BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 1.26
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 8 | -3.95 | 32.86 | 1,069 | -40 | 1,041 | |||
| 20 Nov | 9545.70 | 11.95 | 0.00 | 31.19 | 2,000 | -167 | 1,104 | |||
| 19 Nov | 9545.70 | 11.95 | -3.10 | 31.19 | 2,000 | -144 | 1,104 | |||
| 18 Nov | 9516.50 | 15.05 | -2.30 | 30.92 | 1,242 | 5 | 1,249 | |||
| 14 Nov | 9482.95 | 17.35 | -6.15 | 27.00 | 868 | 30 | 1,257 | |||
| 13 Nov | 9452.15 | 23.5 | -23.50 | 29.09 | 1,966 | 88 | 1,360 | |||
| 12 Nov | 9678.70 | 47 | -38.00 | 27.45 | 1,899 | 307 | 1,265 | |||
| 11 Nov | 9919.35 | 85 | -6.00 | 24.66 | 2,353 | -29 | 959 | |||
| 8 Nov | 9910.40 | 91 | -13.45 | 23.51 | 1,171 | -116 | 987 | |||
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| 7 Nov | 9856.65 | 104.45 | -51.55 | 26.35 | 1,858 | 220 | 1,103 | |||
| 6 Nov | 10020.50 | 156 | 29.70 | 25.05 | 2,519 | 63 | 894 | |||
| 5 Nov | 9874.85 | 126.3 | 44.85 | 27.77 | 3,038 | -140 | 835 | |||
| 4 Nov | 9525.55 | 81.45 | -88.60 | 31.16 | 2,705 | 309 | 973 | |||
| 1 Nov | 9875.95 | 170.05 | -10.20 | 28.88 | 205 | 17 | 664 | |||
| 31 Oct | 9836.30 | 180.25 | -27.75 | - | 645 | 77 | 646 | |||
| 30 Oct | 9940.65 | 208 | 21.00 | - | 676 | -10 | 570 | |||
| 29 Oct | 9850.85 | 187 | -76.45 | - | 1,714 | 221 | 580 | |||
| 28 Oct | 10011.25 | 263.45 | -76.45 | - | 482 | 157 | 359 | |||
| 25 Oct | 10206.10 | 339.9 | -65.10 | - | 385 | 5 | 202 | |||
| 24 Oct | 10302.50 | 405 | -109.45 | - | 404 | 120 | 196 | |||
| 23 Oct | 10586.75 | 514.45 | 61.00 | - | 111 | -43 | 77 | |||
| 22 Oct | 10368.35 | 453.45 | -31.55 | - | 75 | 21 | 119 | |||
| 21 Oct | 10500.50 | 485 | 221.00 | - | 467 | -17 | 99 | |||
| 18 Oct | 10063.95 | 264 | -56.05 | - | 140 | 43 | 115 | |||
| 17 Oct | 10119.45 | 320.05 | -2148.60 | - | 93 | 73 | 73 | |||
| 16 Oct | 11616.95 | 2468.65 | 2468.65 | - | 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 10300 expiring on 28NOV2024
Delta for 10300 CE is 0.05
Historical price for 10300 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 8, which was -3.95 lower than the previous day. The implied volatity was 32.86, the open interest changed by -40 which decreased total open position to 1041
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 11.95, which was 0.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by -167 which decreased total open position to 1104
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 11.95, which was -3.10 lower than the previous day. The implied volatity was 31.19, the open interest changed by -144 which decreased total open position to 1104
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 15.05, which was -2.30 lower than the previous day. The implied volatity was 30.92, the open interest changed by 5 which increased total open position to 1249
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 17.35, which was -6.15 lower than the previous day. The implied volatity was 27.00, the open interest changed by 30 which increased total open position to 1257
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 23.5, which was -23.50 lower than the previous day. The implied volatity was 29.09, the open interest changed by 88 which increased total open position to 1360
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 47, which was -38.00 lower than the previous day. The implied volatity was 27.45, the open interest changed by 307 which increased total open position to 1265
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 85, which was -6.00 lower than the previous day. The implied volatity was 24.66, the open interest changed by -29 which decreased total open position to 959
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 91, which was -13.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by -116 which decreased total open position to 987
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 104.45, which was -51.55 lower than the previous day. The implied volatity was 26.35, the open interest changed by 220 which increased total open position to 1103
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 156, which was 29.70 higher than the previous day. The implied volatity was 25.05, the open interest changed by 63 which increased total open position to 894
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 126.3, which was 44.85 higher than the previous day. The implied volatity was 27.77, the open interest changed by -140 which decreased total open position to 835
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 81.45, which was -88.60 lower than the previous day. The implied volatity was 31.16, the open interest changed by 309 which increased total open position to 973
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 170.05, which was -10.20 lower than the previous day. The implied volatity was 28.88, the open interest changed by 17 which increased total open position to 664
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 180.25, which was -27.75 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 208, which was 21.00 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 187, which was -76.45 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 263.45, which was -76.45 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 339.9, which was -65.10 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 405, which was -109.45 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 514.45, which was 61.00 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 453.45, which was -31.55 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 485, which was 221.00 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 264, which was -56.05 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 320.05, which was -2148.60 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 2468.65, which was 2468.65 higher 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 10300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 2.16
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 792.75 | 69.25 | 41.27 | 6 | 0 | 175 |
| 20 Nov | 9545.70 | 723.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 723.5 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Nov | 9516.50 | 723.5 | -102.55 | - | 1 | 0 | 176 |
| 14 Nov | 9482.95 | 826.05 | -8.10 | 40.81 | 3 | 0 | 179 |
| 13 Nov | 9452.15 | 834.15 | 232.55 | 35.20 | 10 | -1 | 179 |
| 12 Nov | 9678.70 | 601.6 | 147.50 | 22.91 | 17 | -1 | 180 |
| 11 Nov | 9919.35 | 454.1 | 8.05 | 28.36 | 33 | -5 | 180 |
| 8 Nov | 9910.40 | 446.05 | -49.95 | 25.21 | 4 | 0 | 187 |
| 7 Nov | 9856.65 | 496 | 105.65 | 26.48 | 14 | -6 | 187 |
| 6 Nov | 10020.50 | 390.35 | -146.45 | 27.21 | 92 | -15 | 196 |
| 5 Nov | 9874.85 | 536.8 | -353.20 | 30.09 | 40 | -20 | 212 |
| 4 Nov | 9525.55 | 890 | 319.35 | 45.40 | 20 | -2 | 238 |
| 1 Nov | 9875.95 | 570.65 | 9.65 | 34.09 | 10 | 1 | 240 |
| 31 Oct | 9836.30 | 561 | 59.75 | - | 149 | 50 | 240 |
| 30 Oct | 9940.65 | 501.25 | -56.15 | - | 158 | 33 | 189 |
| 29 Oct | 9850.85 | 557.4 | 97.15 | - | 151 | 22 | 157 |
| 28 Oct | 10011.25 | 460.25 | 103.90 | - | 140 | 53 | 136 |
| 25 Oct | 10206.10 | 356.35 | 51.35 | - | 148 | 17 | 83 |
| 24 Oct | 10302.50 | 305 | 94.00 | - | 131 | 22 | 66 |
| 23 Oct | 10586.75 | 211 | -41.35 | - | 66 | -1 | 44 |
| 22 Oct | 10368.35 | 252.35 | 17.35 | - | 53 | 15 | 44 |
| 21 Oct | 10500.50 | 235 | 216.95 | - | 93 | 29 | 29 |
| 18 Oct | 10063.95 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 18.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 18.05 | 18.05 | - | 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 10300 expiring on 28NOV2024
Delta for 10300 PE is -0.91
Historical price for 10300 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 792.75, which was 69.25 higher than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 175
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 723.5, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 723.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 723.5, which was -102.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 176
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 826.05, which was -8.10 lower than the previous day. The implied volatity was 40.81, the open interest changed by 0 which decreased total open position to 179
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 834.15, which was 232.55 higher than the previous day. The implied volatity was 35.20, the open interest changed by -1 which decreased total open position to 179
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 601.6, which was 147.50 higher than the previous day. The implied volatity was 22.91, the open interest changed by -1 which decreased total open position to 180
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 454.1, which was 8.05 higher than the previous day. The implied volatity was 28.36, the open interest changed by -5 which decreased total open position to 180
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 446.05, which was -49.95 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 187
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 496, which was 105.65 higher than the previous day. The implied volatity was 26.48, the open interest changed by -6 which decreased total open position to 187
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 390.35, which was -146.45 lower than the previous day. The implied volatity was 27.21, the open interest changed by -15 which decreased total open position to 196
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 536.8, which was -353.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by -20 which decreased total open position to 212
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 890, which was 319.35 higher than the previous day. The implied volatity was 45.40, the open interest changed by -2 which decreased total open position to 238
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 570.65, which was 9.65 higher than the previous day. The implied volatity was 34.09, the open interest changed by 1 which increased total open position to 240
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 561, which was 59.75 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 501.25, which was -56.15 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 557.4, which was 97.15 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 460.25, which was 103.90 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 356.35, which was 51.35 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 305, which was 94.00 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 211, which was -41.35 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 252.35, which was 17.35 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 235, which was 216.95 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 18.05, 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 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 18.05, 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 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 18.05, which was 18.05 higher 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
