BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
14 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 8200 CE | ||||||||||
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Delta: 0.01
Vega: 0.23
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 6549.15 | 1.1 | -2.75 | 43.73 | 11 | 1 | 131 | |||
| 13 Nov | 6566.00 | 3.85 | 1.75 | 48.87 | 437 | -13 | 130 | |||
| 12 Nov | 6638.20 | 2.1 | -0.30 | 42.27 | 3 | 0 | 144 | |||
| 11 Nov | 6778.80 | 2.4 | -0.80 | 38.21 | 15 | -1 | 144 | |||
| 8 Nov | 6895.95 | 3.2 | -0.75 | 33.74 | 111 | -33 | 145 | |||
| 7 Nov | 6904.50 | 3.95 | -0.25 | 33.25 | 45 | -5 | 178 | |||
| 6 Nov | 7006.20 | 4.2 | -0.45 | 30.54 | 33 | 9 | 182 | |||
| 5 Nov | 6930.35 | 4.65 | -0.35 | 32.55 | 45 | 22 | 173 | |||
| 4 Nov | 6843.70 | 5 | -2.20 | 33.74 | 53 | 22 | 148 | |||
| 1 Nov | 6923.60 | 7.2 | 1.65 | 31.80 | 23 | 18 | 126 | |||
| 31 Oct | 6889.75 | 5.55 | -3.85 | - | 23 | 17 | 109 | |||
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| 30 Oct | 6955.00 | 9.4 | -1.65 | - | 15 | 3 | 91 | |||
| 29 Oct | 7022.50 | 11.05 | 1.05 | - | 52 | 11 | 87 | |||
| 28 Oct | 6911.35 | 10 | -2.50 | - | 12 | 0 | 76 | |||
| 25 Oct | 6910.15 | 12.5 | -2.45 | - | 22 | -4 | 76 | |||
| 24 Oct | 7040.90 | 14.95 | 0.25 | - | 24 | 9 | 79 | |||
| 23 Oct | 6995.80 | 14.7 | -0.80 | - | 70 | 29 | 68 | |||
| 22 Oct | 6677.90 | 15.5 | -2.55 | - | 12 | -5 | 38 | |||
| 21 Oct | 6780.90 | 18.05 | 1.05 | - | 4 | -2 | 45 | |||
| 18 Oct | 6899.55 | 17 | -4.05 | - | 2 | 0 | 47 | |||
| 17 Oct | 6899.50 | 21.05 | -0.70 | - | 1 | 0 | 48 | |||
| 16 Oct | 6956.35 | 21.75 | -6.55 | - | 4 | 0 | 47 | |||
| 15 Oct | 7016.90 | 28.3 | -11.70 | - | 39 | 13 | 46 | |||
| 14 Oct | 7208.80 | 40 | -21.75 | - | 4 | 0 | 33 | |||
| 11 Oct | 7302.00 | 61.75 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 7319.70 | 61.75 | 0.00 | - | 0 | 1 | 0 | |||
| 9 Oct | 7300.45 | 61.75 | 6.75 | - | 8 | 0 | 32 | |||
| 7 Oct | 7269.40 | 55 | -8.90 | - | 9 | 4 | 32 | |||
| 4 Oct | 7211.35 | 63.9 | -17.10 | - | 7 | 3 | 28 | |||
| 3 Oct | 7433.85 | 81 | -84.00 | - | 34 | 16 | 24 | |||
| 1 Oct | 7703.00 | 165 | -20.00 | - | 7 | 5 | 8 | |||
| 30 Sept | 7703.00 | 185 | 53.60 | - | 3 | 2 | 2 | |||
| 26 Sept | 7768.40 | 131.4 | 131.40 | - | 0 | 0 | 0 | |||
| 2 Sept | 7440.05 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 8200 expiring on 28NOV2024
Delta for 8200 CE is 0.01
Historical price for 8200 CE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1.1, which was -2.75 lower than the previous day. The implied volatity was 43.73, the open interest changed by 1 which increased total open position to 131
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 3.85, which was 1.75 higher than the previous day. The implied volatity was 48.87, the open interest changed by -13 which decreased total open position to 130
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 42.27, the open interest changed by 0 which decreased total open position to 144
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 38.21, the open interest changed by -1 which decreased total open position to 144
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 33.74, the open interest changed by -33 which decreased total open position to 145
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 3.95, which was -0.25 lower than the previous day. The implied volatity was 33.25, the open interest changed by -5 which decreased total open position to 178
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 4.2, which was -0.45 lower than the previous day. The implied volatity was 30.54, the open interest changed by 9 which increased total open position to 182
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 32.55, the open interest changed by 22 which increased total open position to 173
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 5, which was -2.20 lower than the previous day. The implied volatity was 33.74, the open interest changed by 22 which increased total open position to 148
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 7.2, which was 1.65 higher than the previous day. The implied volatity was 31.80, the open interest changed by 18 which increased total open position to 126
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 5.55, which was -3.85 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 9.4, which was -1.65 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 11.05, which was 1.05 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 10, which was -2.50 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 12.5, which was -2.45 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 14.95, which was 0.25 higher 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 14.7, which was -0.80 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 15.5, which was -2.55 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 18.05, which was 1.05 higher 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 17, which was -4.05 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 21.05, which was -0.70 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 21.75, which was -6.55 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 28.3, which was -11.70 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 40, which was -21.75 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 61.75, 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 61.75, 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 61.75, which was 6.75 higher 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 55, which was -8.90 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 63.9, which was -17.10 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 81, which was -84.00 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 165, which was -20.00 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 185, which was 53.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BAJFINANCE was trading at 7768.40. The strike last trading price was 131.4, which was 131.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BAJFINANCE was trading at 7440.05. 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
| BAJFINANCE 28NOV2024 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 6549.15 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 6778.80 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 6889.75 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 6955.00 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 7022.50 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6911.35 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 6910.15 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7040.90 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6995.80 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6677.90 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6780.90 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6899.55 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6899.50 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6956.35 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7016.90 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7300.45 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 1120.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 1120.35 | 1120.35 | - | 0 | 0 | 0 |
| 26 Sept | 7768.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 7440.05 | 0 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 8200 expiring on 28NOV2024
Delta for 8200 PE is -
Historical price for 8200 PE is as follows
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1120.35, 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 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 1120.35, 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1120.35, 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 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 1120.35, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 1120.35, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 1120.35, 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 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 1120.35, 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 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 1120.35, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 1120.35, 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 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1120.35, 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 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 1120.35, 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 Oct BAJFINANCE was trading at 6955.00. The strike last trading price was 1120.35, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 1120.35, 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 28 Oct BAJFINANCE was trading at 6911.35. The strike last trading price was 1120.35, 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 25 Oct BAJFINANCE was trading at 6910.15. The strike last trading price was 1120.35, 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 24 Oct BAJFINANCE was trading at 7040.90. The strike last trading price was 1120.35, 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 23 Oct BAJFINANCE was trading at 6995.80. The strike last trading price was 1120.35, 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 22 Oct BAJFINANCE was trading at 6677.90. The strike last trading price was 1120.35, 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 21 Oct BAJFINANCE was trading at 6780.90. The strike last trading price was 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, 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 1120.35, which was 1120.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BAJFINANCE was trading at 7768.40. 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 2 Sept BAJFINANCE was trading at 7440.05. 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
