BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.78
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 4.8 | -1.50 | 38.83 | 471 | 16 | 1,122 | |||
| 20 Nov | 9545.70 | 6.3 | 0.00 | 35.59 | 1,258 | -131 | 1,110 | |||
| 19 Nov | 9545.70 | 6.3 | -1.35 | 35.59 | 1,258 | -127 | 1,110 | |||
| 18 Nov | 9516.50 | 7.65 | -1.25 | 34.73 | 1,097 | 147 | 1,238 | |||
| 14 Nov | 9482.95 | 8.9 | -4.25 | 30.16 | 610 | -40 | 1,101 | |||
| 13 Nov | 9452.15 | 13.15 | -10.40 | 32.26 | 2,556 | 14 | 1,157 | |||
| 12 Nov | 9678.70 | 23.55 | -16.40 | 29.69 | 929 | 22 | 1,188 | |||
| 11 Nov | 9919.35 | 39.95 | -5.60 | 26.39 | 934 | 61 | 1,167 | |||
| 8 Nov | 9910.40 | 45.55 | -11.45 | 25.38 | 1,231 | -150 | 1,103 | |||
| 7 Nov | 9856.65 | 57 | -26.90 | 28.12 | 1,160 | 81 | 1,253 | |||
| 6 Nov | 10020.50 | 83.9 | 9.85 | 26.32 | 2,113 | 64 | 1,170 | |||
| 5 Nov | 9874.85 | 74.05 | 24.15 | 29.52 | 2,304 | -92 | 1,112 | |||
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| 4 Nov | 9525.55 | 49.9 | -53.40 | 32.97 | 2,028 | 111 | 1,208 | |||
| 1 Nov | 9875.95 | 103.3 | -7.70 | 29.99 | 223 | 64 | 1,094 | |||
| 31 Oct | 9836.30 | 111 | -16.00 | - | 936 | 168 | 1,030 | |||
| 30 Oct | 9940.65 | 127 | 9.00 | - | 606 | 31 | 859 | |||
| 29 Oct | 9850.85 | 118 | -39.00 | - | 1,187 | 48 | 828 | |||
| 28 Oct | 10011.25 | 157 | -56.20 | - | 533 | 63 | 781 | |||
| 25 Oct | 10206.10 | 213.2 | -49.80 | - | 372 | -11 | 718 | |||
| 24 Oct | 10302.50 | 263 | -113.55 | - | 875 | 297 | 727 | |||
| 23 Oct | 10586.75 | 376.55 | 73.55 | - | 949 | 234 | 427 | |||
| 22 Oct | 10368.35 | 303 | -25.90 | - | 350 | -1 | 192 | |||
| 21 Oct | 10500.50 | 328.9 | 161.95 | - | 624 | 17 | 192 | |||
| 18 Oct | 10063.95 | 166.95 | -47.05 | - | 249 | 33 | 174 | |||
| 17 Oct | 10119.45 | 214 | -601.15 | - | 311 | 140 | 140 | |||
| 16 Oct | 11616.95 | 815.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 815.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 815.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 815.15 | 815.15 | - | 0 | 0 | 0 | |||
| 11 Sept | 11420.75 | 0 | 0.00 | - | 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 10600 expiring on 28NOV2024
Delta for 10600 CE is 0.03
Historical price for 10600 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 4.8, which was -1.50 lower than the previous day. The implied volatity was 38.83, the open interest changed by 16 which increased total open position to 1122
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 35.59, the open interest changed by -131 which decreased total open position to 1110
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 6.3, which was -1.35 lower than the previous day. The implied volatity was 35.59, the open interest changed by -127 which decreased total open position to 1110
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 7.65, which was -1.25 lower than the previous day. The implied volatity was 34.73, the open interest changed by 147 which increased total open position to 1238
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 8.9, which was -4.25 lower than the previous day. The implied volatity was 30.16, the open interest changed by -40 which decreased total open position to 1101
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 13.15, which was -10.40 lower than the previous day. The implied volatity was 32.26, the open interest changed by 14 which increased total open position to 1157
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 23.55, which was -16.40 lower than the previous day. The implied volatity was 29.69, the open interest changed by 22 which increased total open position to 1188
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 39.95, which was -5.60 lower than the previous day. The implied volatity was 26.39, the open interest changed by 61 which increased total open position to 1167
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 45.55, which was -11.45 lower than the previous day. The implied volatity was 25.38, the open interest changed by -150 which decreased total open position to 1103
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 57, which was -26.90 lower than the previous day. The implied volatity was 28.12, the open interest changed by 81 which increased total open position to 1253
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 83.9, which was 9.85 higher than the previous day. The implied volatity was 26.32, the open interest changed by 64 which increased total open position to 1170
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 74.05, which was 24.15 higher than the previous day. The implied volatity was 29.52, the open interest changed by -92 which decreased total open position to 1112
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 49.9, which was -53.40 lower than the previous day. The implied volatity was 32.97, the open interest changed by 111 which increased total open position to 1208
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 103.3, which was -7.70 lower than the previous day. The implied volatity was 29.99, the open interest changed by 64 which increased total open position to 1094
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 111, which was -16.00 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 127, which was 9.00 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 118, which was -39.00 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 157, which was -56.20 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 213.2, which was -49.80 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 263, which was -113.55 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 376.55, which was 73.55 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 303, which was -25.90 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 328.9, which was 161.95 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 166.95, which was -47.05 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 214, which was -601.15 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 815.15, 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 815.15, 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 815.15, 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 815.15, which was 815.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BAJAJ-AUTO was trading at 11420.75. 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 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 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 1012.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1012.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1012.05 | 0.00 | 0.00 | 0 | -1 | 0 |
| 18 Nov | 9516.50 | 1012.05 | 352.35 | - | 1 | 0 | 107 |
| 14 Nov | 9482.95 | 659.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 659.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 659.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 9919.35 | 659.7 | 9.70 | 21.38 | 1 | 0 | 108 |
| 8 Nov | 9910.40 | 650 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 650 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Nov | 10020.50 | 650 | -141.20 | 33.09 | 2 | 0 | 109 |
| 5 Nov | 9874.85 | 791.2 | -378.80 | 33.57 | 7 | 0 | 113 |
| 4 Nov | 9525.55 | 1170 | 370.00 | 51.63 | 31 | 6 | 115 |
| 1 Nov | 9875.95 | 800 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 9836.30 | 800 | 46.35 | - | 7 | 2 | 107 |
| 30 Oct | 9940.65 | 753.65 | -126.35 | - | 2 | 0 | 106 |
| 29 Oct | 9850.85 | 880 | 207.55 | - | 43 | 36 | 105 |
| 28 Oct | 10011.25 | 672.45 | 0.00 | - | 0 | 1 | 0 |
| 25 Oct | 10206.10 | 672.45 | 204.50 | - | 3 | 1 | 69 |
| 24 Oct | 10302.50 | 467.95 | 131.05 | - | 84 | 39 | 66 |
| 23 Oct | 10586.75 | 336.9 | -63.30 | - | 111 | 7 | 25 |
| 22 Oct | 10368.35 | 400.2 | -16.45 | - | 49 | 19 | 19 |
| 21 Oct | 10500.50 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 416.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 416.65 | 416.65 | - | 0 | 0 | 0 |
| 11 Sept | 11420.75 | 0 | 0.00 | - | 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 10600 expiring on 28NOV2024
Delta for 10600 PE is 0.00
Historical price for 10600 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1012.05, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1012.05, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1012.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1012.05, which was 352.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 107
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 659.7, 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 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 659.7, 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 659.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 659.7, which was 9.70 higher than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 108
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 650, 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 650, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 650, which was -141.20 lower than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 109
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 791.2, which was -378.80 lower than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 113
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1170, which was 370.00 higher than the previous day. The implied volatity was 51.63, the open interest changed by 6 which increased total open position to 115
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 800, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 800, which was 46.35 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 753.65, which was -126.35 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 880, which was 207.55 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 672.45, 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 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 672.45, which was 204.50 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 467.95, which was 131.05 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 336.9, which was -63.30 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 400.2, which was -16.45 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 416.65, 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 18 Oct BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 416.65, 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 416.65, 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 416.65, 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 416.65, 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 416.65, 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 416.65, which was 416.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BAJAJ-AUTO was trading at 11420.75. 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 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
