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[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

9505 -40.70 (-0.43%)

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Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 10000 CE
Delta: 0.11
Vega: 2.51
Theta: -5.36
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 19.95 -9.80 28.28 3,865 -225 3,620
20 Nov 9545.70 29.75 0.00 27.79 9,995 -241 3,845
19 Nov 9545.70 29.75 -9.00 27.79 9,995 -241 3,845
18 Nov 9516.50 38.75 -0.70 28.50 6,119 263 4,076
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
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 0.11

Historical price for 10000 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 19.95, which was -9.80 lower than the previous day. The implied volatity was 28.28, the open interest changed by -225 which decreased total open position to 3620


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 29.75, which was 0.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by -241 which decreased total open position to 3845


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 29.75, which was -9.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by -241 which decreased total open position to 3845


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 38.75, which was -0.70 lower than the previous day. The implied volatity was 28.50, the open interest changed by 263 which increased total open position to 4076


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
Delta: -0.84
Vega: 3.26
Theta: -5.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 510 -3.20 34.88 79 -15 1,129
20 Nov 9545.70 513.2 0.00 33.21 76 -36 1,147
19 Nov 9545.70 513.2 13.20 33.21 76 -33 1,147
18 Nov 9516.50 500 -25.90 29.66 113 -27 1,180
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 -0.84

Historical price for 10000 PE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 510, which was -3.20 lower than the previous day. The implied volatity was 34.88, the open interest changed by -15 which decreased total open position to 1129


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 513.2, which was 0.00 lower than the previous day. The implied volatity was 33.21, the open interest changed by -36 which decreased total open position to 1147


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 513.2, which was 13.20 higher than the previous day. The implied volatity was 33.21, the open interest changed by -33 which decreased total open position to 1147


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 500, which was -25.90 lower than the previous day. The implied volatity was 29.66, the open interest changed by -27 which decreased total open position to 1180


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