BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7300 CE | ||||||||||
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Delta: 0.19
Vega: 5.68
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 44.45 | -9.55 | 21.07 | 707 | 237 | 901 | |||
| 24 Dec | 6808.20 | 54 | -19.00 | 21.95 | 817 | 84 | 672 | |||
| 23 Dec | 6866.70 | 73 | 3.35 | 22.44 | 424 | 71 | 586 | |||
| 20 Dec | 6848.25 | 69.65 | -28.35 | 22.25 | 730 | 100 | 523 | |||
| 19 Dec | 6918.55 | 98 | -60.80 | 22.61 | 580 | 249 | 420 | |||
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| 18 Dec | 7074.45 | 158.8 | -38.20 | 22.83 | 65 | 13 | 171 | |||
| 17 Dec | 7152.80 | 197 | -23.05 | 23.05 | 168 | 36 | 158 | |||
| 16 Dec | 7208.40 | 220.05 | 5.05 | 22.33 | 164 | 44 | 123 | |||
| 13 Dec | 7182.80 | 215 | 28.00 | 22.07 | 80 | 27 | 79 | |||
| 12 Dec | 7125.80 | 187 | -3.00 | 21.81 | 32 | 4 | 59 | |||
| 11 Dec | 7115.10 | 190 | 62.00 | 22.49 | 69 | 23 | 47 | |||
| 10 Dec | 6936.20 | 128 | 10.00 | 22.49 | 6 | 2 | 24 | |||
| 9 Dec | 6868.35 | 118 | 1.00 | 23.11 | 4 | 0 | 22 | |||
| 6 Dec | 6850.30 | 117 | 12.00 | 23.28 | 17 | 3 | 22 | |||
| 5 Dec | 6850.40 | 105 | 20.00 | 21.51 | 19 | 7 | 18 | |||
| 4 Dec | 6740.00 | 85 | -26.00 | 22.63 | 11 | 10 | 10 | |||
| 3 Dec | 6675.45 | 111 | 0.00 | 4.49 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 111 | 0.00 | 4.61 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 111 | 5.24 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7300 expiring on 30JAN2025
Delta for 7300 CE is 0.19
Historical price for 7300 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 44.45, which was -9.55 lower than the previous day. The implied volatity was 21.07, the open interest changed by 237 which increased total open position to 901
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 54, which was -19.00 lower than the previous day. The implied volatity was 21.95, the open interest changed by 84 which increased total open position to 672
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 73, which was 3.35 higher than the previous day. The implied volatity was 22.44, the open interest changed by 71 which increased total open position to 586
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 69.65, which was -28.35 lower than the previous day. The implied volatity was 22.25, the open interest changed by 100 which increased total open position to 523
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 98, which was -60.80 lower than the previous day. The implied volatity was 22.61, the open interest changed by 249 which increased total open position to 420
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 158.8, which was -38.20 lower than the previous day. The implied volatity was 22.83, the open interest changed by 13 which increased total open position to 171
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 197, which was -23.05 lower than the previous day. The implied volatity was 23.05, the open interest changed by 36 which increased total open position to 158
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 220.05, which was 5.05 higher than the previous day. The implied volatity was 22.33, the open interest changed by 44 which increased total open position to 123
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 215, which was 28.00 higher than the previous day. The implied volatity was 22.07, the open interest changed by 27 which increased total open position to 79
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 187, which was -3.00 lower than the previous day. The implied volatity was 21.81, the open interest changed by 4 which increased total open position to 59
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 190, which was 62.00 higher than the previous day. The implied volatity was 22.49, the open interest changed by 23 which increased total open position to 47
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 128, which was 10.00 higher than the previous day. The implied volatity was 22.49, the open interest changed by 2 which increased total open position to 24
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 118, which was 1.00 higher than the previous day. The implied volatity was 23.11, the open interest changed by 0 which decreased total open position to 22
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 117, which was 12.00 higher than the previous day. The implied volatity was 23.28, the open interest changed by 3 which increased total open position to 22
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 105, which was 20.00 higher than the previous day. The implied volatity was 21.51, the open interest changed by 7 which increased total open position to 18
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 85, which was -26.00 lower than the previous day. The implied volatity was 22.63, the open interest changed by 10 which increased total open position to 10
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 111, which was 0.00 lower than the previous day. The implied volatity was 4.49, 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 111, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 111, which was lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 5.92
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 471.2 | 0.40 | 22.17 | 71 | 55 | 230 |
| 24 Dec | 6808.20 | 470.8 | 27.10 | 22.02 | 182 | 91 | 174 |
| 23 Dec | 6866.70 | 443.7 | -36.30 | 24.42 | 43 | 15 | 83 |
| 20 Dec | 6848.25 | 480 | 78.00 | 25.22 | 34 | 2 | 68 |
| 19 Dec | 6918.55 | 402 | 100.00 | 22.92 | 4 | 0 | 66 |
| 18 Dec | 7074.45 | 302 | 37.10 | 22.81 | 30 | 12 | 77 |
| 17 Dec | 7152.80 | 264.9 | 25.40 | 23.09 | 41 | 11 | 65 |
| 16 Dec | 7208.40 | 239.5 | -20.50 | 23.21 | 55 | 40 | 44 |
| 13 Dec | 7182.80 | 260 | -40.00 | 23.86 | 2 | 1 | 3 |
| 12 Dec | 7125.80 | 300 | -510.20 | 24.12 | 2 | 1 | 1 |
| 11 Dec | 7115.10 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 810.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 810.2 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7300 expiring on 30JAN2025
Delta for 7300 PE is -0.80
Historical price for 7300 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 471.2, which was 0.40 higher than the previous day. The implied volatity was 22.17, the open interest changed by 55 which increased total open position to 230
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 470.8, which was 27.10 higher than the previous day. The implied volatity was 22.02, the open interest changed by 91 which increased total open position to 174
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 443.7, which was -36.30 lower than the previous day. The implied volatity was 24.42, the open interest changed by 15 which increased total open position to 83
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 480, which was 78.00 higher than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 68
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 402, which was 100.00 higher than the previous day. The implied volatity was 22.92, the open interest changed by 0 which decreased total open position to 66
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 302, which was 37.10 higher than the previous day. The implied volatity was 22.81, the open interest changed by 12 which increased total open position to 77
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 264.9, which was 25.40 higher than the previous day. The implied volatity was 23.09, the open interest changed by 11 which increased total open position to 65
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 239.5, which was -20.50 lower than the previous day. The implied volatity was 23.21, the open interest changed by 40 which increased total open position to 44
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 260, which was -40.00 lower than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 3
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 300, which was -510.20 lower than the previous day. The implied volatity was 24.12, the open interest changed by 1 which increased total open position to 1
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 810.2, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 810.2, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 810.2, 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 810.2, 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 810.2, 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 810.2, 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 810.2, 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 810.2, 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 810.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
