BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
27 Dec 2024 04:12 PM IST
| BAJFINANCE 30JAN2025 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 1.17
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 27 Dec | 6907.75 | 4.8 | -0.15 | 26.41 | 480 | 77 | 313 | |||
| 26 Dec | 6815.75 | 4.95 | -0.30 | 27.94 | 14 | 0 | 236 | |||
| 24 Dec | 6808.20 | 5.25 | -2.75 | 27.31 | 26 | 10 | 235 | |||
| 23 Dec | 6866.70 | 8 | 1.45 | 27.68 | 54 | 8 | 225 | |||
| 20 Dec | 6848.25 | 6.55 | -5.15 | 26.39 | 55 | 35 | 218 | |||
| 19 Dec | 6918.55 | 11.7 | -6.55 | 27.08 | 66 | -15 | 184 | |||
| 18 Dec | 7074.45 | 18.25 | -6.20 | 25.90 | 140 | -22 | 200 | |||
| 17 Dec | 7152.80 | 24.45 | -1.60 | 25.71 | 285 | 61 | 224 | |||
| 16 Dec | 7208.40 | 26.05 | -1.90 | 24.56 | 199 | 117 | 163 | |||
| 13 Dec | 7182.80 | 27.95 | 2.95 | 24.63 | 68 | 37 | 45 | |||
| 12 Dec | 7125.80 | 25 | 24.93 | 11 | 7 | 8 | ||||
For Bajaj Finance Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 CE is 0.02
Historical price for 8200 CE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 4.8, which was -0.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by 77 which increased total open position to 313
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 4.95, which was -0.30 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 236
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 5.25, which was -2.75 lower than the previous day. The implied volatity was 27.31, the open interest changed by 10 which increased total open position to 235
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 8, which was 1.45 higher than the previous day. The implied volatity was 27.68, the open interest changed by 8 which increased total open position to 225
On 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 6.55, which was -5.15 lower than the previous day. The implied volatity was 26.39, the open interest changed by 35 which increased total open position to 218
On 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 11.7, which was -6.55 lower than the previous day. The implied volatity was 27.08, the open interest changed by -15 which decreased total open position to 184
On 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 18.25, which was -6.20 lower than the previous day. The implied volatity was 25.90, the open interest changed by -22 which decreased total open position to 200
On 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 24.45, which was -1.60 lower than the previous day. The implied volatity was 25.71, the open interest changed by 61 which increased total open position to 224
On 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 26.05, which was -1.90 lower than the previous day. The implied volatity was 24.56, the open interest changed by 117 which increased total open position to 163
On 13 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 27.95, which was 2.95 higher than the previous day. The implied volatity was 24.63, the open interest changed by 37 which increased total open position to 45
On 12 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 25, which was lower than the previous day. The implied volatity was 24.93, the open interest changed by 7 which increased total open position to 8
| BAJFINANCE 30JAN2025 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 |
| 27 Dec | 6907.75 | 1300 | 0.00 | 0.00 | 0 | 3 | 0 |
| 26 Dec | 6815.75 | 1300 | 50.00 | - | 3 | 2 | 5 |
| 24 Dec | 6808.20 | 1250 | -13.50 | - | 3 | 2 | 2 |
| 23 Dec | 6866.70 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Dec | 6848.25 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 6918.55 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 7074.45 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 7152.80 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 7208.40 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 7182.80 | 1263.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 7125.80 | 1263.5 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 8200 expiring on 30JAN2025
Delta for 8200 PE is 0.00
Historical price for 8200 PE is as follows
On 27 Dec BAJFINANCE was trading at 6907.75. The strike last trading price was 1300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Dec BAJFINANCE was trading at 6815.75. The strike last trading price was 1300, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 24 Dec BAJFINANCE was trading at 6808.20. The strike last trading price was 1250, which was -13.50 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 23 Dec BAJFINANCE was trading at 6866.70. The strike last trading price was 1263.5, 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 20 Dec BAJFINANCE was trading at 6848.25. The strike last trading price was 1263.5, 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 19 Dec BAJFINANCE was trading at 6918.55. The strike last trading price was 1263.5, 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 18 Dec BAJFINANCE was trading at 7074.45. The strike last trading price was 1263.5, 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 17 Dec BAJFINANCE was trading at 7152.80. The strike last trading price was 1263.5, 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 16 Dec BAJFINANCE was trading at 7208.40. The strike last trading price was 1263.5, 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 Dec BAJFINANCE was trading at 7182.80. The strike last trading price was 1263.5, 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 Dec BAJFINANCE was trading at 7125.80. The strike last trading price was 1263.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
