BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 7700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.15
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 0.8 | 0.00 | 49.03 | 85 | -8 | 402 | |||
| 20 Nov | 6595.30 | 0.8 | 0.00 | 38.98 | 720 | -179 | 410 | |||
| 19 Nov | 6595.30 | 0.8 | -1.35 | 38.98 | 720 | -179 | 410 | |||
| 18 Nov | 6567.95 | 2.15 | -0.60 | 42.23 | 81 | -44 | 599 | |||
| 14 Nov | 6549.15 | 2.75 | -0.85 | 36.55 | 88 | -9 | 645 | |||
| 13 Nov | 6566.00 | 3.6 | -0.60 | 36.16 | 171 | -24 | 644 | |||
| 12 Nov | 6638.20 | 4.2 | -0.25 | 34.17 | 464 | -69 | 702 | |||
| 11 Nov | 6778.80 | 4.45 | -1.60 | 29.64 | 309 | 34 | 774 | |||
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| 8 Nov | 6895.95 | 6.05 | -2.70 | 25.51 | 409 | 77 | 747 | |||
| 7 Nov | 6904.50 | 8.75 | -4.45 | 25.87 | 770 | 50 | 675 | |||
| 6 Nov | 7006.20 | 13.2 | -0.60 | 24.74 | 879 | -40 | 626 | |||
| 5 Nov | 6930.35 | 13.8 | 1.40 | 27.18 | 521 | 32 | 667 | |||
| 4 Nov | 6843.70 | 12.4 | -7.55 | 27.81 | 637 | 107 | 641 | |||
| 1 Nov | 6923.60 | 19.95 | -0.60 | 26.79 | 65 | 19 | 533 | |||
| 31 Oct | 6889.75 | 20.55 | -7.85 | - | 309 | 68 | 514 | |||
| 30 Oct | 6955.00 | 28.4 | -3.70 | - | 196 | 23 | 445 | |||
| 29 Oct | 7022.50 | 32.1 | 4.15 | - | 168 | 33 | 417 | |||
| 28 Oct | 6911.35 | 27.95 | -5.20 | - | 92 | -1 | 388 | |||
| 25 Oct | 6910.15 | 33.15 | -8.85 | - | 352 | -94 | 389 | |||
| 24 Oct | 7040.90 | 42 | -0.95 | - | 213 | 51 | 484 | |||
| 23 Oct | 6995.80 | 42.95 | 8.50 | - | 636 | 85 | 429 | |||
| 22 Oct | 6677.90 | 34.45 | -7.70 | - | 71 | 5 | 345 | |||
| 21 Oct | 6780.90 | 42.15 | -8.85 | - | 477 | 274 | 341 | |||
| 18 Oct | 6899.55 | 51 | -0.55 | - | 17 | -1 | 66 | |||
| 17 Oct | 6899.50 | 51.55 | -6.25 | - | 8 | -2 | 66 | |||
| 16 Oct | 6956.35 | 57.8 | -10.20 | - | 33 | 15 | 69 | |||
| 15 Oct | 7016.90 | 68 | -33.65 | - | 69 | 44 | 55 | |||
| 14 Oct | 7208.80 | 101.65 | -38.35 | - | 3 | 1 | 10 | |||
| 11 Oct | 7302.00 | 140 | 0.00 | - | 0 | -1 | 0 | |||
| 10 Oct | 7319.70 | 140 | -11.00 | - | 2 | 0 | 10 | |||
| 9 Oct | 7300.45 | 151 | 19.40 | - | 3 | 2 | 9 | |||
| 8 Oct | 7186.95 | 131.6 | -13.40 | - | 7 | 0 | 7 | |||
| 7 Oct | 7269.40 | 145 | -55.00 | - | 1 | 0 | 6 | |||
| 4 Oct | 7211.35 | 200 | -31.00 | - | 2 | 1 | 7 | |||
| 3 Oct | 7433.85 | 231 | -256.15 | - | 20 | 7 | 7 | |||
| 1 Oct | 7703.00 | 487.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 487.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7756.00 | 487.15 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7700 expiring on 28NOV2024
Delta for 7700 CE is 0.01
Historical price for 7700 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 49.03, the open interest changed by -8 which decreased total open position to 402
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 38.98, the open interest changed by -179 which decreased total open position to 410
On 19 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 0.8, which was -1.35 lower than the previous day. The implied volatity was 38.98, the open interest changed by -179 which decreased total open position to 410
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 2.15, which was -0.60 lower than the previous day. The implied volatity was 42.23, the open interest changed by -44 which decreased total open position to 599
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 36.55, the open interest changed by -9 which decreased total open position to 645
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 3.6, which was -0.60 lower than the previous day. The implied volatity was 36.16, the open interest changed by -24 which decreased total open position to 644
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 4.2, which was -0.25 lower than the previous day. The implied volatity was 34.17, the open interest changed by -69 which decreased total open position to 702
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 4.45, which was -1.60 lower than the previous day. The implied volatity was 29.64, the open interest changed by 34 which increased total open position to 774
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 6.05, which was -2.70 lower than the previous day. The implied volatity was 25.51, the open interest changed by 77 which increased total open position to 747
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 8.75, which was -4.45 lower than the previous day. The implied volatity was 25.87, the open interest changed by 50 which increased total open position to 675
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 13.2, which was -0.60 lower than the previous day. The implied volatity was 24.74, the open interest changed by -40 which decreased total open position to 626
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 13.8, which was 1.40 higher than the previous day. The implied volatity was 27.18, the open interest changed by 32 which increased total open position to 667
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 12.4, which was -7.55 lower than the previous day. The implied volatity was 27.81, the open interest changed by 107 which increased total open position to 641
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 19.95, which was -0.60 lower than the previous day. The implied volatity was 26.79, the open interest changed by 19 which increased total open position to 533
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 20.55, which was -7.85 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 28.4, which was -3.70 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 32.1, which was 4.15 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 27.95, which was -5.20 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 33.15, which was -8.85 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 42, which was -0.95 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 42.95, which was 8.50 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 34.45, which was -7.70 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 42.15, which was -8.85 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 51, which was -0.55 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 51.55, which was -6.25 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 57.8, which was -10.20 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 68, which was -33.65 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 101.65, which was -38.35 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 140, 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 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 140, which was -11.00 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 151, which was 19.40 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 131.6, which was -13.40 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 145, which was -55.00 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 200, which was -31.00 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 231, which was -256.15 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 487.15, 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 487.15, 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 487.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 7700 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 21 Nov | 6465.65 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 1010 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 1010 | 110.00 | - | 1 | 0 | 79 |
| 11 Nov | 6778.80 | 900 | 158.10 | 23.34 | 17 | -11 | 83 |
| 8 Nov | 6895.95 | 741.9 | 66.90 | - | 2 | 0 | 95 |
| 7 Nov | 6904.50 | 675 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Nov | 7006.20 | 675 | -15.00 | 23.88 | 1 | 0 | 96 |
| 5 Nov | 6930.35 | 690 | -145.00 | - | 2 | 0 | 95 |
| 4 Nov | 6843.70 | 835 | 69.75 | 30.00 | 17 | 5 | 94 |
| 1 Nov | 6923.60 | 765.25 | 0.00 | 0.00 | 0 | 26 | 0 |
| 31 Oct | 6889.75 | 765.25 | 110.25 | - | 32 | 25 | 88 |
| 30 Oct | 6955.00 | 655 | 0.00 | - | 0 | 55 | 0 |
| 29 Oct | 7022.50 | 655 | -8.45 | - | 56 | 52 | 60 |
| 28 Oct | 6911.35 | 663.45 | -286.55 | - | 14 | 6 | 6 |
| 25 Oct | 6910.15 | 950 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7040.90 | 950 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6995.80 | 950 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 6677.90 | 950 | 627.65 | - | 1 | 0 | 0 |
| 21 Oct | 6780.90 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6899.55 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6899.50 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6956.35 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7016.90 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7300.45 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7186.95 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 322.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7756.00 | 322.35 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7700 expiring on 28NOV2024
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. 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 20 Nov BAJFINANCE was trading at 6595.30. 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 19 Nov BAJFINANCE was trading at 6595.30. 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 18 Nov BAJFINANCE was trading at 6567.95. 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 14 Nov BAJFINANCE was trading at 6549.15. 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 13 Nov BAJFINANCE was trading at 6566.00. 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1010, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 900, which was 158.10 higher than the previous day. The implied volatity was 23.34, the open interest changed by -11 which decreased total open position to 83
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 741.9, which was 66.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 675, 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 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 675, which was -15.00 lower than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 96
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 690, which was -145.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 95
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 835, which was 69.75 higher than the previous day. The implied volatity was 30.00, the open interest changed by 5 which increased total open position to 94
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 765.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 765.25, which was 110.25 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 655, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 655, which was -8.45 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 663.45, which was -286.55 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 950, 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 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 950, 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 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 950, 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 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 950, which was 627.65 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 322.35, 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 18 Oct BAJFINANCE was trading at 6899.55. The strike last trading price was 322.35, 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 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 322.35, 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 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 322.35, 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 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 322.35, 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 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 322.35, 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 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 322.35, 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 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 322.35, 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 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 322.35, 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 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 322.35, 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 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 322.35, 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 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 322.35, 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 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 322.35, 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 322.35, 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 322.35, 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 322.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
