BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7700 CE | ||||||||||
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Delta: 0.08
Vega: 3.09
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 6907.75 | 16.5 | 4.15 | 22.67 | 652 | 181 | 334 | |||
| 26 Dec | 6815.75 | 12.35 | -3.65 | 23.06 | 109 | 81 | 152 | |||
| 24 Dec | 6808.20 | 16 | -5.50 | 23.65 | 62 | 8 | 71 | |||
| 23 Dec | 6866.70 | 21.5 | -4.15 | 23.52 | 74 | 12 | 62 | |||
| 20 Dec | 6848.25 | 25.65 | -7.40 | 24.51 | 37 | 13 | 50 | |||
| 19 Dec | 6918.55 | 33.05 | -25.80 | 23.69 | 33 | 13 | 38 | |||
| 18 Dec | 7074.45 | 58.85 | -16.15 | 23.58 | 16 | 6 | 25 | |||
| 17 Dec | 7152.80 | 75 | -14.50 | 23.33 | 23 | 7 | 20 | |||
| 16 Dec | 7208.40 | 89.5 | -0.15 | 23.13 | 18 | 10 | 12 | |||
| 13 Dec | 7182.80 | 89.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Dec | 7125.80 | 89.65 | 29.65 | 24.53 | 1 | 0 | 1 | |||
| 11 Dec | 7115.10 | 60 | 7.40 | 20.89 | 1 | 0 | 0 | |||
| 10 Dec | 6936.20 | 52.6 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 52.6 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 52.6 | 52.60 | 6.22 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 0 | 0.00 | 0.00 | 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 7700 expiring on 30JAN2025
Delta for 7700 CE is 0.08
Historical price for 7700 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 16.5, which was 4.15 higher than the previous day. The implied volatity was 22.67, the open interest changed by 181 which increased total open position to 334
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 23.06, the open interest changed by 81 which increased total open position to 152
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 16, which was -5.50 lower than the previous day. The implied volatity was 23.65, the open interest changed by 8 which increased total open position to 71
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 21.5, which was -4.15 lower than the previous day. The implied volatity was 23.52, the open interest changed by 12 which increased total open position to 62
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 25.65, which was -7.40 lower than the previous day. The implied volatity was 24.51, the open interest changed by 13 which increased total open position to 50
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 33.05, which was -25.80 lower than the previous day. The implied volatity was 23.69, the open interest changed by 13 which increased total open position to 38
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 58.85, which was -16.15 lower than the previous day. The implied volatity was 23.58, the open interest changed by 6 which increased total open position to 25
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 75, which was -14.50 lower than the previous day. The implied volatity was 23.33, the open interest changed by 7 which increased total open position to 20
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 89.5, which was -0.15 lower than the previous day. The implied volatity was 23.13, the open interest changed by 10 which increased total open position to 12
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 89.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 89.65, which was 29.65 higher than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 1
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 60, which was 7.40 higher than the previous day. The implied volatity was 20.89, 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 52.6, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 52.6, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 52.6, which was 52.60 higher than the previous day. The implied volatity was 6.22, 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 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 4 Dec BAJFINANCE was trading at 6740.00. 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 3 Dec BAJFINANCE was trading at 6675.45. 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 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 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 |
| 27 Dec | 6907.75 | 768 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 6815.75 | 768 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 6808.20 | 768 | 0.00 | 0.00 | 0 | 2 | 0 |
| 23 Dec | 6866.70 | 768 | -378.80 | 21.82 | 2 | 0 | 0 |
| 20 Dec | 6848.25 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7208.40 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7125.80 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 1146.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 1146.8 | 1146.80 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 0 | 0.00 | 0.00 | 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 7700 expiring on 30JAN2025
Delta for 7700 PE is 0.00
Historical price for 7700 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 768, 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 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 768, 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 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 768, 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 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 768, which was -378.80 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 0
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1146.8, 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 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1146.8, 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 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1146.8, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1146.8, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1146.8, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1146.8, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1146.8, 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 1146.8, 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 1146.8, 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 1146.8, 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 1146.8, which was 1146.80 higher 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 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 4 Dec BAJFINANCE was trading at 6740.00. 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 3 Dec BAJFINANCE was trading at 6675.45. 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 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
