BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.48
Theta: -1.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 3.3 | -0.80 | 48.56 | 929 | -62 | 602 | |||
| 19 Dec | 8982.65 | 4.1 | -1.85 | 40.91 | 542 | 36 | 664 | |||
| 18 Dec | 8956.75 | 5.95 | 1.15 | 41.35 | 487 | -61 | 628 | |||
| 17 Dec | 8895.00 | 4.8 | -1.05 | 40.35 | 548 | 46 | 700 | |||
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| 16 Dec | 8998.35 | 5.85 | -1.80 | 35.72 | 541 | -17 | 657 | |||
| 13 Dec | 9021.40 | 7.65 | -0.85 | 31.77 | 1,181 | -231 | 675 | |||
| 12 Dec | 8963.25 | 8.5 | -3.05 | 32.35 | 574 | -9 | 906 | |||
| 11 Dec | 9069.85 | 11.55 | -1.10 | 30.83 | 716 | -31 | 914 | |||
| 10 Dec | 9013.30 | 12.65 | -3.85 | 31.49 | 694 | 42 | 944 | |||
| 9 Dec | 9077.45 | 16.5 | -2.70 | 30.66 | 668 | 156 | 906 | |||
| 6 Dec | 9099.90 | 19.2 | 5.25 | 28.39 | 2,224 | -164 | 751 | |||
| 5 Dec | 8891.95 | 13.95 | -2.65 | 30.25 | 1,635 | 20 | 915 | |||
| 4 Dec | 8999.15 | 16.6 | -10.65 | 28.39 | 1,853 | 450 | 903 | |||
| 3 Dec | 9161.80 | 27.25 | 0.00 | 27.22 | 465 | 3 | 453 | |||
| 2 Dec | 9130.35 | 27.25 | -0.45 | 27.49 | 543 | 92 | 455 | |||
| 29 Nov | 9033.65 | 27.7 | -7.60 | 27.89 | 419 | 33 | 363 | |||
| 28 Nov | 9013.50 | 35.3 | -15.20 | 29.30 | 467 | 180 | 330 | |||
| 27 Nov | 9190.35 | 50.5 | -3.60 | 27.43 | 239 | 21 | 150 | |||
| 26 Nov | 9137.45 | 54.1 | -45.90 | 28.70 | 193 | 24 | 117 | |||
| 25 Nov | 9420.95 | 100 | -5.80 | 26.84 | 82 | 39 | 93 | |||
| 22 Nov | 9481.65 | 105.8 | -31.55 | 25.45 | 15 | 6 | 60 | |||
| 21 Nov | 9505.00 | 137.35 | 4.60 | 27.10 | 1 | 0 | 53 | |||
| 20 Nov | 9545.70 | 132.75 | 0.00 | 25.34 | 28 | 6 | 53 | |||
| 19 Nov | 9545.70 | 132.75 | -11.20 | 25.34 | 28 | 6 | 53 | |||
| 18 Nov | 9516.50 | 143.95 | 6.20 | 26.26 | 11 | 4 | 44 | |||
| 14 Nov | 9482.95 | 137.75 | -323.40 | 24.43 | 62 | 40 | 40 | |||
| 13 Nov | 9452.15 | 461.15 | 0.00 | 3.67 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 461.15 | 0.00 | 2.18 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 461.15 | 0.00 | 0.51 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 461.15 | 0.00 | 0.49 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 461.15 | 0.00 | 0.85 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 461.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 461.15 | 0.00 | 0.83 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 461.15 | 3.02 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10100 expiring on 26DEC2024
Delta for 10100 CE is 0.02
Historical price for 10100 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 3.3, which was -0.80 lower than the previous day. The implied volatity was 48.56, the open interest changed by -62 which decreased total open position to 602
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 4.1, which was -1.85 lower than the previous day. The implied volatity was 40.91, the open interest changed by 36 which increased total open position to 664
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was 41.35, the open interest changed by -61 which decreased total open position to 628
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 4.8, which was -1.05 lower than the previous day. The implied volatity was 40.35, the open interest changed by 46 which increased total open position to 700
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 5.85, which was -1.80 lower than the previous day. The implied volatity was 35.72, the open interest changed by -17 which decreased total open position to 657
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 7.65, which was -0.85 lower than the previous day. The implied volatity was 31.77, the open interest changed by -231 which decreased total open position to 675
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 8.5, which was -3.05 lower than the previous day. The implied volatity was 32.35, the open interest changed by -9 which decreased total open position to 906
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 11.55, which was -1.10 lower than the previous day. The implied volatity was 30.83, the open interest changed by -31 which decreased total open position to 914
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 12.65, which was -3.85 lower than the previous day. The implied volatity was 31.49, the open interest changed by 42 which increased total open position to 944
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 16.5, which was -2.70 lower than the previous day. The implied volatity was 30.66, the open interest changed by 156 which increased total open position to 906
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 19.2, which was 5.25 higher than the previous day. The implied volatity was 28.39, the open interest changed by -164 which decreased total open position to 751
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 13.95, which was -2.65 lower than the previous day. The implied volatity was 30.25, the open interest changed by 20 which increased total open position to 915
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 16.6, which was -10.65 lower than the previous day. The implied volatity was 28.39, the open interest changed by 450 which increased total open position to 903
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 27.25, which was 0.00 lower than the previous day. The implied volatity was 27.22, the open interest changed by 3 which increased total open position to 453
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 27.25, which was -0.45 lower than the previous day. The implied volatity was 27.49, the open interest changed by 92 which increased total open position to 455
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 27.7, which was -7.60 lower than the previous day. The implied volatity was 27.89, the open interest changed by 33 which increased total open position to 363
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 35.3, which was -15.20 lower than the previous day. The implied volatity was 29.30, the open interest changed by 180 which increased total open position to 330
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 50.5, which was -3.60 lower than the previous day. The implied volatity was 27.43, the open interest changed by 21 which increased total open position to 150
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 54.1, which was -45.90 lower than the previous day. The implied volatity was 28.70, the open interest changed by 24 which increased total open position to 117
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 100, which was -5.80 lower than the previous day. The implied volatity was 26.84, the open interest changed by 39 which increased total open position to 93
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 105.8, which was -31.55 lower than the previous day. The implied volatity was 25.45, the open interest changed by 6 which increased total open position to 60
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 137.35, which was 4.60 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 53
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 132.75, which was 0.00 lower than the previous day. The implied volatity was 25.34, the open interest changed by 6 which increased total open position to 53
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 132.75, which was -11.20 lower than the previous day. The implied volatity was 25.34, the open interest changed by 6 which increased total open position to 53
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 143.95, which was 6.20 higher than the previous day. The implied volatity was 26.26, the open interest changed by 4 which increased total open position to 44
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 137.75, which was -323.40 lower than the previous day. The implied volatity was 24.43, the open interest changed by 40 which increased total open position to 40
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 461.15, 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 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 461.15, which was 0.00 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 461.15, which was lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 20 Dec | 8787.25 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 970 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 970 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 9013.50 | 970 | 286.65 | - | 2 | 1 | 11 |
| 27 Nov | 9190.35 | 683.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 683.35 | 0.00 | 0.00 | 0 | -1 | 0 |
| 25 Nov | 9420.95 | 683.35 | 17.35 | 28.43 | 2 | -1 | 10 |
| 22 Nov | 9481.65 | 666 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 9505.00 | 666 | 139.40 | 30.52 | 1 | 0 | 10 |
| 20 Nov | 9545.70 | 526.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 526.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 526.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 526.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 9452.15 | 526.6 | 60.90 | 12.98 | 11 | 0 | 11 |
| 12 Nov | 9678.70 | 465.7 | 42.70 | 21.40 | 14 | 11 | 11 |
| 11 Nov | 9919.35 | 423 | -189.65 | 27.94 | 2 | 1 | 1 |
| 8 Nov | 9910.40 | 612.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 612.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 612.65 | 0.00 | 0.45 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 612.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 612.65 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10100 expiring on 26DEC2024
Delta for 10100 PE is 0.00
Historical price for 10100 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 970, 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 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 970, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 970, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 970, 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 970, 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 970, 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 970, 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 970, 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 970, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 970, 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 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 970, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 970, 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 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 970, 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 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 970, 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 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 970, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 970, which was 0.00 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 970, which was 286.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 11
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 683.35, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 683.35, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 683.35, which was 17.35 higher than the previous day. The implied volatity was 28.43, the open interest changed by -1 which decreased total open position to 10
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 666, which was 0.00 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 666, which was 139.40 higher than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 10
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 526.6, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 526.6, 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 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 526.6, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 526.6, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 526.6, which was 60.90 higher than the previous day. The implied volatity was 12.98, the open interest changed by 0 which decreased total open position to 11
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 465.7, which was 42.70 higher than the previous day. The implied volatity was 21.40, the open interest changed by 11 which increased total open position to 11
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 423, which was -189.65 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 1
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 612.65, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 612.65, 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 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 612.65, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 612.65, 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 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 612.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
