BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 7300 CE | ||||||||||
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Delta: 0.04
Vega: 1.04
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6549.15 | 5.3 | -2.50 | 28.55 | 870 | -62 | 1,769 | |||
| 13 Nov | 6566.00 | 7.8 | -2.60 | 29.01 | 1,337 | -3 | 1,837 | |||
| 12 Nov | 6638.20 | 10.4 | -5.10 | 27.78 | 2,183 | 1 | 1,988 | |||
| 11 Nov | 6778.80 | 15.5 | -9.50 | 24.66 | 2,069 | 236 | 1,991 | |||
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| 8 Nov | 6895.95 | 25 | -11.15 | 21.48 | 1,533 | -45 | 1,767 | |||
| 7 Nov | 6904.50 | 36.15 | -20.80 | 22.58 | 2,049 | 98 | 1,825 | |||
| 6 Nov | 7006.20 | 56.95 | 9.65 | 22.22 | 2,356 | 119 | 1,728 | |||
| 5 Nov | 6930.35 | 47.3 | 3.50 | 23.90 | 3,901 | 570 | 1,605 | |||
| 4 Nov | 6843.70 | 43.8 | -25.20 | 25.22 | 1,703 | 174 | 1,035 | |||
| 1 Nov | 6923.60 | 69 | 1.20 | 25.06 | 134 | 31 | 861 | |||
| 31 Oct | 6889.75 | 67.8 | -19.45 | - | 917 | 64 | 831 | |||
| 30 Oct | 6955.00 | 87.25 | -9.95 | - | 681 | 129 | 764 | |||
| 29 Oct | 7022.50 | 97.2 | 19.15 | - | 1,284 | 71 | 635 | |||
| 28 Oct | 6911.35 | 78.05 | -8.95 | - | 964 | 286 | 563 | |||
| 25 Oct | 6910.15 | 87 | -36.50 | - | 401 | 30 | 277 | |||
| 24 Oct | 7040.90 | 123.5 | 6.95 | - | 346 | 67 | 246 | |||
| 23 Oct | 6995.80 | 116.55 | 43.55 | - | 1,489 | -217 | 179 | |||
| 22 Oct | 6677.90 | 73 | -18.00 | - | 587 | 104 | 395 | |||
| 21 Oct | 6780.90 | 91 | -33.20 | - | 371 | 138 | 285 | |||
| 18 Oct | 6899.55 | 124.2 | 1.40 | - | 57 | 27 | 147 | |||
| 17 Oct | 6899.50 | 122.8 | -17.20 | - | 82 | 14 | 120 | |||
| 16 Oct | 6956.35 | 140 | -29.00 | - | 123 | 80 | 107 | |||
| 15 Oct | 7016.90 | 169 | -85.00 | - | 46 | 24 | 27 | |||
| 14 Oct | 7208.80 | 254 | -49.70 | - | 3 | 1 | 2 | |||
| 11 Oct | 7302.00 | 303.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 303.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 303.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7186.95 | 303.7 | 0.00 | - | 0 | 1 | 0 | |||
| 7 Oct | 7269.40 | 303.7 | -427.55 | - | 2 | 1 | 1 | |||
| 4 Oct | 7211.35 | 731.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 7433.85 | 731.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 731.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 731.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7756.00 | 731.25 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7300 expiring on 28NOV2024
Delta for 7300 CE is 0.04
Historical price for 7300 CE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 5.3, which was -2.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by -62 which decreased total open position to 1769
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 7.8, which was -2.60 lower than the previous day. The implied volatity was 29.01, the open interest changed by -3 which decreased total open position to 1837
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 10.4, which was -5.10 lower than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 1988
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 15.5, which was -9.50 lower than the previous day. The implied volatity was 24.66, the open interest changed by 236 which increased total open position to 1991
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 25, which was -11.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by -45 which decreased total open position to 1767
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 36.15, which was -20.80 lower than the previous day. The implied volatity was 22.58, the open interest changed by 98 which increased total open position to 1825
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 56.95, which was 9.65 higher than the previous day. The implied volatity was 22.22, the open interest changed by 119 which increased total open position to 1728
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 47.3, which was 3.50 higher than the previous day. The implied volatity was 23.90, the open interest changed by 570 which increased total open position to 1605
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 43.8, which was -25.20 lower than the previous day. The implied volatity was 25.22, the open interest changed by 174 which increased total open position to 1035
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 69, which was 1.20 higher than the previous day. The implied volatity was 25.06, the open interest changed by 31 which increased total open position to 861
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 67.8, which was -19.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 87.25, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 97.2, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 78.05, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 87, which was -36.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 123.5, which was 6.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 116.55, which was 43.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 73, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 91, which was -33.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 124.2, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 122.8, which was -17.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 140, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 169, which was -85.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 254, which was -49.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 303.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 303.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 303.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 303.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 303.7, which was -427.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 731.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 731.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 731.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 731.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 731.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 7300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 2.67
Theta: -2.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6549.15 | 736.05 | 13.05 | 43.66 | 16 | -9 | 359 |
| 13 Nov | 6566.00 | 723 | 80.70 | 43.09 | 28 | 8 | 369 |
| 12 Nov | 6638.20 | 642.3 | 138.70 | 29.32 | 19 | 8 | 364 |
| 11 Nov | 6778.80 | 503.6 | 103.60 | 17.01 | 26 | 14 | 356 |
| 8 Nov | 6895.95 | 400 | 9.45 | 18.09 | 5 | -3 | 342 |
| 7 Nov | 6904.50 | 390.55 | 64.85 | 21.72 | 32 | 5 | 345 |
| 6 Nov | 7006.20 | 325.7 | -90.55 | 22.70 | 125 | -22 | 340 |
| 5 Nov | 6930.35 | 416.25 | -38.80 | 26.15 | 156 | 41 | 356 |
| 4 Nov | 6843.70 | 455.05 | 36.50 | 23.25 | 101 | 18 | 315 |
| 1 Nov | 6923.60 | 418.55 | 0.00 | 0.00 | 0 | 43 | 0 |
| 31 Oct | 6889.75 | 418.55 | 33.55 | - | 97 | 43 | 297 |
| 30 Oct | 6955.00 | 385 | 31.80 | - | 50 | 16 | 253 |
| 29 Oct | 7022.50 | 353.2 | -59.45 | - | 109 | 75 | 237 |
| 28 Oct | 6911.35 | 412.65 | 71.65 | - | 115 | 41 | 161 |
| 25 Oct | 6910.15 | 341 | 26.25 | - | 7 | -2 | 120 |
| 24 Oct | 7040.90 | 314.75 | -39.00 | - | 17 | -7 | 123 |
| 23 Oct | 6995.80 | 353.75 | -231.25 | - | 185 | 88 | 131 |
| 22 Oct | 6677.90 | 585 | 58.85 | - | 5 | 2 | 44 |
| 21 Oct | 6780.90 | 526.15 | 114.45 | - | 17 | 13 | 41 |
| 18 Oct | 6899.55 | 411.7 | -43.95 | - | 1 | 0 | 28 |
| 17 Oct | 6899.50 | 455.65 | 59.75 | - | 3 | 0 | 28 |
| 16 Oct | 6956.35 | 395.9 | 195.90 | - | 16 | 9 | 23 |
| 15 Oct | 7016.90 | 200 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 7208.80 | 200 | 11.70 | - | 1 | 0 | 13 |
| 11 Oct | 7302.00 | 188.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 188.3 | 0.00 | - | 0 | 1 | 0 |
| 9 Oct | 7300.45 | 188.3 | -51.20 | - | 6 | -1 | 11 |
| 8 Oct | 7186.95 | 239.5 | 0.00 | - | 0 | -1 | 0 |
| 7 Oct | 7269.40 | 239.5 | -43.55 | - | 5 | -1 | 12 |
| 4 Oct | 7211.35 | 283.05 | 85.05 | - | 13 | 8 | 13 |
| 3 Oct | 7433.85 | 198 | 26.55 | - | 8 | 5 | 5 |
| 1 Oct | 7703.00 | 171.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 171.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7756.00 | 171.45 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7300 expiring on 28NOV2024
Delta for 7300 PE is -0.87
Historical price for 7300 PE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 736.05, which was 13.05 higher than the previous day. The implied volatity was 43.66, the open interest changed by -9 which decreased total open position to 359
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 723, which was 80.70 higher than the previous day. The implied volatity was 43.09, the open interest changed by 8 which increased total open position to 369
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 642.3, which was 138.70 higher than the previous day. The implied volatity was 29.32, the open interest changed by 8 which increased total open position to 364
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 503.6, which was 103.60 higher than the previous day. The implied volatity was 17.01, the open interest changed by 14 which increased total open position to 356
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 400, which was 9.45 higher than the previous day. The implied volatity was 18.09, the open interest changed by -3 which decreased total open position to 342
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 390.55, which was 64.85 higher than the previous day. The implied volatity was 21.72, the open interest changed by 5 which increased total open position to 345
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 325.7, which was -90.55 lower than the previous day. The implied volatity was 22.70, the open interest changed by -22 which decreased total open position to 340
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 416.25, which was -38.80 lower than the previous day. The implied volatity was 26.15, the open interest changed by 41 which increased total open position to 356
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 455.05, which was 36.50 higher than the previous day. The implied volatity was 23.25, the open interest changed by 18 which increased total open position to 315
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 418.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 43 which increased total open position to 0
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 418.55, which was 33.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 385, which was 31.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 353.2, which was -59.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 412.65, which was 71.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 341, which was 26.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 314.75, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 353.75, which was -231.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 585, which was 58.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 526.15, which was 114.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 411.7, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 455.65, which was 59.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 395.9, which was 195.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 200, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 200, which was 11.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 188.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 188.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 188.3, which was -51.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 239.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 239.5, which was -43.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 283.05, which was 85.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 198, which was 26.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 171.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 171.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 171.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
