BAJFINANCE
BAJAJ FINANCE LIMITED
Historical option data for BAJFINANCE
05 Jul 2024 04:13 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 7138.00 | 17.15 | -2.45 | - | 2,98,500 | -15,250 | 8,06,250 | |||
| 4 Jul | 7107.05 | 19.6 | - | 9,98,625 | 1,94,375 | 8,21,500 | ||||
| 3 Jul | 7258.80 | 35.3 | - | 3,97,250 | 23,125 | 6,27,125 | ||||
| 2 Jul | 7165.60 | 29 | - | 5,60,375 | -20,250 | 6,10,875 | ||||
| 1 Jul | 7276.75 | 38.95 | - | 8,44,000 | 1,10,250 | 6,31,125 | ||||
| 28 Jun | 7115.55 | 24.65 | - | 3,77,125 | 1,48,250 | 5,20,875 | ||||
| 27 Jun | 7166.75 | 31.5 | - | 4,19,375 | 68,500 | 3,72,625 | ||||
| 26 Jun | 7158.20 | 32.3 | - | 2,52,250 | 13,875 | 3,04,000 | ||||
| 25 Jun | 7074.45 | 27.9 | - | 1,76,375 | 72,125 | 2,90,125 | ||||
| 24 Jun | 7081.85 | 24.65 | - | 1,01,750 | 24,250 | 2,17,875 | ||||
|
|
||||||||||
| 21 Jun | 7134.25 | 32.95 | - | 1,11,500 | 41,125 | 1,93,750 | ||||
| 20 Jun | 7207.10 | 44.05 | - | 1,17,000 | 46,625 | 1,51,875 | ||||
| 19 Jun | 7233.95 | 47.25 | - | 87,375 | 17,125 | 1,05,250 | ||||
| 18 Jun | 7334.70 | 63.10 | - | 93,500 | 35,375 | 89,750 | ||||
| 14 Jun | 7341.55 | 60.00 | - | 58,750 | 15,375 | 54,375 | ||||
| 13 Jun | 7294.95 | 56.05 | - | 21,375 | 5,000 | 38,875 | ||||
| 12 Jun | 7217.75 | 51.20 | - | 17,375 | 1,250 | 33,875 | ||||
| 11 Jun | 7138.10 | 44.50 | - | 12,125 | 875 | 32,500 | ||||
| 10 Jun | 7088.85 | 43.85 | - | 14,875 | 2,125 | 31,625 | ||||
| 7 Jun | 7191.40 | 62.10 | - | 62,000 | 4,750 | 29,500 | ||||
| 6 Jun | 6925.80 | 35.05 | - | 9,000 | 1,375 | 24,750 | ||||
| 5 Jun | 6836.65 | 26.30 | - | 5,000 | 2,000 | 23,375 | ||||
| 4 Jun | 6509.55 | 22.55 | - | 7,000 | 2,750 | 21,375 | ||||
| 3 Jun | 6915.55 | 58.35 | - | 11,625 | 4,875 | 18,625 | ||||
| 31 May | 6697.70 | 43.05 | - | 9,625 | 8,750 | 13,750 | ||||
| 30 May | 6616.45 | 49.35 | - | 3,625 | 1,750 | 5,000 | ||||
| 29 May | 6806.70 | 73.05 | - | 2,250 | 375 | 3,250 | ||||
| 28 May | 6873.05 | 90.00 | - | 1,500 | 375 | 2,875 | ||||
| 27 May | 6895.50 | 98.00 | - | 750 | 375 | 2,375 | ||||
| 24 May | 6836.90 | 74.55 | - | 125 | 0 | 2,000 | ||||
| 22 May | 6744.55 | 58.40 | - | 125 | 0 | 1,875 | ||||
| 18 May | 6738.00 | 59.90 | - | 125 | 0 | 1,750 | ||||
| 13 May | 6718.75 | 79.90 | - | 750 | 625 | 1,625 | ||||
For BAJAJ FINANCE LIMITED - strike price 8000 expiring on 25JUL2024
Delta for 8000 CE is -
Historical price for 8000 CE is as follows
On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 17.15, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by -15250 which decreased total open position to 806250
On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 194375 which increased total open position to 821500
On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 35.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 23125 which increased total open position to 627125
On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 29, which was lower than the previous day. The implied volatity was -, the open interest changed by -20250 which decreased total open position to 610875
On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 38.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 110250 which increased total open position to 631125
On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 148250 which increased total open position to 520875
On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 31.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 68500 which increased total open position to 372625
On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 32.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 13875 which increased total open position to 304000
On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 27.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 72125 which increased total open position to 290125
On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 24.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 24250 which increased total open position to 217875
On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 32.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 41125 which increased total open position to 193750
On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 44.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 46625 which increased total open position to 151875
On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 47.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 17125 which increased total open position to 105250
On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 63.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 35375 which increased total open position to 89750
On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 60.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 54375
On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 56.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 38875
On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 51.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 33875
On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 44.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 875 which increased total open position to 32500
On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 43.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2125 which increased total open position to 31625
On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 62.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 29500
On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 35.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1375 which increased total open position to 24750
On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 26.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 23375
On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 22.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 21375
On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 58.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 18625
On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 43.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8750 which increased total open position to 13750
On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 49.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 5000
On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 73.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 3250
On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 90.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2875
On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 98.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2375
On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 74.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 58.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1875
On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 59.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1750
On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 79.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 1625
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 7138.00 | 840 | -20.00 | - | 625 | 125 | 28,875 |
| 4 Jul | 7107.05 | 860 | - | 4,125 | 2,250 | 28,750 | |
| 3 Jul | 7258.80 | 710 | - | 4,125 | 625 | 26,500 | |
| 2 Jul | 7165.60 | 837.3 | - | 375 | -125 | 25,875 | |
| 1 Jul | 7276.75 | 712 | - | 7,500 | 3,250 | 26,000 | |
| 28 Jun | 7115.55 | 838.2 | - | 2,125 | 500 | 22,750 | |
| 27 Jun | 7166.75 | 800 | - | 19,375 | 10,000 | 22,250 | |
| 26 Jun | 7158.20 | 803.9 | - | 3,875 | 2,875 | 12,250 | |
| 25 Jun | 7074.45 | 907 | - | 3,750 | 3,125 | 9,375 | |
| 24 Jun | 7081.85 | 880 | - | 1,250 | 1,125 | 6,125 | |
| 21 Jun | 7134.25 | 849.65 | - | 1,875 | 625 | 5,000 | |
| 20 Jun | 7207.10 | 765.00 | - | 2,500 | 1,000 | 4,125 | |
| 19 Jun | 7233.95 | 775.80 | - | 3,500 | 1,500 | 3,125 | |
| 18 Jun | 7334.70 | 700.00 | - | 1,250 | 1,125 | 1,375 | |
| 14 Jun | 7341.55 | 716.00 | - | 500 | 250 | 250 | |
| 13 Jun | 7294.95 | 799.40 | - | 0 | 0 | 0 | |
| 12 Jun | 7217.75 | 799.40 | - | 0 | 0 | 0 | |
| 11 Jun | 7138.10 | 799.40 | - | 0 | 0 | 0 | |
| 10 Jun | 7088.85 | 799.40 | - | 0 | 0 | 0 | |
| 7 Jun | 7191.40 | 799.40 | - | 0 | 0 | 0 | |
| 6 Jun | 6925.80 | 799.40 | - | 0 | 0 | 0 | |
| 5 Jun | 6836.65 | 799.40 | - | 0 | 0 | 0 | |
| 4 Jun | 6509.55 | 799.40 | - | 0 | 0 | 0 | |
| 3 Jun | 6915.55 | 799.40 | - | 0 | 0 | 0 | |
| 31 May | 6697.70 | 799.40 | - | 0 | 0 | 0 | |
| 30 May | 6616.45 | 799.40 | - | 0 | 0 | 0 | |
| 29 May | 6806.70 | 799.40 | - | 0 | 0 | 0 | |
| 28 May | 6873.05 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 6895.50 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 6836.90 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 6744.55 | 0.00 | - | 0 | 0 | 0 | |
| 18 May | 6738.00 | 0.00 | - | 0 | 0 | 0 | |
| 13 May | 6718.75 | 0.00 | - | 0 | 0 | 0 | |
For BAJAJ FINANCE LIMITED - strike price 8000 expiring on 25JUL2024
Delta for 8000 PE is -
Historical price for 8000 PE is as follows
On 5 Jul BAJFINANCE was trading at 7138.00. The strike last trading price was 840, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 125 which increased total open position to 28875
On 4 Jul BAJFINANCE was trading at 7107.05. The strike last trading price was 860, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 28750
On 3 Jul BAJFINANCE was trading at 7258.80. The strike last trading price was 710, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 26500
On 2 Jul BAJFINANCE was trading at 7165.60. The strike last trading price was 837.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 25875
On 1 Jul BAJFINANCE was trading at 7276.75. The strike last trading price was 712, which was lower than the previous day. The implied volatity was -, the open interest changed by 3250 which increased total open position to 26000
On 28 Jun BAJFINANCE was trading at 7115.55. The strike last trading price was 838.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 500 which increased total open position to 22750
On 27 Jun BAJFINANCE was trading at 7166.75. The strike last trading price was 800, which was lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 22250
On 26 Jun BAJFINANCE was trading at 7158.20. The strike last trading price was 803.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 12250
On 25 Jun BAJFINANCE was trading at 7074.45. The strike last trading price was 907, which was lower than the previous day. The implied volatity was -, the open interest changed by 3125 which increased total open position to 9375
On 24 Jun BAJFINANCE was trading at 7081.85. The strike last trading price was 880, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 6125
On 21 Jun BAJFINANCE was trading at 7134.25. The strike last trading price was 849.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 5000
On 20 Jun BAJFINANCE was trading at 7207.10. The strike last trading price was 765.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1000 which increased total open position to 4125
On 19 Jun BAJFINANCE was trading at 7233.95. The strike last trading price was 775.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 3125
On 18 Jun BAJFINANCE was trading at 7334.70. The strike last trading price was 700.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1375
On 14 Jun BAJFINANCE was trading at 7341.55. The strike last trading price was 716.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250
On 13 Jun BAJFINANCE was trading at 7294.95. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BAJFINANCE was trading at 7217.75. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BAJFINANCE was trading at 7138.10. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BAJFINANCE was trading at 7088.85. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun BAJFINANCE was trading at 7191.40. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun BAJFINANCE was trading at 6925.80. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun BAJFINANCE was trading at 6836.65. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun BAJFINANCE was trading at 6509.55. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun BAJFINANCE was trading at 6915.55. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May BAJFINANCE was trading at 6697.70. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May BAJFINANCE was trading at 6616.45. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May BAJFINANCE was trading at 6806.70. The strike last trading price was 799.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May BAJFINANCE was trading at 6873.05. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May BAJFINANCE was trading at 6895.50. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 May BAJFINANCE was trading at 6836.90. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May BAJFINANCE was trading at 6744.55. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May BAJFINANCE was trading at 6738.00. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJFINANCE was trading at 6718.75. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0