BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.87
Theta: -2.27
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 5.15 | -5.60 | 30.04 | 9,919 | -304 | 2,992 | |||
| 19 Dec | 6918.55 | 10.75 | -20.75 | 27.64 | 7,494 | -458 | 3,294 | |||
|
|
||||||||||
| 18 Dec | 7074.45 | 31.5 | -16.95 | 24.89 | 7,687 | 268 | 3,733 | |||
| 17 Dec | 7152.80 | 48.45 | -22.15 | 22.74 | 16,831 | 151 | 3,449 | |||
| 16 Dec | 7208.40 | 70.6 | 4.20 | 22.14 | 14,556 | 417 | 3,334 | |||
| 13 Dec | 7182.80 | 66.4 | 15.00 | 20.00 | 16,476 | 155 | 2,918 | |||
| 12 Dec | 7125.80 | 51.4 | -6.60 | 20.10 | 8,810 | 12 | 2,767 | |||
| 11 Dec | 7115.10 | 58 | 32.25 | 21.59 | 28,010 | 778 | 2,715 | |||
| 10 Dec | 6936.20 | 25.75 | 2.60 | 21.84 | 5,382 | 374 | 1,915 | |||
| 9 Dec | 6868.35 | 23.15 | 1.40 | 22.76 | 1,870 | -44 | 1,537 | |||
| 6 Dec | 6850.30 | 21.75 | -3.10 | 21.64 | 3,868 | 201 | 1,580 | |||
| 5 Dec | 6850.40 | 24.85 | 9.10 | 21.66 | 2,968 | 42 | 1,382 | |||
| 4 Dec | 6740.00 | 15.75 | 1.30 | 22.48 | 1,463 | 4 | 1,348 | |||
| 3 Dec | 6675.45 | 14.45 | -0.30 | 23.85 | 1,299 | 155 | 1,349 | |||
| 2 Dec | 6650.65 | 14.75 | 1.55 | 23.86 | 2,232 | 295 | 1,195 | |||
| 29 Nov | 6575.90 | 13.2 | -2.30 | 24.16 | 1,202 | 223 | 899 | |||
| 28 Nov | 6509.40 | 15.5 | -11.50 | 25.33 | 1,313 | 162 | 677 | |||
| 27 Nov | 6705.20 | 27 | 0.95 | 23.18 | 727 | 57 | 512 | |||
| 26 Nov | 6617.95 | 26.05 | -11.05 | 25.09 | 743 | 113 | 456 | |||
| 25 Nov | 6685.40 | 37.1 | 1.10 | 24.89 | 693 | 269 | 343 | |||
| 22 Nov | 6683.95 | 36 | 15.55 | 22.82 | 208 | 24 | 98 | |||
| 21 Nov | 6465.65 | 20.45 | -4.55 | 26.08 | 55 | 11 | 73 | |||
| 20 Nov | 6595.30 | 25 | 0.00 | 23.23 | 27 | 7 | 62 | |||
| 19 Nov | 6595.30 | 25 | -4.15 | 23.23 | 27 | 7 | 62 | |||
| 18 Nov | 6567.95 | 29.15 | -3.00 | 24.33 | 18 | 13 | 55 | |||
| 14 Nov | 6549.15 | 32.15 | -6.10 | 23.70 | 32 | 17 | 42 | |||
| 13 Nov | 6566.00 | 38.25 | -5.75 | 23.96 | 31 | 11 | 25 | |||
| 12 Nov | 6638.20 | 44 | -26.85 | 23.21 | 27 | 9 | 14 | |||
| 11 Nov | 6778.80 | 70.85 | -137.75 | 23.26 | 5 | 4 | 4 | |||
| 8 Nov | 6895.95 | 208.6 | 0.00 | 3.20 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 208.6 | 0.00 | 2.90 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 208.6 | 0.00 | 1.86 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 208.6 | 0.00 | 2.85 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 208.6 | 208.60 | 3.41 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | 2.33 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 CE is 0.05
Historical price for 7300 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 5.15, which was -5.60 lower than the previous day. The implied volatity was 30.04, the open interest changed by -304 which decreased total open position to 2992
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 10.75, which was -20.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by -458 which decreased total open position to 3294
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 31.5, which was -16.95 lower than the previous day. The implied volatity was 24.89, the open interest changed by 268 which increased total open position to 3733
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 48.45, which was -22.15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 151 which increased total open position to 3449
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 70.6, which was 4.20 higher than the previous day. The implied volatity was 22.14, the open interest changed by 417 which increased total open position to 3334
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 66.4, which was 15.00 higher than the previous day. The implied volatity was 20.00, the open interest changed by 155 which increased total open position to 2918
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 51.4, which was -6.60 lower than the previous day. The implied volatity was 20.10, the open interest changed by 12 which increased total open position to 2767
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 58, which was 32.25 higher than the previous day. The implied volatity was 21.59, the open interest changed by 778 which increased total open position to 2715
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 25.75, which was 2.60 higher than the previous day. The implied volatity was 21.84, the open interest changed by 374 which increased total open position to 1915
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 23.15, which was 1.40 higher than the previous day. The implied volatity was 22.76, the open interest changed by -44 which decreased total open position to 1537
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 21.75, which was -3.10 lower than the previous day. The implied volatity was 21.64, the open interest changed by 201 which increased total open position to 1580
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 24.85, which was 9.10 higher than the previous day. The implied volatity was 21.66, the open interest changed by 42 which increased total open position to 1382
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 15.75, which was 1.30 higher than the previous day. The implied volatity was 22.48, the open interest changed by 4 which increased total open position to 1348
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 14.45, which was -0.30 lower than the previous day. The implied volatity was 23.85, the open interest changed by 155 which increased total open position to 1349
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 14.75, which was 1.55 higher than the previous day. The implied volatity was 23.86, the open interest changed by 295 which increased total open position to 1195
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 13.2, which was -2.30 lower than the previous day. The implied volatity was 24.16, the open interest changed by 223 which increased total open position to 899
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 15.5, which was -11.50 lower than the previous day. The implied volatity was 25.33, the open interest changed by 162 which increased total open position to 677
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 27, which was 0.95 higher than the previous day. The implied volatity was 23.18, the open interest changed by 57 which increased total open position to 512
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 26.05, which was -11.05 lower than the previous day. The implied volatity was 25.09, the open interest changed by 113 which increased total open position to 456
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 37.1, which was 1.10 higher than the previous day. The implied volatity was 24.89, the open interest changed by 269 which increased total open position to 343
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 36, which was 15.55 higher than the previous day. The implied volatity was 22.82, the open interest changed by 24 which increased total open position to 98
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 20.45, which was -4.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by 11 which increased total open position to 73
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was 23.23, the open interest changed by 7 which increased total open position to 62
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 25, which was -4.15 lower than the previous day. The implied volatity was 23.23, the open interest changed by 7 which increased total open position to 62
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 29.15, which was -3.00 lower than the previous day. The implied volatity was 24.33, the open interest changed by 13 which increased total open position to 55
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 32.15, which was -6.10 lower than the previous day. The implied volatity was 23.70, the open interest changed by 17 which increased total open position to 42
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 38.25, which was -5.75 lower than the previous day. The implied volatity was 23.96, the open interest changed by 11 which increased total open position to 25
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 44, which was -26.85 lower than the previous day. The implied volatity was 23.21, the open interest changed by 9 which increased total open position to 14
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 70.85, which was -137.75 lower than the previous day. The implied volatity was 23.26, the open interest changed by 4 which increased total open position to 4
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 208.6, which was 0.00 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 208.6, which was 0.00 lower than the previous day. The implied volatity was 2.90, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 208.6, which was 0.00 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 208.6, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 208.6, which was 208.60 higher than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 1.35
Theta: -2.22
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 470 | 93.05 | 36.13 | 206 | -53 | 790 |
| 19 Dec | 6918.55 | 376.95 | 138.35 | 24.08 | 297 | 30 | 847 |
| 18 Dec | 7074.45 | 238.6 | 46.15 | 22.95 | 1,547 | -27 | 833 |
| 17 Dec | 7152.80 | 192.45 | 50.40 | 24.50 | 5,318 | -106 | 835 |
| 16 Dec | 7208.40 | 142.05 | -17.85 | 20.25 | 4,194 | 37 | 939 |
| 13 Dec | 7182.80 | 159.9 | -62.05 | 18.93 | 1,794 | 174 | 905 |
| 12 Dec | 7125.80 | 221.95 | -11.60 | 22.85 | 929 | 301 | 735 |
| 11 Dec | 7115.10 | 233.55 | -138.45 | 22.48 | 919 | 100 | 434 |
| 10 Dec | 6936.20 | 372 | -66.50 | 25.34 | 37 | 13 | 333 |
| 9 Dec | 6868.35 | 438.5 | 8.40 | 30.15 | 14 | 0 | 319 |
| 6 Dec | 6850.30 | 430.1 | -25.75 | 19.82 | 24 | 6 | 317 |
| 5 Dec | 6850.40 | 455.85 | -113.35 | 27.82 | 53 | 2 | 310 |
| 4 Dec | 6740.00 | 569.2 | -47.80 | 31.46 | 8 | 4 | 310 |
| 3 Dec | 6675.45 | 617 | -11.00 | 27.14 | 5 | -2 | 306 |
| 2 Dec | 6650.65 | 628 | -77.00 | 26.66 | 5 | 1 | 307 |
| 29 Nov | 6575.90 | 705 | -23.00 | 27.91 | 3 | 0 | 305 |
| 28 Nov | 6509.40 | 728 | 146.40 | 27.86 | 221 | 192 | 304 |
| 27 Nov | 6705.20 | 581.6 | -11.40 | 27.79 | 99 | 68 | 111 |
| 26 Nov | 6617.95 | 593 | 0.00 | 0.00 | 0 | 21 | 0 |
| 25 Nov | 6685.40 | 593 | -134.55 | 28.48 | 51 | 20 | 42 |
| 22 Nov | 6683.95 | 727.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 6465.65 | 727.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 727.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 727.55 | 0.00 | 0.00 | 0 | 22 | 0 |
| 18 Nov | 6567.95 | 727.55 | 189.80 | 32.05 | 23 | 21 | 21 |
| 14 Nov | 6549.15 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 537.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 537.75 | 537.75 | - | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7300 expiring on 26DEC2024
Delta for 7300 PE is -0.92
Historical price for 7300 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 470, which was 93.05 higher than the previous day. The implied volatity was 36.13, the open interest changed by -53 which decreased total open position to 790
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 376.95, which was 138.35 higher than the previous day. The implied volatity was 24.08, the open interest changed by 30 which increased total open position to 847
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 238.6, which was 46.15 higher than the previous day. The implied volatity was 22.95, the open interest changed by -27 which decreased total open position to 833
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 192.45, which was 50.40 higher than the previous day. The implied volatity was 24.50, the open interest changed by -106 which decreased total open position to 835
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 142.05, which was -17.85 lower than the previous day. The implied volatity was 20.25, the open interest changed by 37 which increased total open position to 939
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 159.9, which was -62.05 lower than the previous day. The implied volatity was 18.93, the open interest changed by 174 which increased total open position to 905
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 221.95, which was -11.60 lower than the previous day. The implied volatity was 22.85, the open interest changed by 301 which increased total open position to 735
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 233.55, which was -138.45 lower than the previous day. The implied volatity was 22.48, the open interest changed by 100 which increased total open position to 434
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 372, which was -66.50 lower than the previous day. The implied volatity was 25.34, the open interest changed by 13 which increased total open position to 333
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 438.5, which was 8.40 higher than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 319
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 430.1, which was -25.75 lower than the previous day. The implied volatity was 19.82, the open interest changed by 6 which increased total open position to 317
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 455.85, which was -113.35 lower than the previous day. The implied volatity was 27.82, the open interest changed by 2 which increased total open position to 310
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 569.2, which was -47.80 lower than the previous day. The implied volatity was 31.46, the open interest changed by 4 which increased total open position to 310
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 617, which was -11.00 lower than the previous day. The implied volatity was 27.14, the open interest changed by -2 which decreased total open position to 306
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 628, which was -77.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 307
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 705, which was -23.00 lower than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 305
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 728, which was 146.40 higher than the previous day. The implied volatity was 27.86, the open interest changed by 192 which increased total open position to 304
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 581.6, which was -11.40 lower than the previous day. The implied volatity was 27.79, the open interest changed by 68 which increased total open position to 111
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 593, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 21 which increased total open position to 0
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 593, which was -134.55 lower than the previous day. The implied volatity was 28.48, the open interest changed by 20 which increased total open position to 42
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 727.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 727.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 727.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 727.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 727.55, which was 189.80 higher than the previous day. The implied volatity was 32.05, the open interest changed by 21 which increased total open position to 21
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 537.75, 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 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 537.75, 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 537.75, 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 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 537.75, 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 537.75, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 537.75, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 537.75, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 537.75, 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 537.75, which was 537.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BAJFINANCE was trading at 6923.60. 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
