BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.91
Theta: -4.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 13.2 | -8.60 | 29.17 | 1,192 | -2 | 1,154 | |||
| 20 Nov | 9545.70 | 21.8 | 0.00 | 28.95 | 2,078 | 97 | 1,170 | |||
| 19 Nov | 9545.70 | 21.8 | -5.45 | 28.95 | 2,078 | 111 | 1,170 | |||
| 18 Nov | 9516.50 | 27.25 | -2.55 | 29.00 | 1,483 | 52 | 1,071 | |||
| 14 Nov | 9482.95 | 29.8 | -8.75 | 25.16 | 1,022 | 82 | 1,024 | |||
| 13 Nov | 9452.15 | 38.55 | -40.75 | 27.46 | 1,951 | 17 | 945 | |||
| 12 Nov | 9678.70 | 79.3 | -58.80 | 26.47 | 2,652 | 139 | 978 | |||
| 11 Nov | 9919.35 | 138.1 | -8.00 | 23.46 | 2,341 | 7 | 840 | |||
| 8 Nov | 9910.40 | 146.1 | -16.60 | 22.53 | 1,378 | 84 | 833 | |||
| 7 Nov | 9856.65 | 162.7 | -71.25 | 25.93 | 2,203 | -61 | 754 | |||
| 6 Nov | 10020.50 | 233.95 | 45.95 | 24.59 | 3,989 | 226 | 827 | |||
| 5 Nov | 9874.85 | 188 | 69.45 | 27.45 | 2,975 | -264 | 601 | |||
| 4 Nov | 9525.55 | 118.55 | -117.45 | 30.55 | 2,116 | 116 | 868 | |||
| 1 Nov | 9875.95 | 236 | -9.00 | 28.34 | 139 | -4 | 752 | |||
| 31 Oct | 9836.30 | 245 | -38.25 | - | 767 | 141 | 756 | |||
| 30 Oct | 9940.65 | 283.25 | 28.25 | - | 1,163 | -58 | 614 | |||
| 29 Oct | 9850.85 | 255 | -99.85 | - | 1,854 | 463 | 673 | |||
| 28 Oct | 10011.25 | 354.85 | -90.15 | - | 410 | 149 | 208 | |||
| 25 Oct | 10206.10 | 445 | -93.05 | - | 210 | 43 | 59 | |||
| 24 Oct | 10302.50 | 538.05 | -156.45 | - | 3 | 0 | 16 | |||
| 23 Oct | 10586.75 | 694.5 | 34.50 | - | 7 | -1 | 17 | |||
| 22 Oct | 10368.35 | 660 | 45.10 | - | 13 | 0 | 17 | |||
| 21 Oct | 10500.50 | 614.9 | 254.90 | - | 167 | -22 | 18 | |||
| 18 Oct | 10063.95 | 360 | -2299.70 | - | 46 | 38 | 38 | |||
| 17 Oct | 10119.45 | 2659.7 | 2659.70 | - | 0 | 0 | 0 | |||
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10100 expiring on 28NOV2024
Delta for 10100 CE is 0.08
Historical price for 10100 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 13.2, which was -8.60 lower than the previous day. The implied volatity was 29.17, the open interest changed by -2 which decreased total open position to 1154
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 21.8, which was 0.00 lower than the previous day. The implied volatity was 28.95, the open interest changed by 97 which increased total open position to 1170
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 21.8, which was -5.45 lower than the previous day. The implied volatity was 28.95, the open interest changed by 111 which increased total open position to 1170
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 27.25, which was -2.55 lower than the previous day. The implied volatity was 29.00, the open interest changed by 52 which increased total open position to 1071
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 29.8, which was -8.75 lower than the previous day. The implied volatity was 25.16, the open interest changed by 82 which increased total open position to 1024
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 38.55, which was -40.75 lower than the previous day. The implied volatity was 27.46, the open interest changed by 17 which increased total open position to 945
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 79.3, which was -58.80 lower than the previous day. The implied volatity was 26.47, the open interest changed by 139 which increased total open position to 978
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 138.1, which was -8.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 7 which increased total open position to 840
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 146.1, which was -16.60 lower than the previous day. The implied volatity was 22.53, the open interest changed by 84 which increased total open position to 833
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 162.7, which was -71.25 lower than the previous day. The implied volatity was 25.93, the open interest changed by -61 which decreased total open position to 754
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 233.95, which was 45.95 higher than the previous day. The implied volatity was 24.59, the open interest changed by 226 which increased total open position to 827
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 188, which was 69.45 higher than the previous day. The implied volatity was 27.45, the open interest changed by -264 which decreased total open position to 601
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 118.55, which was -117.45 lower than the previous day. The implied volatity was 30.55, the open interest changed by 116 which increased total open position to 868
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 236, which was -9.00 lower than the previous day. The implied volatity was 28.34, the open interest changed by -4 which decreased total open position to 752
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 245, which was -38.25 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 283.25, which was 28.25 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 255, which was -99.85 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 354.85, which was -90.15 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 445, which was -93.05 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 538.05, which was -156.45 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 694.5, which was 34.50 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 660, which was 45.10 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 614.9, which was 254.90 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 360, which was -2299.70 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 2659.7, which was 2659.70 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 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 2.53
Theta: -3.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 595 | 150.00 | 34.17 | 11 | -3 | 255 |
| 20 Nov | 9545.70 | 445 | 0.00 | - | 1 | 0 | 258 |
| 19 Nov | 9545.70 | 445 | -111.80 | - | 1 | 0 | 258 |
| 18 Nov | 9516.50 | 556.8 | -49.80 | 13.86 | 3 | 1 | 259 |
| 14 Nov | 9482.95 | 606.6 | -52.10 | 30.05 | 5 | -2 | 259 |
| 13 Nov | 9452.15 | 658.7 | 227.90 | 33.89 | 48 | -1 | 262 |
| 12 Nov | 9678.70 | 430.8 | 125.70 | 22.49 | 105 | 10 | 264 |
| 11 Nov | 9919.35 | 305.1 | -21.50 | 26.35 | 192 | 34 | 256 |
| 8 Nov | 9910.40 | 326.6 | -21.40 | 26.71 | 77 | 17 | 225 |
| 7 Nov | 9856.65 | 348 | 81.05 | 25.23 | 238 | 18 | 209 |
| 6 Nov | 10020.50 | 266.95 | -145.10 | 26.39 | 407 | -5 | 190 |
| 5 Nov | 9874.85 | 412.05 | -235.45 | 30.82 | 211 | -55 | 199 |
| 4 Nov | 9525.55 | 647.5 | 203.50 | 34.08 | 33 | 5 | 255 |
| 1 Nov | 9875.95 | 444 | 0.00 | 33.83 | 1 | 0 | 251 |
| 31 Oct | 9836.30 | 444 | 62.30 | - | 210 | 78 | 247 |
| 30 Oct | 9940.65 | 381.7 | -46.10 | - | 225 | 5 | 167 |
| 29 Oct | 9850.85 | 427.8 | 62.45 | - | 304 | 29 | 162 |
| 28 Oct | 10011.25 | 365.35 | 83.35 | - | 200 | 50 | 132 |
| 25 Oct | 10206.10 | 282 | 52.00 | - | 48 | 13 | 82 |
| 24 Oct | 10302.50 | 230 | 82.00 | - | 66 | -23 | 69 |
| 23 Oct | 10586.75 | 148 | -36.45 | - | 33 | 4 | 91 |
| 22 Oct | 10368.35 | 184.45 | 13.90 | - | 115 | 63 | 87 |
| 21 Oct | 10500.50 | 170.55 | -129.50 | - | 68 | 15 | 24 |
| 18 Oct | 10063.95 | 300.05 | -34.45 | - | 25 | 6 | 10 |
| 17 Oct | 10119.45 | 334.5 | 334.50 | - | 5 | 3 | 3 |
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10100 expiring on 28NOV2024
Delta for 10100 PE is -0.89
Historical price for 10100 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 595, which was 150.00 higher than the previous day. The implied volatity was 34.17, the open interest changed by -3 which decreased total open position to 255
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 445, 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 258
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 445, which was -111.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 258
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 556.8, which was -49.80 lower than the previous day. The implied volatity was 13.86, the open interest changed by 1 which increased total open position to 259
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 606.6, which was -52.10 lower than the previous day. The implied volatity was 30.05, the open interest changed by -2 which decreased total open position to 259
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 658.7, which was 227.90 higher than the previous day. The implied volatity was 33.89, the open interest changed by -1 which decreased total open position to 262
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 430.8, which was 125.70 higher than the previous day. The implied volatity was 22.49, the open interest changed by 10 which increased total open position to 264
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 305.1, which was -21.50 lower than the previous day. The implied volatity was 26.35, the open interest changed by 34 which increased total open position to 256
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 326.6, which was -21.40 lower than the previous day. The implied volatity was 26.71, the open interest changed by 17 which increased total open position to 225
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 348, which was 81.05 higher than the previous day. The implied volatity was 25.23, the open interest changed by 18 which increased total open position to 209
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 266.95, which was -145.10 lower than the previous day. The implied volatity was 26.39, the open interest changed by -5 which decreased total open position to 190
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 412.05, which was -235.45 lower than the previous day. The implied volatity was 30.82, the open interest changed by -55 which decreased total open position to 199
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 647.5, which was 203.50 higher than the previous day. The implied volatity was 34.08, the open interest changed by 5 which increased total open position to 255
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 444, which was 0.00 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 251
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 444, which was 62.30 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 381.7, which was -46.10 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 427.8, which was 62.45 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 365.35, which was 83.35 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 282, which was 52.00 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 230, which was 82.00 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 148, which was -36.45 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 184.45, which was 13.90 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 170.55, which was -129.50 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 300.05, which was -34.45 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 334.5, which was 334.50 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 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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
