BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
26 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 7800 CE | ||||||||||
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Delta: 0.05
Vega: 2.08
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 6815.75 | 9.55 | -3.90 | 23.83 | 449 | 30 | 425 | |||
| 24 Dec | 6808.20 | 13.45 | -3.55 | 24.74 | 553 | 150 | 395 | |||
| 23 Dec | 6866.70 | 17 | -3.55 | 24.27 | 255 | 33 | 246 | |||
| 20 Dec | 6848.25 | 20.55 | -5.35 | 25.19 | 288 | -2 | 215 | |||
| 19 Dec | 6918.55 | 25.9 | -20.35 | 24.24 | 385 | -24 | 218 | |||
| 18 Dec | 7074.45 | 46.25 | -13.85 | 24.01 | 77 | 25 | 242 | |||
| 17 Dec | 7152.80 | 60.1 | -10.50 | 23.84 | 218 | 72 | 218 | |||
| 16 Dec | 7208.40 | 70.6 | 1.60 | 23.42 | 204 | 55 | 148 | |||
| 13 Dec | 7182.80 | 69 | 10.00 | 23.01 | 119 | 14 | 94 | |||
| 12 Dec | 7125.80 | 59 | -4.80 | 22.99 | 68 | 27 | 80 | |||
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| 11 Dec | 7115.10 | 63.8 | 43.45 | 23.81 | 108 | 58 | 59 | |||
| 10 Dec | 6936.20 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6850.40 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6740.00 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6675.45 | 20.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6650.65 | 20.35 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 6575.90 | 20.35 | -152.30 | 24.72 | 1 | 0 | 0 | |||
| 28 Nov | 6509.40 | 172.65 | 0.00 | 9.06 | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 172.65 | 172.65 | 7.48 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | 5.32 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 CE is 0.05
Historical price for 7800 CE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 9.55, which was -3.90 lower than the previous day. The implied volatity was 23.83, the open interest changed by 30 which increased total open position to 425
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 13.45, which was -3.55 lower than the previous day. The implied volatity was 24.74, the open interest changed by 150 which increased total open position to 395
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 17, which was -3.55 lower than the previous day. The implied volatity was 24.27, the open interest changed by 33 which increased total open position to 246
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 20.55, which was -5.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by -2 which decreased total open position to 215
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 25.9, which was -20.35 lower than the previous day. The implied volatity was 24.24, the open interest changed by -24 which decreased total open position to 218
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 46.25, which was -13.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by 25 which increased total open position to 242
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 60.1, which was -10.50 lower than the previous day. The implied volatity was 23.84, the open interest changed by 72 which increased total open position to 218
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 70.6, which was 1.60 higher than the previous day. The implied volatity was 23.42, the open interest changed by 55 which increased total open position to 148
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 69, which was 10.00 higher than the previous day. The implied volatity was 23.01, the open interest changed by 14 which increased total open position to 94
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 59, which was -4.80 lower than the previous day. The implied volatity was 22.99, the open interest changed by 27 which increased total open position to 80
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 63.8, which was 43.45 higher than the previous day. The implied volatity was 23.81, the open interest changed by 58 which increased total open position to 59
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 20.35, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 20.35, 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 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 20.35, 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 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 20.35, 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 20.35, 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 20.35, 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 20.35, 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 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 20.35, which was -152.30 lower than the previous day. The implied volatity was 24.72, 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 172.65, which was 0.00 lower than the previous day. The implied volatity was 9.06, 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 172.65, which was 172.65 higher than the previous day. The implied volatity was 7.48, 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 5.32, the open interest changed by 0 which decreased total open position to 0
| BAJFINANCE 30JAN2025 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 6815.75 | 900 | -10.00 | - | 7 | 6 | 10 |
| 24 Dec | 6808.20 | 910 | -32.60 | - | 4 | 3 | 3 |
| 23 Dec | 6866.70 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6848.25 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7208.40 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7125.80 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 6850.40 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 6675.45 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 6650.65 | 942.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 942.6 | 942.60 | - | 0 | 0 | 0 |
| 28 Nov | 6509.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 6705.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7800 expiring on 30JAN2025
Delta for 7800 PE is -
Historical price for 7800 PE is as follows
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 900, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 10
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 910, which was -32.60 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 942.6, 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 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, 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 942.6, which was 942.60 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 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
