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

7466.85 23.60 (0.32%)

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Historical option data for BAJFINANCE

24 Jan 2025 12:43 PM IST
BAJFINANCE 30JAN2025 7300 CE
Delta: 0.73
Vega: 3.21
Theta: -9.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 7467.60 232.85 6.3 32.14 1,580 -58 1,583
23 Jan 7443.25 224.05 22.85 32.35 2,267 -119 1,643
22 Jan 7397.15 201.2 43.15 32.01 7,718 90 1,761
21 Jan 7291.65 158.05 -87.70 31.43 3,518 65 1,667
20 Jan 7440.10 245.75 134.75 32.74 13,332 -617 1,606
17 Jan 7182.10 111 -31.95 27.81 5,766 -68 2,234
16 Jan 7259.75 142.95 30.95 26.84 7,902 -312 2,293
15 Jan 7177.40 112 -93.00 26.67 9,289 401 2,606
14 Jan 7335.00 205 98.25 27.10 8,665 -219 2,206
13 Jan 7150.95 106.75 -60.15 25.47 5,263 235 2,428
10 Jan 7288.05 166.9 -1.10 22.30 12,479 -78 2,192
9 Jan 7277.45 168 -48.00 21.64 5,605 297 2,263
8 Jan 7355.40 216 -3.00 22.33 6,165 35 1,971
7 Jan 7353.95 219 -16.65 23.65 3,273 46 1,936
6 Jan 7349.35 235.65 -8.35 24.70 4,098 115 1,940
3 Jan 7407.25 244 -7.00 22.27 2,987 -323 1,833
2 Jan 7389.20 251 185.40 22.16 22,256 464 2,258
1 Jan 6935.30 65.6 19.60 22.23 1,838 35 1,776
31 Dec 6823.00 46 -9.95 22.47 1,767 214 1,776
30 Dec 6888.25 55.95 -4.60 21.79 2,247 116 1,568
27 Dec 6907.75 60.55 16.10 20.89 3,072 551 1,455
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
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 0.73

Historical price for 7300 CE is as follows

On 24 Jan BAJFINANCE was trading at 7467.60. The strike last trading price was 232.85, which was 6.3 higher than the previous day. The implied volatity was 32.14, the open interest changed by -58 which decreased total open position to 1583


On 23 Jan BAJFINANCE was trading at 7443.25. The strike last trading price was 224.05, which was 22.85 higher than the previous day. The implied volatity was 32.35, the open interest changed by -119 which decreased total open position to 1643


On 22 Jan BAJFINANCE was trading at 7397.15. The strike last trading price was 201.2, which was 43.15 higher than the previous day. The implied volatity was 32.01, the open interest changed by 90 which increased total open position to 1761


On 21 Jan BAJFINANCE was trading at 7291.65. The strike last trading price was 158.05, which was -87.70 lower than the previous day. The implied volatity was 31.43, the open interest changed by 65 which increased total open position to 1667


On 20 Jan BAJFINANCE was trading at 7440.10. The strike last trading price was 245.75, which was 134.75 higher than the previous day. The implied volatity was 32.74, the open interest changed by -617 which decreased total open position to 1606


On 17 Jan BAJFINANCE was trading at 7182.10. The strike last trading price was 111, which was -31.95 lower than the previous day. The implied volatity was 27.81, the open interest changed by -68 which decreased total open position to 2234


On 16 Jan BAJFINANCE was trading at 7259.75. The strike last trading price was 142.95, which was 30.95 higher than the previous day. The implied volatity was 26.84, the open interest changed by -312 which decreased total open position to 2293


On 15 Jan BAJFINANCE was trading at 7177.40. The strike last trading price was 112, which was -93.00 lower than the previous day. The implied volatity was 26.67, the open interest changed by 401 which increased total open position to 2606


On 14 Jan BAJFINANCE was trading at 7335.00. The strike last trading price was 205, which was 98.25 higher than the previous day. The implied volatity was 27.10, the open interest changed by -219 which decreased total open position to 2206


On 13 Jan BAJFINANCE was trading at 7150.95. The strike last trading price was 106.75, which was -60.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 235 which increased total open position to 2428


On 10 Jan BAJFINANCE was trading at 7288.05. The strike last trading price was 166.9, which was -1.10 lower than the previous day. The implied volatity was 22.30, the open interest changed by -78 which decreased total open position to 2192


On 9 Jan BAJFINANCE was trading at 7277.45. The strike last trading price was 168, which was -48.00 lower than the previous day. The implied volatity was 21.64, the open interest changed by 297 which increased total open position to 2263


On 8 Jan BAJFINANCE was trading at 7355.40. The strike last trading price was 216, which was -3.00 lower than the previous day. The implied volatity was 22.33, the open interest changed by 35 which increased total open position to 1971


On 7 Jan BAJFINANCE was trading at 7353.95. The strike last trading price was 219, which was -16.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 46 which increased total open position to 1936


On 6 Jan BAJFINANCE was trading at 7349.35. The strike last trading price was 235.65, which was -8.35 lower than the previous day. The implied volatity was 24.70, the open interest changed by 115 which increased total open position to 1940


On 3 Jan BAJFINANCE was trading at 7407.25. The strike last trading price was 244, which was -7.00 lower than the previous day. The implied volatity was 22.27, the open interest changed by -323 which decreased total open position to 1833


On 2 Jan BAJFINANCE was trading at 7389.20. The strike last trading price was 251, which was 185.40 higher than the previous day. The implied volatity was 22.16, the open interest changed by 464 which increased total open position to 2258


On 1 Jan BAJFINANCE was trading at 6935.30. The strike last trading price was 65.6, which was 19.60 higher than the previous day. The implied volatity was 22.23, the open interest changed by 35 which increased total open position to 1776


On 31 Dec BAJFINANCE was trading at 6823.00. The strike last trading price was 46, which was -9.95 lower than the previous day. The implied volatity was 22.47, the open interest changed by 214 which increased total open position to 1776


On 30 Dec BAJFINANCE was trading at 6888.25. The strike last trading price was 55.95, which was -4.60 lower than the previous day. The implied volatity was 21.79, the open interest changed by 116 which increased total open position to 1568


On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 60.55, which was 16.10 higher than the previous day. The implied volatity was 20.89, the open interest changed by 551 which increased total open position to 1455


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
Delta: -0.30
Vega: 3.38
Theta: -10.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 7467.60 74 -9.4 38.63 3,531 -32 2,515
23 Jan 7443.25 82.6 -21.25 36.30 4,144 177 2,551
22 Jan 7397.15 103.85 -36.55 35.29 6,840 597 2,685
21 Jan 7291.65 140.4 40.75 33.69 7,060 -366 2,089
20 Jan 7440.10 99.65 -102.15 33.55 7,983 721 2,491
17 Jan 7182.10 201.8 29.50 28.15 1,984 -241 1,771
16 Jan 7259.75 172.3 -51.00 28.66 1,925 72 2,019
15 Jan 7177.40 223.3 93.50 29.17 3,621 -464 1,950
14 Jan 7335.00 129.8 -94.00 26.91 4,573 476 2,417
13 Jan 7150.95 223.8 63.80 25.64 2,459 -259 1,944
10 Jan 7288.05 160 3.00 25.69 5,946 -245 2,218
9 Jan 7277.45 157 22.00 24.89 4,779 -188 2,476
8 Jan 7355.40 135 -7.25 25.37 9,965 154 2,689
7 Jan 7353.95 142.25 0.25 24.90 4,468 410 2,542
6 Jan 7349.35 142 5.00 24.85 11,532 191 2,132
3 Jan 7407.25 137 -9.00 24.19 5,169 423 1,976
2 Jan 7389.20 146 -254.00 25.29 6,982 1,286 1,521
1 Jan 6935.30 400 -62.70 27.11 6 0 233
31 Dec 6823.00 462.7 48.20 24.53 6 0 233
30 Dec 6888.25 414.5 4.50 23.31 103 -10 233
27 Dec 6907.75 410 -61.20 23.57 40 15 245
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 -0.30

Historical price for 7300 PE is as follows

On 24 Jan BAJFINANCE was trading at 7467.60. The strike last trading price was 74, which was -9.4 lower than the previous day. The implied volatity was 38.63, the open interest changed by -32 which decreased total open position to 2515


On 23 Jan BAJFINANCE was trading at 7443.25. The strike last trading price was 82.6, which was -21.25 lower than the previous day. The implied volatity was 36.30, the open interest changed by 177 which increased total open position to 2551


On 22 Jan BAJFINANCE was trading at 7397.15. The strike last trading price was 103.85, which was -36.55 lower than the previous day. The implied volatity was 35.29, the open interest changed by 597 which increased total open position to 2685


On 21 Jan BAJFINANCE was trading at 7291.65. The strike last trading price was 140.4, which was 40.75 higher than the previous day. The implied volatity was 33.69, the open interest changed by -366 which decreased total open position to 2089


On 20 Jan BAJFINANCE was trading at 7440.10. The strike last trading price was 99.65, which was -102.15 lower than the previous day. The implied volatity was 33.55, the open interest changed by 721 which increased total open position to 2491


On 17 Jan BAJFINANCE was trading at 7182.10. The strike last trading price was 201.8, which was 29.50 higher than the previous day. The implied volatity was 28.15, the open interest changed by -241 which decreased total open position to 1771


On 16 Jan BAJFINANCE was trading at 7259.75. The strike last trading price was 172.3, which was -51.00 lower than the previous day. The implied volatity was 28.66, the open interest changed by 72 which increased total open position to 2019


On 15 Jan BAJFINANCE was trading at 7177.40. The strike last trading price was 223.3, which was 93.50 higher than the previous day. The implied volatity was 29.17, the open interest changed by -464 which decreased total open position to 1950


On 14 Jan BAJFINANCE was trading at 7335.00. The strike last trading price was 129.8, which was -94.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 476 which increased total open position to 2417


On 13 Jan BAJFINANCE was trading at 7150.95. The strike last trading price was 223.8, which was 63.80 higher than the previous day. The implied volatity was 25.64, the open interest changed by -259 which decreased total open position to 1944


On 10 Jan BAJFINANCE was trading at 7288.05. The strike last trading price was 160, which was 3.00 higher than the previous day. The implied volatity was 25.69, the open interest changed by -245 which decreased total open position to 2218


On 9 Jan BAJFINANCE was trading at 7277.45. The strike last trading price was 157, which was 22.00 higher than the previous day. The implied volatity was 24.89, the open interest changed by -188 which decreased total open position to 2476


On 8 Jan BAJFINANCE was trading at 7355.40. The strike last trading price was 135, which was -7.25 lower than the previous day. The implied volatity was 25.37, the open interest changed by 154 which increased total open position to 2689


On 7 Jan BAJFINANCE was trading at 7353.95. The strike last trading price was 142.25, which was 0.25 higher than the previous day. The implied volatity was 24.90, the open interest changed by 410 which increased total open position to 2542


On 6 Jan BAJFINANCE was trading at 7349.35. The strike last trading price was 142, which was 5.00 higher than the previous day. The implied volatity was 24.85, the open interest changed by 191 which increased total open position to 2132


On 3 Jan BAJFINANCE was trading at 7407.25. The strike last trading price was 137, which was -9.00 lower than the previous day. The implied volatity was 24.19, the open interest changed by 423 which increased total open position to 1976


On 2 Jan BAJFINANCE was trading at 7389.20. The strike last trading price was 146, which was -254.00 lower than the previous day. The implied volatity was 25.29, the open interest changed by 1286 which increased total open position to 1521


On 1 Jan BAJFINANCE was trading at 6935.30. The strike last trading price was 400, which was -62.70 lower than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 233


On 31 Dec BAJFINANCE was trading at 6823.00. The strike last trading price was 462.7, which was 48.20 higher than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 233


On 30 Dec BAJFINANCE was trading at 6888.25. The strike last trading price was 414.5, which was 4.50 higher than the previous day. The implied volatity was 23.31, the open interest changed by -10 which decreased total open position to 233


On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 410, which was -61.20 lower than the previous day. The implied volatity was 23.57, the open interest changed by 15 which increased total open position to 245


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