BAJFINANCE
Bajaj Finance Limited
Historical option data for BAJFINANCE
21 Nov 2024 04:12 PM IST
| BAJFINANCE 28NOV2024 8500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 6465.65 | 0.95 | 0.40 | - | 4 | 0 | 76 | |||
| 20 Nov | 6595.30 | 0.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 6595.30 | 0.55 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 18 Nov | 6567.95 | 0.55 | -1.45 | - | 2 | -1 | 77 | |||
| 14 Nov | 6549.15 | 2 | 0.00 | - | 2 | -1 | 78 | |||
| 13 Nov | 6566.00 | 2 | -0.45 | - | 5 | 0 | 79 | |||
| 12 Nov | 6638.20 | 2.45 | -0.60 | - | 12 | -1 | 84 | |||
| 11 Nov | 6778.80 | 3.05 | -0.40 | 45.64 | 6 | 1 | 85 | |||
| 8 Nov | 6895.95 | 3.45 | -0.45 | 39.86 | 89 | 0 | 84 | |||
| 7 Nov | 6904.50 | 3.9 | 0.25 | 39.11 | 21 | 4 | 83 | |||
| 6 Nov | 7006.20 | 3.65 | 0.40 | 35.30 | 10 | 7 | 78 | |||
| 5 Nov | 6930.35 | 3.25 | -0.75 | 36.46 | 37 | 7 | 70 | |||
| 4 Nov | 6843.70 | 4 | -2.00 | 38.16 | 61 | 9 | 62 | |||
| 1 Nov | 6923.60 | 6 | -4.05 | 36.37 | 2 | 0 | 51 | |||
| 31 Oct | 6889.75 | 10.05 | 2.30 | - | 6 | -2 | 51 | |||
| 30 Oct | 6955.00 | 7.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 7022.50 | 7.75 | 0.75 | - | 5 | -1 | 52 | |||
| 28 Oct | 6911.35 | 7 | 6.00 | - | 2 | 53 | 53 | |||
| 24 Oct | 7040.90 | 1 | -9.00 | - | 5 | 1 | 52 | |||
| 23 Oct | 6995.80 | 10 | 0.00 | - | 6 | 0 | 48 | |||
| 22 Oct | 6677.90 | 10 | 0.00 | - | 0 | 1 | 0 | |||
| 21 Oct | 6780.90 | 10 | -2.75 | - | 3 | 1 | 48 | |||
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| 18 Oct | 6899.55 | 12.75 | 0.00 | - | 0 | 2 | 0 | |||
| 17 Oct | 6899.50 | 12.75 | -3.00 | - | 2 | 1 | 46 | |||
| 16 Oct | 6956.35 | 15.75 | -0.75 | - | 4 | 3 | 44 | |||
| 15 Oct | 7016.90 | 16.5 | -3.50 | - | 6 | 0 | 39 | |||
| 14 Oct | 7208.80 | 20 | -5.00 | - | 6 | 5 | 39 | |||
| 11 Oct | 7302.00 | 25 | -4.00 | - | 4 | 2 | 32 | |||
| 10 Oct | 7319.70 | 29 | -1.00 | - | 30 | 20 | 28 | |||
| 9 Oct | 7300.45 | 30 | -2.30 | - | 1 | 0 | 8 | |||
| 7 Oct | 7269.40 | 32.3 | -52.70 | - | 9 | 0 | 2 | |||
| 4 Oct | 7211.35 | 85 | -1.25 | - | 1 | 0 | 1 | |||
| 3 Oct | 7433.85 | 86.25 | -92.80 | - | 1 | 0 | 0 | |||
| 1 Oct | 7703.00 | 179.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 7703.00 | 179.05 | - | 0 | 0 | 0 | ||||
For Bajaj Finance Limited - strike price 8500 expiring on 28NOV2024
Delta for 8500 CE is -
Historical price for 8500 CE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 0.95, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76
On 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 0.55, 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 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 0.55, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 77
On 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 78
On 13 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 84
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 45.64, the open interest changed by 1 which increased total open position to 85
On 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 3.45, which was -0.45 lower than the previous day. The implied volatity was 39.86, the open interest changed by 0 which decreased total open position to 84
On 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 39.11, the open interest changed by 4 which increased total open position to 83
On 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 3.65, which was 0.40 higher than the previous day. The implied volatity was 35.30, the open interest changed by 7 which increased total open position to 78
On 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 36.46, the open interest changed by 7 which increased total open position to 70
On 4 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 4, which was -2.00 lower than the previous day. The implied volatity was 38.16, the open interest changed by 9 which increased total open position to 62
On 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 6, which was -4.05 lower than the previous day. The implied volatity was 36.37, the open interest changed by 0 which decreased total open position to 51
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 10.05, which was 2.30 higher 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 7.75, 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 29 Oct BAJFINANCE was trading at 7022.50. The strike last trading price was 7.75, which was 0.75 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 7, which was 6.00 higher 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 1, which was -9.00 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 10, 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 10, 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 10, which was -2.75 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 12.75, 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 17 Oct BAJFINANCE was trading at 6899.50. The strike last trading price was 12.75, which was -3.00 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 15.75, which was -0.75 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 16.5, which was -3.50 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 20, which was -5.00 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 25, which was -4.00 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 29, which was -1.00 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 30, which was -2.30 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 32.3, which was -52.70 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 85, which was -1.25 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 86.25, which was -92.80 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 179.05, 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 179.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJFINANCE 28NOV2024 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 21 Nov | 6465.65 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 6595.30 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 6595.30 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 6567.95 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 6549.15 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 6566.00 | 1688.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 6638.20 | 1688.5 | 163.50 | - | 1 | 0 | 9 |
| 11 Nov | 6778.80 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 6895.95 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 6904.50 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 7006.20 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 6930.35 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 6843.70 | 1525 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 6923.60 | 1525 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 6889.75 | 1525 | 55.00 | - | 6 | 5 | 8 |
| 30 Oct | 6955.00 | 1470 | 665.75 | - | 3 | 2 | 2 |
| 29 Oct | 7022.50 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 6911.35 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 7040.90 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 6995.80 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 6677.90 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 6780.90 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 6899.55 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 6899.50 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 6956.35 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 7016.90 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 7208.80 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 7302.00 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 7319.70 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 7300.45 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 7269.40 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 7211.35 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 7433.85 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 7703.00 | 804.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 7703.00 | 804.25 | - | 0 | 0 | 0 | |
For Bajaj Finance Limited - strike price 8500 expiring on 28NOV2024
Delta for 8500 PE is 0.00
Historical price for 8500 PE is as follows
On 21 Nov BAJFINANCE was trading at 6465.65. The strike last trading price was 1688.5, 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 20 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 1688.5, 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 Nov BAJFINANCE was trading at 6595.30. The strike last trading price was 1688.5, 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 Nov BAJFINANCE was trading at 6567.95. The strike last trading price was 1688.5, 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 14 Nov BAJFINANCE was trading at 6549.15. The strike last trading price was 1688.5, 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 Nov BAJFINANCE was trading at 6566.00. The strike last trading price was 1688.5, 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 12 Nov BAJFINANCE was trading at 6638.20. The strike last trading price was 1688.5, which was 163.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Nov BAJFINANCE was trading at 6778.80. The strike last trading price was 1525, 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 8 Nov BAJFINANCE was trading at 6895.95. The strike last trading price was 1525, 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 7 Nov BAJFINANCE was trading at 6904.50. The strike last trading price was 1525, 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 6 Nov BAJFINANCE was trading at 7006.20. The strike last trading price was 1525, 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 5 Nov BAJFINANCE was trading at 6930.35. The strike last trading price was 1525, 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 Nov BAJFINANCE was trading at 6843.70. The strike last trading price was 1525, 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 1 Nov BAJFINANCE was trading at 6923.60. The strike last trading price was 1525, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct BAJFINANCE was trading at 6889.75. The strike last trading price was 1525, which was 55.00 higher 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 1470, which was 665.75 higher 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, 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 804.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
