BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.41
Theta: -1.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Dec | 8895.00 | 2.5 | 0.10 | 48.32 | 89 | -7 | 239 | |||
| 16 Dec | 8998.35 | 2.4 | -0.55 | 42.31 | 21 | -5 | 246 | |||
| 13 Dec | 9021.40 | 2.95 | -0.95 | 37.24 | 83 | 9 | 251 | |||
| 12 Dec | 8963.25 | 3.9 | -0.10 | 38.30 | 30 | -1 | 242 | |||
| 11 Dec | 9069.85 | 4 | 0.35 | 35.23 | 54 | 0 | 243 | |||
| 10 Dec | 9013.30 | 3.65 | -1.95 | 34.56 | 11 | 0 | 243 | |||
| 9 Dec | 9077.45 | 5.6 | -1.45 | 34.52 | 120 | -12 | 243 | |||
| 6 Dec | 9099.90 | 7.05 | 2.05 | 32.14 | 723 | 39 | 255 | |||
| 5 Dec | 8891.95 | 5 | -0.65 | 33.43 | 95 | -3 | 216 | |||
| 4 Dec | 8999.15 | 5.65 | -3.00 | 31.40 | 169 | -8 | 219 | |||
| 3 Dec | 9161.80 | 8.65 | -0.55 | 29.75 | 185 | 81 | 232 | |||
| 2 Dec | 9130.35 | 9.2 | -0.60 | 30.12 | 243 | -16 | 160 | |||
| 29 Nov | 9033.65 | 9.8 | -6.20 | 30.22 | 243 | 143 | 174 | |||
| 28 Nov | 9013.50 | 16 | 0.70 | 32.61 | 9 | 3 | 29 | |||
| 27 Nov | 9190.35 | 15.3 | -3.70 | 28.34 | 4 | -1 | 26 | |||
| 26 Nov | 9137.45 | 19 | -20.60 | 30.01 | 21 | 9 | 27 | |||
| 25 Nov | 9420.95 | 39.6 | -2.25 | 28.61 | 75 | 14 | 18 | |||
| 22 Nov | 9481.65 | 41.85 | -13.60 | 27.17 | 13 | 10 | 14 | |||
| 21 Nov | 9505.00 | 55.45 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 20 Nov | 9545.70 | 55.45 | 0.00 | 26.91 | 6 | 4 | 4 | |||
| 19 Nov | 9545.70 | 55.45 | -2223.30 | 26.91 | 6 | 4 | 4 | |||
| 18 Nov | 9516.50 | 2278.75 | 0.00 | 7.15 | 0 | 0 | 0 | |||
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| 14 Nov | 9482.95 | 2278.75 | 0.00 | 6.97 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 2278.75 | 0.00 | 6.96 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 2278.75 | 0.00 | 5.46 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 2278.75 | 0.00 | 3.79 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 2278.75 | 0.00 | 3.72 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 2278.75 | 0.00 | 3.96 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 2278.75 | 0.00 | 2.97 | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 2278.75 | 0.00 | 3.88 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2278.75 | 2278.75 | 6.11 | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10600 expiring on 26DEC2024
Delta for 10600 CE is 0.01
Historical price for 10600 CE is as follows
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2.5, which was 0.10 higher than the previous day. The implied volatity was 48.32, the open interest changed by -7 which decreased total open position to 239
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 42.31, the open interest changed by -5 which decreased total open position to 246
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 37.24, the open interest changed by 9 which increased total open position to 251
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.9, which was -0.10 lower than the previous day. The implied volatity was 38.30, the open interest changed by -1 which decreased total open position to 242
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 4, which was 0.35 higher than the previous day. The implied volatity was 35.23, the open interest changed by 0 which decreased total open position to 243
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 3.65, which was -1.95 lower than the previous day. The implied volatity was 34.56, the open interest changed by 0 which decreased total open position to 243
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 5.6, which was -1.45 lower than the previous day. The implied volatity was 34.52, the open interest changed by -12 which decreased total open position to 243
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 7.05, which was 2.05 higher than the previous day. The implied volatity was 32.14, the open interest changed by 39 which increased total open position to 255
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 33.43, the open interest changed by -3 which decreased total open position to 216
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 5.65, which was -3.00 lower than the previous day. The implied volatity was 31.40, the open interest changed by -8 which decreased total open position to 219
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 8.65, which was -0.55 lower than the previous day. The implied volatity was 29.75, the open interest changed by 81 which increased total open position to 232
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 9.2, which was -0.60 lower than the previous day. The implied volatity was 30.12, the open interest changed by -16 which decreased total open position to 160
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 9.8, which was -6.20 lower than the previous day. The implied volatity was 30.22, the open interest changed by 143 which increased total open position to 174
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 16, which was 0.70 higher than the previous day. The implied volatity was 32.61, the open interest changed by 3 which increased total open position to 29
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 15.3, which was -3.70 lower than the previous day. The implied volatity was 28.34, the open interest changed by -1 which decreased total open position to 26
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 19, which was -20.60 lower than the previous day. The implied volatity was 30.01, the open interest changed by 9 which increased total open position to 27
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 39.6, which was -2.25 lower than the previous day. The implied volatity was 28.61, the open interest changed by 14 which increased total open position to 18
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 41.85, which was -13.60 lower than the previous day. The implied volatity was 27.17, the open interest changed by 10 which increased total open position to 14
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 55.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 55.45, which was 0.00 lower than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 4
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 55.45, which was -2223.30 lower than the previous day. The implied volatity was 26.91, the open interest changed by 4 which increased total open position to 4
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2278.75, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 6.97, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 6.96, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 5.46, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 3.79, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 2.97, 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 2278.75, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 2278.75, which was 2278.75 higher than the previous day. The implied volatity was 6.11, 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 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 26DEC2024 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Dec | 8895.00 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 9190.35 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 65.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 65.95 | 65.95 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10600 expiring on 26DEC2024
Delta for 10600 PE is -
Historical price for 10600 PE is as follows
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, 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 65.95, which was 65.95 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
