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

6904.25 4.75 (0.07%)

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Historical option data for BAJFINANCE

18 Oct 2024 02:13 PM IST
BAJFINANCE 7800 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 6907.60 9.5 -1.35 1,86,875 5,250 4,89,500
17 Oct 6899.50 10.85 -0.25 2,66,125 -18,250 4,85,250
16 Oct 6956.35 11.1 -4.10 5,72,750 -42,125 5,04,000
15 Oct 7016.90 15.2 -9.80 5,84,250 375 5,48,125
14 Oct 7208.80 25 -11.50 4,22,375 -14,750 5,48,875
11 Oct 7302.00 36.5 -8.50 2,43,000 -17,125 5,64,625
10 Oct 7319.70 45 -0.75 3,31,250 500 5,81,875
9 Oct 7300.45 45.75 6.05 7,37,125 -24,000 5,82,625
8 Oct 7186.95 39.7 -8.30 2,84,250 33,250 6,08,375
7 Oct 7269.40 48 1.30 4,58,375 -9,250 5,75,875
4 Oct 7211.35 46.7 -51.65 14,21,000 87,125 5,86,125
3 Oct 7433.85 98.35 -115.65 9,02,250 1,17,625 4,99,875
1 Oct 7703.00 214 4.00 11,26,500 88,625 3,91,250
30 Sept 7703.00 210 -27.25 9,87,750 70,250 3,03,375
27 Sept 7756.00 237.25 0.70 11,32,750 45,375 2,30,750
26 Sept 7768.40 236.55 49.10 11,30,125 33,125 1,85,625
25 Sept 7623.90 187.45 37.15 3,72,500 31,250 1,52,500
24 Sept 7554.20 150.3 -33.70 1,73,500 32,250 1,21,375
23 Sept 7595.10 184 -1.35 72,125 19,000 89,000
20 Sept 7582.45 185.35 -5.75 64,875 6,625 70,000
19 Sept 7590.35 191.1 -6.55 83,875 12,375 63,375
18 Sept 7631.10 197.65 79.15 1,73,625 2,000 51,000
17 Sept 7365.50 118.5 -1.55 49,875 7,375 49,125
16 Sept 7345.75 120.05 -89.95 80,250 29,750 41,375
13 Sept 7598.50 210 60.00 18,500 6,500 11,500
12 Sept 7428.30 150 7.80 5,000 1,625 5,000
11 Sept 7345.55 142.2 31.20 4,250 1,125 3,375
10 Sept 7241.85 111 -39.00 2,500 -250 2,125
9 Sept 7347.45 150 -0.65 875 125 2,500
6 Sept 7317.15 150.65 1.10 2,000 500 2,375
5 Sept 7244.90 149.55 0.00 250 0 1,875
4 Sept 7299.50 149.55 17.10 875 500 1,875
3 Sept 7353.80 132.45 -1.90 1,375 1,125 1,125
2 Sept 7440.05 134.35 0.00 0 0 0
30 Aug 7200.15 134.35 0.00 0 0 0
29 Aug 7063.55 134.35 134.35 0 0 0
28 Aug 6900.00 0 0.00 0 0 0
27 Aug 6863.60 0 0 0 0


For Bajaj Finance Limited - strike price 7800 expiring on 31OCT2024

Delta for 7800 CE is -

Historical price for 7800 CE is as follows

On 18 Oct BAJFINANCE was trading at 6907.60. The strike last trading price was 9.5, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 489500


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 10.85, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -18250 which decreased total open position to 485250


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 11.1, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -42125 which decreased total open position to 504000


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 15.2, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 548125


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 25, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by -14750 which decreased total open position to 548875


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 36.5, which was -8.50 lower than the previous day. The implied volatity was -, the open interest changed by -17125 which decreased total open position to 564625


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 581875


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 45.75, which was 6.05 higher than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 582625


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 39.7, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by 33250 which increased total open position to 608375


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 48, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -9250 which decreased total open position to 575875


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 46.7, which was -51.65 lower than the previous day. The implied volatity was -, the open interest changed by 87125 which increased total open position to 586125


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 98.35, which was -115.65 lower than the previous day. The implied volatity was -, the open interest changed by 117625 which increased total open position to 499875


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 214, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 88625 which increased total open position to 391250


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 210, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 70250 which increased total open position to 303375


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 237.25, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 45375 which increased total open position to 230750


On 26 Sept BAJFINANCE was trading at 7768.40. The strike last trading price was 236.55, which was 49.10 higher than the previous day. The implied volatity was -, the open interest changed by 33125 which increased total open position to 185625


On 25 Sept BAJFINANCE was trading at 7623.90. The strike last trading price was 187.45, which was 37.15 higher than the previous day. The implied volatity was -, the open interest changed by 31250 which increased total open position to 152500


On 24 Sept BAJFINANCE was trading at 7554.20. The strike last trading price was 150.3, which was -33.70 lower than the previous day. The implied volatity was -, the open interest changed by 32250 which increased total open position to 121375


On 23 Sept BAJFINANCE was trading at 7595.10. The strike last trading price was 184, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 19000 which increased total open position to 89000


On 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 185.35, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by 6625 which increased total open position to 70000


On 19 Sept BAJFINANCE was trading at 7590.35. The strike last trading price was 191.1, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 12375 which increased total open position to 63375


On 18 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 197.65, which was 79.15 higher than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 51000


On 17 Sept BAJFINANCE was trading at 7365.50. The strike last trading price was 118.5, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 7375 which increased total open position to 49125


On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 120.05, which was -89.95 lower than the previous day. The implied volatity was -, the open interest changed by 29750 which increased total open position to 41375


On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 210, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 6500 which increased total open position to 11500


On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 150, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by 1625 which increased total open position to 5000


On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 142.2, which was 31.20 higher than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 3375


On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 111, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 2125


On 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 150, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 2500


On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 150.65, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 2375


On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 149.55, 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 1875


On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 149.55, which was 17.10 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 1875


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 132.45, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 134.35, 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 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 134.35, 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 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 134.35, which was 134.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Aug BAJFINANCE was trading at 6900.00. 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 Aug BAJFINANCE was trading at 6863.60. 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


BAJFINANCE 7800 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 6907.60 903.05 0.00 0 -875 0
17 Oct 6899.50 903.05 93.05 1,000 -500 90,875
16 Oct 6956.35 810 58.00 3,000 -1,250 91,250
15 Oct 7016.90 752 177.80 7,125 -5,375 92,625
14 Oct 7208.80 574.2 65.35 9,250 2,625 98,625
11 Oct 7302.00 508.85 23.05 4,000 -250 96,000
10 Oct 7319.70 485.8 -10.45 2,000 -1,125 96,125
9 Oct 7300.45 496.25 -106.05 19,500 -2,125 97,000
8 Oct 7186.95 602.3 74.30 7,375 -1,250 99,125
7 Oct 7269.40 528 -58.05 10,625 -2,250 1,00,500
4 Oct 7211.35 586.05 169.90 33,375 -4,375 1,02,750
3 Oct 7433.85 416.15 178.95 1,40,000 -28,375 1,07,375
1 Oct 7703.00 237.2 -19.05 5,14,250 10,625 1,36,750
30 Sept 7703.00 256.25 33.70 5,34,500 5,000 1,26,250
27 Sept 7756.00 222.55 -6.70 5,33,000 61,750 1,21,875
26 Sept 7768.40 229.25 -87.40 1,54,250 40,750 59,375
25 Sept 7623.90 316.65 -35.35 33,750 2,500 18,500
24 Sept 7554.20 352 25.10 16,625 500 16,000
23 Sept 7595.10 326.9 1.90 13,125 6,750 15,625
20 Sept 7582.45 325 -1.30 3,250 -250 8,875
19 Sept 7590.35 326.3 -18.70 25,000 3,500 9,375
18 Sept 7631.10 345 -121.75 16,875 -2,125 5,875
17 Sept 7365.50 466.75 -48.25 13,500 2,625 7,875
16 Sept 7345.75 515 173.50 13,375 3,750 5,250
13 Sept 7598.50 341.5 -793.95 2,625 1,500 1,500
12 Sept 7428.30 1135.45 0.00 0 0 0
11 Sept 7345.55 1135.45 0.00 0 0 0
10 Sept 7241.85 1135.45 0.00 0 0 0
9 Sept 7347.45 1135.45 0.00 0 0 0
6 Sept 7317.15 1135.45 0.00 0 0 0
5 Sept 7244.90 1135.45 0.00 0 0 0
4 Sept 7299.50 1135.45 0.00 0 0 0
3 Sept 7353.80 1135.45 0.00 0 0 0
2 Sept 7440.05 1135.45 0.00 0 0 0
30 Aug 7200.15 1135.45 1135.45 0 0 0
29 Aug 7063.55 0 0.00 0 0 0
28 Aug 6900.00 0 0.00 0 0 0
27 Aug 6863.60 0 0 0 0


For Bajaj Finance Limited - strike price 7800 expiring on 31OCT2024

Delta for 7800 PE is -

Historical price for 7800 PE is as follows

On 18 Oct BAJFINANCE was trading at 6907.60. The strike last trading price was 903.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 0


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 903.05, which was 93.05 higher than the previous day. The implied volatity was -, the open interest changed by -500 which decreased total open position to 90875


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 810, which was 58.00 higher than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 91250


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 752, which was 177.80 higher than the previous day. The implied volatity was -, the open interest changed by -5375 which decreased total open position to 92625


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 574.2, which was 65.35 higher than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 98625


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 508.85, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 96000


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 485.8, which was -10.45 lower than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 96125


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 496.25, which was -106.05 lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 97000


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 602.3, which was 74.30 higher than the previous day. The implied volatity was -, the open interest changed by -1250 which decreased total open position to 99125


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 528, which was -58.05 lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 100500


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 586.05, which was 169.90 higher than the previous day. The implied volatity was -, the open interest changed by -4375 which decreased total open position to 102750


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 416.15, which was 178.95 higher than the previous day. The implied volatity was -, the open interest changed by -28375 which decreased total open position to 107375


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 237.2, which was -19.05 lower than the previous day. The implied volatity was -, the open interest changed by 10625 which increased total open position to 136750


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 256.25, which was 33.70 higher than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 126250


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 222.55, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by 61750 which increased total open position to 121875


On 26 Sept BAJFINANCE was trading at 7768.40. The strike last trading price was 229.25, which was -87.40 lower than the previous day. The implied volatity was -, the open interest changed by 40750 which increased total open position to 59375


On 25 Sept BAJFINANCE was trading at 7623.90. The strike last trading price was 316.65, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 18500


On 24 Sept BAJFINANCE was trading at 7554.20. The strike last trading price was 352, which was 25.10 higher than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 16000


On 23 Sept BAJFINANCE was trading at 7595.10. The strike last trading price was 326.9, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 15625


On 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 325, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 8875


On 19 Sept BAJFINANCE was trading at 7590.35. The strike last trading price was 326.3, which was -18.70 lower than the previous day. The implied volatity was -, the open interest changed by 3500 which increased total open position to 9375


On 18 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 345, which was -121.75 lower than the previous day. The implied volatity was -, the open interest changed by -2125 which decreased total open position to 5875


On 17 Sept BAJFINANCE was trading at 7365.50. The strike last trading price was 466.75, which was -48.25 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 7875


On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 515, which was 173.50 higher than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 5250


On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 341.5, which was -793.95 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 1135.45, 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 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 1135.45, 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 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 1135.45, which was 1135.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Aug BAJFINANCE was trading at 7063.55. 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 28 Aug BAJFINANCE was trading at 6900.00. 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 Aug BAJFINANCE was trading at 6863.60. 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