BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 4.67
Theta: -4.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 39.45 | -10.55 | 24.23 | 4,626 | -33 | 3,813 | |||
| 13 Nov | 9452.15 | 50 | -54.00 | 26.53 | 7,114 | 495 | 3,867 | |||
| 12 Nov | 9678.70 | 104 | -73.80 | 26.24 | 5,797 | 625 | 3,388 | |||
| 11 Nov | 9919.35 | 177.8 | -10.85 | 23.25 | 7,910 | -36 | 2,767 | |||
| 8 Nov | 9910.40 | 188.65 | -11.70 | 22.62 | 5,195 | 109 | 2,784 | |||
| 7 Nov | 9856.65 | 200.35 | -83.60 | 25.74 | 5,611 | 307 | 2,686 | |||
| 6 Nov | 10020.50 | 283.95 | 62.90 | 24.51 | 9,716 | -41 | 2,568 | |||
| 5 Nov | 9874.85 | 221.05 | 80.15 | 26.72 | 14,210 | -962 | 2,642 | |||
| 4 Nov | 9525.55 | 140.9 | -137.80 | 30.09 | 14,993 | 1,533 | 3,619 | |||
| 1 Nov | 9875.95 | 278.7 | -10.05 | 28.32 | 783 | -26 | 2,078 | |||
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| 31 Oct | 9836.30 | 288.75 | -38.95 | - | 3,736 | 590 | 2,109 | |||
| 30 Oct | 9940.65 | 327.7 | 29.60 | - | 6,008 | -23 | 1,516 | |||
| 29 Oct | 9850.85 | 298.1 | -108.20 | - | 6,214 | 979 | 1,532 | |||
| 28 Oct | 10011.25 | 406.3 | -95.95 | - | 590 | 176 | 547 | |||
| 25 Oct | 10206.10 | 502.25 | -86.15 | - | 906 | 145 | 371 | |||
| 24 Oct | 10302.50 | 588.4 | -201.60 | - | 235 | 39 | 227 | |||
| 23 Oct | 10586.75 | 790 | 135.00 | - | 154 | -26 | 188 | |||
| 22 Oct | 10368.35 | 655 | -39.90 | - | 374 | -77 | 214 | |||
| 21 Oct | 10500.50 | 694.9 | 274.90 | - | 1,435 | -222 | 291 | |||
| 18 Oct | 10063.95 | 420 | -68.00 | - | 1,229 | 356 | 508 | |||
| 17 Oct | 10119.45 | 488 | -713.70 | - | 211 | 138 | 138 | |||
| 16 Oct | 11616.95 | 1201.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 1201.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 1201.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 1201.7 | 1201.70 | - | 0 | 0 | 0 | |||
| 10 Sept | 10987.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 10847.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 10830.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 10855.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 10963.70 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10000 expiring on 28NOV2024
Delta for 10000 CE is 0.17
Historical price for 10000 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 39.45, which was -10.55 lower than the previous day. The implied volatity was 24.23, the open interest changed by -33 which decreased total open position to 3813
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 50, which was -54.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 495 which increased total open position to 3867
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 104, which was -73.80 lower than the previous day. The implied volatity was 26.24, the open interest changed by 625 which increased total open position to 3388
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 177.8, which was -10.85 lower than the previous day. The implied volatity was 23.25, the open interest changed by -36 which decreased total open position to 2767
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 188.65, which was -11.70 lower than the previous day. The implied volatity was 22.62, the open interest changed by 109 which increased total open position to 2784
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 200.35, which was -83.60 lower than the previous day. The implied volatity was 25.74, the open interest changed by 307 which increased total open position to 2686
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 283.95, which was 62.90 higher than the previous day. The implied volatity was 24.51, the open interest changed by -41 which decreased total open position to 2568
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 221.05, which was 80.15 higher than the previous day. The implied volatity was 26.72, the open interest changed by -962 which decreased total open position to 2642
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 140.9, which was -137.80 lower than the previous day. The implied volatity was 30.09, the open interest changed by 1533 which increased total open position to 3619
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 278.7, which was -10.05 lower than the previous day. The implied volatity was 28.32, the open interest changed by -26 which decreased total open position to 2078
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 288.75, which was -38.95 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 327.7, which was 29.60 higher 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 298.1, which was -108.20 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 406.3, which was -95.95 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 502.25, which was -86.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 588.4, which was -201.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 790, which was 135.00 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 655, which was -39.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 694.9, which was 274.90 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 420, which was -68.00 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 488, which was -713.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 1201.7, 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 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 1201.7, 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 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 1201.7, 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 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 1201.7, which was 1201.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BAJAJ-AUTO was trading at 10987.75. 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 9 Sept BAJAJ-AUTO was trading at 10847.60. 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 6 Sept BAJAJ-AUTO was trading at 10830.10. 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 5 Sept BAJAJ-AUTO was trading at 10855.75. 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 4 Sept BAJAJ-AUTO was trading at 10963.70. 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
| BAJAJ-AUTO 28NOV2024 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 5.56
Theta: -3.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 525.9 | -14.10 | 30.20 | 187 | -65 | 1,207 |
| 13 Nov | 9452.15 | 540 | 152.90 | 26.91 | 768 | -199 | 1,273 |
| 12 Nov | 9678.70 | 387.1 | 141.10 | 27.10 | 910 | -53 | 1,473 |
| 11 Nov | 9919.35 | 246 | -22.55 | 26.15 | 1,983 | -18 | 1,531 |
| 8 Nov | 9910.40 | 268.55 | -16.45 | 26.58 | 1,018 | -148 | 1,549 |
| 7 Nov | 9856.65 | 285 | 72.00 | 24.93 | 2,631 | -8 | 1,704 |
| 6 Nov | 10020.50 | 213 | -136.00 | 25.86 | 3,767 | 462 | 1,742 |
| 5 Nov | 9874.85 | 349 | -209.65 | 30.36 | 1,056 | -18 | 1,278 |
| 4 Nov | 9525.55 | 558.65 | 172.00 | 32.07 | 764 | -140 | 1,293 |
| 1 Nov | 9875.95 | 386.65 | 13.60 | 33.68 | 168 | -31 | 1,435 |
| 31 Oct | 9836.30 | 373.05 | 45.20 | - | 1,905 | 219 | 1,467 |
| 30 Oct | 9940.65 | 327.85 | -42.50 | - | 1,820 | 307 | 1,251 |
| 29 Oct | 9850.85 | 370.35 | 55.45 | - | 2,161 | -90 | 945 |
| 28 Oct | 10011.25 | 314.9 | 74.90 | - | 1,296 | 139 | 1,013 |
| 25 Oct | 10206.10 | 240 | 47.00 | - | 1,064 | 158 | 874 |
| 24 Oct | 10302.50 | 193 | 71.00 | - | 826 | 91 | 718 |
| 23 Oct | 10586.75 | 122 | -39.10 | - | 924 | -40 | 631 |
| 22 Oct | 10368.35 | 161.1 | 17.60 | - | 1,027 | 68 | 670 |
| 21 Oct | 10500.50 | 143.5 | -131.60 | - | 1,733 | -96 | 600 |
| 18 Oct | 10063.95 | 275.1 | -18.90 | - | 855 | 107 | 694 |
| 17 Oct | 10119.45 | 294 | 255.00 | - | 2,392 | 574 | 583 |
| 16 Oct | 11616.95 | 39 | 23.75 | - | 6 | 1 | 9 |
| 15 Oct | 11521.50 | 15.25 | 0.25 | - | 7 | 4 | 8 |
| 14 Oct | 11899.30 | 15 | -5.00 | - | 3 | 1 | 4 |
| 9 Oct | 11818.10 | 20 | 20.00 | - | 1 | 0 | 2 |
| 10 Sept | 10987.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 10847.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 10830.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 10855.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 10963.70 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10000 expiring on 28NOV2024
Delta for 10000 PE is -0.78
Historical price for 10000 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 525.9, which was -14.10 lower than the previous day. The implied volatity was 30.20, the open interest changed by -65 which decreased total open position to 1207
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 540, which was 152.90 higher than the previous day. The implied volatity was 26.91, the open interest changed by -199 which decreased total open position to 1273
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 387.1, which was 141.10 higher than the previous day. The implied volatity was 27.10, the open interest changed by -53 which decreased total open position to 1473
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 246, which was -22.55 lower than the previous day. The implied volatity was 26.15, the open interest changed by -18 which decreased total open position to 1531
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 268.55, which was -16.45 lower than the previous day. The implied volatity was 26.58, the open interest changed by -148 which decreased total open position to 1549
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 285, which was 72.00 higher than the previous day. The implied volatity was 24.93, the open interest changed by -8 which decreased total open position to 1704
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 213, which was -136.00 lower than the previous day. The implied volatity was 25.86, the open interest changed by 462 which increased total open position to 1742
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 349, which was -209.65 lower than the previous day. The implied volatity was 30.36, the open interest changed by -18 which decreased total open position to 1278
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 558.65, which was 172.00 higher than the previous day. The implied volatity was 32.07, the open interest changed by -140 which decreased total open position to 1293
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 386.65, which was 13.60 higher than the previous day. The implied volatity was 33.68, the open interest changed by -31 which decreased total open position to 1435
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 373.05, which was 45.20 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 327.85, which was -42.50 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 370.35, which was 55.45 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 314.9, which was 74.90 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 240, which was 47.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 193, which was 71.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 122, which was -39.10 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 161.1, which was 17.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 143.5, which was -131.60 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 275.1, which was -18.90 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 294, which was 255.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 39, which was 23.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 15.25, 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 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 15, 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 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 20, which was 20.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BAJAJ-AUTO was trading at 10987.75. 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 9 Sept BAJAJ-AUTO was trading at 10847.60. 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 6 Sept BAJAJ-AUTO was trading at 10830.10. 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 5 Sept BAJAJ-AUTO was trading at 10855.75. 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 4 Sept BAJAJ-AUTO was trading at 10963.70. 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
