BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.39
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 2.75 | -0.60 | 53.20 | 583 | 11 | 460 | |||
| 19 Dec | 8982.65 | 3.35 | -1.15 | 45.32 | 361 | -52 | 449 | |||
| 18 Dec | 8956.75 | 4.5 | 0.65 | 44.97 | 169 | -1 | 501 | |||
| 17 Dec | 8895.00 | 3.85 | -1.10 | 44.01 | 193 | 2 | 502 | |||
| 16 Dec | 8998.35 | 4.95 | -0.60 | 39.69 | 95 | -12 | 501 | |||
| 13 Dec | 9021.40 | 5.55 | -0.75 | 34.47 | 386 | -28 | 515 | |||
| 12 Dec | 8963.25 | 6.3 | -1.65 | 34.99 | 365 | 3 | 540 | |||
| 11 Dec | 9069.85 | 7.95 | -0.30 | 33.03 | 316 | -48 | 536 | |||
| 10 Dec | 9013.30 | 8.25 | -2.70 | 33.19 | 427 | -13 | 586 | |||
| 9 Dec | 9077.45 | 10.95 | -1.35 | 32.39 | 941 | -64 | 600 | |||
| 6 Dec | 9099.90 | 12.3 | 3.10 | 29.76 | 1,696 | 90 | 666 | |||
| 5 Dec | 8891.95 | 9.2 | -1.10 | 31.58 | 910 | -128 | 577 | |||
| 4 Dec | 8999.15 | 10.3 | -6.30 | 29.43 | 1,018 | 58 | 720 | |||
| 3 Dec | 9161.80 | 16.6 | -0.65 | 28.06 | 704 | 147 | 676 | |||
| 2 Dec | 9130.35 | 17.25 | 0.20 | 28.46 | 755 | 90 | 544 | |||
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| 29 Nov | 9033.65 | 17.05 | -7.25 | 28.45 | 916 | 201 | 454 | |||
| 28 Nov | 9013.50 | 24.3 | -9.15 | 30.34 | 263 | 112 | 248 | |||
| 27 Nov | 9190.35 | 33.45 | -1.05 | 28.18 | 110 | 5 | 139 | |||
| 26 Nov | 9137.45 | 34.5 | -33.10 | 28.94 | 216 | 78 | 134 | |||
| 25 Nov | 9420.95 | 67.6 | -7.40 | 27.35 | 74 | 51 | 55 | |||
| 22 Nov | 9481.65 | 75 | -15.00 | 26.37 | 20 | 11 | 15 | |||
| 21 Nov | 9505.00 | 90 | -24.05 | 26.74 | 1 | 0 | 4 | |||
| 20 Nov | 9545.70 | 114.05 | 0.00 | 28.50 | 4 | 4 | 3 | |||
| 19 Nov | 9545.70 | 114.05 | -268.00 | 28.50 | 4 | 3 | 3 | |||
| 18 Nov | 9516.50 | 382.05 | 0.00 | 5.15 | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 382.05 | 0.00 | 4.91 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 382.05 | 0.00 | 5.09 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 382.05 | 0.00 | 3.54 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 382.05 | 0.00 | 1.87 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 382.05 | 0.00 | 1.81 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 382.05 | 0.00 | 2.12 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 382.05 | 0.00 | 0.97 | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 382.05 | 0.00 | 2.08 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 382.05 | 4.04 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10300 expiring on 26DEC2024
Delta for 10300 CE is 0.01
Historical price for 10300 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.75, which was -0.60 lower than the previous day. The implied volatity was 53.20, the open interest changed by 11 which increased total open position to 460
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 3.35, which was -1.15 lower than the previous day. The implied volatity was 45.32, the open interest changed by -52 which decreased total open position to 449
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 4.5, which was 0.65 higher than the previous day. The implied volatity was 44.97, the open interest changed by -1 which decreased total open position to 501
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.85, which was -1.10 lower than the previous day. The implied volatity was 44.01, the open interest changed by 2 which increased total open position to 502
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 4.95, which was -0.60 lower than the previous day. The implied volatity was 39.69, the open interest changed by -12 which decreased total open position to 501
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 34.47, the open interest changed by -28 which decreased total open position to 515
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 6.3, which was -1.65 lower than the previous day. The implied volatity was 34.99, the open interest changed by 3 which increased total open position to 540
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 7.95, which was -0.30 lower than the previous day. The implied volatity was 33.03, the open interest changed by -48 which decreased total open position to 536
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 8.25, which was -2.70 lower than the previous day. The implied volatity was 33.19, the open interest changed by -13 which decreased total open position to 586
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 10.95, which was -1.35 lower than the previous day. The implied volatity was 32.39, the open interest changed by -64 which decreased total open position to 600
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 12.3, which was 3.10 higher than the previous day. The implied volatity was 29.76, the open interest changed by 90 which increased total open position to 666
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 9.2, which was -1.10 lower than the previous day. The implied volatity was 31.58, the open interest changed by -128 which decreased total open position to 577
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 10.3, which was -6.30 lower than the previous day. The implied volatity was 29.43, the open interest changed by 58 which increased total open position to 720
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 16.6, which was -0.65 lower than the previous day. The implied volatity was 28.06, the open interest changed by 147 which increased total open position to 676
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 17.25, which was 0.20 higher than the previous day. The implied volatity was 28.46, the open interest changed by 90 which increased total open position to 544
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 17.05, which was -7.25 lower than the previous day. The implied volatity was 28.45, the open interest changed by 201 which increased total open position to 454
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 24.3, which was -9.15 lower than the previous day. The implied volatity was 30.34, the open interest changed by 112 which increased total open position to 248
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 33.45, which was -1.05 lower than the previous day. The implied volatity was 28.18, the open interest changed by 5 which increased total open position to 139
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 34.5, which was -33.10 lower than the previous day. The implied volatity was 28.94, the open interest changed by 78 which increased total open position to 134
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 67.6, which was -7.40 lower than the previous day. The implied volatity was 27.35, the open interest changed by 51 which increased total open position to 55
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 75, which was -15.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 11 which increased total open position to 15
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 90, which was -24.05 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 4
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 114.05, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 4 which increased total open position to 3
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 114.05, which was -268.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 3 which increased total open position to 3
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 382.05, which was 0.00 lower than the previous day. The implied volatity was 5.15, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 4.91, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 1.87, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 1.81, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 0.97, 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 382.05, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 382.05, which was lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 10300 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 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 731.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 9190.35 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 731.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 731.35 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10300 expiring on 26DEC2024
Delta for 10300 PE is -
Historical price for 10300 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 731.35, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 731.35, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 731.35, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 731.35, 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 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 731.35, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 731.35, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 731.35, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 731.35, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 731.35, 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 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 731.35, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 731.35, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 731.35, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 731.35, 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, 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 731.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
