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[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

6549.15 -16.85 (-0.26%)

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Historical option data for BAJFINANCE

14 Nov 2024 04:12 PM IST
BAJFINANCE 28NOV2024 7700 CE
Delta: 0.02
Vega: 0.53
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.02

Historical price for 7700 CE is as follows

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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 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