BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10500 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 | 2.25 | -0.30 | - | 1,178 | -198 | 1,345 | |||
| 19 Dec | 8982.65 | 2.55 | -1.35 | 48.92 | 834 | -118 | 1,546 | |||
| 18 Dec | 8956.75 | 3.9 | 0.90 | 49.18 | 1,138 | -217 | 1,671 | |||
| 17 Dec | 8895.00 | 3 | -0.15 | 47.19 | 1,190 | -148 | 1,887 | |||
| 16 Dec | 8998.35 | 3.15 | -0.75 | 41.65 | 656 | 102 | 2,035 | |||
| 13 Dec | 9021.40 | 3.9 | -0.80 | 36.72 | 1,273 | -47 | 1,947 | |||
| 12 Dec | 8963.25 | 4.7 | -0.30 | 37.40 | 694 | 36 | 1,993 | |||
| 11 Dec | 9069.85 | 5 | -0.10 | 34.50 | 875 | 50 | 1,958 | |||
| 10 Dec | 9013.30 | 5.1 | -2.25 | 34.43 | 890 | 118 | 1,908 | |||
| 9 Dec | 9077.45 | 7.35 | -1.15 | 34.00 | 830 | 32 | 1,790 | |||
| 6 Dec | 9099.90 | 8.5 | 1.55 | 31.40 | 2,271 | -21 | 1,753 | |||
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| 5 Dec | 8891.95 | 6.95 | -0.40 | 33.50 | 1,275 | -2 | 1,765 | |||
| 4 Dec | 8999.15 | 7.35 | -3.80 | 31.09 | 1,256 | 88 | 1,772 | |||
| 3 Dec | 9161.80 | 11.15 | -0.80 | 29.41 | 1,784 | 47 | 1,683 | |||
| 2 Dec | 9130.35 | 11.95 | 0.60 | 29.87 | 2,232 | 35 | 1,629 | |||
| 29 Nov | 9033.65 | 11.35 | -5.25 | 29.45 | 1,538 | 52 | 1,596 | |||
| 28 Nov | 9013.50 | 16.6 | -5.75 | 31.24 | 1,420 | 420 | 1,543 | |||
| 27 Nov | 9190.35 | 22.35 | -2.30 | 28.98 | 1,171 | 221 | 1,123 | |||
| 26 Nov | 9137.45 | 24.65 | -23.60 | 30.07 | 1,652 | 344 | 904 | |||
| 25 Nov | 9420.95 | 48.25 | -4.75 | 28.40 | 713 | 230 | 563 | |||
| 22 Nov | 9481.65 | 53 | -0.30 | 27.23 | 282 | 65 | 398 | |||
| 21 Nov | 9505.00 | 53.3 | -8.70 | 25.93 | 241 | 35 | 333 | |||
| 20 Nov | 9545.70 | 62 | 0.00 | 26.32 | 272 | 11 | 298 | |||
| 19 Nov | 9545.70 | 62 | -3.00 | 26.32 | 272 | 11 | 298 | |||
| 18 Nov | 9516.50 | 65 | -2.45 | 26.24 | 87 | 31 | 286 | |||
| 14 Nov | 9482.95 | 67.45 | -11.40 | 25.27 | 156 | 16 | 255 | |||
| 13 Nov | 9452.15 | 78.85 | -41.15 | 27.05 | 223 | 56 | 239 | |||
| 12 Nov | 9678.70 | 120 | -61.45 | 26.52 | 121 | 51 | 181 | |||
| 11 Nov | 9919.35 | 181.45 | -2.55 | 25.84 | 129 | 77 | 130 | |||
| 8 Nov | 9910.40 | 184 | -4.15 | 25.22 | 6 | 2 | 53 | |||
| 7 Nov | 9856.65 | 188.15 | -50.50 | 26.51 | 20 | 2 | 51 | |||
| 6 Nov | 10020.50 | 238.65 | 19.10 | 25.42 | 53 | 28 | 47 | |||
| 5 Nov | 9874.85 | 219.55 | 69.55 | 28.35 | 20 | 11 | 19 | |||
| 4 Nov | 9525.55 | 150 | 29.78 | 11 | 7 | 7 | ||||
For Bajaj Auto Limited - strike price 10500 expiring on 26DEC2024
Delta for 10500 CE is -
Historical price for 10500 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.25, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -198 which decreased total open position to 1345
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 2.55, which was -1.35 lower than the previous day. The implied volatity was 48.92, the open interest changed by -118 which decreased total open position to 1546
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 3.9, which was 0.90 higher than the previous day. The implied volatity was 49.18, the open interest changed by -217 which decreased total open position to 1671
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 47.19, the open interest changed by -148 which decreased total open position to 1887
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 41.65, the open interest changed by 102 which increased total open position to 2035
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.9, which was -0.80 lower than the previous day. The implied volatity was 36.72, the open interest changed by -47 which decreased total open position to 1947
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 37.40, the open interest changed by 36 which increased total open position to 1993
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 5, which was -0.10 lower than the previous day. The implied volatity was 34.50, the open interest changed by 50 which increased total open position to 1958
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 5.1, which was -2.25 lower than the previous day. The implied volatity was 34.43, the open interest changed by 118 which increased total open position to 1908
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 7.35, which was -1.15 lower than the previous day. The implied volatity was 34.00, the open interest changed by 32 which increased total open position to 1790
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 8.5, which was 1.55 higher than the previous day. The implied volatity was 31.40, the open interest changed by -21 which decreased total open position to 1753
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 6.95, which was -0.40 lower than the previous day. The implied volatity was 33.50, the open interest changed by -2 which decreased total open position to 1765
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 7.35, which was -3.80 lower than the previous day. The implied volatity was 31.09, the open interest changed by 88 which increased total open position to 1772
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 11.15, which was -0.80 lower than the previous day. The implied volatity was 29.41, the open interest changed by 47 which increased total open position to 1683
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 11.95, which was 0.60 higher than the previous day. The implied volatity was 29.87, the open interest changed by 35 which increased total open position to 1629
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 11.35, which was -5.25 lower than the previous day. The implied volatity was 29.45, the open interest changed by 52 which increased total open position to 1596
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 16.6, which was -5.75 lower than the previous day. The implied volatity was 31.24, the open interest changed by 420 which increased total open position to 1543
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 22.35, which was -2.30 lower than the previous day. The implied volatity was 28.98, the open interest changed by 221 which increased total open position to 1123
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 24.65, which was -23.60 lower than the previous day. The implied volatity was 30.07, the open interest changed by 344 which increased total open position to 904
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 48.25, which was -4.75 lower than the previous day. The implied volatity was 28.40, the open interest changed by 230 which increased total open position to 563
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 53, which was -0.30 lower than the previous day. The implied volatity was 27.23, the open interest changed by 65 which increased total open position to 398
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 53.3, which was -8.70 lower than the previous day. The implied volatity was 25.93, the open interest changed by 35 which increased total open position to 333
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 62, which was 0.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 11 which increased total open position to 298
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 62, which was -3.00 lower than the previous day. The implied volatity was 26.32, the open interest changed by 11 which increased total open position to 298
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 65, which was -2.45 lower than the previous day. The implied volatity was 26.24, the open interest changed by 31 which increased total open position to 286
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 67.45, which was -11.40 lower than the previous day. The implied volatity was 25.27, the open interest changed by 16 which increased total open position to 255
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 78.85, which was -41.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by 56 which increased total open position to 239
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 120, which was -61.45 lower than the previous day. The implied volatity was 26.52, the open interest changed by 51 which increased total open position to 181
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 181.45, which was -2.55 lower than the previous day. The implied volatity was 25.84, the open interest changed by 77 which increased total open position to 130
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 184, which was -4.15 lower than the previous day. The implied volatity was 25.22, the open interest changed by 2 which increased total open position to 53
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 188.15, which was -50.50 lower than the previous day. The implied volatity was 26.51, the open interest changed by 2 which increased total open position to 51
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 238.65, which was 19.10 higher than the previous day. The implied volatity was 25.42, the open interest changed by 28 which increased total open position to 47
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 219.55, which was 69.55 higher than the previous day. The implied volatity was 28.35, the open interest changed by 11 which increased total open position to 19
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 150, which was lower than the previous day. The implied volatity was 29.78, the open interest changed by 7 which increased total open position to 7
| BAJAJ-AUTO 26DEC2024 10500 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 | 1610 | 96.00 | - | 60 | -12 | 354 |
| 19 Dec | 8982.65 | 1514 | 7.00 | - | 12 | -2 | 371 |
| 18 Dec | 8956.75 | 1507 | -68.00 | - | 9 | 1 | 373 |
| 17 Dec | 8895.00 | 1575 | 200.00 | - | 5 | 0 | 371 |
| 16 Dec | 8998.35 | 1375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 1375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 1375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 1375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 1375 | 0.00 | 0.00 | 0 | -4 | 0 |
| 9 Dec | 9077.45 | 1375 | 6.70 | - | 6 | 0 | 375 |
| 6 Dec | 9099.90 | 1368.3 | -188.30 | 39.02 | 56 | -13 | 374 |
| 5 Dec | 8891.95 | 1556.6 | 169.50 | 41.27 | 15 | 0 | 387 |
| 4 Dec | 8999.15 | 1387.1 | 152.10 | - | 59 | 24 | 386 |
| 3 Dec | 9161.80 | 1235 | -44.30 | - | 2 | 1 | 363 |
| 2 Dec | 9130.35 | 1279.3 | -116.70 | - | 25 | 6 | 363 |
| 29 Nov | 9033.65 | 1396 | 15.30 | 24.07 | 85 | 22 | 353 |
| 28 Nov | 9013.50 | 1380.7 | 125.70 | - | 134 | 133 | 330 |
| 27 Nov | 9190.35 | 1255 | -65.00 | 32.93 | 96 | 74 | 193 |
| 26 Nov | 9137.45 | 1320 | 322.15 | 37.21 | 17 | 15 | 117 |
| 25 Nov | 9420.95 | 997.85 | -2.05 | 25.27 | 43 | 84 | 102 |
| 22 Nov | 9481.65 | 999.9 | 9.90 | 29.08 | 45 | 44 | 62 |
| 21 Nov | 9505.00 | 990 | 85.00 | 32.22 | 12 | 11 | 17 |
| 20 Nov | 9545.70 | 905 | 0.00 | 19.87 | 1 | 1 | 5 |
| 19 Nov | 9545.70 | 905 | -130.00 | 19.87 | 1 | 0 | 5 |
| 18 Nov | 9516.50 | 1035 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1035 | 0.00 | 0.00 | 0 | 5 | 0 |
| 13 Nov | 9452.15 | 1035 | 174.25 | 32.48 | 5 | 4 | 4 |
| 12 Nov | 9678.70 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 860.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 860.75 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10500 expiring on 26DEC2024
Delta for 10500 PE is -
Historical price for 10500 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1610, which was 96.00 higher than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 354
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1514, which was 7.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 371
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1507, which was -68.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 373
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1575, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 371
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1375, 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 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 1375, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 1375, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 1375, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 1375, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 1375, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1368.3, which was -188.30 lower than the previous day. The implied volatity was 39.02, the open interest changed by -13 which decreased total open position to 374
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 1556.6, which was 169.50 higher than the previous day. The implied volatity was 41.27, the open interest changed by 0 which decreased total open position to 387
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 1387.1, which was 152.10 higher than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 386
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 1235, which was -44.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 363
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 1279.3, which was -116.70 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 363
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 1396, which was 15.30 higher than the previous day. The implied volatity was 24.07, the open interest changed by 22 which increased total open position to 353
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 1380.7, which was 125.70 higher than the previous day. The implied volatity was -, the open interest changed by 133 which increased total open position to 330
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 1255, which was -65.00 lower than the previous day. The implied volatity was 32.93, the open interest changed by 74 which increased total open position to 193
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 1320, which was 322.15 higher than the previous day. The implied volatity was 37.21, the open interest changed by 15 which increased total open position to 117
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 997.85, which was -2.05 lower than the previous day. The implied volatity was 25.27, the open interest changed by 84 which increased total open position to 102
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 999.9, which was 9.90 higher than the previous day. The implied volatity was 29.08, the open interest changed by 44 which increased total open position to 62
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 990, which was 85.00 higher than the previous day. The implied volatity was 32.22, the open interest changed by 11 which increased total open position to 17
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 905, which was 0.00 lower than the previous day. The implied volatity was 19.87, the open interest changed by 1 which increased total open position to 5
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 905, which was -130.00 lower than the previous day. The implied volatity was 19.87, the open interest changed by 0 which decreased total open position to 5
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1035, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1035, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1035, which was 174.25 higher than the previous day. The implied volatity was 32.48, the open interest changed by 4 which increased total open position to 4
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 860.75, 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 860.75, 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 860.75, 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 860.75, 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 860.75, 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 860.75, 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 860.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
