BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10700 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 | 0.6 | -1.40 | - | 12 | -4 | 36 | |||
| 19 Dec | 8982.65 | 2 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 18 Dec | 8956.75 | 2 | -1.15 | - | 6 | 0 | 41 | |||
| 17 Dec | 8895.00 | 3.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 3.15 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 13 Dec | 9021.40 | 3.15 | 0.10 | 39.47 | 21 | -5 | 42 | |||
| 12 Dec | 8963.25 | 3.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 3.05 | -2.95 | 35.70 | 2 | 0 | 47 | |||
| 10 Dec | 9013.30 | 6 | 1.00 | 39.01 | 1 | 0 | 47 | |||
| 9 Dec | 9077.45 | 5 | -0.45 | 35.68 | 23 | 2 | 48 | |||
| 6 Dec | 9099.90 | 5.45 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 8891.95 | 5.45 | -0.45 | 35.53 | 26 | 5 | 49 | |||
| 4 Dec | 8999.15 | 5.9 | -1.10 | 33.17 | 14 | -1 | 43 | |||
| 3 Dec | 9161.80 | 7 | 0.25 | 30.30 | 23 | -1 | 45 | |||
| 2 Dec | 9130.35 | 6.75 | -3.30 | 30.13 | 19 | 11 | 48 | |||
| 29 Nov | 9033.65 | 10.05 | -2.45 | 31.86 | 20 | 4 | 36 | |||
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| 28 Nov | 9013.50 | 12.5 | -2.00 | 32.65 | 10 | 6 | 31 | |||
| 27 Nov | 9190.35 | 14.5 | -10.45 | 29.50 | 11 | 2 | 25 | |||
| 26 Nov | 9137.45 | 24.95 | -7.25 | 33.45 | 41 | 10 | 22 | |||
| 25 Nov | 9420.95 | 32.2 | -4.25 | 28.89 | 12 | 11 | 11 | |||
| 22 Nov | 9481.65 | 36.45 | -218.80 | 27.87 | 4 | 1 | 1 | |||
| 21 Nov | 9505.00 | 255.25 | 0.00 | 8.07 | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 255.25 | 0.00 | 7.87 | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 255.25 | 0.00 | 7.87 | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 255.25 | 0.00 | 7.74 | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 255.25 | 0.00 | 7.39 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 255.25 | 0.00 | 7.46 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 255.25 | 0.00 | 6.10 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 255.25 | 0.00 | 4.41 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 255.25 | 0.00 | 4.27 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 255.25 | 0.00 | 4.52 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 255.25 | 0.00 | 3.55 | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 255.25 | 0.00 | 4.48 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 255.25 | 6.78 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10700 expiring on 26DEC2024
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 0.6, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 36
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 2, 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 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.15, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.15, which was 0.10 higher than the previous day. The implied volatity was 39.47, the open interest changed by -5 which decreased total open position to 42
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.05, 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 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3.05, which was -2.95 lower than the previous day. The implied volatity was 35.70, the open interest changed by 0 which decreased total open position to 47
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 6, which was 1.00 higher than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 47
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 5, which was -0.45 lower than the previous day. The implied volatity was 35.68, the open interest changed by 2 which increased total open position to 48
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 5.45, which was -0.45 lower than the previous day. The implied volatity was 35.53, the open interest changed by 5 which increased total open position to 49
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 5.9, which was -1.10 lower than the previous day. The implied volatity was 33.17, the open interest changed by -1 which decreased total open position to 43
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 30.30, the open interest changed by -1 which decreased total open position to 45
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 6.75, which was -3.30 lower than the previous day. The implied volatity was 30.13, the open interest changed by 11 which increased total open position to 48
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 10.05, which was -2.45 lower than the previous day. The implied volatity was 31.86, the open interest changed by 4 which increased total open position to 36
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 12.5, which was -2.00 lower than the previous day. The implied volatity was 32.65, the open interest changed by 6 which increased total open position to 31
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 14.5, which was -10.45 lower than the previous day. The implied volatity was 29.50, the open interest changed by 2 which increased total open position to 25
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 24.95, which was -7.25 lower than the previous day. The implied volatity was 33.45, the open interest changed by 10 which increased total open position to 22
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 32.2, which was -4.25 lower than the previous day. The implied volatity was 28.89, the open interest changed by 11 which increased total open position to 11
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 36.45, which was -218.80 lower than the previous day. The implied volatity was 27.87, the open interest changed by 1 which increased total open position to 1
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 255.25, which was 0.00 lower than the previous day. The implied volatity was 8.07, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 7.87, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 4.52, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 3.55, 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 255.25, which was 0.00 lower than the previous day. The implied volatity was 4.48, 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 255.25, which was lower than the previous day. The implied volatity was 6.78, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 20 Dec | 8787.25 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 1000.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 9190.35 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1000.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1000.15 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10700 expiring on 26DEC2024
Delta for 10700 PE is 0.00
Historical price for 10700 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1000.15, 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 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1000.15, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1000.15, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1000.15, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 1000.15, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1000.15, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 1000.15, 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 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 1000.15, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 1000.15, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 1000.15, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, 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 1000.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
