BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 7900 CE | ||||||||||
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Delta: 0.01
Vega: 0.27
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 6848.25 | 1.75 | -0.25 | 49.06 | 152 | -19 | 221 | |||
| 19 Dec | 6918.55 | 2 | -1.15 | 42.65 | 183 | 3 | 241 | |||
| 18 Dec | 7074.45 | 3.15 | -0.55 | 36.19 | 643 | -73 | 235 | |||
| 17 Dec | 7152.80 | 3.7 | -0.50 | 32.06 | 2,253 | 11 | 314 | |||
| 16 Dec | 7208.40 | 4.2 | -0.65 | 28.94 | 2,470 | 39 | 305 | |||
| 13 Dec | 7182.80 | 4.85 | -0.25 | 26.66 | 1,064 | 220 | 265 | |||
| 12 Dec | 7125.80 | 5.1 | 5.10 | 27.80 | 173 | 43 | 43 | |||
| 11 Dec | 7115.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6936.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6850.30 | 0 | 0.00 | 0.00 | 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 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 6509.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 6705.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 6617.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 6685.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 6683.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 6465.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 6595.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 6567.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 6549.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 6566.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 6638.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 6778.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Nov | 6895.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 6904.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 7006.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 6930.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 6843.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 6923.60 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 CE is 0.01
Historical price for 7900 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1.75, which was -0.25 lower than the previous day. The implied volatity was 49.06, the open interest changed by -19 which decreased total open position to 221
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was 42.65, the open interest changed by 3 which increased total open position to 241
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 36.19, the open interest changed by -73 which decreased total open position to 235
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 3.7, which was -0.50 lower than the previous day. The implied volatity was 32.06, the open interest changed by 11 which increased total open position to 314
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 4.2, which was -0.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by 39 which increased total open position to 305
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by 220 which increased total open position to 265
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 5.1, which was 5.10 higher than the previous day. The implied volatity was 27.80, the open interest changed by 43 which increased total open position to 43
On 11 Dec BAJFINANCE was trading at 7115.10. 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 10 Dec BAJFINANCE was trading at 6936.20. 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 9 Dec BAJFINANCE was trading at 6868.35. 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 6 Dec BAJFINANCE was trading at 6850.30. 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 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 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 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. 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 25 Nov BAJFINANCE was trading at 6685.40. 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 22 Nov BAJFINANCE was trading at 6683.95. 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 21 Nov BAJFINANCE was trading at 6465.65. 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 20 Nov BAJFINANCE was trading at 6595.30. 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 19 Nov BAJFINANCE was trading at 6595.30. 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 18 Nov BAJFINANCE was trading at 6567.95. 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 14 Nov BAJFINANCE was trading at 6549.15. 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 13 Nov BAJFINANCE was trading at 6566.00. 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 12 Nov BAJFINANCE was trading at 6638.20. 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 11 Nov BAJFINANCE was trading at 6778.80. 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 8 Nov BAJFINANCE was trading at 6895.95. 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 7 Nov BAJFINANCE was trading at 6904.50. 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 6 Nov BAJFINANCE was trading at 7006.20. 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 5 Nov BAJFINANCE was trading at 6930.35. 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 Nov BAJFINANCE was trading at 6843.70. 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 1 Nov BAJFINANCE was trading at 6923.60. 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 26DEC2024 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7208.40 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 996.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7125.80 | 996.55 | 996.55 | - | 0 | 0 | 0 |
| 11 Dec | 7115.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 6936.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 6868.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 6850.30 | 0 | 0.00 | 0.00 | 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 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 6509.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 6705.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 6617.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 6685.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 6683.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 6465.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 0 | 0.00 | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7900 expiring on 26DEC2024
Delta for 7900 PE is -
Historical price for 7900 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 996.55, 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 0
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 996.55, 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 0
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 996.55, 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 0
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 996.55, 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 0
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 996.55, 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 0
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 996.55, 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 0
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 996.55, which was 996.55 higher 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 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 10 Dec BAJFINANCE was trading at 6936.20. 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 9 Dec BAJFINANCE was trading at 6868.35. 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 6 Dec BAJFINANCE was trading at 6850.30. 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 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 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 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 0.00, 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 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJFINANCE was trading at 6617.95. 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 25 Nov BAJFINANCE was trading at 6685.40. 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 22 Nov BAJFINANCE was trading at 6683.95. 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 21 Nov BAJFINANCE was trading at 6465.65. 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 20 Nov BAJFINANCE was trading at 6595.30. 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 19 Nov BAJFINANCE was trading at 6595.30. 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 18 Nov BAJFINANCE was trading at 6567.95. 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 14 Nov BAJFINANCE was trading at 6549.15. 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 13 Nov BAJFINANCE was trading at 6566.00. 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 12 Nov BAJFINANCE was trading at 6638.20. 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 11 Nov BAJFINANCE was trading at 6778.80. 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 8 Nov BAJFINANCE was trading at 6895.95. 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 7 Nov BAJFINANCE was trading at 6904.50. 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 6 Nov BAJFINANCE was trading at 7006.20. 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 5 Nov BAJFINANCE was trading at 6930.35. 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 Nov BAJFINANCE was trading at 6843.70. 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 1 Nov BAJFINANCE was trading at 6923.60. 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
