BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 7900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.36
Theta: -0.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6549.15 | 1.8 | -0.50 | 39.38 | 12 | -8 | 90 | |||
| 13 Nov | 6566.00 | 2.3 | -0.70 | 38.75 | 33 | -10 | 98 | |||
| 12 Nov | 6638.20 | 3 | -0.20 | 37.42 | 65 | -12 | 119 | |||
| 11 Nov | 6778.80 | 3.2 | -1.30 | 32.93 | 16 | -3 | 132 | |||
| 8 Nov | 6895.95 | 4.5 | -1.90 | 28.89 | 21 | 1 | 133 | |||
| 7 Nov | 6904.50 | 6.4 | -1.15 | 29.14 | 60 | 11 | 132 | |||
| 6 Nov | 7006.20 | 7.55 | -1.35 | 26.81 | 103 | 23 | 125 | |||
| 5 Nov | 6930.35 | 8.9 | 1.30 | 29.54 | 62 | -1 | 109 | |||
| 4 Nov | 6843.70 | 7.6 | -4.65 | 29.74 | 144 | 9 | 111 | |||
| 1 Nov | 6923.60 | 12.25 | -0.05 | 28.54 | 7 | 5 | 101 | |||
| 31 Oct | 6889.75 | 12.3 | -5.60 | - | 67 | 28 | 99 | |||
| 30 Oct | 6955.00 | 17.9 | -3.65 | - | 85 | 27 | 70 | |||
| 29 Oct | 7022.50 | 21.55 | 3.20 | - | 33 | 8 | 42 | |||
| 28 Oct | 6911.35 | 18.35 | -2.05 | - | 31 | 14 | 33 | |||
| 25 Oct | 6910.15 | 20.4 | -4.45 | - | 14 | 0 | 19 | |||
| 24 Oct | 7040.90 | 24.85 | -3.15 | - | 9 | 3 | 20 | |||
| 23 Oct | 6995.80 | 28 | 2.00 | - | 43 | 13 | 17 | |||
| 22 Oct | 6677.90 | 26 | -362.35 | - | 4 | 0 | 0 | |||
| 21 Oct | 6780.90 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 6899.55 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 6899.50 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 6956.35 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 7016.90 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 7208.80 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 7302.00 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 7300.45 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 7186.95 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 7269.40 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 7211.35 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Oct | 7433.85 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 388.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 7756.00 | 388.35 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 7900 expiring on 28NOV2024
Delta for 7900 CE is 0.01
Historical price for 7900 CE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1.8, which was -0.50 lower than the previous day. The implied volatity was 39.38, the open interest changed by -8 which decreased total open position to 90
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 38.75, the open interest changed by -10 which decreased total open position to 98
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 3, which was -0.20 lower than the previous day. The implied volatity was 37.42, the open interest changed by -12 which decreased total open position to 119
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 3.2, which was -1.30 lower than the previous day. The implied volatity was 32.93, the open interest changed by -3 which decreased total open position to 132
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 4.5, which was -1.90 lower than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 133
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was 29.14, the open interest changed by 11 which increased total open position to 132
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 7.55, which was -1.35 lower than the previous day. The implied volatity was 26.81, the open interest changed by 23 which increased total open position to 125
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 8.9, which was 1.30 higher than the previous day. The implied volatity was 29.54, the open interest changed by -1 which decreased total open position to 109
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 7.6, which was -4.65 lower than the previous day. The implied volatity was 29.74, the open interest changed by 9 which increased total open position to 111
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 12.25, which was -0.05 lower than the previous day. The implied volatity was 28.54, the open interest changed by 5 which increased total open position to 101
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 12.3, which was -5.60 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 17.9, which was -3.65 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 21.55, which was 3.20 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 18.35, which was -2.05 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 20.4, which was -4.45 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 24.85, which was -3.15 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 28, which was 2.00 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 26, which was -362.35 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, 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 388.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 7900 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 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 900 | 0.00 | 0.00 | 0 | 22 | 0 |
| 31 Oct | 6889.75 | 900 | 479.00 | - | 22 | 21 | 21 |
| 30 Oct | 6955.00 | 421 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 7022.50 | 421 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6911.35 | 421 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6910.15 | 421 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7040.90 | 421 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6995.80 | 421 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6677.90 | 421 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6780.90 | 421 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6899.55 | 421 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6899.50 | 421 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6956.35 | 421 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7016.90 | 421 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 421 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 421 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 421 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7300.45 | 421 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 7186.95 | 421 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 421 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 421 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 421 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 421 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 421 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 7756.00 | 421 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 7900 expiring on 28NOV2024
Delta for 7900 PE is 0.00
Historical price for 7900 PE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 900, 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 900, 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 900, 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 900, 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 900, 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 900, 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 900, 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 900, 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 900, 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 900, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 900, which was 479.00 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 421, 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 421, 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 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 421, 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 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 421, 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 421, 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 421, 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 421, 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 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, 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 421, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
