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BAJAJ-AUTO
Bajaj Auto Limited

8810.3 -13.55 (-0.15%)

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Historical option data for BAJAJ-AUTO

07 Jan 2025 04:11 PM IST
BAJAJ-AUTO 30JAN2025 10100 CE
Delta: 0.05
Vega: 2.27
Theta: -1.64
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 8810.30 13.8 -0.45 30.89 262 -1 219
6 Jan 8823.85 14.25 -3.60 29.99 346 -10 220
3 Jan 8965.70 17.85 -4.95 26.52 489 43 231
2 Jan 9079.50 22.8 11.50 25.38 973 2 186
1 Jan 8740.55 11.3 -3.55 27.69 333 -21 183
31 Dec 8798.60 14.85 -2.10 27.07 251 49 214
30 Dec 8779.90 16.95 -9.05 26.63 310 -20 164
27 Dec 8928.30 26 7.10 25.67 1,286 152 187
26 Dec 8878.50 18.9 -3.25 25.15 48 25 35
24 Dec 8778.05 22.15 -14.55 26.41 10 5 8
23 Dec 8768.45 36.7 0.00 0.00 0 -1 0
20 Dec 8787.25 36.7 -3.65 27.74 3 0 4
19 Dec 8982.65 40.35 -17.20 25.09 1 0 3
18 Dec 8956.75 57.55 -42.45 27.72 3 1 2
17 Dec 8895.00 100 0.00 0.00 0 0 0
16 Dec 8998.35 100 0.00 0.00 0 0 0
13 Dec 9021.40 100 0.00 0.00 0 0 0
12 Dec 8963.25 100 0.00 0.00 0 0 0
11 Dec 9069.85 100 -91.00 0.00 0 1 0
9 Dec 9077.45 191 0.00 5.91 0 0 0
6 Dec 9099.90 191 0.00 5.58 0 0 0
5 Dec 8891.95 191 0.00 6.69 0 0 0
4 Dec 8999.15 191 0.00 6.03 0 0 0
3 Dec 9161.80 191 0.00 4.91 0 0 0
2 Dec 9130.35 191 5.16 0 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 30JAN2025

Delta for 10100 CE is 0.05

Historical price for 10100 CE is as follows

On 7 Jan BAJAJ-AUTO was trading at 8810.30. The strike last trading price was 13.8, which was -0.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 219


On 6 Jan BAJAJ-AUTO was trading at 8823.85. The strike last trading price was 14.25, which was -3.60 lower than the previous day. The implied volatity was 29.99, the open interest changed by -10 which decreased total open position to 220


On 3 Jan BAJAJ-AUTO was trading at 8965.70. The strike last trading price was 17.85, which was -4.95 lower than the previous day. The implied volatity was 26.52, the open interest changed by 43 which increased total open position to 231


On 2 Jan BAJAJ-AUTO was trading at 9079.50. The strike last trading price was 22.8, which was 11.50 higher than the previous day. The implied volatity was 25.38, the open interest changed by 2 which increased total open position to 186


On 1 Jan BAJAJ-AUTO was trading at 8740.55. The strike last trading price was 11.3, which was -3.55 lower than the previous day. The implied volatity was 27.69, the open interest changed by -21 which decreased total open position to 183


On 31 Dec BAJAJ-AUTO was trading at 8798.60. The strike last trading price was 14.85, which was -2.10 lower than the previous day. The implied volatity was 27.07, the open interest changed by 49 which increased total open position to 214


On 30 Dec BAJAJ-AUTO was trading at 8779.90. The strike last trading price was 16.95, which was -9.05 lower than the previous day. The implied volatity was 26.63, the open interest changed by -20 which decreased total open position to 164


On 27 Dec BAJAJ-AUTO was trading at 8928.30. The strike last trading price was 26, which was 7.10 higher than the previous day. The implied volatity was 25.67, the open interest changed by 152 which increased total open position to 187


On 26 Dec BAJAJ-AUTO was trading at 8878.50. The strike last trading price was 18.9, which was -3.25 lower than the previous day. The implied volatity was 25.15, the open interest changed by 25 which increased total open position to 35


On 24 Dec BAJAJ-AUTO was trading at 8778.05. The strike last trading price was 22.15, which was -14.55 lower than the previous day. The implied volatity was 26.41, the open interest changed by 5 which increased total open position to 8


On 23 Dec BAJAJ-AUTO was trading at 8768.45. The strike last trading price was 36.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 36.7, which was -3.65 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 4


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 40.35, which was -17.20 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 3


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 57.55, which was -42.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 1 which increased total open position to 2


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 100, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 100, 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 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 100, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 100, 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 100, which was -91.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was 5.58, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was 6.69, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 191, which was 0.00 lower than the previous day. The implied volatity was 4.91, the open interest changed by 0 which decreased total open position to 0


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 191, which was lower than the previous day. The implied volatity was 5.16, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 30JAN2025 10100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 8810.30 1151.05 0.00 0.00 0 0 0
6 Jan 8823.85 1151.05 0.00 0.00 0 0 0
3 Jan 8965.70 1151.05 0.00 0.00 0 0 0
2 Jan 9079.50 1151.05 0.00 0.00 0 0 0
1 Jan 8740.55 1151.05 0.00 0.00 0 0 0
31 Dec 8798.60 1151.05 0.00 0.00 0 0 0
30 Dec 8779.90 1151.05 0.00 - 0 0 0
27 Dec 8928.30 1151.05 0.00 - 0 0 0
26 Dec 8878.50 1151.05 0.00 - 0 0 0
24 Dec 8778.05 1151.05 0.00 - 0 0 0
23 Dec 8768.45 1151.05 0.00 - 0 0 0
20 Dec 8787.25 1151.05 0.00 - 0 0 0
19 Dec 8982.65 1151.05 0.00 - 0 0 0
18 Dec 8956.75 1151.05 0.00 - 0 0 0
17 Dec 8895.00 1151.05 0.00 - 0 0 0
16 Dec 8998.35 1151.05 0.00 - 0 0 0
13 Dec 9021.40 1151.05 0.00 - 0 0 0
12 Dec 8963.25 1151.05 0.00 - 0 0 0
11 Dec 9069.85 1151.05 0.00 - 0 0 0
9 Dec 9077.45 1151.05 0.00 - 0 0 0
6 Dec 9099.90 1151.05 0.00 - 0 0 0
5 Dec 8891.95 1151.05 0.00 - 0 0 0
4 Dec 8999.15 1151.05 0.00 - 0 0 0
3 Dec 9161.80 1151.05 0.00 - 0 0 0
2 Dec 9130.35 1151.05 - 0 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 30JAN2025

Delta for 10100 PE is 0.00

Historical price for 10100 PE is as follows

On 7 Jan BAJAJ-AUTO was trading at 8810.30. The strike last trading price was 1151.05, 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 Jan BAJAJ-AUTO was trading at 8823.85. The strike last trading price was 1151.05, 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 3 Jan BAJAJ-AUTO was trading at 8965.70. The strike last trading price was 1151.05, 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 2 Jan BAJAJ-AUTO was trading at 9079.50. The strike last trading price was 1151.05, 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 Jan BAJAJ-AUTO was trading at 8740.55. The strike last trading price was 1151.05, 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 31 Dec BAJAJ-AUTO was trading at 8798.60. The strike last trading price was 1151.05, 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 30 Dec BAJAJ-AUTO was trading at 8779.90. The strike last trading price was 1151.05, 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 27 Dec BAJAJ-AUTO was trading at 8928.30. The strike last trading price was 1151.05, 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 26 Dec BAJAJ-AUTO was trading at 8878.50. The strike last trading price was 1151.05, 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 24 Dec BAJAJ-AUTO was trading at 8778.05. The strike last trading price was 1151.05, 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 23 Dec BAJAJ-AUTO was trading at 8768.45. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 1151.05, 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 BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 1151.05, 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 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 1151.05, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 1151.05, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1151.05, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 1151.05, 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 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 1151.05, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 1151.05, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 1151.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0