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BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

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Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 10200 CE
Delta: 0.10
Vega: 3.32
Theta: -3.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 23.35 -7.65 26.30 1,649 215 2,028
13 Nov 9452.15 31 -30.80 28.53 2,973 27 1,808
12 Nov 9678.70 61.8 -47.95 26.99 3,046 199 1,780
11 Nov 9919.35 109.75 -5.25 24.21 3,618 306 1,585
8 Nov 9910.40 115 -17.00 22.94 1,191 -15 1,281
7 Nov 9856.65 132 -56.25 26.26 2,101 163 1,297
6 Nov 10020.50 188.25 35.25 24.44 3,524 -84 1,145
5 Nov 9874.85 153 55.00 27.42 3,451 -291 1,239
4 Nov 9525.55 98 -111.10 30.80 3,883 487 1,530
1 Nov 9875.95 209.1 3.90 29.42 275 42 1,042
31 Oct 9836.30 205.2 -35.80 - 906 158 1,000
30 Oct 9940.65 241 22.00 - 1,198 45 842
29 Oct 9850.85 219 -82.60 - 2,559 224 799
28 Oct 10011.25 301.6 -84.30 - 694 274 577
25 Oct 10206.10 385.9 -73.30 - 327 57 303
24 Oct 10302.50 459.2 -132.45 - 114 14 245
23 Oct 10586.75 591.65 85.40 - 58 -4 232
22 Oct 10368.35 506.25 -42.30 - 70 -11 237
21 Oct 10500.50 548.55 241.30 - 964 -25 249
18 Oct 10063.95 307.25 -73.75 - 616 160 258
17 Oct 10119.45 381 -681.55 - 114 79 79
16 Oct 11616.95 1062.55 0.00 - 0 0 0
15 Oct 11521.50 1062.55 0.00 - 0 0 0
14 Oct 11899.30 1062.55 0.00 - 0 0 0
9 Oct 11818.10 1062.55 1062.55 - 0 0 0
10 Sept 10987.75 0 0.00 - 0 0 0
9 Sept 10847.60 0 0.00 - 0 0 0
6 Sept 10830.10 0 0.00 - 0 0 0
5 Sept 10855.75 0 0.00 - 0 0 0
4 Sept 10963.70 0 0.00 - 0 0 0
3 Sept 11043.65 0 0.00 - 0 0 0
2 Sept 11126.10 0 - 0 0 0


For Bajaj Auto Limited - strike price 10200 expiring on 28NOV2024

Delta for 10200 CE is 0.10

Historical price for 10200 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 23.35, which was -7.65 lower than the previous day. The implied volatity was 26.30, the open interest changed by 215 which increased total open position to 2028


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 31, which was -30.80 lower than the previous day. The implied volatity was 28.53, the open interest changed by 27 which increased total open position to 1808


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 61.8, which was -47.95 lower than the previous day. The implied volatity was 26.99, the open interest changed by 199 which increased total open position to 1780


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 109.75, which was -5.25 lower than the previous day. The implied volatity was 24.21, the open interest changed by 306 which increased total open position to 1585


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 115, which was -17.00 lower than the previous day. The implied volatity was 22.94, the open interest changed by -15 which decreased total open position to 1281


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 132, which was -56.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 163 which increased total open position to 1297


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 188.25, which was 35.25 higher than the previous day. The implied volatity was 24.44, the open interest changed by -84 which decreased total open position to 1145


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 153, which was 55.00 higher than the previous day. The implied volatity was 27.42, the open interest changed by -291 which decreased total open position to 1239


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 98, which was -111.10 lower than the previous day. The implied volatity was 30.80, the open interest changed by 487 which increased total open position to 1530


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 209.1, which was 3.90 higher than the previous day. The implied volatity was 29.42, the open interest changed by 42 which increased total open position to 1042


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 205.2, which was -35.80 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 241, which was 22.00 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 219, which was -82.60 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 301.6, which was -84.30 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 385.9, which was -73.30 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 459.2, which was -132.45 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 591.65, which was 85.40 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 506.25, which was -42.30 lower 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 548.55, which was 241.30 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 307.25, which was -73.75 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 381, which was -681.55 lower 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 1062.55, 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 1062.55, 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 1062.55, 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 1062.55, which was 1062.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJAJ-AUTO was trading at 10987.75. 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 Sept BAJAJ-AUTO was trading at 10847.60. 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 6 Sept BAJAJ-AUTO was trading at 10830.10. 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 5 Sept BAJAJ-AUTO was trading at 10855.75. 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 4 Sept BAJAJ-AUTO was trading at 10963.70. 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 3 Sept BAJAJ-AUTO was trading at 11043.65. 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 2 Sept BAJAJ-AUTO was trading at 11126.10. 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 10200 PE
Delta: -0.77
Vega: 5.60
Theta: -6.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 755 25.00 42.83 45 -20 129
13 Nov 9452.15 730 194.95 31.21 14 -8 150
12 Nov 9678.70 535.05 159.05 26.62 37 3 164
11 Nov 9919.35 376 -9.65 27.22 83 12 161
8 Nov 9910.40 385.65 -43.35 26.27 16 1 152
7 Nov 9856.65 429 109.30 26.95 40 -13 151
6 Nov 10020.50 319.7 -158.70 26.16 155 -3 165
5 Nov 9874.85 478.4 -232.60 31.15 114 -43 169
4 Nov 9525.55 711 214.10 32.62 111 -33 213
1 Nov 9875.95 496.9 11.20 33.15 16 1 247
31 Oct 9836.30 485.7 48.80 - 227 38 246
30 Oct 9940.65 436.9 -55.30 - 141 -2 208
29 Oct 9850.85 492.2 81.20 - 230 48 209
28 Oct 10011.25 411 99.00 - 325 40 161
25 Oct 10206.10 312 44.45 - 260 32 121
24 Oct 10302.50 267.55 94.45 - 136 7 90
23 Oct 10586.75 173.1 -56.90 - 72 -2 82
22 Oct 10368.35 230 31.30 - 65 0 84
21 Oct 10500.50 198.7 -134.85 - 224 14 84
18 Oct 10063.95 333.55 -60.25 - 92 35 69
17 Oct 10119.45 393.8 122.55 - 65 33 33
16 Oct 11616.95 271.25 0.00 - 0 0 0
15 Oct 11521.50 271.25 0.00 - 0 0 0
14 Oct 11899.30 271.25 0.00 - 0 0 0
9 Oct 11818.10 271.25 271.25 - 0 0 0
10 Sept 10987.75 0 0.00 - 0 0 0
9 Sept 10847.60 0 0.00 - 0 0 0
6 Sept 10830.10 0 0.00 - 0 0 0
5 Sept 10855.75 0 0.00 - 0 0 0
4 Sept 10963.70 0 0.00 - 0 0 0
3 Sept 11043.65 0 0.00 - 0 0 0
2 Sept 11126.10 0 - 0 0 0


For Bajaj Auto Limited - strike price 10200 expiring on 28NOV2024

Delta for 10200 PE is -0.77

Historical price for 10200 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 755, which was 25.00 higher than the previous day. The implied volatity was 42.83, the open interest changed by -20 which decreased total open position to 129


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 730, which was 194.95 higher than the previous day. The implied volatity was 31.21, the open interest changed by -8 which decreased total open position to 150


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 535.05, which was 159.05 higher than the previous day. The implied volatity was 26.62, the open interest changed by 3 which increased total open position to 164


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 376, which was -9.65 lower than the previous day. The implied volatity was 27.22, the open interest changed by 12 which increased total open position to 161


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 385.65, which was -43.35 lower than the previous day. The implied volatity was 26.27, the open interest changed by 1 which increased total open position to 152


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 429, which was 109.30 higher than the previous day. The implied volatity was 26.95, the open interest changed by -13 which decreased total open position to 151


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 319.7, which was -158.70 lower than the previous day. The implied volatity was 26.16, the open interest changed by -3 which decreased total open position to 165


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 478.4, which was -232.60 lower than the previous day. The implied volatity was 31.15, the open interest changed by -43 which decreased total open position to 169


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 711, which was 214.10 higher than the previous day. The implied volatity was 32.62, the open interest changed by -33 which decreased total open position to 213


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 496.9, which was 11.20 higher than the previous day. The implied volatity was 33.15, the open interest changed by 1 which increased total open position to 247


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 485.7, which was 48.80 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 436.9, which was -55.30 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 492.2, which was 81.20 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 411, which was 99.00 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 312, which was 44.45 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 267.55, which was 94.45 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 173.1, which was -56.90 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 230, which was 31.30 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 198.7, which was -134.85 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 333.55, which was -60.25 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 393.8, which was 122.55 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 271.25, 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 271.25, 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 271.25, 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 271.25, which was 271.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept BAJAJ-AUTO was trading at 10987.75. 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 Sept BAJAJ-AUTO was trading at 10847.60. 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 6 Sept BAJAJ-AUTO was trading at 10830.10. 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 5 Sept BAJAJ-AUTO was trading at 10855.75. 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 4 Sept BAJAJ-AUTO was trading at 10963.70. 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 3 Sept BAJAJ-AUTO was trading at 11043.65. 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 2 Sept BAJAJ-AUTO was trading at 11126.10. 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