BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7500 CE | ||||||||||
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Delta: 0.14
Vega: 4.72
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 32.35 | 9.25 | 21.88 | 4,252 | 898 | 3,396 | |||
| 26 Dec | 6815.75 | 23.1 | -6.80 | 21.97 | 1,479 | 138 | 2,491 | |||
| 24 Dec | 6808.20 | 29.9 | -8.95 | 22.88 | 2,373 | 944 | 2,357 | |||
| 23 Dec | 6866.70 | 38.85 | -3.40 | 22.71 | 1,030 | 147 | 1,413 | |||
| 20 Dec | 6848.25 | 42.25 | -14.15 | 23.41 | 1,278 | 219 | 1,268 | |||
| 19 Dec | 6918.55 | 56.4 | -42.30 | 22.94 | 1,449 | 361 | 1,049 | |||
| 18 Dec | 7074.45 | 98.7 | -22.80 | 23.22 | 507 | 28 | 689 | |||
| 17 Dec | 7152.80 | 121.5 | -22.70 | 22.84 | 745 | 172 | 664 | |||
| 16 Dec | 7208.40 | 144.2 | 3.20 | 22.84 | 272 | 42 | 493 | |||
| 13 Dec | 7182.80 | 141 | 21.55 | 22.52 | 697 | 18 | 452 | |||
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| 12 Dec | 7125.80 | 119.45 | -2.90 | 22.16 | 185 | 54 | 434 | |||
| 11 Dec | 7115.10 | 122.35 | 42.55 | 22.73 | 787 | 258 | 380 | |||
| 10 Dec | 6936.20 | 79.8 | 8.60 | 22.86 | 234 | 53 | 122 | |||
| 9 Dec | 6868.35 | 71.2 | 5.20 | 23.11 | 77 | 57 | 68 | |||
| 6 Dec | 6850.30 | 66 | -3.05 | 22.58 | 18 | 8 | 11 | |||
| 5 Dec | 6850.40 | 69.05 | -8.15 | 22.51 | 3 | 0 | 0 | |||
| 4 Dec | 6740.00 | 77.2 | 0.00 | 5.59 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 77.2 | 77.20 | 6.10 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7500 expiring on 30JAN2025
Delta for 7500 CE is 0.14
Historical price for 7500 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 32.35, which was 9.25 higher than the previous day. The implied volatity was 21.88, the open interest changed by 898 which increased total open position to 3396
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 23.1, which was -6.80 lower than the previous day. The implied volatity was 21.97, the open interest changed by 138 which increased total open position to 2491
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 29.9, which was -8.95 lower than the previous day. The implied volatity was 22.88, the open interest changed by 944 which increased total open position to 2357
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 38.85, which was -3.40 lower than the previous day. The implied volatity was 22.71, the open interest changed by 147 which increased total open position to 1413
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 42.25, which was -14.15 lower than the previous day. The implied volatity was 23.41, the open interest changed by 219 which increased total open position to 1268
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 56.4, which was -42.30 lower than the previous day. The implied volatity was 22.94, the open interest changed by 361 which increased total open position to 1049
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 98.7, which was -22.80 lower than the previous day. The implied volatity was 23.22, the open interest changed by 28 which increased total open position to 689
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 121.5, which was -22.70 lower than the previous day. The implied volatity was 22.84, the open interest changed by 172 which increased total open position to 664
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 144.2, which was 3.20 higher than the previous day. The implied volatity was 22.84, the open interest changed by 42 which increased total open position to 493
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 141, which was 21.55 higher than the previous day. The implied volatity was 22.52, the open interest changed by 18 which increased total open position to 452
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 119.45, which was -2.90 lower than the previous day. The implied volatity was 22.16, the open interest changed by 54 which increased total open position to 434
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 122.35, which was 42.55 higher than the previous day. The implied volatity was 22.73, the open interest changed by 258 which increased total open position to 380
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 79.8, which was 8.60 higher than the previous day. The implied volatity was 22.86, the open interest changed by 53 which increased total open position to 122
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 71.2, which was 5.20 higher than the previous day. The implied volatity was 23.11, the open interest changed by 57 which increased total open position to 68
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 66, which was -3.05 lower than the previous day. The implied volatity was 22.58, the open interest changed by 8 which increased total open position to 11
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 69.05, which was -8.15 lower than the previous day. The implied volatity was 22.51, 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 77.2, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 77.2, which was 77.20 higher than the previous day. The implied volatity was 6.10, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 5.20
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 571.5 | -81.75 | 23.83 | 167 | 38 | 951 |
| 26 Dec | 6815.75 | 653.25 | 0.50 | 24.73 | 656 | 550 | 912 |
| 24 Dec | 6808.20 | 652.75 | 42.15 | 24.68 | 56 | 36 | 362 |
| 23 Dec | 6866.70 | 610.6 | -24.40 | 25.81 | 143 | 53 | 319 |
| 20 Dec | 6848.25 | 635 | 90.00 | 24.56 | 47 | 31 | 265 |
| 19 Dec | 6918.55 | 545 | 97.00 | 21.26 | 5 | 0 | 234 |
| 18 Dec | 7074.45 | 448 | 58.00 | 24.21 | 20 | 8 | 234 |
| 17 Dec | 7152.80 | 390 | 35.35 | 23.21 | 161 | 134 | 225 |
| 16 Dec | 7208.40 | 354.65 | -15.35 | 23.09 | 96 | 71 | 101 |
| 13 Dec | 7182.80 | 370 | -52.00 | 22.74 | 22 | 10 | 30 |
| 12 Dec | 7125.80 | 422 | -21.70 | 24.00 | 3 | 1 | 19 |
| 11 Dec | 7115.10 | 443.7 | -136.30 | 25.06 | 26 | 13 | 19 |
| 10 Dec | 6936.20 | 580 | -20.00 | 27.52 | 5 | 4 | 5 |
| 9 Dec | 6868.35 | 600 | -373.90 | 24.89 | 1 | 0 | 0 |
| 6 Dec | 6850.30 | 973.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 973.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 973.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 973.9 | 973.90 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 0 | 0.00 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7500 expiring on 30JAN2025
Delta for 7500 PE is -0.84
Historical price for 7500 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 571.5, which was -81.75 lower than the previous day. The implied volatity was 23.83, the open interest changed by 38 which increased total open position to 951
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 653.25, which was 0.50 higher than the previous day. The implied volatity was 24.73, the open interest changed by 550 which increased total open position to 912
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 652.75, which was 42.15 higher than the previous day. The implied volatity was 24.68, the open interest changed by 36 which increased total open position to 362
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 610.6, which was -24.40 lower than the previous day. The implied volatity was 25.81, the open interest changed by 53 which increased total open position to 319
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 635, which was 90.00 higher than the previous day. The implied volatity was 24.56, the open interest changed by 31 which increased total open position to 265
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 545, which was 97.00 higher than the previous day. The implied volatity was 21.26, the open interest changed by 0 which decreased total open position to 234
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 448, which was 58.00 higher than the previous day. The implied volatity was 24.21, the open interest changed by 8 which increased total open position to 234
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 390, which was 35.35 higher than the previous day. The implied volatity was 23.21, the open interest changed by 134 which increased total open position to 225
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 354.65, which was -15.35 lower than the previous day. The implied volatity was 23.09, the open interest changed by 71 which increased total open position to 101
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 370, which was -52.00 lower than the previous day. The implied volatity was 22.74, the open interest changed by 10 which increased total open position to 30
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 422, which was -21.70 lower than the previous day. The implied volatity was 24.00, the open interest changed by 1 which increased total open position to 19
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 443.7, which was -136.30 lower than the previous day. The implied volatity was 25.06, the open interest changed by 13 which increased total open position to 19
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 580, which was -20.00 lower than the previous day. The implied volatity was 27.52, the open interest changed by 4 which increased total open position to 5
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 600, which was -373.90 lower than the previous day. The implied volatity was 24.89, 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 973.9, 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 973.9, 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 973.9, 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 973.9, which was 973.90 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
