BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.08
Vega: 3.13
Theta: -1.15
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 16.65 | -5.55 | 22.45 | 557 | 108 | 498 | |||
| 24 Dec | 6808.20 | 22.2 | -7.55 | 23.34 | 337 | -12 | 393 | |||
| 23 Dec | 6866.70 | 29.75 | -3.40 | 23.30 | 269 | 4 | 404 | |||
| 20 Dec | 6848.25 | 33.15 | -9.55 | 24.01 | 374 | 38 | 400 | |||
| 19 Dec | 6918.55 | 42.7 | -35.60 | 23.22 | 318 | 81 | 362 | |||
|
|
||||||||||
| 18 Dec | 7074.45 | 78.3 | -16.40 | 23.63 | 95 | 19 | 278 | |||
| 17 Dec | 7152.80 | 94.7 | -19.30 | 22.95 | 126 | 49 | 264 | |||
| 16 Dec | 7208.40 | 114 | 2.25 | 22.96 | 130 | 51 | 220 | |||
| 13 Dec | 7182.80 | 111.75 | 12.30 | 22.64 | 175 | 21 | 168 | |||
| 12 Dec | 7125.80 | 99.45 | -0.55 | 22.95 | 30 | 0 | 147 | |||
| 11 Dec | 7115.10 | 100 | 35.05 | 23.23 | 221 | 12 | 147 | |||
| 10 Dec | 6936.20 | 64.95 | 9.45 | 23.42 | 113 | 31 | 135 | |||
| 9 Dec | 6868.35 | 55.5 | 1.95 | 23.30 | 29 | -2 | 104 | |||
| 6 Dec | 6850.30 | 53.55 | 2.75 | 23.07 | 99 | 12 | 108 | |||
| 5 Dec | 6850.40 | 50.8 | 10.80 | 22.24 | 30 | 6 | 97 | |||
| 4 Dec | 6740.00 | 40 | 5.35 | 23.10 | 74 | 6 | 91 | |||
| 3 Dec | 6675.45 | 34.65 | -0.35 | 23.57 | 30 | 13 | 88 | |||
| 2 Dec | 6650.65 | 35 | 3.40 | 23.71 | 65 | 33 | 75 | |||
| 29 Nov | 6575.90 | 31.6 | -3.90 | 24.13 | 28 | 10 | 41 | |||
| 28 Nov | 6509.40 | 35.5 | -14.15 | 25.23 | 21 | 5 | 30 | |||
| 27 Nov | 6705.20 | 49.65 | 6.65 | 23.65 | 26 | -1 | 24 | |||
| 26 Nov | 6617.95 | 43 | -7.00 | 24.23 | 14 | 4 | 24 | |||
| 25 Nov | 6685.40 | 50 | -5.00 | 23.44 | 14 | 11 | 19 | |||
| 22 Nov | 6683.95 | 55 | -30.00 | 23.14 | 18 | 8 | 16 | |||
| 8 Nov | 6895.95 | 85 | -136.85 | 20.62 | 9 | 8 | 8 | |||
| 4 Nov | 6843.70 | 221.85 | 4.31 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7600 expiring on 30JAN2025
Delta for 7600 CE is 0.08
Historical price for 7600 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 16.65, which was -5.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by 108 which increased total open position to 498
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 22.2, which was -7.55 lower than the previous day. The implied volatity was 23.34, the open interest changed by -12 which decreased total open position to 393
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 29.75, which was -3.40 lower than the previous day. The implied volatity was 23.30, the open interest changed by 4 which increased total open position to 404
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 33.15, which was -9.55 lower than the previous day. The implied volatity was 24.01, the open interest changed by 38 which increased total open position to 400
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 42.7, which was -35.60 lower than the previous day. The implied volatity was 23.22, the open interest changed by 81 which increased total open position to 362
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 78.3, which was -16.40 lower than the previous day. The implied volatity was 23.63, the open interest changed by 19 which increased total open position to 278
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 94.7, which was -19.30 lower than the previous day. The implied volatity was 22.95, the open interest changed by 49 which increased total open position to 264
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 114, which was 2.25 higher than the previous day. The implied volatity was 22.96, the open interest changed by 51 which increased total open position to 220
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 111.75, which was 12.30 higher than the previous day. The implied volatity was 22.64, the open interest changed by 21 which increased total open position to 168
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 99.45, which was -0.55 lower than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 147
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 100, which was 35.05 higher than the previous day. The implied volatity was 23.23, the open interest changed by 12 which increased total open position to 147
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 64.95, which was 9.45 higher than the previous day. The implied volatity was 23.42, the open interest changed by 31 which increased total open position to 135
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 55.5, which was 1.95 higher than the previous day. The implied volatity was 23.30, the open interest changed by -2 which decreased total open position to 104
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 53.55, which was 2.75 higher than the previous day. The implied volatity was 23.07, the open interest changed by 12 which increased total open position to 108
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 50.8, which was 10.80 higher than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 97
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 40, which was 5.35 higher than the previous day. The implied volatity was 23.10, the open interest changed by 6 which increased total open position to 91
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 34.65, which was -0.35 lower than the previous day. The implied volatity was 23.57, the open interest changed by 13 which increased total open position to 88
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 35, which was 3.40 higher than the previous day. The implied volatity was 23.71, the open interest changed by 33 which increased total open position to 75
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 31.6, which was -3.90 lower than the previous day. The implied volatity was 24.13, the open interest changed by 10 which increased total open position to 41
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 35.5, which was -14.15 lower than the previous day. The implied volatity was 25.23, the open interest changed by 5 which increased total open position to 30
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 49.65, which was 6.65 higher than the previous day. The implied volatity was 23.65, the open interest changed by -1 which decreased total open position to 24
On 26 Nov BAJFINANCE was trading at 6617.95. The strike last trading price was 43, which was -7.00 lower than the previous day. The implied volatity was 24.23, the open interest changed by 4 which increased total open position to 24
On 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 50, which was -5.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 11 which increased total open position to 19
On 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 55, which was -30.00 lower than the previous day. The implied volatity was 23.14, the open interest changed by 8 which increased total open position to 16
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 85, which was -136.85 lower than the previous day. The implied volatity was 20.62, the open interest changed by 8 which increased total open position to 8
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 221.85, which was lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 2.71
Theta: 1.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 730 | -10.00 | 21.04 | 11 | 10 | 167 |
| 24 Dec | 6808.20 | 740 | 45.00 | 24.50 | 125 | 95 | 158 |
| 23 Dec | 6866.70 | 695 | 229.35 | 25.80 | 71 | 36 | 63 |
| 20 Dec | 6848.25 | 465.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 465.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 465.65 | 0.00 | 0.00 | 0 | 16 | 0 |
| 17 Dec | 7152.80 | 465.65 | 41.85 | 23.79 | 27 | 16 | 27 |
| 16 Dec | 7208.40 | 423.8 | -56.20 | 23.29 | 23 | 11 | 12 |
| 13 Dec | 7182.80 | 480 | -315.40 | 27.85 | 1 | 0 | 0 |
| 12 Dec | 7125.80 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 795.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 795.4 | 795.40 | - | 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 7600 expiring on 30JAN2025
Delta for 7600 PE is -0.93
Historical price for 7600 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 730, which was -10.00 lower than the previous day. The implied volatity was 21.04, the open interest changed by 10 which increased total open position to 167
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 740, which was 45.00 higher than the previous day. The implied volatity was 24.50, the open interest changed by 95 which increased total open position to 158
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 695, which was 229.35 higher than the previous day. The implied volatity was 25.80, the open interest changed by 36 which increased total open position to 63
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 465.65, 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 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 465.65, 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 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 465.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 16 which increased total open position to 0
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 465.65, which was 41.85 higher than the previous day. The implied volatity was 23.79, the open interest changed by 16 which increased total open position to 27
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 423.8, which was -56.20 lower than the previous day. The implied volatity was 23.29, the open interest changed by 11 which increased total open position to 12
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 480, which was -315.40 lower than the previous day. The implied volatity was 27.85, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 795.4, 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 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 795.4, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 795.4, 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 795.4, 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 795.4, 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 795.4, 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 795.4, 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 795.4, 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 795.4, 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 795.4, which was 795.40 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
