BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 1.72
Theta: -0.70
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 6907.75 | 7.65 | 1.00 | 24.94 | 1,357 | 147 | 1,403 | |||
| 26 Dec | 6815.75 | 6.65 | -2.95 | 25.86 | 621 | 172 | 1,253 | |||
| 24 Dec | 6808.20 | 9.6 | -2.20 | 26.76 | 485 | 147 | 1,081 | |||
| 23 Dec | 6866.70 | 11.8 | -1.80 | 26.15 | 497 | 72 | 913 | |||
| 20 Dec | 6848.25 | 13.6 | -3.50 | 26.60 | 518 | 25 | 838 | |||
| 19 Dec | 6918.55 | 17.1 | -12.10 | 25.66 | 892 | 121 | 814 | |||
| 18 Dec | 7074.45 | 29.2 | -8.30 | 25.02 | 701 | -17 | 696 | |||
| 17 Dec | 7152.80 | 37.5 | -6.30 | 24.63 | 1,072 | 251 | 719 | |||
| 16 Dec | 7208.40 | 43.8 | 1.75 | 24.10 | 537 | 31 | 468 | |||
| 13 Dec | 7182.80 | 42.05 | 4.05 | 23.50 | 630 | -1 | 438 | |||
| 12 Dec | 7125.80 | 38 | -4.00 | 23.92 | 438 | 106 | 436 | |||
| 11 Dec | 7115.10 | 42 | 18.00 | 24.73 | 658 | 100 | 329 | |||
| 10 Dec | 6936.20 | 24 | 2.75 | 24.40 | 139 | 21 | 228 | |||
| 9 Dec | 6868.35 | 21.25 | -0.15 | 24.58 | 78 | 30 | 207 | |||
| 6 Dec | 6850.30 | 21.4 | 2.90 | 24.49 | 131 | 31 | 176 | |||
| 5 Dec | 6850.40 | 18.5 | 3.45 | 23.32 | 46 | 10 | 143 | |||
| 4 Dec | 6740.00 | 15.05 | 0.85 | 24.27 | 111 | 48 | 133 | |||
| 3 Dec | 6675.45 | 14.2 | -0.40 | 25.11 | 71 | 49 | 84 | |||
|
|
||||||||||
| 2 Dec | 6650.65 | 14.6 | 1.60 | 25.26 | 42 | 8 | 35 | |||
| 29 Nov | 6575.90 | 13 | -1.75 | 25.44 | 23 | 15 | 27 | |||
| 28 Nov | 6509.40 | 14.75 | -5.35 | 26.37 | 17 | 1 | 10 | |||
| 27 Nov | 6705.20 | 20.1 | 24.63 | 10 | 1 | 1 | ||||
For Bajaj Finance Limited - strike price 8000 expiring on 30JAN2025
Delta for 8000 CE is 0.04
Historical price for 8000 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 7.65, which was 1.00 higher than the previous day. The implied volatity was 24.94, the open interest changed by 147 which increased total open position to 1403
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 6.65, which was -2.95 lower than the previous day. The implied volatity was 25.86, the open interest changed by 172 which increased total open position to 1253
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 9.6, which was -2.20 lower than the previous day. The implied volatity was 26.76, the open interest changed by 147 which increased total open position to 1081
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 11.8, which was -1.80 lower than the previous day. The implied volatity was 26.15, the open interest changed by 72 which increased total open position to 913
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 13.6, which was -3.50 lower than the previous day. The implied volatity was 26.60, the open interest changed by 25 which increased total open position to 838
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 17.1, which was -12.10 lower than the previous day. The implied volatity was 25.66, the open interest changed by 121 which increased total open position to 814
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 29.2, which was -8.30 lower than the previous day. The implied volatity was 25.02, the open interest changed by -17 which decreased total open position to 696
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 37.5, which was -6.30 lower than the previous day. The implied volatity was 24.63, the open interest changed by 251 which increased total open position to 719
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 43.8, which was 1.75 higher than the previous day. The implied volatity was 24.10, the open interest changed by 31 which increased total open position to 468
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 42.05, which was 4.05 higher than the previous day. The implied volatity was 23.50, the open interest changed by -1 which decreased total open position to 438
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 38, which was -4.00 lower than the previous day. The implied volatity was 23.92, the open interest changed by 106 which increased total open position to 436
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 42, which was 18.00 higher than the previous day. The implied volatity was 24.73, the open interest changed by 100 which increased total open position to 329
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 24, which was 2.75 higher than the previous day. The implied volatity was 24.40, the open interest changed by 21 which increased total open position to 228
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 21.25, which was -0.15 lower than the previous day. The implied volatity was 24.58, the open interest changed by 30 which increased total open position to 207
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 21.4, which was 2.90 higher than the previous day. The implied volatity was 24.49, the open interest changed by 31 which increased total open position to 176
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 18.5, which was 3.45 higher than the previous day. The implied volatity was 23.32, the open interest changed by 10 which increased total open position to 143
On 4 Dec BAJFINANCE was trading at 6740.00. The strike last trading price was 15.05, which was 0.85 higher than the previous day. The implied volatity was 24.27, the open interest changed by 48 which increased total open position to 133
On 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 14.2, which was -0.40 lower than the previous day. The implied volatity was 25.11, the open interest changed by 49 which increased total open position to 84
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 14.6, which was 1.60 higher than the previous day. The implied volatity was 25.26, the open interest changed by 8 which increased total open position to 35
On 29 Nov BAJFINANCE was trading at 6575.90. The strike last trading price was 13, which was -1.75 lower than the previous day. The implied volatity was 25.44, the open interest changed by 15 which increased total open position to 27
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 14.75, which was -5.35 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1 which increased total open position to 10
On 27 Nov BAJFINANCE was trading at 6705.20. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 1
| BAJFINANCE 30JAN2025 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 6907.75 | 1008.1 | -87.90 | - | 12 | 3 | 182 |
| 26 Dec | 6815.75 | 1096 | -29.00 | - | 69 | 64 | 178 |
| 24 Dec | 6808.20 | 1125 | 62.90 | 29.47 | 46 | 43 | 113 |
| 23 Dec | 6866.70 | 1062.1 | -48.15 | 26.64 | 24 | 19 | 69 |
| 20 Dec | 6848.25 | 1110.25 | 70.25 | 31.66 | 12 | 6 | 50 |
| 19 Dec | 6918.55 | 1040 | 171.95 | 33.01 | 3 | 1 | 43 |
| 18 Dec | 7074.45 | 868.05 | 88.05 | 25.83 | 14 | 0 | 42 |
| 17 Dec | 7152.80 | 780 | 35.00 | 21.02 | 1 | 0 | 42 |
| 16 Dec | 7208.40 | 745 | -22.00 | 23.96 | 11 | 6 | 43 |
| 13 Dec | 7182.80 | 767 | -44.50 | 25.60 | 18 | 3 | 36 |
| 12 Dec | 7125.80 | 811.5 | -24.25 | 22.48 | 6 | 2 | 31 |
| 11 Dec | 7115.10 | 835.75 | -214.25 | 25.01 | 36 | 25 | 29 |
| 10 Dec | 6936.20 | 1050 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 6868.35 | 1050 | 20.00 | 28.56 | 1 | 0 | 3 |
| 6 Dec | 6850.30 | 1030 | -190.00 | - | 3 | 0 | 2 |
| 5 Dec | 6850.40 | 1220 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 6740.00 | 1220 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 6675.45 | 1220 | 40.00 | 22.61 | 1 | 0 | 1 |
| 2 Dec | 6650.65 | 1180 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 6575.90 | 1180 | 0.00 | 0.00 | 0 | 0 | 1 |
| 28 Nov | 6509.40 | 1180 | 1180.00 | - | 1 | 0 | 0 |
| 27 Nov | 6705.20 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 8000 expiring on 30JAN2025
Delta for 8000 PE is -
Historical price for 8000 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 1008.1, which was -87.90 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 182
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 1096, which was -29.00 lower than the previous day. The implied volatity was -, the open interest changed by 64 which increased total open position to 178
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 1125, which was 62.90 higher than the previous day. The implied volatity was 29.47, the open interest changed by 43 which increased total open position to 113
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 1062.1, which was -48.15 lower than the previous day. The implied volatity was 26.64, the open interest changed by 19 which increased total open position to 69
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1110.25, which was 70.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by 6 which increased total open position to 50
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1040, which was 171.95 higher than the previous day. The implied volatity was 33.01, the open interest changed by 1 which increased total open position to 43
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 868.05, which was 88.05 higher than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 42
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 780, which was 35.00 higher than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 42
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 745, which was -22.00 lower than the previous day. The implied volatity was 23.96, the open interest changed by 6 which increased total open position to 43
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 767, which was -44.50 lower than the previous day. The implied volatity was 25.60, the open interest changed by 3 which increased total open position to 36
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 811.5, which was -24.25 lower than the previous day. The implied volatity was 22.48, the open interest changed by 2 which increased total open position to 31
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 835.75, which was -214.25 lower than the previous day. The implied volatity was 25.01, the open interest changed by 25 which increased total open position to 29
On 10 Dec BAJFINANCE was trading at 6936.20. The strike last trading price was 1050, 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 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 1050, which was 20.00 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 3
On 6 Dec BAJFINANCE was trading at 6850.30. The strike last trading price was 1030, which was -190.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec BAJFINANCE was trading at 6850.40. The strike last trading price was 1220, 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 1220, 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 3 Dec BAJFINANCE was trading at 6675.45. The strike last trading price was 1220, which was 40.00 higher than the previous day. The implied volatity was 22.61, the open interest changed by 0 which decreased total open position to 1
On 2 Dec BAJFINANCE was trading at 6650.65. The strike last trading price was 1180, 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 1180, 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 1
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 1180, which was 1180.00 higher 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
