BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 2.27
Theta: -2.43
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 13.65 | -4.85 | 28.02 | 777 | 38 | 1,113 | |||
| 13 Nov | 9452.15 | 18.5 | -18.10 | 29.90 | 1,753 | 154 | 1,076 | |||
| 12 Nov | 9678.70 | 36.6 | -28.55 | 28.02 | 1,438 | 223 | 938 | |||
| 11 Nov | 9919.35 | 65.15 | -7.85 | 25.07 | 1,460 | -12 | 718 | |||
| 8 Nov | 9910.40 | 73 | -13.55 | 24.24 | 1,244 | -4 | 729 | |||
| 7 Nov | 9856.65 | 86.55 | -41.05 | 27.11 | 1,436 | 171 | 732 | |||
| 6 Nov | 10020.50 | 127.6 | 22.55 | 25.50 | 1,642 | -15 | 577 | |||
|
|
||||||||||
| 5 Nov | 9874.85 | 105.05 | 35.95 | 28.27 | 2,191 | -119 | 593 | |||
| 4 Nov | 9525.55 | 69.1 | -76.80 | 31.75 | 2,185 | 244 | 725 | |||
| 1 Nov | 9875.95 | 145.9 | -7.05 | 29.42 | 229 | 3 | 484 | |||
| 31 Oct | 9836.30 | 152.95 | -21.55 | - | 499 | 12 | 478 | |||
| 30 Oct | 9940.65 | 174.5 | 16.25 | - | 639 | 29 | 467 | |||
| 29 Oct | 9850.85 | 158.25 | -60.45 | - | 1,291 | 152 | 443 | |||
| 28 Oct | 10011.25 | 218.7 | -69.30 | - | 890 | 113 | 293 | |||
| 25 Oct | 10206.10 | 288 | -66.00 | - | 233 | 37 | 180 | |||
| 24 Oct | 10302.50 | 354 | -111.00 | - | 205 | 49 | 142 | |||
| 23 Oct | 10586.75 | 465 | 60.20 | - | 235 | -20 | 93 | |||
| 22 Oct | 10368.35 | 404.8 | -25.20 | - | 335 | 20 | 115 | |||
| 21 Oct | 10500.50 | 430 | 198.00 | - | 874 | 8 | 99 | |||
| 18 Oct | 10063.95 | 232 | -50.00 | - | 186 | 31 | 90 | |||
| 17 Oct | 10119.45 | 282 | -651.80 | - | 111 | 60 | 60 | |||
| 16 Oct | 11616.95 | 933.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 933.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 933.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 933.8 | 933.80 | - | 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 10400 expiring on 28NOV2024
Delta for 10400 CE is 0.06
Historical price for 10400 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 13.65, which was -4.85 lower than the previous day. The implied volatity was 28.02, the open interest changed by 38 which increased total open position to 1113
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 18.5, which was -18.10 lower than the previous day. The implied volatity was 29.90, the open interest changed by 154 which increased total open position to 1076
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 36.6, which was -28.55 lower than the previous day. The implied volatity was 28.02, the open interest changed by 223 which increased total open position to 938
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 65.15, which was -7.85 lower than the previous day. The implied volatity was 25.07, the open interest changed by -12 which decreased total open position to 718
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 73, which was -13.55 lower than the previous day. The implied volatity was 24.24, the open interest changed by -4 which decreased total open position to 729
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 86.55, which was -41.05 lower than the previous day. The implied volatity was 27.11, the open interest changed by 171 which increased total open position to 732
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 127.6, which was 22.55 higher than the previous day. The implied volatity was 25.50, the open interest changed by -15 which decreased total open position to 577
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 105.05, which was 35.95 higher than the previous day. The implied volatity was 28.27, the open interest changed by -119 which decreased total open position to 593
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 69.1, which was -76.80 lower than the previous day. The implied volatity was 31.75, the open interest changed by 244 which increased total open position to 725
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 145.9, which was -7.05 lower than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 484
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 152.95, which was -21.55 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 174.5, which was 16.25 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 158.25, which was -60.45 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 218.7, which was -69.30 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 288, which was -66.00 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 354, which was -111.00 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 465, which was 60.20 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 404.8, which was -25.20 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 430, which was 198.00 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 232, which was -50.00 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 282, which was -651.80 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 933.8, 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 933.8, 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 933.8, 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 933.8, which was 933.80 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 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 3.93
Theta: -2.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 898.35 | 66.35 | 37.72 | 3 | 0 | 144 |
| 13 Nov | 9452.15 | 832 | 115.05 | - | 6 | 1 | 143 |
| 12 Nov | 9678.70 | 716.95 | 266.45 | 29.33 | 6 | 1 | 142 |
| 11 Nov | 9919.35 | 450.5 | -68.25 | 13.54 | 4 | 0 | 140 |
| 8 Nov | 9910.40 | 518.75 | -35.40 | 24.90 | 5 | 0 | 141 |
| 7 Nov | 9856.65 | 554.15 | 89.15 | 23.93 | 20 | -1 | 140 |
| 6 Nov | 10020.50 | 465 | -155.15 | 28.17 | 63 | -18 | 128 |
| 5 Nov | 9874.85 | 620.15 | -276.80 | 31.38 | 34 | -3 | 146 |
| 4 Nov | 9525.55 | 896.95 | 261.95 | 36.41 | 42 | 14 | 149 |
| 1 Nov | 9875.95 | 635 | 0.00 | 0.00 | 0 | 11 | 0 |
| 31 Oct | 9836.30 | 635 | 66.60 | - | 59 | 6 | 130 |
| 30 Oct | 9940.65 | 568.4 | -56.90 | - | 126 | -5 | 124 |
| 29 Oct | 9850.85 | 625.3 | 93.10 | - | 87 | 8 | 129 |
| 28 Oct | 10011.25 | 532.2 | 121.00 | - | 93 | 0 | 121 |
| 25 Oct | 10206.10 | 411.2 | 56.70 | - | 144 | 31 | 121 |
| 24 Oct | 10302.50 | 354.5 | 114.60 | - | 113 | 45 | 80 |
| 23 Oct | 10586.75 | 239.9 | -56.25 | - | 61 | 22 | 34 |
| 22 Oct | 10368.35 | 296.15 | 19.15 | - | 39 | -6 | 11 |
| 21 Oct | 10500.50 | 277 | -61.90 | - | 25 | 16 | 16 |
| 18 Oct | 10063.95 | 338.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 338.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 338.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 338.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 338.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 338.9 | 338.90 | - | 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 10400 expiring on 28NOV2024
Delta for 10400 PE is -0.87
Historical price for 10400 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 898.35, which was 66.35 higher than the previous day. The implied volatity was 37.72, the open interest changed by 0 which decreased total open position to 144
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 832, which was 115.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 143
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 716.95, which was 266.45 higher than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 142
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 450.5, which was -68.25 lower than the previous day. The implied volatity was 13.54, the open interest changed by 0 which decreased total open position to 140
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 518.75, which was -35.40 lower than the previous day. The implied volatity was 24.90, the open interest changed by 0 which decreased total open position to 141
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 554.15, which was 89.15 higher than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 140
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 465, which was -155.15 lower than the previous day. The implied volatity was 28.17, the open interest changed by -18 which decreased total open position to 128
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 620.15, which was -276.80 lower than the previous day. The implied volatity was 31.38, the open interest changed by -3 which decreased total open position to 146
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 896.95, which was 261.95 higher than the previous day. The implied volatity was 36.41, the open interest changed by 14 which increased total open position to 149
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 635, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 635, which was 66.60 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 568.4, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 625.3, which was 93.10 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 532.2, which was 121.00 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 411.2, which was 56.70 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 354.5, which was 114.60 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 239.9, which was -56.25 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 296.15, which was 19.15 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 277, which was -61.90 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 338.9, 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 338.9, 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 338.9, 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 338.9, 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 338.9, 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 338.9, which was 338.90 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
