BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10400 CE | ||||||||||
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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 | 2.6 | -0.40 | - | 174 | -36 | 249 | |||
| 19 Dec | 8982.65 | 3 | -1.45 | 47.33 | 74 | -27 | 285 | |||
| 18 Dec | 8956.75 | 4.45 | 0.95 | 47.53 | 277 | -12 | 309 | |||
| 17 Dec | 8895.00 | 3.5 | -0.80 | 45.82 | 140 | -1 | 322 | |||
| 16 Dec | 8998.35 | 4.3 | 0.20 | 41.20 | 54 | -6 | 323 | |||
| 13 Dec | 9021.40 | 4.1 | -1.75 | 34.96 | 87 | -26 | 331 | |||
| 12 Dec | 8963.25 | 5.85 | -0.50 | 36.64 | 80 | 2 | 358 | |||
| 11 Dec | 9069.85 | 6.35 | -0.40 | 33.82 | 177 | 14 | 355 | |||
| 10 Dec | 9013.30 | 6.75 | -1.95 | 34.04 | 411 | 7 | 339 | |||
| 9 Dec | 9077.45 | 8.7 | -1.05 | 33.04 | 548 | -50 | 328 | |||
| 6 Dec | 9099.90 | 9.75 | 2.10 | 30.34 | 1,788 | 85 | 382 | |||
| 5 Dec | 8891.95 | 7.65 | -0.95 | 32.32 | 242 | 17 | 298 | |||
| 4 Dec | 8999.15 | 8.6 | -4.80 | 30.22 | 290 | 4 | 290 | |||
| 3 Dec | 9161.80 | 13.4 | -0.70 | 28.67 | 272 | 25 | 297 | |||
| 2 Dec | 9130.35 | 14.1 | 0.30 | 29.08 | 511 | 14 | 285 | |||
| 29 Nov | 9033.65 | 13.8 | -5.45 | 28.92 | 425 | 191 | 271 | |||
| 28 Nov | 9013.50 | 19.25 | -7.55 | 30.52 | 82 | 29 | 79 | |||
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| 27 Nov | 9190.35 | 26.8 | -1.70 | 28.45 | 103 | -36 | 51 | |||
| 26 Nov | 9137.45 | 28.5 | -24.50 | 29.35 | 94 | 43 | 86 | |||
| 25 Nov | 9420.95 | 53 | -3.70 | 27.23 | 34 | 39 | 43 | |||
| 22 Nov | 9481.65 | 56.7 | 0.00 | 25.88 | 28 | 18 | 22 | |||
| 21 Nov | 9505.00 | 56.7 | -39.80 | 24.53 | 2 | 1 | 5 | |||
| 20 Nov | 9545.70 | 96.5 | 0.00 | 28.69 | 2 | 2 | 3 | |||
| 19 Nov | 9545.70 | 96.5 | 17.60 | 28.69 | 2 | 1 | 3 | |||
| 18 Nov | 9516.50 | 78.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 14 Nov | 9482.95 | 78.9 | -178.10 | 24.82 | 2 | 1 | 2 | |||
| 13 Nov | 9452.15 | 257 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 257 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 257 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 257 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 257 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 10020.50 | 257 | -2200.75 | 24.20 | 1 | 0 | 0 | |||
| 5 Nov | 9874.85 | 2457.75 | 0.00 | 2.73 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2457.75 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 2457.75 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10400 expiring on 26DEC2024
Delta for 10400 CE is -
Historical price for 10400 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -36 which decreased total open position to 249
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 3, which was -1.45 lower than the previous day. The implied volatity was 47.33, the open interest changed by -27 which decreased total open position to 285
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 4.45, which was 0.95 higher than the previous day. The implied volatity was 47.53, the open interest changed by -12 which decreased total open position to 309
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.5, which was -0.80 lower than the previous day. The implied volatity was 45.82, the open interest changed by -1 which decreased total open position to 322
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 4.3, which was 0.20 higher than the previous day. The implied volatity was 41.20, the open interest changed by -6 which decreased total open position to 323
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 4.1, which was -1.75 lower than the previous day. The implied volatity was 34.96, the open interest changed by -26 which decreased total open position to 331
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 5.85, which was -0.50 lower than the previous day. The implied volatity was 36.64, the open interest changed by 2 which increased total open position to 358
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 6.35, which was -0.40 lower than the previous day. The implied volatity was 33.82, the open interest changed by 14 which increased total open position to 355
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 6.75, which was -1.95 lower than the previous day. The implied volatity was 34.04, the open interest changed by 7 which increased total open position to 339
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 8.7, which was -1.05 lower than the previous day. The implied volatity was 33.04, the open interest changed by -50 which decreased total open position to 328
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 9.75, which was 2.10 higher than the previous day. The implied volatity was 30.34, the open interest changed by 85 which increased total open position to 382
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 7.65, which was -0.95 lower than the previous day. The implied volatity was 32.32, the open interest changed by 17 which increased total open position to 298
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 8.6, which was -4.80 lower than the previous day. The implied volatity was 30.22, the open interest changed by 4 which increased total open position to 290
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 13.4, which was -0.70 lower than the previous day. The implied volatity was 28.67, the open interest changed by 25 which increased total open position to 297
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 14.1, which was 0.30 higher than the previous day. The implied volatity was 29.08, the open interest changed by 14 which increased total open position to 285
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 13.8, which was -5.45 lower than the previous day. The implied volatity was 28.92, the open interest changed by 191 which increased total open position to 271
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 19.25, which was -7.55 lower than the previous day. The implied volatity was 30.52, the open interest changed by 29 which increased total open position to 79
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 26.8, which was -1.70 lower than the previous day. The implied volatity was 28.45, the open interest changed by -36 which decreased total open position to 51
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 28.5, which was -24.50 lower than the previous day. The implied volatity was 29.35, the open interest changed by 43 which increased total open position to 86
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 53, which was -3.70 lower than the previous day. The implied volatity was 27.23, the open interest changed by 39 which increased total open position to 43
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 56.7, which was 0.00 lower than the previous day. The implied volatity was 25.88, the open interest changed by 18 which increased total open position to 22
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 56.7, which was -39.80 lower than the previous day. The implied volatity was 24.53, the open interest changed by 1 which increased total open position to 5
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 96.5, which was 0.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by 2 which increased total open position to 3
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 96.5, which was 17.60 higher than the previous day. The implied volatity was 28.69, the open interest changed by 1 which increased total open position to 3
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 78.9, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 78.9, which was -178.10 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 2
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 257, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 257, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 257, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 257, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 257, 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 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 257, which was -2200.75 lower than the previous day. The implied volatity was 24.20, 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 2457.75, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 2457.75, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 2457.75, 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 10400 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 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 9190.35 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 48.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 48.55 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10400 expiring on 26DEC2024
Delta for 10400 PE is -
Historical price for 10400 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, 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 48.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
