BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.46
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 3.3 | -0.55 | 51.57 | 1,007 | -41 | 1,421 | |||
| 19 Dec | 8982.65 | 3.85 | -1.60 | 43.41 | 677 | -51 | 1,463 | |||
| 18 Dec | 8956.75 | 5.45 | 1.20 | 43.57 | 523 | -5 | 1,513 | |||
| 17 Dec | 8895.00 | 4.25 | -0.70 | 42.15 | 576 | -53 | 1,519 | |||
| 16 Dec | 8998.35 | 4.95 | -1.60 | 37.25 | 835 | 27 | 1,574 | |||
| 13 Dec | 9021.40 | 6.55 | -1.25 | 33.18 | 1,110 | -28 | 1,550 | |||
| 12 Dec | 8963.25 | 7.8 | -1.65 | 34.08 | 713 | 312 | 1,553 | |||
| 11 Dec | 9069.85 | 9.45 | -1.00 | 31.88 | 822 | 60 | 1,246 | |||
| 10 Dec | 9013.30 | 10.45 | -2.95 | 32.50 | 576 | -43 | 1,186 | |||
| 9 Dec | 9077.45 | 13.4 | -1.85 | 31.53 | 716 | 5 | 1,231 | |||
| 6 Dec | 9099.90 | 15.25 | 4.20 | 29.04 | 2,394 | 223 | 1,224 | |||
| 5 Dec | 8891.95 | 11.05 | -2.30 | 30.79 | 1,335 | 64 | 992 | |||
| 4 Dec | 8999.15 | 13.35 | -7.85 | 29.04 | 1,357 | 126 | 927 | |||
| 3 Dec | 9161.80 | 21.2 | -0.30 | 27.62 | 773 | 5 | 802 | |||
| 2 Dec | 9130.35 | 21.5 | 0.00 | 27.93 | 670 | 42 | 801 | |||
| 29 Nov | 9033.65 | 21.5 | -6.90 | 28.09 | 526 | 27 | 758 | |||
| 28 Nov | 9013.50 | 28.4 | -11.85 | 29.62 | 659 | 255 | 732 | |||
| 27 Nov | 9190.35 | 40.25 | -4.75 | 27.64 | 422 | 80 | 477 | |||
| 26 Nov | 9137.45 | 45 | -37.00 | 29.14 | 515 | 208 | 390 | |||
| 25 Nov | 9420.95 | 82 | -8.00 | 27.05 | 289 | 108 | 182 | |||
| 22 Nov | 9481.65 | 90 | -5.25 | 26.02 | 43 | 7 | 81 | |||
| 21 Nov | 9505.00 | 95.25 | -13.75 | 25.11 | 15 | -2 | 74 | |||
| 20 Nov | 9545.70 | 109 | 0.00 | 25.36 | 56 | 14 | 77 | |||
| 19 Nov | 9545.70 | 109 | -5.75 | 25.36 | 56 | 15 | 77 | |||
| 18 Nov | 9516.50 | 114.75 | 7.35 | 25.79 | 12 | -1 | 61 | |||
| 14 Nov | 9482.95 | 107.4 | -22.70 | 23.82 | 22 | 7 | 64 | |||
| 13 Nov | 9452.15 | 130.1 | -81.90 | 26.53 | 77 | 47 | 57 | |||
| 12 Nov | 9678.70 | 212 | -116.40 | 27.64 | 13 | 7 | 9 | |||
| 11 Nov | 9919.35 | 328.4 | -2312.20 | 28.99 | 2 | 0 | 0 | |||
| 8 Nov | 9910.40 | 2640.6 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 2640.6 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 2640.6 | 0.00 | 0.29 | 0 | 0 | 0 | |||
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| 5 Nov | 9874.85 | 2640.6 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2640.6 | 2640.60 | 3.59 | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10200 expiring on 26DEC2024
Delta for 10200 CE is 0.02
Historical price for 10200 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 3.3, which was -0.55 lower than the previous day. The implied volatity was 51.57, the open interest changed by -41 which decreased total open position to 1421
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 3.85, which was -1.60 lower than the previous day. The implied volatity was 43.41, the open interest changed by -51 which decreased total open position to 1463
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 5.45, which was 1.20 higher than the previous day. The implied volatity was 43.57, the open interest changed by -5 which decreased total open position to 1513
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 4.25, which was -0.70 lower than the previous day. The implied volatity was 42.15, the open interest changed by -53 which decreased total open position to 1519
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 4.95, which was -1.60 lower than the previous day. The implied volatity was 37.25, the open interest changed by 27 which increased total open position to 1574
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 6.55, which was -1.25 lower than the previous day. The implied volatity was 33.18, the open interest changed by -28 which decreased total open position to 1550
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 7.8, which was -1.65 lower than the previous day. The implied volatity was 34.08, the open interest changed by 312 which increased total open position to 1553
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 9.45, which was -1.00 lower than the previous day. The implied volatity was 31.88, the open interest changed by 60 which increased total open position to 1246
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 10.45, which was -2.95 lower than the previous day. The implied volatity was 32.50, the open interest changed by -43 which decreased total open position to 1186
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 13.4, which was -1.85 lower than the previous day. The implied volatity was 31.53, the open interest changed by 5 which increased total open position to 1231
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 15.25, which was 4.20 higher than the previous day. The implied volatity was 29.04, the open interest changed by 223 which increased total open position to 1224
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 11.05, which was -2.30 lower than the previous day. The implied volatity was 30.79, the open interest changed by 64 which increased total open position to 992
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 13.35, which was -7.85 lower than the previous day. The implied volatity was 29.04, the open interest changed by 126 which increased total open position to 927
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 21.2, which was -0.30 lower than the previous day. The implied volatity was 27.62, the open interest changed by 5 which increased total open position to 802
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 21.5, which was 0.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 42 which increased total open position to 801
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 21.5, which was -6.90 lower than the previous day. The implied volatity was 28.09, the open interest changed by 27 which increased total open position to 758
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 28.4, which was -11.85 lower than the previous day. The implied volatity was 29.62, the open interest changed by 255 which increased total open position to 732
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 40.25, which was -4.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by 80 which increased total open position to 477
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 45, which was -37.00 lower than the previous day. The implied volatity was 29.14, the open interest changed by 208 which increased total open position to 390
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 82, which was -8.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 108 which increased total open position to 182
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 90, which was -5.25 lower than the previous day. The implied volatity was 26.02, the open interest changed by 7 which increased total open position to 81
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 95.25, which was -13.75 lower than the previous day. The implied volatity was 25.11, the open interest changed by -2 which decreased total open position to 74
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 109, which was 0.00 lower than the previous day. The implied volatity was 25.36, the open interest changed by 14 which increased total open position to 77
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 109, which was -5.75 lower than the previous day. The implied volatity was 25.36, the open interest changed by 15 which increased total open position to 77
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 114.75, which was 7.35 higher than the previous day. The implied volatity was 25.79, the open interest changed by -1 which decreased total open position to 61
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 107.4, which was -22.70 lower than the previous day. The implied volatity was 23.82, the open interest changed by 7 which increased total open position to 64
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 130.1, which was -81.90 lower than the previous day. The implied volatity was 26.53, the open interest changed by 47 which increased total open position to 57
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 212, which was -116.40 lower than the previous day. The implied volatity was 27.64, the open interest changed by 7 which increased total open position to 9
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 328.4, which was -2312.20 lower than the previous day. The implied volatity was 28.99, 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 2640.6, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 2640.6, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 2640.6, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 2640.6, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 2640.6, which was 2640.60 higher than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 17 Oct BAJAJ-AUTO was trading at 10119.45. 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 26DEC2024 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 1186.6 | -52.75 | - | 2 | 0 | 32 |
| 19 Dec | 8982.65 | 1239.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 1239.35 | -13.10 | 53.34 | 4 | 0 | 32 |
| 17 Dec | 8895.00 | 1252.45 | 47.45 | - | 1 | 0 | 32 |
| 16 Dec | 8998.35 | 1205 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 1205 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Dec | 8963.25 | 1205 | 110.10 | 40.19 | 8 | 0 | 31 |
| 11 Dec | 9069.85 | 1094.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 1094.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 1094.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Dec | 9099.90 | 1094.9 | -31.85 | 39.10 | 3 | 1 | 31 |
| 5 Dec | 8891.95 | 1126.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 1126.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 1126.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 1126.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 1126.75 | 0.00 | 0.00 | 0 | 10 | 0 |
| 28 Nov | 9013.50 | 1126.75 | 151.75 | 28.64 | 10 | 2 | 22 |
| 27 Nov | 9190.35 | 975 | -46.15 | 30.45 | 1 | 0 | 19 |
| 26 Nov | 9137.45 | 1021.15 | 251.15 | 31.04 | 4 | 1 | 18 |
| 25 Nov | 9420.95 | 770 | 80.00 | 29.45 | 18 | 17 | 17 |
| 22 Nov | 9481.65 | 690 | 655.00 | 21.28 | 7 | 0 | 0 |
| 21 Nov | 9505.00 | 35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 35 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10200 expiring on 26DEC2024
Delta for 10200 PE is -
Historical price for 10200 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1186.6, which was -52.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1239.35, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1239.35, which was -13.10 lower than the previous day. The implied volatity was 53.34, the open interest changed by 0 which decreased total open position to 32
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1252.45, which was 47.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1205, 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 1205, 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 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 1205, which was 110.10 higher than the previous day. The implied volatity was 40.19, the open interest changed by 0 which decreased total open position to 31
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 1094.9, 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 1094.9, 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 1094.9, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1094.9, which was -31.85 lower than the previous day. The implied volatity was 39.10, the open interest changed by 1 which increased total open position to 31
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 1126.75, 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 1126.75, 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 1126.75, 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 1126.75, 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 1126.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 1126.75, which was 151.75 higher than the previous day. The implied volatity was 28.64, the open interest changed by 2 which increased total open position to 22
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 975, which was -46.15 lower than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 19
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 1021.15, which was 251.15 higher than the previous day. The implied volatity was 31.04, the open interest changed by 1 which increased total open position to 18
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 770, which was 80.00 higher than the previous day. The implied volatity was 29.45, the open interest changed by 17 which increased total open position to 17
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 690, which was 655.00 higher than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 0
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 35, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 35, 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 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 35, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 35, 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 35, 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 35, 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 35, 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 35, 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 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
