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

6907.75 92.00 (1.35%)

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Historical option data for BAJFINANCE

27 Dec 2024 04:12 PM IST
BAJFINANCE 30JAN2025 7200 CE
Delta: 0.31
Vega: 7.46
Theta: -2.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6907.75 85.95 22.95 20.90 3,971 195 1,784
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
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 0.31

Historical price for 7200 CE is as follows

On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 85.95, which was 22.95 higher than the previous day. The implied volatity was 20.90, the open interest changed by 195 which increased total open position to 1784


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
Delta: -0.67
Vega: 7.58
Theta: -1.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 6907.75 328.5 -62.40 22.27 225 7 967
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 -0.67

Historical price for 7200 PE is as follows

On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 328.5, which was -62.40 lower than the previous day. The implied volatity was 22.27, the open interest changed by 7 which increased total open position to 967


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