BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.85
Theta: -2.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 5.1 | -3.00 | 36.30 | 1,935 | -90 | 3,885 | |||
| 20 Nov | 9545.70 | 8.1 | 0.00 | 34.47 | 4,509 | -437 | 3,993 | |||
| 19 Nov | 9545.70 | 8.1 | -1.90 | 34.47 | 4,509 | -419 | 3,993 | |||
| 18 Nov | 9516.50 | 10 | 0.00 | 33.82 | 4,417 | -178 | 4,414 | |||
| 14 Nov | 9482.95 | 10 | -5.45 | 28.58 | 3,156 | 2 | 4,676 | |||
| 13 Nov | 9452.15 | 15.45 | -13.85 | 31.06 | 5,063 | 471 | 4,697 | |||
| 12 Nov | 9678.70 | 29.3 | -23.15 | 28.87 | 4,777 | -64 | 4,235 | |||
| 11 Nov | 9919.35 | 52.45 | -4.55 | 25.99 | 5,524 | 218 | 4,285 | |||
| 8 Nov | 9910.40 | 57 | -12.50 | 24.70 | 3,489 | -40 | 4,082 | |||
| 7 Nov | 9856.65 | 69.5 | -32.60 | 27.50 | 5,261 | 605 | 4,118 | |||
| 6 Nov | 10020.50 | 102.1 | 14.10 | 25.72 | 7,992 | -123 | 3,527 | |||
| 5 Nov | 9874.85 | 88 | 29.50 | 28.87 | 9,888 | -284 | 3,659 | |||
| 4 Nov | 9525.55 | 58.5 | -64.00 | 32.34 | 8,238 | 1,093 | 3,926 | |||
| 1 Nov | 9875.95 | 122.5 | -5.90 | 29.65 | 779 | 22 | 2,838 | |||
| 31 Oct | 9836.30 | 128.4 | -22.65 | - | 2,997 | 227 | 2,835 | |||
| 30 Oct | 9940.65 | 151.05 | 12.20 | - | 4,666 | -266 | 2,617 | |||
| 29 Oct | 9850.85 | 138.85 | -46.10 | - | 6,558 | 378 | 2,883 | |||
| 28 Oct | 10011.25 | 184.95 | -63.15 | - | 2,946 | 716 | 2,492 | |||
| 25 Oct | 10206.10 | 248.1 | -55.65 | - | 2,934 | 619 | 1,776 | |||
| 24 Oct | 10302.50 | 303.75 | -101.25 | - | 1,451 | 486 | 1,158 | |||
| 23 Oct | 10586.75 | 405 | 55.00 | - | 1,550 | -250 | 671 | |||
| 22 Oct | 10368.35 | 350 | -27.00 | - | 1,403 | 40 | 927 | |||
| 21 Oct | 10500.50 | 377 | 184.00 | - | 5,383 | -682 | 886 | |||
| 18 Oct | 10063.95 | 193 | -52.95 | - | 2,634 | 534 | 1,531 | |||
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| 17 Oct | 10119.45 | 245.95 | -2034.40 | - | 1,854 | 1,010 | 1,010 | |||
| 16 Oct | 11616.95 | 2280.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 2280.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 2280.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 2280.35 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10500 expiring on 28NOV2024
Delta for 10500 CE is 0.03
Historical price for 10500 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 5.1, which was -3.00 lower than the previous day. The implied volatity was 36.30, the open interest changed by -90 which decreased total open position to 3885
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 8.1, which was 0.00 lower than the previous day. The implied volatity was 34.47, the open interest changed by -437 which decreased total open position to 3993
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 8.1, which was -1.90 lower than the previous day. The implied volatity was 34.47, the open interest changed by -419 which decreased total open position to 3993
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 33.82, the open interest changed by -178 which decreased total open position to 4414
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 10, which was -5.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by 2 which increased total open position to 4676
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 15.45, which was -13.85 lower than the previous day. The implied volatity was 31.06, the open interest changed by 471 which increased total open position to 4697
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 29.3, which was -23.15 lower than the previous day. The implied volatity was 28.87, the open interest changed by -64 which decreased total open position to 4235
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 52.45, which was -4.55 lower than the previous day. The implied volatity was 25.99, the open interest changed by 218 which increased total open position to 4285
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 57, which was -12.50 lower than the previous day. The implied volatity was 24.70, the open interest changed by -40 which decreased total open position to 4082
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 69.5, which was -32.60 lower than the previous day. The implied volatity was 27.50, the open interest changed by 605 which increased total open position to 4118
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 102.1, which was 14.10 higher than the previous day. The implied volatity was 25.72, the open interest changed by -123 which decreased total open position to 3527
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 88, which was 29.50 higher than the previous day. The implied volatity was 28.87, the open interest changed by -284 which decreased total open position to 3659
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 58.5, which was -64.00 lower than the previous day. The implied volatity was 32.34, the open interest changed by 1093 which increased total open position to 3926
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 122.5, which was -5.90 lower than the previous day. The implied volatity was 29.65, the open interest changed by 22 which increased total open position to 2838
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 128.4, which was -22.65 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 151.05, which was 12.20 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 138.85, which was -46.10 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 184.95, which was -63.15 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 248.1, which was -55.65 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 303.75, which was -101.25 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 405, which was 55.00 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 350, which was -27.00 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 377, which was 184.00 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 193, which was -52.95 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 245.95, which was -2034.40 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 2280.35, 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 2280.35, 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 2280.35, 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 2280.35, 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 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 2.24
Theta: -5.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 1000 | 163.45 | 52.29 | 4 | 0 | 468 |
| 20 Nov | 9545.70 | 836.55 | 0.00 | - | 12 | -9 | 469 |
| 19 Nov | 9545.70 | 836.55 | -46.45 | - | 12 | -8 | 469 |
| 18 Nov | 9516.50 | 883 | -109.00 | - | 11 | -7 | 478 |
| 14 Nov | 9482.95 | 992 | -24.00 | 38.95 | 13 | -3 | 485 |
| 13 Nov | 9452.15 | 1016 | 220.80 | 35.97 | 43 | -8 | 489 |
| 12 Nov | 9678.70 | 795.2 | 175.90 | 26.52 | 4 | -1 | 497 |
| 11 Nov | 9919.35 | 619.3 | -31.55 | 30.29 | 26 | -10 | 498 |
| 8 Nov | 9910.40 | 650.85 | -11.40 | 32.44 | 16 | 3 | 510 |
| 7 Nov | 9856.65 | 662.25 | 141.65 | 28.01 | 83 | 18 | 506 |
| 6 Nov | 10020.50 | 520.6 | -173.70 | 26.40 | 44 | -3 | 489 |
| 5 Nov | 9874.85 | 694.3 | -289.05 | 31.16 | 77 | -7 | 492 |
| 4 Nov | 9525.55 | 983.35 | 257.35 | 36.89 | 72 | -10 | 500 |
| 1 Nov | 9875.95 | 726 | 0.00 | 35.85 | 2 | -1 | 511 |
| 31 Oct | 9836.30 | 726 | 85.05 | - | 101 | 34 | 513 |
| 30 Oct | 9940.65 | 640.95 | -56.10 | - | 165 | -29 | 480 |
| 29 Oct | 9850.85 | 697.05 | 107.35 | - | 218 | 19 | 510 |
| 28 Oct | 10011.25 | 589.7 | 119.30 | - | 262 | 57 | 489 |
| 25 Oct | 10206.10 | 470.4 | 70.35 | - | 247 | 20 | 432 |
| 24 Oct | 10302.50 | 400.05 | 108.05 | - | 327 | 32 | 412 |
| 23 Oct | 10586.75 | 292 | -87.50 | - | 482 | 35 | 374 |
| 22 Oct | 10368.35 | 379.5 | 55.55 | - | 316 | 8 | 338 |
| 21 Oct | 10500.50 | 323.95 | -209.10 | - | 554 | 49 | 331 |
| 18 Oct | 10063.95 | 533.05 | -31.95 | - | 109 | 32 | 282 |
| 17 Oct | 10119.45 | 565 | 537.80 | - | 678 | 250 | 250 |
| 16 Oct | 11616.95 | 27.2 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 27.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 27.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 27.2 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10500 expiring on 28NOV2024
Delta for 10500 PE is -0.90
Historical price for 10500 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1000, which was 163.45 higher than the previous day. The implied volatity was 52.29, the open interest changed by 0 which decreased total open position to 468
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 836.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 469
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 836.55, which was -46.45 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 469
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 883, which was -109.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 478
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 992, which was -24.00 lower than the previous day. The implied volatity was 38.95, the open interest changed by -3 which decreased total open position to 485
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1016, which was 220.80 higher than the previous day. The implied volatity was 35.97, the open interest changed by -8 which decreased total open position to 489
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 795.2, which was 175.90 higher than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 497
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 619.3, which was -31.55 lower than the previous day. The implied volatity was 30.29, the open interest changed by -10 which decreased total open position to 498
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 650.85, which was -11.40 lower than the previous day. The implied volatity was 32.44, the open interest changed by 3 which increased total open position to 510
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 662.25, which was 141.65 higher than the previous day. The implied volatity was 28.01, the open interest changed by 18 which increased total open position to 506
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 520.6, which was -173.70 lower than the previous day. The implied volatity was 26.40, the open interest changed by -3 which decreased total open position to 489
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 694.3, which was -289.05 lower than the previous day. The implied volatity was 31.16, the open interest changed by -7 which decreased total open position to 492
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 983.35, which was 257.35 higher than the previous day. The implied volatity was 36.89, the open interest changed by -10 which decreased total open position to 500
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 726, which was 0.00 lower than the previous day. The implied volatity was 35.85, the open interest changed by -1 which decreased total open position to 511
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 726, which was 85.05 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 640.95, which was -56.10 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 697.05, which was 107.35 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 589.7, which was 119.30 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 470.4, which was 70.35 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 400.05, which was 108.05 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 292, which was -87.50 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 379.5, which was 55.55 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 323.95, which was -209.10 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 533.05, which was -31.95 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 565, which was 537.80 higher 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 27.2, 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 27.2, 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 27.2, 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 27.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
