BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 7500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.74
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6549.15 | 3.8 | -1.45 | 32.79 | 948 | 4 | 3,035 | |||
| 13 Nov | 6566.00 | 5.25 | -1.15 | 32.80 | 1,609 | -499 | 3,042 | |||
| 12 Nov | 6638.20 | 6.4 | -2.10 | 31.05 | 2,070 | -18 | 3,593 | |||
| 11 Nov | 6778.80 | 8.5 | -3.65 | 27.50 | 2,148 | 300 | 3,607 | |||
| 8 Nov | 6895.95 | 12.15 | -5.35 | 23.59 | 1,444 | 159 | 3,329 | |||
| 7 Nov | 6904.50 | 17.5 | -10.35 | 24.20 | 1,857 | 83 | 3,169 | |||
| 6 Nov | 7006.20 | 27.85 | 2.35 | 23.55 | 2,458 | -40 | 3,092 | |||
| 5 Nov | 6930.35 | 25.5 | 2.80 | 25.61 | 3,520 | 544 | 3,137 | |||
| 4 Nov | 6843.70 | 22.7 | -14.85 | 26.34 | 2,561 | 392 | 2,714 | |||
| 1 Nov | 6923.60 | 37.55 | 1.50 | 25.93 | 263 | 37 | 2,321 | |||
| 31 Oct | 6889.75 | 36.05 | -12.95 | - | 1,641 | 174 | 2,281 | |||
| 30 Oct | 6955.00 | 49 | -6.50 | - | 1,104 | 353 | 2,107 | |||
| 29 Oct | 7022.50 | 55.5 | 9.95 | - | 2,610 | -101 | 1,754 | |||
| 28 Oct | 6911.35 | 45.55 | -6.50 | - | 1,555 | 312 | 1,854 | |||
| 25 Oct | 6910.15 | 52.05 | -20.05 | - | 1,562 | 155 | 1,542 | |||
| 24 Oct | 7040.90 | 72.1 | 1.10 | - | 1,213 | 168 | 1,386 | |||
| 23 Oct | 6995.80 | 71 | 23.70 | - | 4,158 | -459 | 1,219 | |||
| 22 Oct | 6677.90 | 47.3 | -14.50 | - | 1,856 | 386 | 1,679 | |||
| 21 Oct | 6780.90 | 61.8 | -14.20 | - | 1,410 | 323 | 1,292 | |||
| 18 Oct | 6899.55 | 76 | -2.90 | - | 665 | -44 | 969 | |||
| 17 Oct | 6899.50 | 78.9 | -9.20 | - | 687 | 157 | 1,013 | |||
| 16 Oct | 6956.35 | 88.1 | -18.60 | - | 1,330 | 464 | 855 | |||
| 15 Oct | 7016.90 | 106.7 | -63.30 | - | 478 | 232 | 390 | |||
| 14 Oct | 7208.80 | 170 | -32.00 | - | 149 | 80 | 156 | |||
| 11 Oct | 7302.00 | 202 | -16.80 | - | 26 | 7 | 75 | |||
| 10 Oct | 7319.70 | 218.8 | 6.80 | - | 38 | 5 | 67 | |||
| 9 Oct | 7300.45 | 212 | 20.45 | - | 53 | 14 | 61 | |||
| 8 Oct | 7186.95 | 191.55 | -25.45 | - | 55 | 15 | 47 | |||
| 7 Oct | 7269.40 | 217 | 14.85 | - | 39 | 19 | 32 | |||
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| 4 Oct | 7211.35 | 202.15 | -399.35 | - | 30 | 13 | 13 | |||
| 3 Oct | 7433.85 | 601.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 601.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 601.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7756.00 | 601.5 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 CE is 0.02
Historical price for 7500 CE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 3.8, which was -1.45 lower than the previous day. The implied volatity was 32.79, the open interest changed by 4 which increased total open position to 3035
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 32.80, the open interest changed by -499 which decreased total open position to 3042
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 6.4, which was -2.10 lower than the previous day. The implied volatity was 31.05, the open interest changed by -18 which decreased total open position to 3593
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 8.5, which was -3.65 lower than the previous day. The implied volatity was 27.50, the open interest changed by 300 which increased total open position to 3607
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 12.15, which was -5.35 lower than the previous day. The implied volatity was 23.59, the open interest changed by 159 which increased total open position to 3329
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 17.5, which was -10.35 lower than the previous day. The implied volatity was 24.20, the open interest changed by 83 which increased total open position to 3169
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 27.85, which was 2.35 higher than the previous day. The implied volatity was 23.55, the open interest changed by -40 which decreased total open position to 3092
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 25.5, which was 2.80 higher than the previous day. The implied volatity was 25.61, the open interest changed by 544 which increased total open position to 3137
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 22.7, which was -14.85 lower than the previous day. The implied volatity was 26.34, the open interest changed by 392 which increased total open position to 2714
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 37.55, which was 1.50 higher than the previous day. The implied volatity was 25.93, the open interest changed by 37 which increased total open position to 2321
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 36.05, which was -12.95 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 49, which was -6.50 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 55.5, which was 9.95 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 45.55, which was -6.50 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 52.05, which was -20.05 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 72.1, which was 1.10 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 71, which was 23.70 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 47.3, which was -14.50 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 61.8, which was -14.20 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 76, which was -2.90 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 78.9, which was -9.20 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 88.1, which was -18.60 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 106.7, which was -63.30 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 170, which was -32.00 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 202, which was -16.80 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 218.8, which was 6.80 higher 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 212, which was 20.45 higher 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 191.55, which was -25.45 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 217, which was 14.85 higher 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 202.15, which was -399.35 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 601.5, 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 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 601.5, 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 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 601.5, 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 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 601.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 2.18
Theta: -1.88
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6549.15 | 928 | 13.00 | 48.37 | 10 | -4 | 558 |
| 13 Nov | 6566.00 | 915 | 83.95 | 48.11 | 7 | -1 | 564 |
| 12 Nov | 6638.20 | 831.05 | 131.05 | - | 16 | 7 | 564 |
| 11 Nov | 6778.80 | 700 | 110.00 | - | 7 | -1 | 556 |
| 8 Nov | 6895.95 | 590 | 21.50 | 19.64 | 18 | 12 | 558 |
| 7 Nov | 6904.50 | 568.5 | 79.00 | 21.86 | 12 | 3 | 546 |
| 6 Nov | 7006.20 | 489.5 | -105.65 | 22.66 | 133 | -14 | 543 |
| 5 Nov | 6930.35 | 595.15 | -39.85 | 29.16 | 104 | -1 | 555 |
| 4 Nov | 6843.70 | 635 | 52.00 | 24.14 | 177 | 54 | 556 |
| 1 Nov | 6923.60 | 583 | 8.00 | 28.39 | 3 | 0 | 502 |
| 31 Oct | 6889.75 | 575 | 39.95 | - | 139 | 59 | 504 |
| 30 Oct | 6955.00 | 535.05 | 21.55 | - | 168 | 54 | 444 |
| 29 Oct | 7022.50 | 513.5 | -67.65 | - | 112 | 36 | 390 |
| 28 Oct | 6911.35 | 581.15 | -2.85 | - | 70 | 33 | 354 |
| 25 Oct | 6910.15 | 584 | 109.85 | - | 97 | 58 | 321 |
| 24 Oct | 7040.90 | 474.15 | -45.90 | - | 201 | 123 | 263 |
| 23 Oct | 6995.80 | 520.05 | -305.55 | - | 484 | -223 | 151 |
| 22 Oct | 6677.90 | 825.6 | 83.60 | - | 341 | 290 | 374 |
| 21 Oct | 6780.90 | 742 | 174.00 | - | 65 | 41 | 82 |
| 18 Oct | 6899.55 | 568 | -52.00 | - | 6 | -1 | 41 |
| 17 Oct | 6899.50 | 620 | 70.00 | - | 8 | 0 | 41 |
| 16 Oct | 6956.35 | 550 | 35.15 | - | 14 | 7 | 41 |
| 15 Oct | 7016.90 | 514.85 | 149.85 | - | 21 | 1 | 34 |
| 14 Oct | 7208.80 | 365 | 35.85 | - | 8 | 1 | 32 |
| 11 Oct | 7302.00 | 329.15 | 19.45 | - | 15 | -3 | 31 |
| 10 Oct | 7319.70 | 309.7 | -10.30 | - | 14 | 9 | 33 |
| 9 Oct | 7300.45 | 320 | -96.05 | - | 25 | 14 | 23 |
| 8 Oct | 7186.95 | 416.05 | 41.05 | - | 3 | 0 | 9 |
| 7 Oct | 7269.40 | 375 | -20.00 | - | 2 | 1 | 9 |
| 4 Oct | 7211.35 | 395 | 131.45 | - | 14 | -2 | 8 |
| 3 Oct | 7433.85 | 263.55 | 24.35 | - | 12 | 9 | 9 |
| 1 Oct | 7703.00 | 239.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 239.2 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7756.00 | 239.2 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7500 expiring on 28NOV2024
Delta for 7500 PE is -0.90
Historical price for 7500 PE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 928, which was 13.00 higher than the previous day. The implied volatity was 48.37, the open interest changed by -4 which decreased total open position to 558
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 915, which was 83.95 higher than the previous day. The implied volatity was 48.11, the open interest changed by -1 which decreased total open position to 564
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 831.05, which was 131.05 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 564
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 700, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 556
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 590, which was 21.50 higher than the previous day. The implied volatity was 19.64, the open interest changed by 12 which increased total open position to 558
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 568.5, which was 79.00 higher than the previous day. The implied volatity was 21.86, the open interest changed by 3 which increased total open position to 546
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 489.5, which was -105.65 lower than the previous day. The implied volatity was 22.66, the open interest changed by -14 which decreased total open position to 543
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 595.15, which was -39.85 lower than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 555
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 635, which was 52.00 higher than the previous day. The implied volatity was 24.14, the open interest changed by 54 which increased total open position to 556
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 583, which was 8.00 higher than the previous day. The implied volatity was 28.39, the open interest changed by 0 which decreased total open position to 502
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 575, which was 39.95 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 535.05, which was 21.55 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 513.5, which was -67.65 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 581.15, which was -2.85 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 584, which was 109.85 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 474.15, which was -45.90 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 520.05, which was -305.55 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 825.6, which was 83.60 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 742, which was 174.00 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 568, which was -52.00 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 620, which was 70.00 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 550, which was 35.15 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 514.85, which was 149.85 higher 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 365, which was 35.85 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 329.15, which was 19.45 higher 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 309.7, which was -10.30 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 320, which was -96.05 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 416.05, which was 41.05 higher 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 375, which was -20.00 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 395, which was 131.45 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 263.55, which was 24.35 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 239.2, 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 239.2, 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 239.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
