BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.69
Theta: -2.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 4.3 | -1.00 | 40.96 | 668 | 38 | 1,015 | |||
| 20 Nov | 9545.70 | 5.3 | 0.00 | 37.11 | 1,098 | -194 | 980 | |||
| 19 Nov | 9545.70 | 5.3 | -1.45 | 37.11 | 1,098 | -191 | 980 | |||
| 18 Nov | 9516.50 | 6.75 | -1.95 | 36.45 | 534 | -12 | 1,171 | |||
| 14 Nov | 9482.95 | 8.7 | -3.00 | 32.19 | 593 | 51 | 1,181 | |||
| 13 Nov | 9452.15 | 11.7 | -7.85 | 33.68 | 1,181 | -42 | 1,137 | |||
| 12 Nov | 9678.70 | 19.55 | -12.70 | 30.70 | 1,116 | 91 | 1,260 | |||
| 11 Nov | 9919.35 | 32.25 | -5.75 | 27.27 | 849 | -10 | 1,182 | |||
| 8 Nov | 9910.40 | 38 | -8.60 | 26.36 | 909 | -59 | 1,200 | |||
| 7 Nov | 9856.65 | 46.6 | -22.30 | 28.70 | 1,275 | 257 | 1,259 | |||
| 6 Nov | 10020.50 | 68.9 | 6.85 | 26.91 | 2,141 | 117 | 1,011 | |||
| 5 Nov | 9874.85 | 62.05 | 20.65 | 30.09 | 1,736 | -93 | 897 | |||
| 4 Nov | 9525.55 | 41.4 | -45.25 | 33.32 | 1,494 | 190 | 988 | |||
| 1 Nov | 9875.95 | 86.65 | -9.85 | 30.29 | 203 | 6 | 799 | |||
| 31 Oct | 9836.30 | 96.5 | -11.50 | - | 841 | 70 | 836 | |||
| 30 Oct | 9940.65 | 108 | 6.90 | - | 935 | 97 | 765 | |||
| 29 Oct | 9850.85 | 101.1 | -31.75 | - | 940 | 190 | 662 | |||
| 28 Oct | 10011.25 | 132.85 | -58.15 | - | 412 | 156 | 470 | |||
| 25 Oct | 10206.10 | 191 | -39.25 | - | 456 | 65 | 314 | |||
| 24 Oct | 10302.50 | 230.25 | -80.75 | - | 193 | 53 | 248 | |||
| 23 Oct | 10586.75 | 311 | 47.00 | - | 571 | 103 | 196 | |||
| 22 Oct | 10368.35 | 264 | -1.00 | - | 262 | -39 | 94 | |||
| 21 Oct | 10500.50 | 265 | 124.60 | - | 360 | 67 | 134 | |||
| 18 Oct | 10063.95 | 140.4 | -44.60 | - | 106 | 26 | 67 | |||
| 17 Oct | 10119.45 | 185 | -1910.55 | - | 58 | 41 | 41 | |||
| 16 Oct | 11616.95 | 2095.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 15 Oct | 11521.50 | 2095.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 2095.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 2095.55 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10700 expiring on 28NOV2024
Delta for 10700 CE is 0.02
Historical price for 10700 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 4.3, which was -1.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by 38 which increased total open position to 1015
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 37.11, the open interest changed by -194 which decreased total open position to 980
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 5.3, which was -1.45 lower than the previous day. The implied volatity was 37.11, the open interest changed by -191 which decreased total open position to 980
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 6.75, which was -1.95 lower than the previous day. The implied volatity was 36.45, the open interest changed by -12 which decreased total open position to 1171
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 8.7, which was -3.00 lower than the previous day. The implied volatity was 32.19, the open interest changed by 51 which increased total open position to 1181
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 11.7, which was -7.85 lower than the previous day. The implied volatity was 33.68, the open interest changed by -42 which decreased total open position to 1137
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 19.55, which was -12.70 lower than the previous day. The implied volatity was 30.70, the open interest changed by 91 which increased total open position to 1260
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 32.25, which was -5.75 lower than the previous day. The implied volatity was 27.27, the open interest changed by -10 which decreased total open position to 1182
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 38, which was -8.60 lower than the previous day. The implied volatity was 26.36, the open interest changed by -59 which decreased total open position to 1200
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 46.6, which was -22.30 lower than the previous day. The implied volatity was 28.70, the open interest changed by 257 which increased total open position to 1259
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 68.9, which was 6.85 higher than the previous day. The implied volatity was 26.91, the open interest changed by 117 which increased total open position to 1011
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 62.05, which was 20.65 higher than the previous day. The implied volatity was 30.09, the open interest changed by -93 which decreased total open position to 897
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 41.4, which was -45.25 lower than the previous day. The implied volatity was 33.32, the open interest changed by 190 which increased total open position to 988
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 86.65, which was -9.85 lower than the previous day. The implied volatity was 30.29, the open interest changed by 6 which increased total open position to 799
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 96.5, which was -11.50 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 108, which was 6.90 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 101.1, which was -31.75 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 132.85, which was -58.15 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 191, which was -39.25 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 230.25, which was -80.75 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 311, which was 47.00 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 264, which was -1.00 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 265, which was 124.60 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 140.4, which was -44.60 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 185, which was -1910.55 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 2095.55, 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 2095.55, 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 2095.55, 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 2095.55, 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 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 1122 | 102.00 | - | 1 | 0 | 66 |
| 20 Nov | 9545.70 | 1020 | 0.00 | - | 3 | -2 | 67 |
| 19 Nov | 9545.70 | 1020 | -113.30 | - | 3 | -1 | 67 |
| 18 Nov | 9516.50 | 1133.3 | 153.30 | - | 2 | -1 | 68 |
| 14 Nov | 9482.95 | 980 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 980 | 0.00 | 0.00 | 0 | -5 | 0 |
| 12 Nov | 9678.70 | 980 | 274.00 | 24.86 | 8 | 1 | 75 |
| 11 Nov | 9919.35 | 706 | -69.35 | - | 12 | 2 | 75 |
| 8 Nov | 9910.40 | 775.35 | -77.40 | 25.93 | 1 | 0 | 74 |
| 7 Nov | 9856.65 | 852.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 852.75 | 0.00 | 0.00 | 0 | -2 | 0 |
| 5 Nov | 9874.85 | 852.75 | -341.75 | 30.56 | 6 | 0 | 76 |
| 4 Nov | 9525.55 | 1194.5 | 300.75 | 43.61 | 11 | 3 | 74 |
| 1 Nov | 9875.95 | 893.75 | 0.00 | 0.00 | 0 | -3 | 0 |
| 31 Oct | 9836.30 | 893.75 | 95.10 | - | 60 | -4 | 70 |
| 30 Oct | 9940.65 | 798.65 | -151.35 | - | 7 | -1 | 74 |
| 29 Oct | 9850.85 | 950 | 218.00 | - | 3 | 0 | 75 |
| 28 Oct | 10011.25 | 732 | -9.95 | - | 10 | 4 | 72 |
| 25 Oct | 10206.10 | 741.95 | 226.35 | - | 4 | 0 | 68 |
| 24 Oct | 10302.50 | 515.6 | 145.60 | - | 63 | -1 | 67 |
| 23 Oct | 10586.75 | 370 | -91.55 | - | 76 | 42 | 69 |
| 22 Oct | 10368.35 | 461.55 | 35.25 | - | 59 | -7 | 26 |
| 21 Oct | 10500.50 | 426.3 | 386.40 | - | 93 | 31 | 31 |
| 18 Oct | 10063.95 | 39.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 39.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 39.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 39.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 39.9 | 39.90 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10700 expiring on 28NOV2024
Delta for 10700 PE is -
Historical price for 10700 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1122, which was 102.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1020, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 67
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1020, which was -113.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 67
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1133.3, which was 153.30 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 68
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 980, 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 980, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 980, which was 274.00 higher than the previous day. The implied volatity was 24.86, the open interest changed by 1 which increased total open position to 75
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 706, which was -69.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 75
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 775.35, which was -77.40 lower than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 74
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 852.75, 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 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 852.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 852.75, which was -341.75 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 76
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1194.5, which was 300.75 higher than the previous day. The implied volatity was 43.61, the open interest changed by 3 which increased total open position to 74
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 893.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 893.75, which was 95.10 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 798.65, which was -151.35 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 950, which was 218.00 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 732, which was -9.95 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 741.95, which was 226.35 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 515.6, which was 145.60 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 370, which was -91.55 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 461.55, which was 35.25 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 426.3, which was 386.40 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 39.9, 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 39.9, 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 39.9, 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 39.9, 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 39.9, which was 39.90 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
