BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7700 CE | ||||||||||
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Delta: 0.02
Vega: 0.33
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 1.95 | -0.30 | 42.07 | 609 | -138 | 481 | |||
| 19 Dec | 6918.55 | 2.25 | -2.40 | 36.04 | 761 | -91 | 623 | |||
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| 18 Dec | 7074.45 | 4.65 | -1.95 | 30.91 | 2,334 | -281 | 715 | |||
| 17 Dec | 7152.80 | 6.6 | -2.45 | 27.84 | 3,493 | 81 | 1,018 | |||
| 16 Dec | 7208.40 | 9.05 | -0.95 | 25.75 | 4,205 | 147 | 938 | |||
| 13 Dec | 7182.80 | 10 | 0.65 | 23.84 | 3,872 | -3 | 794 | |||
| 12 Dec | 7125.80 | 9.35 | -2.90 | 24.76 | 2,474 | 41 | 791 | |||
| 11 Dec | 7115.10 | 12.25 | 7.20 | 25.94 | 7,531 | 623 | 747 | |||
| 10 Dec | 6936.20 | 5.05 | -0.50 | 25.96 | 478 | 76 | 125 | |||
| 9 Dec | 6868.35 | 5.55 | 0.20 | 27.26 | 36 | 13 | 48 | |||
| 6 Dec | 6850.30 | 5.35 | -101.45 | 25.75 | 91 | 35 | 35 | |||
| 5 Dec | 6850.40 | 106.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 106.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 106.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 106.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6575.90 | 106.8 | 0.00 | 13.28 | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 106.8 | 0.00 | 13.47 | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 106.8 | 0.00 | 10.86 | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 106.8 | 0.00 | 11.53 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 106.8 | 0.00 | 10.68 | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 106.8 | 0.00 | 9.95 | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 106.8 | 0.00 | 12.28 | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 106.8 | 0.00 | 10.75 | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 106.8 | 0.00 | 10.75 | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 106.8 | 0.00 | 10.85 | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 106.8 | 0.00 | 10.32 | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 106.8 | 0.00 | 10.06 | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 106.8 | 0.00 | 9.50 | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 106.8 | 0.00 | 7.79 | 0 | 0 | 0 | |||
| 8 Nov | 6895.95 | 106.8 | 0.00 | 6.57 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 106.8 | 0.00 | 6.26 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 106.8 | 0.00 | 5.28 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 106.8 | 0.00 | 6.99 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 106.8 | 106.80 | 6.99 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | 5.56 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 CE is 0.02
Historical price for 7700 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1.95, which was -0.30 lower than the previous day. The implied volatity was 42.07, the open interest changed by -138 which decreased total open position to 481
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2.25, which was -2.40 lower than the previous day. The implied volatity was 36.04, the open interest changed by -91 which decreased total open position to 623
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 4.65, which was -1.95 lower than the previous day. The implied volatity was 30.91, the open interest changed by -281 which decreased total open position to 715
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 6.6, which was -2.45 lower than the previous day. The implied volatity was 27.84, the open interest changed by 81 which increased total open position to 1018
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 9.05, which was -0.95 lower than the previous day. The implied volatity was 25.75, the open interest changed by 147 which increased total open position to 938
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 10, which was 0.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by -3 which decreased total open position to 794
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 9.35, which was -2.90 lower than the previous day. The implied volatity was 24.76, the open interest changed by 41 which increased total open position to 791
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 12.25, which was 7.20 higher than the previous day. The implied volatity was 25.94, the open interest changed by 623 which increased total open position to 747
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 5.05, which was -0.50 lower than the previous day. The implied volatity was 25.96, the open interest changed by 76 which increased total open position to 125
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 5.55, which was 0.20 higher than the previous day. The implied volatity was 27.26, the open interest changed by 13 which increased total open position to 48
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 5.35, which was -101.45 lower than the previous day. The implied volatity was 25.75, the open interest changed by 35 which increased total open position to 35
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 106.8, 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 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 106.8, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 106.8, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 106.8, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 13.28, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 13.47, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.86, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 11.53, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.68, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 9.95, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 12.28, the open interest changed by 0 which decreased total open position to 0
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.32, the open interest changed by 0 which decreased total open position to 0
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 9.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 106.8, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 6.57, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 6.26, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 5.28, 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 106.8, which was 0.00 lower than the previous day. The implied volatity was 6.99, 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 106.8, which was 106.80 higher than the previous day. The implied volatity was 6.99, 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 5.56, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 26DEC2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 477.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 477.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 477.5 | 0.00 | 0.00 | 0 | 5 | 0 |
| 17 Dec | 7152.80 | 477.5 | -93.50 | - | 5 | 4 | 8 |
| 16 Dec | 7208.40 | 571 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Dec | 7182.80 | 571 | -214.20 | 44.10 | 1 | 0 | 5 |
| 12 Dec | 7125.80 | 785.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 785.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 785.2 | 0.00 | 0.00 | 0 | -2 | 0 |
| 9 Dec | 6868.35 | 785.2 | -60.80 | - | 4 | 0 | 7 |
| 6 Dec | 6850.30 | 846 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 6850.40 | 846 | -164.00 | 41.06 | 3 | 1 | 5 |
| 4 Dec | 6740.00 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 1010 | 0.00 | 0.00 | 0 | 2 | 0 |
| 28 Nov | 6509.40 | 1010 | 68.00 | - | 2 | 0 | 2 |
| 27 Nov | 6705.20 | 942 | 110.45 | 25.71 | 2 | 0 | 0 |
| 26 Nov | 6617.95 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 6683.95 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 6465.65 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 831.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 831.55 | 831.55 | - | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7700 expiring on 26DEC2024
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 477.5, 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 477.5, 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 477.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 477.5, which was -93.50 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 571, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 571, which was -214.20 lower than the previous day. The implied volatity was 44.10, the open interest changed by 0 which decreased total open position to 5
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 785.2, 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 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 785.2, 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 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 785.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 785.2, which was -60.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 846, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 846, which was -164.00 lower than the previous day. The implied volatity was 41.06, the open interest changed by 1 which increased total open position to 5
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 1010, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 1010, 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 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 1010, 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 1010, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 1010, which was 68.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 942, which was 110.45 higher than the previous day. The implied volatity was 25.71, 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 831.55, 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 25 Nov BAJFINANCE was trading at 6685.40. The strike last trading price was 831.55, 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 22 Nov BAJFINANCE was trading at 6683.95. The strike last trading price was 831.55, 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 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 831.55, 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 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 831.55, 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 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 831.55, 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 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 831.55, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 831.55, 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 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 831.55, 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 831.55, 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 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 831.55, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 831.55, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 831.55, 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 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 831.55, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 831.55, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 831.55, which was 831.55 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
