BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
07 Jan 2025 04:11 PM IST
BAJAJ-AUTO 30JAN2025 10100 CE | ||||||||||
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Delta: 0.05
Vega: 2.27
Theta: -1.64
Gamma: 0.00
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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 | |||
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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 | |||||||
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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 |
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