 | 369 | -21.65 | 24.03 | 145 | 41 | 392 |
| 20 Dec | 6848.25 | 390.65 | 55.85 | 23.13 | 443 | 6 | 354 |
| 19 Dec | 6918.55 | 334.8 | 89.45 | 23.04 | 339 | 50 | 350 |
| 18 Dec | 7074.45 | 245.35 | 35.20 | 22.90 | 126 | 35 | 301 |
| 17 Dec | 7152.80 | 210.15 | 20.90 | 22.84 | 209 | 54 | 266 |
| 16 Dec | 7208.40 | 189.25 | -16.75 | 23.02 | 158 | 54 | 212 |
| 13 Dec | 7182.80 | 206 | -35.85 | 23.14 | 164 | 49 | 159 |
| 12 Dec | 7125.80 | 241.85 | -18.55 | 23.81 | 64 | 26 | 108 |
| 11 Dec | 7115.10 | 260.4 | -90.10 | 24.70 | 136 | 77 | 82 |
| 10 Dec | 6936.20 | 350.5 | -185.50 | 24.82 | 6 | 4 | 4 |
| 9 Dec | 6868.35 | 536 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 536 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 536 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 536 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 536 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 536 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 536 | 536.00 | - | 0 | 0 | 0 |
| 28 Nov | 6509.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6705.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 6617.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6683.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7200 expiring on 30JAN2025
Delta for 7200 PE is -0.74
Historical price for 7200 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 390.9, which was -1.60 lower than the previous day. The implied volatity was 21.87, the open interest changed by 287 which increased total open position to 960
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 392.5, which was 23.50 higher than the previous day. The implied volatity was 21.91, the open interest changed by 280 which increased total open position to 672
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 369, which was -21.65 lower than the previous day. The implied volatity was 24.03, the open interest changed by 41 which increased total open position to 392
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 390.65, which was 55.85 higher than the previous day. The implied volatity was 23.13, the open interest changed by 6 which increased total open position to 354
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 334.8, which was 89.45 higher than the previous day. The implied volatity was 23.04, the open interest changed by 50 which increased total open position to 350
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 245.35, which was 35.20 higher than the previous day. The implied volatity was 22.90, the open interest changed by 35 which increased total open position to 301
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 210.15, which was 20.90 higher than the previous day. The implied volatity was 22.84, the open interest changed by 54 which increased total open position to 266
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 189.25, which was -16.75 lower than the previous day. The implied volatity was 23.02, the open interest changed by 54 which increased total open position to 212
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 206, which was -35.85 lower than the previous day. The implied volatity was 23.14, the open interest changed by 49 which increased total open position to 159
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 241.85, which was -18.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by 26 which increased total open position to 108
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 260.4, which was -90.10 lower than the previous day. The implied volatity was 24.70, the open interest changed by 77 which increased total open position to 82
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 350.5, which was -185.50 lower than the previous day. The implied volatity was 24.82, the open interest changed by 4 which increased total open position to 4
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 536, 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 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 536, 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 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 536, 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 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 536, 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 536, 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 536, 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 536, which was 536.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 0, 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 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 0, 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 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 0, 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 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 0, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 0, 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 0, 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 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
