BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 1.54
Theta: -3.56
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 10.1 | -5.40 | 30.98 | 1,909 | -163 | 1,930 | |||
| 20 Nov | 9545.70 | 15.5 | 0.00 | 29.82 | 3,118 | 150 | 2,100 | |||
| 19 Nov | 9545.70 | 15.5 | -5.65 | 29.82 | 3,118 | 157 | 2,100 | |||
| 18 Nov | 9516.50 | 21.15 | -2.20 | 30.32 | 1,929 | -53 | 1,963 | |||
| 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 0.06
Historical price for 10200 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 10.1, which was -5.40 lower than the previous day. The implied volatity was 30.98, the open interest changed by -163 which decreased total open position to 1930
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 15.5, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by 150 which increased total open position to 2100
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 15.5, which was -5.65 lower than the previous day. The implied volatity was 29.82, the open interest changed by 157 which increased total open position to 2100
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 21.15, which was -2.20 lower than the previous day. The implied volatity was 30.32, the open interest changed by -53 which decreased total open position to 1963
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: -0.89
Vega: 2.40
Theta: -4.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 695.45 | -4.20 | 38.48 | 3 | 0 | 122 |
| 20 Nov | 9545.70 | 699.65 | 0.00 | 37.63 | 9 | -6 | 123 |
| 19 Nov | 9545.70 | 699.65 | -55.35 | 37.63 | 9 | -5 | 123 |
| 18 Nov | 9516.50 | 755 | 0.00 | 0.00 | 0 | -21 | 0 |
| 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 -0.89
Historical price for 10200 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 695.45, which was -4.20 lower than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 122
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 699.65, which was 0.00 lower than the previous day. The implied volatity was 37.63, the open interest changed by -6 which decreased total open position to 123
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 699.65, which was -55.35 lower than the previous day. The implied volatity was 37.63, the open interest changed by -5 which decreased total open position to 123
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 755, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0
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
