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

6906.95 7.45 (0.11%)

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Historical option data for BAJFINANCE

18 Oct 2024 02:13 PM IST
BAJFINANCE 8000 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 6907.60 6 -0.50 69,375 -6,750 7,34,875
17 Oct 6899.50 6.5 -0.65 1,67,500 -15,750 7,42,000
16 Oct 6956.35 7.15 -2.10 3,72,250 -58,125 7,57,750
15 Oct 7016.90 9.25 -3.95 5,78,000 10,500 8,17,375
14 Oct 7208.80 13.2 -7.60 4,65,500 -41,750 8,07,000
11 Oct 7302.00 20.8 -2.55 3,24,750 44,000 8,48,750
10 Oct 7319.70 23.35 -2.50 2,15,250 11,000 8,04,625
9 Oct 7300.45 25.85 1.45 5,74,000 18,500 7,94,500
8 Oct 7186.95 24.4 -3.10 2,60,500 10,000 7,75,875
7 Oct 7269.40 27.5 0.70 5,06,875 9,125 7,66,125
4 Oct 7211.35 26.8 -27.20 15,28,625 -75,000 7,55,625
3 Oct 7433.85 54 -74.55 9,39,625 15,875 8,31,625
1 Oct 7703.00 128.55 -3.70 12,51,875 93,875 8,16,875
30 Sept 7703.00 132.25 -19.25 10,81,750 42,375 7,23,625
27 Sept 7756.00 151.5 1.50 17,51,125 21,250 6,80,750
26 Sept 7768.40 150 34.00 16,20,125 3,750 6,62,500
25 Sept 7623.90 116 22.05 5,55,375 75,750 6,57,875
24 Sept 7554.20 93.95 -24.55 8,89,625 2,68,875 5,82,000
23 Sept 7595.10 118.5 -0.65 2,17,875 42,750 3,13,000
20 Sept 7582.45 119.15 -6.55 3,59,125 22,500 2,69,875
19 Sept 7590.35 125.7 -6.55 2,50,625 21,750 2,49,250
18 Sept 7631.10 132.25 52.85 6,65,625 6,125 2,27,250
17 Sept 7365.50 79.4 -15.60 2,76,000 22,250 2,20,750
16 Sept 7345.75 95 -67.65 5,10,000 1,02,125 1,97,500
13 Sept 7598.50 162.65 62.65 1,60,375 25,000 95,875
12 Sept 7428.30 100 5.40 39,375 -750 70,875
11 Sept 7345.55 94.6 18.05 46,000 -4,875 71,750
10 Sept 7241.85 76.55 -25.45 21,375 4,500 76,375
9 Sept 7347.45 102 -1.20 24,500 -750 71,875
6 Sept 7317.15 103.2 17.05 51,750 4,500 72,250
5 Sept 7244.90 86.15 -14.85 32,875 11,125 67,750
4 Sept 7299.50 101 -11.50 36,000 2,500 56,625
3 Sept 7353.80 112.5 -18.65 71,375 23,000 54,000
2 Sept 7440.05 131.15 51.95 59,500 17,375 31,000
30 Aug 7200.15 79.2 14.65 12,500 4,125 13,625
29 Aug 7063.55 64.55 25.55 24,250 5,625 9,000
28 Aug 6900.00 39 9.10 3,625 2,375 2,875
27 Aug 6863.60 29.9 500 250 250


For Bajaj Finance Limited - strike price 8000 expiring on 31OCT2024

Delta for 8000 CE is -

Historical price for 8000 CE is as follows

On 18 Oct BAJFINANCE was trading at 6907.60. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by -6750 which decreased total open position to 734875


On 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 6.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -15750 which decreased total open position to 742000


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 7.15, which was -2.10 lower than the previous day. The implied volatity was -, the open interest changed by -58125 which decreased total open position to 757750


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 9.25, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 817375


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 13.2, which was -7.60 lower than the previous day. The implied volatity was -, the open interest changed by -41750 which decreased total open position to 807000


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 20.8, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 848750


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 23.35, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 804625


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 25.85, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 18500 which increased total open position to 794500


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 24.4, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by 10000 which increased total open position to 775875


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 27.5, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 9125 which increased total open position to 766125


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 26.8, which was -27.20 lower than the previous day. The implied volatity was -, the open interest changed by -75000 which decreased total open position to 755625


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 54, which was -74.55 lower than the previous day. The implied volatity was -, the open interest changed by 15875 which increased total open position to 831625


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 128.55, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 93875 which increased total open position to 816875


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 132.25, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 42375 which increased total open position to 723625


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 151.5, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by 21250 which increased total open position to 680750


On 26 Sept BAJFINANCE was trading at 7768.40. The strike last trading price was 150, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 662500


On 25 Sept BAJFINANCE was trading at 7623.90. The strike last trading price was 116, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by 75750 which increased total open position to 657875


On 24 Sept BAJFINANCE was trading at 7554.20. The strike last trading price was 93.95, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by 268875 which increased total open position to 582000


On 23 Sept BAJFINANCE was trading at 7595.10. The strike last trading price was 118.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 42750 which increased total open position to 313000


On 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 119.15, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 22500 which increased total open position to 269875


On 19 Sept BAJFINANCE was trading at 7590.35. The strike last trading price was 125.7, which was -6.55 lower than the previous day. The implied volatity was -, the open interest changed by 21750 which increased total open position to 249250


On 18 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 132.25, which was 52.85 higher than the previous day. The implied volatity was -, the open interest changed by 6125 which increased total open position to 227250


On 17 Sept BAJFINANCE was trading at 7365.50. The strike last trading price was 79.4, which was -15.60 lower than the previous day. The implied volatity was -, the open interest changed by 22250 which increased total open position to 220750


On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 95, which was -67.65 lower than the previous day. The implied volatity was -, the open interest changed by 102125 which increased total open position to 197500


On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 162.65, which was 62.65 higher than the previous day. The implied volatity was -, the open interest changed by 25000 which increased total open position to 95875


On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 100, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 70875


On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 94.6, which was 18.05 higher than the previous day. The implied volatity was -, the open interest changed by -4875 which decreased total open position to 71750


On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 76.55, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 76375


On 9 Sept BAJFINANCE was trading at 7347.45. The strike last trading price was 102, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 71875


On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 103.2, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 72250


On 5 Sept BAJFINANCE was trading at 7244.90. The strike last trading price was 86.15, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 11125 which increased total open position to 67750


On 4 Sept BAJFINANCE was trading at 7299.50. The strike last trading price was 101, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by 2500 which increased total open position to 56625


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 112.5, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 54000


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 131.15, which was 51.95 higher than the previous day. The implied volatity was -, the open interest changed by 17375 which increased total open position to 31000


On 30 Aug BAJFINANCE was trading at 7200.15. The strike last trading price was 79.2, which was 14.65 higher than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 13625


On 29 Aug BAJFINANCE was trading at 7063.55. The strike last trading price was 64.55, which was 25.55 higher than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 9000


On 28 Aug BAJFINANCE was trading at 6900.00. The strike last trading price was 39, which was 9.10 higher than the previous day. The implied volatity was -, the open interest changed by 2375 which increased total open position to 2875


On 27 Aug BAJFINANCE was trading at 6863.60. The strike last trading price was 29.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 250


BAJFINANCE 8000 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 6907.60 1092.85 0.00 0 -875 0
17 Oct 6899.50 1092.85 77.85 1,500 -1,000 38,000
16 Oct 6956.35 1015 12.45 2,500 -1,125 38,875
15 Oct 7016.90 1002.55 238.40 3,750 -2,875 40,125
14 Oct 7208.80 764.15 66.15 250 -125 43,125
11 Oct 7302.00 698 44.00 500 -375 43,375
10 Oct 7319.70 654 -23.80 1,750 0 45,000
9 Oct 7300.45 677.8 -72.20 9,375 -750 44,750
8 Oct 7186.95 750 55.00 2,750 2,250 45,500
7 Oct 7269.40 695 -76.00 12,125 -4,125 43,250
4 Oct 7211.35 771 194.00 14,125 -2,875 47,250
3 Oct 7433.85 577 223.75 19,625 -875 50,125
1 Oct 7703.00 353.25 -23.85 37,250 625 50,750
30 Sept 7703.00 377.1 42.10 46,625 5,000 50,375
27 Sept 7756.00 335 -1.60 59,875 9,375 45,500
26 Sept 7768.40 336.6 -108.40 47,000 -8,750 36,125
25 Sept 7623.90 445 -47.00 23,625 1,875 44,875
24 Sept 7554.20 492 30.00 12,625 1,250 43,000
23 Sept 7595.10 462 2.05 9,500 5,375 41,750
20 Sept 7582.45 459.95 2.95 6,375 3,000 36,500
19 Sept 7590.35 457 2.00 15,375 3,375 33,500
18 Sept 7631.10 455 -198.75 23,500 -625 30,375
17 Sept 7365.50 653.75 -1.25 5,000 250 31,000
16 Sept 7345.75 655 165.25 25,000 20,250 30,625
13 Sept 7598.50 489.75 -135.25 10,000 4,875 8,875
12 Sept 7428.30 625 0.95 125 0 4,000
11 Sept 7345.55 624.05 -55.95 1,375 750 3,625
10 Sept 7241.85 680 0.00 0 0 0
9 Sept 7347.45 680 5.00 125 0 2,875
6 Sept 7317.15 675 0.00 0 0 0
5 Sept 7244.90 675 0.00 0 0 0
4 Sept 7299.50 675 0.00 0 2,875 0
3 Sept 7353.80 675 -625.25 3,125 2,875 2,875
2 Sept 7440.05 1300.25 0.00 0 0 0
30 Aug 7200.15 1300.25 0.00 0 0 0
29 Aug 7063.55 1300.25 0.00 0 0 0
28 Aug 6900.00 1300.25 0.00 0 0 0
27 Aug 6863.60 1300.25 0 0 0


For Bajaj Finance Limited - strike price 8000 expiring on 31OCT2024

Delta for 8000 PE is -

Historical price for 8000 PE is as follows

On 18 Oct BAJFINANCE was trading at 6907.60. The strike last trading price was 1092.85, 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 1092.85, which was 77.85 higher than the previous day. The implied volatity was -, the open interest changed by -1000 which decreased total open position to 38000


On 16 Oct BAJFINANCE was trading at 6956.35. The strike last trading price was 1015, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 38875


On 15 Oct BAJFINANCE was trading at 7016.90. The strike last trading price was 1002.55, which was 238.40 higher than the previous day. The implied volatity was -, the open interest changed by -2875 which decreased total open position to 40125


On 14 Oct BAJFINANCE was trading at 7208.80. The strike last trading price was 764.15, which was 66.15 higher than the previous day. The implied volatity was -, the open interest changed by -125 which decreased total open position to 43125


On 11 Oct BAJFINANCE was trading at 7302.00. The strike last trading price was 698, which was 44.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 43375


On 10 Oct BAJFINANCE was trading at 7319.70. The strike last trading price was 654, which was -23.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45000


On 9 Oct BAJFINANCE was trading at 7300.45. The strike last trading price was 677.8, which was -72.20 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 44750


On 8 Oct BAJFINANCE was trading at 7186.95. The strike last trading price was 750, which was 55.00 higher than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 45500


On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 695, which was -76.00 lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 43250


On 4 Oct BAJFINANCE was trading at 7211.35. The strike last trading price was 771, which was 194.00 higher than the previous day. The implied volatity was -, the open interest changed by -2875 which decreased total open position to 47250


On 3 Oct BAJFINANCE was trading at 7433.85. The strike last trading price was 577, which was 223.75 higher than the previous day. The implied volatity was -, the open interest changed by -875 which decreased total open position to 50125


On 1 Oct BAJFINANCE was trading at 7703.00. The strike last trading price was 353.25, which was -23.85 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 50750


On 30 Sept BAJFINANCE was trading at 7703.00. The strike last trading price was 377.1, which was 42.10 higher than the previous day. The implied volatity was -, the open interest changed by 5000 which increased total open position to 50375


On 27 Sept BAJFINANCE was trading at 7756.00. The strike last trading price was 335, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 45500


On 26 Sept BAJFINANCE was trading at 7768.40. The strike last trading price was 336.6, which was -108.40 lower than the previous day. The implied volatity was -, the open interest changed by -8750 which decreased total open position to 36125


On 25 Sept BAJFINANCE was trading at 7623.90. The strike last trading price was 445, which was -47.00 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 44875


On 24 Sept BAJFINANCE was trading at 7554.20. The strike last trading price was 492, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 43000


On 23 Sept BAJFINANCE was trading at 7595.10. The strike last trading price was 462, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 5375 which increased total open position to 41750


On 20 Sept BAJFINANCE was trading at 7582.45. The strike last trading price was 459.95, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 36500


On 19 Sept BAJFINANCE was trading at 7590.35. The strike last trading price was 457, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 33500


On 18 Sept BAJFINANCE was trading at 7631.10. The strike last trading price was 455, which was -198.75 lower than the previous day. The implied volatity was -, the open interest changed by -625 which decreased total open position to 30375


On 17 Sept BAJFINANCE was trading at 7365.50. The strike last trading price was 653.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 31000


On 16 Sept BAJFINANCE was trading at 7345.75. The strike last trading price was 655, which was 165.25 higher than the previous day. The implied volatity was -, the open interest changed by 20250 which increased total open position to 30625


On 13 Sept BAJFINANCE was trading at 7598.50. The strike last trading price was 489.75, which was -135.25 lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 8875


On 12 Sept BAJFINANCE was trading at 7428.30. The strike last trading price was 625, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4000


On 11 Sept BAJFINANCE was trading at 7345.55. The strike last trading price was 624.05, which was -55.95 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 3625


On 10 Sept BAJFINANCE was trading at 7241.85. The strike last trading price was 680, 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 680, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2875


On 6 Sept BAJFINANCE was trading at 7317.15. The strike last trading price was 675, 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 675, 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 675, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 0


On 3 Sept BAJFINANCE was trading at 7353.80. The strike last trading price was 675, which was -625.25 lower than the previous day. The implied volatity was -, the open interest changed by 2875 which increased total open position to 2875


On 2 Sept BAJFINANCE was trading at 7440.05. The strike last trading price was 1300.25, 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 1300.25, 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 1300.25, 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 1300.25, 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 1300.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0