BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 5.59
Theta: -2.07
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 43.2 | 11.40 | 21.18 | 1,940 | 235 | 808 | |||
| 26 Dec | 6815.75 | 31.8 | -7.20 | 21.46 | 694 | 60 | 573 | |||
| 24 Dec | 6808.20 | 39 | -13.40 | 22.18 | 753 | 247 | 542 | |||
| 23 Dec | 6866.70 | 52.4 | -2.60 | 22.37 | 372 | 99 | 295 | |||
| 20 Dec | 6848.25 | 55 | -18.75 | 22.95 | 221 | 21 | 196 | |||
| 19 Dec | 6918.55 | 73.75 | -52.25 | 22.64 | 196 | 87 | 172 | |||
| 18 Dec | 7074.45 | 126 | -31.10 | 23.04 | 63 | 11 | 87 | |||
| 17 Dec | 7152.80 | 157.1 | -22.90 | 23.06 | 85 | 7 | 76 | |||
| 16 Dec | 7208.40 | 180 | 4.00 | 22.69 | 69 | 22 | 68 | |||
| 13 Dec | 7182.80 | 176 | 31.75 | 22.40 | 38 | -2 | 46 | |||
| 12 Dec | 7125.80 | 144.25 | -10.95 | 21.39 | 13 | 4 | 47 | |||
|
|
||||||||||
| 11 Dec | 7115.10 | 155.2 | 65.20 | 22.80 | 59 | 28 | 43 | |||
| 10 Dec | 6936.20 | 90 | -7.95 | 21.36 | 11 | 5 | 15 | |||
| 9 Dec | 6868.35 | 97.95 | 5.95 | 23.78 | 4 | 0 | 10 | |||
| 6 Dec | 6850.30 | 92 | -0.70 | 23.28 | 9 | 7 | 11 | |||
| 5 Dec | 6850.40 | 92.7 | -189.70 | 22.89 | 5 | 4 | 4 | |||
| 4 Dec | 6740.00 | 282.4 | 0.00 | 4.74 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 282.4 | 0.00 | 5.27 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 282.4 | 0.00 | 5.38 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 282.4 | 0.00 | 5.95 | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 282.4 | 0.00 | 6.42 | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 282.4 | 0.00 | 4.70 | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 282.4 | 0.00 | 5.34 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 282.4 | 0.00 | 4.73 | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 282.4 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 282.4 | 0.00 | 2.48 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 282.4 | 3.01 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7400 expiring on 30JAN2025
Delta for 7400 CE is 0.18
Historical price for 7400 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 43.2, which was 11.40 higher than the previous day. The implied volatity was 21.18, the open interest changed by 235 which increased total open position to 808
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 31.8, which was -7.20 lower than the previous day. The implied volatity was 21.46, the open interest changed by 60 which increased total open position to 573
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 39, which was -13.40 lower than the previous day. The implied volatity was 22.18, the open interest changed by 247 which increased total open position to 542
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 52.4, which was -2.60 lower than the previous day. The implied volatity was 22.37, the open interest changed by 99 which increased total open position to 295
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 55, which was -18.75 lower than the previous day. The implied volatity was 22.95, the open interest changed by 21 which increased total open position to 196
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 73.75, which was -52.25 lower than the previous day. The implied volatity was 22.64, the open interest changed by 87 which increased total open position to 172
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 126, which was -31.10 lower than the previous day. The implied volatity was 23.04, the open interest changed by 11 which increased total open position to 87
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 157.1, which was -22.90 lower than the previous day. The implied volatity was 23.06, the open interest changed by 7 which increased total open position to 76
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 180, which was 4.00 higher than the previous day. The implied volatity was 22.69, the open interest changed by 22 which increased total open position to 68
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 176, which was 31.75 higher than the previous day. The implied volatity was 22.40, the open interest changed by -2 which decreased total open position to 46
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 144.25, which was -10.95 lower than the previous day. The implied volatity was 21.39, the open interest changed by 4 which increased total open position to 47
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 155.2, which was 65.20 higher than the previous day. The implied volatity was 22.80, the open interest changed by 28 which increased total open position to 43
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 90, which was -7.95 lower than the previous day. The implied volatity was 21.36, the open interest changed by 5 which increased total open position to 15
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 97.95, which was 5.95 higher than the previous day. The implied volatity was 23.78, the open interest changed by 0 which decreased total open position to 10
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 92, which was -0.70 lower than the previous day. The implied volatity was 23.28, the open interest changed by 7 which increased total open position to 11
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 92.7, which was -189.70 lower than the previous day. The implied volatity was 22.89, the open interest changed by 4 which increased total open position to 4
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 282.4, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 5.27, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 5.95, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 4.73, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 282.4, which was 0.00 lower than the previous day. The implied volatity was 2.48, 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 282.4, which was lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 6.18
Theta: -0.58
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 491.2 | -67.80 | 24.16 | 54 | 0 | 299 |
| 26 Dec | 6815.75 | 559 | 6.65 | 23.04 | 26 | 9 | 297 |
| 24 Dec | 6808.20 | 552.35 | 38.10 | 21.79 | 55 | 11 | 287 |
| 23 Dec | 6866.70 | 514.25 | -44.05 | 23.41 | 44 | 17 | 275 |
| 20 Dec | 6848.25 | 558.3 | 84.00 | 25.38 | 242 | 193 | 258 |
| 19 Dec | 6918.55 | 474.3 | 132.30 | 22.67 | 26 | -15 | 65 |
| 18 Dec | 7074.45 | 342 | 0.00 | 20.09 | 2 | 1 | 80 |
| 17 Dec | 7152.80 | 342 | 48.00 | 24.99 | 53 | 5 | 50 |
| 16 Dec | 7208.40 | 294 | -24.95 | 23.16 | 28 | 9 | 45 |
| 13 Dec | 7182.80 | 318.95 | -36.05 | 24.38 | 8 | 3 | 35 |
| 12 Dec | 7125.80 | 355 | -11.00 | 23.82 | 2 | 0 | 32 |
| 11 Dec | 7115.10 | 366 | -293.55 | 23.84 | 35 | 30 | 30 |
| 10 Dec | 6936.20 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 659.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 659.55 | 659.55 | - | 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 7400 expiring on 30JAN2025
Delta for 7400 PE is -0.78
Historical price for 7400 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 491.2, which was -67.80 lower than the previous day. The implied volatity was 24.16, the open interest changed by 0 which decreased total open position to 299
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 559, which was 6.65 higher than the previous day. The implied volatity was 23.04, the open interest changed by 9 which increased total open position to 297
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 552.35, which was 38.10 higher than the previous day. The implied volatity was 21.79, the open interest changed by 11 which increased total open position to 287
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 514.25, which was -44.05 lower than the previous day. The implied volatity was 23.41, the open interest changed by 17 which increased total open position to 275
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 558.3, which was 84.00 higher than the previous day. The implied volatity was 25.38, the open interest changed by 193 which increased total open position to 258
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 474.3, which was 132.30 higher than the previous day. The implied volatity was 22.67, the open interest changed by -15 which decreased total open position to 65
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 342, which was 0.00 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1 which increased total open position to 80
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 342, which was 48.00 higher than the previous day. The implied volatity was 24.99, the open interest changed by 5 which increased total open position to 50
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 294, which was -24.95 lower than the previous day. The implied volatity was 23.16, the open interest changed by 9 which increased total open position to 45
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 318.95, which was -36.05 lower than the previous day. The implied volatity was 24.38, the open interest changed by 3 which increased total open position to 35
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 355, which was -11.00 lower than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 32
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 366, which was -293.55 lower than the previous day. The implied volatity was 23.84, the open interest changed by 30 which increased total open position to 30
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 659.55, 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 659.55, 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 659.55, 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 659.55, 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 659.55, 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 659.55, 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 659.55, 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 659.55, which was 659.55 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
