BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
20 Dec 2024 04:12 PM IST
| BAJFINANCE 26DEC2024 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 0.45 | -1.85 | - | 21 | -2 | 17 | |||
| 19 Dec | 6918.55 | 2.3 | -0.20 | - | 30 | 6 | 20 | |||
| 18 Dec | 7074.45 | 2.5 | 0.05 | 44.89 | 5 | 1 | 14 | |||
| 17 Dec | 7152.80 | 2.45 | -362.35 | 39.57 | 21 | 13 | 13 | |||
| 13 Dec | 7182.80 | 364.8 | 0.00 | 16.22 | 0 | 0 | 0 | |||
| 12 Dec | 7125.80 | 364.8 | 0.00 | 16.46 | 0 | 0 | 0 | |||
| 11 Dec | 7115.10 | 364.8 | 0.00 | 16.22 | 0 | 0 | 0 | |||
| 9 Dec | 6868.35 | 364.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 28 Nov | 6509.40 | 364.8 | 0.00 | 17.86 | 0 | 0 | 0 | |||
| 7 Oct | 7269.40 | 364.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 7703.00 | 364.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 364.8 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 8200 expiring on 26DEC2024
Delta for 8200 CE is -
Historical price for 8200 CE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 0.45, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 20
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 44.89, the open interest changed by 1 which increased total open position to 14
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 2.45, which was -362.35 lower than the previous day. The implied volatity was 39.57, the open interest changed by 13 which increased total open position to 13
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 364.8, which was 0.00 lower than the previous day. The implied volatity was 16.22, 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 364.8, which was 0.00 lower than the previous day. The implied volatity was 16.46, 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 364.8, which was 0.00 lower than the previous day. The implied volatity was 16.22, 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 364.8, 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 364.8, which was 0.00 lower than the previous day. The implied volatity was 17.86, the open interest changed by 0 which decreased total open position to 0
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 364.8, 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 364.8, 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 364.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 26DEC2024 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 6848.25 | 1065 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 1065 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 1065 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 1065 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 1065 | -13.00 | 64.86 | 4 | -1 | 3 |
| 12 Dec | 7125.80 | 1078 | -161.55 | 48.99 | 1 | 0 | 4 |
| 11 Dec | 7115.10 | 1239.55 | -87.45 | 89.10 | 1 | 0 | 5 |
| 9 Dec | 6868.35 | 1327 | -184.00 | 59.02 | 1 | 0 | 5 |
| 28 Nov | 6509.40 | 1511 | 1511.00 | - | 5 | 4 | 4 |
| 7 Oct | 7269.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 8200 expiring on 26DEC2024
Delta for 8200 PE is 0.00
Historical price for 8200 PE is as follows
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1065, 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 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1065, 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 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1065, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1065, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1065, which was -13.00 lower than the previous day. The implied volatity was 64.86, the open interest changed by -1 which decreased total open position to 3
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1078, which was -161.55 lower than the previous day. The implied volatity was 48.99, the open interest changed by 0 which decreased total open position to 4
On 11 Dec BAJFINANCE was trading at 7115.10. The strike last trading price was 1239.55, which was -87.45 lower than the previous day. The implied volatity was 89.10, the open interest changed by 0 which decreased total open position to 5
On 9 Dec BAJFINANCE was trading at 6868.35. The strike last trading price was 1327, which was -184.00 lower than the previous day. The implied volatity was 59.02, the open interest changed by 0 which decreased total open position to 5
On 28 Nov BAJFINANCE was trading at 6509.40. The strike last trading price was 1511, which was 1511.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 7 Oct BAJFINANCE was trading at 7269.40. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
