BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7500 CE | ||||||||||
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Delta: 0.02
Vega: 0.46
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 2.45 | -1.45 | 35.14 | 3,770 | -352 | 2,712 | |||
| 19 Dec | 6918.55 | 3.9 | -6.40 | 30.98 | 4,145 | -86 | 3,071 | |||
| 18 Dec | 7074.45 | 10.3 | -6.55 | 27.04 | 5,399 | 107 | 3,160 | |||
| 17 Dec | 7152.80 | 16.85 | -7.50 | 24.92 | 11,983 | -145 | 3,057 | |||
| 16 Dec | 7208.40 | 24.35 | 0.20 | 23.37 | 9,515 | 122 | 3,201 | |||
| 13 Dec | 7182.80 | 24.15 | 3.50 | 21.37 | 12,298 | -440 | 3,060 | |||
| 12 Dec | 7125.80 | 20.65 | -4.85 | 22.17 | 9,046 | 1 | 3,496 | |||
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| 11 Dec | 7115.10 | 25.5 | 14.65 | 23.53 | 28,994 | 1,381 | 3,482 | |||
| 10 Dec | 6936.20 | 10.85 | 0.65 | 23.77 | 6,419 | 402 | 2,107 | |||
| 9 Dec | 6868.35 | 10.2 | 0.30 | 24.62 | 2,308 | -89 | 1,706 | |||
| 6 Dec | 6850.30 | 9.9 | -1.40 | 23.42 | 3,700 | 10 | 1,798 | |||
| 5 Dec | 6850.40 | 11.3 | 3.85 | 23.25 | 3,419 | -76 | 1,801 | |||
| 4 Dec | 6740.00 | 7.45 | 0.45 | 24.16 | 1,184 | 89 | 1,895 | |||
| 3 Dec | 6675.45 | 7 | -0.20 | 25.36 | 957 | 67 | 1,807 | |||
| 2 Dec | 6650.65 | 7.2 | -0.30 | 25.30 | 2,315 | 322 | 1,742 | |||
| 29 Nov | 6575.90 | 7.5 | -1.00 | 26.03 | 1,616 | 302 | 1,419 | |||
| 28 Nov | 6509.40 | 8.5 | -5.85 | 26.80 | 1,570 | 242 | 1,116 | |||
| 27 Nov | 6705.20 | 14.35 | -1.40 | 24.54 | 663 | 21 | 871 | |||
| 26 Nov | 6617.95 | 15.75 | -4.45 | 26.88 | 708 | 52 | 846 | |||
| 25 Nov | 6685.40 | 20.2 | -1.80 | 25.86 | 1,187 | 451 | 796 | |||
| 22 Nov | 6683.95 | 22 | 8.85 | 24.53 | 578 | 174 | 519 | |||
| 21 Nov | 6465.65 | 13.15 | -3.00 | 27.81 | 448 | 8 | 345 | |||
| 20 Nov | 6595.30 | 16.15 | 0.00 | 25.14 | 176 | 11 | 338 | |||
| 19 Nov | 6595.30 | 16.15 | -1.25 | 25.14 | 176 | 12 | 338 | |||
| 18 Nov | 6567.95 | 17.4 | -2.90 | 25.59 | 181 | 54 | 326 | |||
| 14 Nov | 6549.15 | 20.3 | -4.70 | 24.94 | 113 | 37 | 271 | |||
| 13 Nov | 6566.00 | 25 | -4.40 | 25.50 | 205 | 32 | 233 | |||
| 12 Nov | 6638.20 | 29.4 | -12.60 | 24.92 | 193 | 101 | 200 | |||
| 11 Nov | 6778.80 | 42 | -12.25 | 23.86 | 72 | 27 | 99 | |||
| 8 Nov | 6895.95 | 54.25 | -9.95 | 21.99 | 53 | 27 | 72 | |||
| 7 Nov | 6904.50 | 64.2 | -13.80 | 22.40 | 49 | 23 | 45 | |||
| 6 Nov | 7006.20 | 78 | -7.50 | 21.26 | 16 | 11 | 18 | |||
| 5 Nov | 6930.35 | 85.5 | -65.30 | 24.74 | 10 | 6 | 6 | |||
| 4 Nov | 6843.70 | 150.8 | 0.00 | 5.08 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 150.8 | 4.06 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 CE is 0.02
Historical price for 7500 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 35.14, the open interest changed by -352 which decreased total open position to 2712
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 3.9, which was -6.40 lower than the previous day. The implied volatity was 30.98, the open interest changed by -86 which decreased total open position to 3071
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 10.3, which was -6.55 lower than the previous day. The implied volatity was 27.04, the open interest changed by 107 which increased total open position to 3160
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 16.85, which was -7.50 lower than the previous day. The implied volatity was 24.92, the open interest changed by -145 which decreased total open position to 3057
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 24.35, which was 0.20 higher than the previous day. The implied volatity was 23.37, the open interest changed by 122 which increased total open position to 3201
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 24.15, which was 3.50 higher than the previous day. The implied volatity was 21.37, the open interest changed by -440 which decreased total open position to 3060
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 20.65, which was -4.85 lower than the previous day. The implied volatity was 22.17, the open interest changed by 1 which increased total open position to 3496
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 25.5, which was 14.65 higher than the previous day. The implied volatity was 23.53, the open interest changed by 1381 which increased total open position to 3482
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 10.85, which was 0.65 higher than the previous day. The implied volatity was 23.77, the open interest changed by 402 which increased total open position to 2107
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 10.2, which was 0.30 higher than the previous day. The implied volatity was 24.62, the open interest changed by -89 which decreased total open position to 1706
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 9.9, which was -1.40 lower than the previous day. The implied volatity was 23.42, the open interest changed by 10 which increased total open position to 1798
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 11.3, which was 3.85 higher than the previous day. The implied volatity was 23.25, the open interest changed by -76 which decreased total open position to 1801
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 24.16, the open interest changed by 89 which increased total open position to 1895
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 7, which was -0.20 lower than the previous day. The implied volatity was 25.36, the open interest changed by 67 which increased total open position to 1807
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 7.2, which was -0.30 lower than the previous day. The implied volatity was 25.30, the open interest changed by 322 which increased total open position to 1742
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 7.5, which was -1.00 lower than the previous day. The implied volatity was 26.03, the open interest changed by 302 which increased total open position to 1419
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 8.5, which was -5.85 lower than the previous day. The implied volatity was 26.80, the open interest changed by 242 which increased total open position to 1116
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 14.35, which was -1.40 lower than the previous day. The implied volatity was 24.54, the open interest changed by 21 which increased total open position to 871
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 15.75, which was -4.45 lower than the previous day. The implied volatity was 26.88, the open interest changed by 52 which increased total open position to 846
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 20.2, which was -1.80 lower than the previous day. The implied volatity was 25.86, the open interest changed by 451 which increased total open position to 796
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 22, which was 8.85 higher than the previous day. The implied volatity was 24.53, the open interest changed by 174 which increased total open position to 519
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 13.15, which was -3.00 lower than the previous day. The implied volatity was 27.81, the open interest changed by 8 which increased total open position to 345
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 16.15, which was 0.00 lower than the previous day. The implied volatity was 25.14, the open interest changed by 11 which increased total open position to 338
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 16.15, which was -1.25 lower than the previous day. The implied volatity was 25.14, the open interest changed by 12 which increased total open position to 338
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 17.4, which was -2.90 lower than the previous day. The implied volatity was 25.59, the open interest changed by 54 which increased total open position to 326
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 20.3, which was -4.70 lower than the previous day. The implied volatity was 24.94, the open interest changed by 37 which increased total open position to 271
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 25, which was -4.40 lower than the previous day. The implied volatity was 25.50, the open interest changed by 32 which increased total open position to 233
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 29.4, which was -12.60 lower than the previous day. The implied volatity was 24.92, the open interest changed by 101 which increased total open position to 200
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 42, which was -12.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 27 which increased total open position to 99
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 54.25, which was -9.95 lower than the previous day. The implied volatity was 21.99, the open interest changed by 27 which increased total open position to 72
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 64.2, which was -13.80 lower than the previous day. The implied volatity was 22.40, the open interest changed by 23 which increased total open position to 45
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 78, which was -7.50 lower than the previous day. The implied volatity was 21.26, the open interest changed by 11 which increased total open position to 18
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 85.5, which was -65.30 lower than the previous day. The implied volatity was 24.74, the open interest changed by 6 which increased total open position to 6
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 150.8, which was 0.00 lower than the previous day. The implied volatity was 5.08, 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 150.8, which was lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 7500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 645 | 81.00 | - | 22 | -2 | 375 |
| 19 Dec | 6918.55 | 564 | 140.80 | - | 71 | 24 | 377 |
| 18 Dec | 7074.45 | 423.2 | 78.20 | 27.33 | 47 | 0 | 353 |
| 17 Dec | 7152.80 | 345 | 45.00 | 20.73 | 120 | 3 | 349 |
| 16 Dec | 7208.40 | 300 | -18.00 | 22.05 | 153 | -4 | 355 |
| 13 Dec | 7182.80 | 318 | -65.05 | 20.00 | 227 | -21 | 363 |
| 12 Dec | 7125.80 | 383.05 | -20.95 | 24.09 | 90 | 13 | 384 |
| 11 Dec | 7115.10 | 404 | -162.65 | 25.88 | 612 | -99 | 371 |
| 10 Dec | 6936.20 | 566.65 | -63.35 | 32.49 | 59 | -7 | 470 |
| 9 Dec | 6868.35 | 630 | 0.00 | 36.53 | 34 | -18 | 476 |
| 6 Dec | 6850.30 | 630 | -21.10 | 26.54 | 110 | -4 | 492 |
| 5 Dec | 6850.40 | 651.1 | -93.90 | 34.44 | 68 | 6 | 517 |
| 4 Dec | 6740.00 | 745 | -52.00 | 31.78 | 11 | 0 | 511 |
| 3 Dec | 6675.45 | 797 | -28.35 | 23.98 | 71 | 14 | 507 |
| 2 Dec | 6650.65 | 825.35 | -54.65 | 31.96 | 15 | 4 | 493 |
| 29 Nov | 6575.90 | 880 | -30.00 | 16.74 | 147 | 22 | 490 |
| 28 Nov | 6509.40 | 910 | 147.05 | 25.39 | 174 | 143 | 444 |
| 27 Nov | 6705.20 | 762.95 | -82.05 | 29.61 | 216 | 213 | 301 |
| 26 Nov | 6617.95 | 845 | 65.00 | 32.00 | 28 | 20 | 80 |
| 25 Nov | 6685.40 | 780 | -107.00 | 31.99 | 122 | 35 | 55 |
| 22 Nov | 6683.95 | 887 | -93.00 | 51.67 | 17 | 16 | 36 |
| 21 Nov | 6465.65 | 980 | 125.00 | 27.10 | 7 | 3 | 19 |
| 20 Nov | 6595.30 | 855 | 0.00 | 23.41 | 1 | 1 | 15 |
| 19 Nov | 6595.30 | 855 | -25.00 | 23.41 | 1 | 0 | 15 |
| 18 Nov | 6567.95 | 880 | -10.00 | 27.26 | 14 | 10 | 13 |
| 14 Nov | 6549.15 | 890 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 6566.00 | 890 | 125.00 | 33.58 | 1 | 0 | 2 |
| 12 Nov | 6638.20 | 765 | 87.25 | - | 2 | 1 | 1 |
| 11 Nov | 6778.80 | 677.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 677.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 677.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 677.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 677.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 677.75 | 677.75 | - | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7500 expiring on 26DEC2024
Delta for 7500 PE is -
Historical price for 7500 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 645, which was 81.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 375
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 564, which was 140.80 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 377
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 423.2, which was 78.20 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 353
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 345, which was 45.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by 3 which increased total open position to 349
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 300, which was -18.00 lower than the previous day. The implied volatity was 22.05, the open interest changed by -4 which decreased total open position to 355
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 318, which was -65.05 lower than the previous day. The implied volatity was 20.00, the open interest changed by -21 which decreased total open position to 363
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 383.05, which was -20.95 lower than the previous day. The implied volatity was 24.09, the open interest changed by 13 which increased total open position to 384
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 404, which was -162.65 lower than the previous day. The implied volatity was 25.88, the open interest changed by -99 which decreased total open position to 371
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 566.65, which was -63.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by -7 which decreased total open position to 470
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 630, which was 0.00 lower than the previous day. The implied volatity was 36.53, the open interest changed by -18 which decreased total open position to 476
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 630, which was -21.10 lower than the previous day. The implied volatity was 26.54, the open interest changed by -4 which decreased total open position to 492
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 651.1, which was -93.90 lower than the previous day. The implied volatity was 34.44, the open interest changed by 6 which increased total open position to 517
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 745, which was -52.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 0 which decreased total open position to 511
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 797, which was -28.35 lower than the previous day. The implied volatity was 23.98, the open interest changed by 14 which increased total open position to 507
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 825.35, which was -54.65 lower than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 493
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 880, which was -30.00 lower than the previous day. The implied volatity was 16.74, the open interest changed by 22 which increased total open position to 490
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 910, which was 147.05 higher than the previous day. The implied volatity was 25.39, the open interest changed by 143 which increased total open position to 444
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 762.95, which was -82.05 lower than the previous day. The implied volatity was 29.61, the open interest changed by 213 which increased total open position to 301
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 845, which was 65.00 higher than the previous day. The implied volatity was 32.00, the open interest changed by 20 which increased total open position to 80
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 780, which was -107.00 lower than the previous day. The implied volatity was 31.99, the open interest changed by 35 which increased total open position to 55
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 887, which was -93.00 lower than the previous day. The implied volatity was 51.67, the open interest changed by 16 which increased total open position to 36
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 980, which was 125.00 higher than the previous day. The implied volatity was 27.10, the open interest changed by 3 which increased total open position to 19
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 855, which was 0.00 lower than the previous day. The implied volatity was 23.41, the open interest changed by 1 which increased total open position to 15
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 855, which was -25.00 lower than the previous day. The implied volatity was 23.41, the open interest changed by 0 which decreased total open position to 15
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 880, which was -10.00 lower than the previous day. The implied volatity was 27.26, the open interest changed by 10 which increased total open position to 13
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 890, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 890, which was 125.00 higher than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 2
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 765, which was 87.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 677.75, 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 677.75, 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 677.75, 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 677.75, 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 677.75, 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 677.75, which was 677.75 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
