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BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

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Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 10000 CE
Delta: 0.02
Vega: 0.50
Theta: -1.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 3.25 -1.30 45.38 3,851 -320 5,521
19 Dec 8982.65 4.55 -2.35 38.57 3,108 8 5,842
18 Dec 8956.75 6.9 1.00 39.45 2,918 -460 5,831
17 Dec 8895.00 5.9 -1.10 39.00 3,158 -397 6,298
16 Dec 8998.35 7 -0.05 34.17 3,465 -188 6,703
13 Dec 9021.40 7.05 -2.60 28.97 5,049 -3 6,940
12 Dec 8963.25 9.65 -5.15 30.78 4,156 -257 6,971
11 Dec 9069.85 14.8 -1.30 30.02 4,220 -257 7,234
10 Dec 9013.30 16.1 -5.45 30.74 3,813 302 7,497
9 Dec 9077.45 21.55 -2.95 30.16 3,923 593 7,231
6 Dec 9099.90 24.5 7.05 27.80 14,521 -350 6,637
5 Dec 8891.95 17.45 -3.95 29.64 11,404 924 6,977
4 Dec 8999.15 21.4 -14.10 27.95 6,999 932 6,063
3 Dec 9161.80 35.5 0.50 26.93 3,218 752 5,130
2 Dec 9130.35 35 0.40 27.16 3,678 306 4,379
29 Nov 9033.65 34.6 -12.40 27.49 3,635 378 4,204
28 Nov 9013.50 47 -15.50 29.62 3,414 644 3,817
27 Nov 9190.35 62.5 -1.50 27.14 2,954 502 3,164
26 Nov 9137.45 64 -58.00 28.10 5,055 1,072 2,660
25 Nov 9420.95 122 -10.70 26.71 2,940 938 1,588
22 Nov 9481.65 132.7 -10.30 25.70 1,088 275 925
21 Nov 9505.00 143 -10.90 25.02 278 47 650
20 Nov 9545.70 153.9 0.00 25.13 641 73 603
19 Nov 9545.70 153.9 -14.10 25.13 641 73 603
18 Nov 9516.50 168 4.00 25.88 286 88 530
14 Nov 9482.95 164 -17.45 24.28 340 81 442
13 Nov 9452.15 181.45 -131.85 26.41 317 126 363
12 Nov 9678.70 313.3 -46.10 29.95 134 65 237
11 Nov 9919.35 359.4 -0.60 24.75 377 37 173
8 Nov 9910.40 360 -9.45 24.02 56 6 137
7 Nov 9856.65 369.45 -92.55 26.21 71 25 132
6 Nov 10020.50 462 55.45 25.66 90 23 107
5 Nov 9874.85 406.55 131.60 28.23 155 8 83
4 Nov 9525.55 274.95 -145.05 28.60 96 57 71
31 Oct 9836.30 420 -56.50 - 10 1 12
30 Oct 9940.65 476.5 -108.50 - 10 5 11
29 Oct 9850.85 585 0.00 - 0 0 0
28 Oct 10011.25 585 -180.00 - 1 0 6
25 Oct 10206.10 765 0.00 - 0 0 6
22 Oct 10368.35 765 134.00 - 4 -3 5
18 Oct 10063.95 631 -2195.70 - 8 7 7
17 Oct 10119.45 2826.7 - 0 0 0


For Bajaj Auto Limited - strike price 10000 expiring on 26DEC2024

Delta for 10000 CE is 0.02

Historical price for 10000 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 3.25, which was -1.30 lower than the previous day. The implied volatity was 45.38, the open interest changed by -320 which decreased total open position to 5521


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 4.55, which was -2.35 lower than the previous day. The implied volatity was 38.57, the open interest changed by 8 which increased total open position to 5842


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 6.9, which was 1.00 higher than the previous day. The implied volatity was 39.45, the open interest changed by -460 which decreased total open position to 5831


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 39.00, the open interest changed by -397 which decreased total open position to 6298


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 7, which was -0.05 lower than the previous day. The implied volatity was 34.17, the open interest changed by -188 which decreased total open position to 6703


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 7.05, which was -2.60 lower than the previous day. The implied volatity was 28.97, the open interest changed by -3 which decreased total open position to 6940


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 9.65, which was -5.15 lower than the previous day. The implied volatity was 30.78, the open interest changed by -257 which decreased total open position to 6971


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 14.8, which was -1.30 lower than the previous day. The implied volatity was 30.02, the open interest changed by -257 which decreased total open position to 7234


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 16.1, which was -5.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by 302 which increased total open position to 7497


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 21.55, which was -2.95 lower than the previous day. The implied volatity was 30.16, the open interest changed by 593 which increased total open position to 7231


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 24.5, which was 7.05 higher than the previous day. The implied volatity was 27.80, the open interest changed by -350 which decreased total open position to 6637


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 17.45, which was -3.95 lower than the previous day. The implied volatity was 29.64, the open interest changed by 924 which increased total open position to 6977


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 21.4, which was -14.10 lower than the previous day. The implied volatity was 27.95, the open interest changed by 932 which increased total open position to 6063


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 35.5, which was 0.50 higher than the previous day. The implied volatity was 26.93, the open interest changed by 752 which increased total open position to 5130


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 35, which was 0.40 higher than the previous day. The implied volatity was 27.16, the open interest changed by 306 which increased total open position to 4379


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 34.6, which was -12.40 lower than the previous day. The implied volatity was 27.49, the open interest changed by 378 which increased total open position to 4204


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 47, which was -15.50 lower than the previous day. The implied volatity was 29.62, the open interest changed by 644 which increased total open position to 3817


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 62.5, which was -1.50 lower than the previous day. The implied volatity was 27.14, the open interest changed by 502 which increased total open position to 3164


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 64, which was -58.00 lower than the previous day. The implied volatity was 28.10, the open interest changed by 1072 which increased total open position to 2660


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 122, which was -10.70 lower than the previous day. The implied volatity was 26.71, the open interest changed by 938 which increased total open position to 1588


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 132.7, which was -10.30 lower than the previous day. The implied volatity was 25.70, the open interest changed by 275 which increased total open position to 925


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 143, which was -10.90 lower than the previous day. The implied volatity was 25.02, the open interest changed by 47 which increased total open position to 650


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 153.9, which was 0.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 73 which increased total open position to 603


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 153.9, which was -14.10 lower than the previous day. The implied volatity was 25.13, the open interest changed by 73 which increased total open position to 603


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 168, which was 4.00 higher than the previous day. The implied volatity was 25.88, the open interest changed by 88 which increased total open position to 530


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 164, which was -17.45 lower than the previous day. The implied volatity was 24.28, the open interest changed by 81 which increased total open position to 442


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 181.45, which was -131.85 lower than the previous day. The implied volatity was 26.41, the open interest changed by 126 which increased total open position to 363


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 313.3, which was -46.10 lower than the previous day. The implied volatity was 29.95, the open interest changed by 65 which increased total open position to 237


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 359.4, which was -0.60 lower than the previous day. The implied volatity was 24.75, the open interest changed by 37 which increased total open position to 173


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 360, which was -9.45 lower than the previous day. The implied volatity was 24.02, the open interest changed by 6 which increased total open position to 137


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 369.45, which was -92.55 lower than the previous day. The implied volatity was 26.21, the open interest changed by 25 which increased total open position to 132


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 462, which was 55.45 higher than the previous day. The implied volatity was 25.66, the open interest changed by 23 which increased total open position to 107


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 406.55, which was 131.60 higher than the previous day. The implied volatity was 28.23, the open interest changed by 8 which increased total open position to 83


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 274.95, which was -145.05 lower than the previous day. The implied volatity was 28.60, the open interest changed by 57 which increased total open position to 71


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 420, which was -56.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 476.5, which was -108.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 585, 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 BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 585, which was -180.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 765, 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 BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 765, which was 134.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 631, which was -2195.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 2826.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJAJ-AUTO 26DEC2024 10000 PE
Delta: -0.90
Vega: 1.96
Theta: -9.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 1200 185.80 72.22 16 -4 338
19 Dec 8982.65 1014.2 -65.80 46.87 8 -1 342
18 Dec 8956.75 1080 55.00 64.13 4 -3 343
17 Dec 8895.00 1025 30.00 - 20 0 366
16 Dec 8998.35 995 51.05 37.91 7 -1 367
13 Dec 9021.40 943.95 -30.65 20.15 6 -5 368
12 Dec 8963.25 974.6 0.00 0.00 0 0 0
11 Dec 9069.85 974.6 0.00 0.00 0 0 0
10 Dec 9013.30 974.6 74.60 36.25 1 0 373
9 Dec 9077.45 900 0.00 29.43 3 1 372
6 Dec 9099.90 900 -156.35 34.90 19 10 370
5 Dec 8891.95 1056.35 86.25 30.10 34 -8 360
4 Dec 8999.15 970.1 154.20 30.43 13 2 368
3 Dec 9161.80 815.9 -31.60 27.02 23 2 370
2 Dec 9130.35 847.5 -87.00 26.61 47 -1 369
29 Nov 9033.65 934.5 -3.55 28.21 74 40 369
28 Nov 9013.50 938.05 149.05 27.14 148 84 328
27 Nov 9190.35 789 -66.00 27.98 99 63 243
26 Nov 9137.45 855 218.65 31.52 103 27 179
25 Nov 9420.95 636.35 39.95 31.32 77 83 150
22 Nov 9481.65 596.4 10.60 28.12 95 46 113
21 Nov 9505.00 585.8 120.40 29.54 5 0 66
20 Nov 9545.70 465.4 0.00 17.83 9 5 66
19 Nov 9545.70 465.4 -108.90 17.83 9 5 66
18 Nov 9516.50 574.3 -29.10 28.18 25 -3 63
14 Nov 9482.95 603.4 1.95 29.08 28 6 65
13 Nov 9452.15 601.45 112.85 27.01 8 3 57
12 Nov 9678.70 488.6 88.75 28.07 3 0 53
11 Nov 9919.35 399.85 -17.10 30.02 16 12 52
8 Nov 9910.40 416.95 0.00 0.00 0 3 0
7 Nov 9856.65 416.95 96.95 28.38 13 3 40
6 Nov 10020.50 320 -130.00 26.91 19 10 37
5 Nov 9874.85 450 -323.85 30.09 5 0 26
4 Nov 9525.55 773.85 313.85 40.98 1 0 26
31 Oct 9836.30 460 67.50 - 7 2 26
30 Oct 9940.65 392.5 -46.20 - 4 1 24
29 Oct 9850.85 438.7 88.70 - 12 5 23
28 Oct 10011.25 350 18.00 - 1 0 17
25 Oct 10206.10 332 307.30 - 22 17 17
22 Oct 10368.35 24.7 0.00 - 0 0 0
18 Oct 10063.95 24.7 0.00 - 0 0 0
17 Oct 10119.45 24.7 - 0 0 0


For Bajaj Auto Limited - strike price 10000 expiring on 26DEC2024

Delta for 10000 PE is -0.90

Historical price for 10000 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1200, which was 185.80 higher than the previous day. The implied volatity was 72.22, the open interest changed by -4 which decreased total open position to 338


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1014.2, which was -65.80 lower than the previous day. The implied volatity was 46.87, the open interest changed by -1 which decreased total open position to 342


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1080, which was 55.00 higher than the previous day. The implied volatity was 64.13, the open interest changed by -3 which decreased total open position to 343


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1025, which was 30.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 366


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 995, which was 51.05 higher than the previous day. The implied volatity was 37.91, the open interest changed by -1 which decreased total open position to 367


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 943.95, which was -30.65 lower than the previous day. The implied volatity was 20.15, the open interest changed by -5 which decreased total open position to 368


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 974.6, 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 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 974.6, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 974.6, which was 74.60 higher than the previous day. The implied volatity was 36.25, the open interest changed by 0 which decreased total open position to 373


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 900, which was 0.00 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 372


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 900, which was -156.35 lower than the previous day. The implied volatity was 34.90, the open interest changed by 10 which increased total open position to 370


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 1056.35, which was 86.25 higher than the previous day. The implied volatity was 30.10, the open interest changed by -8 which decreased total open position to 360


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 970.1, which was 154.20 higher than the previous day. The implied volatity was 30.43, the open interest changed by 2 which increased total open position to 368


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 815.9, which was -31.60 lower than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 370


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 847.5, which was -87.00 lower than the previous day. The implied volatity was 26.61, the open interest changed by -1 which decreased total open position to 369


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 934.5, which was -3.55 lower than the previous day. The implied volatity was 28.21, the open interest changed by 40 which increased total open position to 369


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 938.05, which was 149.05 higher than the previous day. The implied volatity was 27.14, the open interest changed by 84 which increased total open position to 328


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 789, which was -66.00 lower than the previous day. The implied volatity was 27.98, the open interest changed by 63 which increased total open position to 243


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 855, which was 218.65 higher than the previous day. The implied volatity was 31.52, the open interest changed by 27 which increased total open position to 179


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 636.35, which was 39.95 higher than the previous day. The implied volatity was 31.32, the open interest changed by 83 which increased total open position to 150


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 596.4, which was 10.60 higher than the previous day. The implied volatity was 28.12, the open interest changed by 46 which increased total open position to 113


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 585.8, which was 120.40 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 66


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 465.4, which was 0.00 lower than the previous day. The implied volatity was 17.83, the open interest changed by 5 which increased total open position to 66


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 465.4, which was -108.90 lower than the previous day. The implied volatity was 17.83, the open interest changed by 5 which increased total open position to 66


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 574.3, which was -29.10 lower than the previous day. The implied volatity was 28.18, the open interest changed by -3 which decreased total open position to 63


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 603.4, which was 1.95 higher than the previous day. The implied volatity was 29.08, the open interest changed by 6 which increased total open position to 65


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 601.45, which was 112.85 higher than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 57


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 488.6, which was 88.75 higher than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 53


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 399.85, which was -17.10 lower than the previous day. The implied volatity was 30.02, the open interest changed by 12 which increased total open position to 52


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 416.95, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 416.95, which was 96.95 higher than the previous day. The implied volatity was 28.38, the open interest changed by 3 which increased total open position to 40


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 320, which was -130.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 10 which increased total open position to 37


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 450, which was -323.85 lower than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 26


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 773.85, which was 313.85 higher than the previous day. The implied volatity was 40.98, the open interest changed by 0 which decreased total open position to 26


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 460, which was 67.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 392.5, which was -46.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 438.7, which was 88.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 350, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 332, which was 307.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 24.7, 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 BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 24.7, 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 BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 24.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to