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BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

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Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 10800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 1.65 -0.35 - 96 -45 68
19 Dec 8982.65 2 -0.10 - 9 -7 115
18 Dec 8956.75 2.1 -1.35 - 5 -4 123
17 Dec 8895.00 3.45 0.00 0.00 0 9 0
16 Dec 8998.35 3.45 -0.25 48.73 13 9 127
13 Dec 9021.40 3.7 -0.05 42.23 34 2 120
12 Dec 8963.25 3.75 -0.15 41.78 9 -6 119
11 Dec 9069.85 3.9 0.80 38.71 192 -64 125
10 Dec 9013.30 3.1 -0.85 37.19 28 0 189
9 Dec 9077.45 3.95 -1.10 36.02 22 0 189
6 Dec 9099.90 5.05 1.00 33.73 127 -2 189
5 Dec 8891.95 4.05 -0.50 35.58 79 -53 192
4 Dec 8999.15 4.55 -2.15 33.42 175 -20 243
3 Dec 9161.80 6.7 0.50 31.63 74 6 263
2 Dec 9130.35 6.2 -4.55 31.23 766 200 256
29 Nov 9033.65 10.75 2.55 33.73 71 -9 55
28 Nov 9013.50 8.2 -2.95 31.79 39 9 64
27 Nov 9190.35 11.15 -1.85 29.65 19 -9 55
26 Nov 9137.45 13 -20.35 30.80 76 35 65
25 Nov 9420.95 33.35 0.80 30.79 29 28 29
22 Nov 9481.65 32.55 -42.95 28.70 7 1 2
21 Nov 9505.00 75.5 0.00 0.00 0 0 0
20 Nov 9545.70 75.5 0.00 0.00 0 0 0
19 Nov 9545.70 75.5 0.00 0.00 0 0 0
18 Nov 9516.50 75.5 0.00 0.00 0 0 1
14 Nov 9482.95 75.5 0.00 0.00 0 1 0
13 Nov 9452.15 75.5 -2028.85 32.47 1 0 0
12 Nov 9678.70 2104.35 0.00 6.67 0 0 0
11 Nov 9919.35 2104.35 0.00 4.95 0 0 0
8 Nov 9910.40 2104.35 0.00 5.01 0 0 0
7 Nov 9856.65 2104.35 0.00 5.10 0 0 0
6 Nov 10020.50 2104.35 0.00 4.15 0 0 0
5 Nov 9874.85 2104.35 0.00 5.06 0 0 0
4 Nov 9525.55 2104.35 2104.35 7.19 0 0 0
17 Oct 10119.45 0 0.00 - 0 0 0
16 Oct 11616.95 0 0.00 - 0 0 0
15 Oct 11521.50 0 0.00 - 0 0 0
7 Oct 11617.05 0 0.00 - 0 0 0
4 Oct 11774.40 0 - 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 26DEC2024

Delta for 10800 CE is -

Historical price for 10800 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 68


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 2, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 115


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2.1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 123


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 48.73, the open interest changed by 9 which increased total open position to 127


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 42.23, the open interest changed by 2 which increased total open position to 120


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.75, which was -0.15 lower than the previous day. The implied volatity was 41.78, the open interest changed by -6 which decreased total open position to 119


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3.9, which was 0.80 higher than the previous day. The implied volatity was 38.71, the open interest changed by -64 which decreased total open position to 125


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 189


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 3.95, which was -1.10 lower than the previous day. The implied volatity was 36.02, the open interest changed by 0 which decreased total open position to 189


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 5.05, which was 1.00 higher than the previous day. The implied volatity was 33.73, the open interest changed by -2 which decreased total open position to 189


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 4.05, which was -0.50 lower than the previous day. The implied volatity was 35.58, the open interest changed by -53 which decreased total open position to 192


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 4.55, which was -2.15 lower than the previous day. The implied volatity was 33.42, the open interest changed by -20 which decreased total open position to 243


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 6.7, which was 0.50 higher than the previous day. The implied volatity was 31.63, the open interest changed by 6 which increased total open position to 263


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 6.2, which was -4.55 lower than the previous day. The implied volatity was 31.23, the open interest changed by 200 which increased total open position to 256


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 10.75, which was 2.55 higher than the previous day. The implied volatity was 33.73, the open interest changed by -9 which decreased total open position to 55


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 8.2, which was -2.95 lower than the previous day. The implied volatity was 31.79, the open interest changed by 9 which increased total open position to 64


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 11.15, which was -1.85 lower than the previous day. The implied volatity was 29.65, the open interest changed by -9 which decreased total open position to 55


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 13, which was -20.35 lower than the previous day. The implied volatity was 30.80, the open interest changed by 35 which increased total open position to 65


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 33.35, which was 0.80 higher than the previous day. The implied volatity was 30.79, the open interest changed by 28 which increased total open position to 29


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 32.55, which was -42.95 lower than the previous day. The implied volatity was 28.70, the open interest changed by 1 which increased total open position to 2


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 75.5, 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 75.5, 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 75.5, 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 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 75.5, 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 1


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 75.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 75.5, which was -2028.85 lower than the previous day. The implied volatity was 32.47, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 6.67, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 5.01, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 5.10, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 2104.35, which was 0.00 lower than the previous day. The implied volatity was 5.06, 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 2104.35, which was 2104.35 higher than the previous day. The implied volatity was 7.19, 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 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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 10800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 87.9 0.00 - 0 0 0
19 Dec 8982.65 87.9 0.00 - 0 0 0
18 Dec 8956.75 87.9 0.00 - 0 0 0
17 Dec 8895.00 87.9 0.00 - 0 0 0
16 Dec 8998.35 87.9 0.00 - 0 0 0
13 Dec 9021.40 87.9 0.00 - 0 0 0
12 Dec 8963.25 87.9 0.00 - 0 0 0
11 Dec 9069.85 87.9 0.00 - 0 0 0
10 Dec 9013.30 87.9 0.00 - 0 0 0
9 Dec 9077.45 87.9 0.00 - 0 0 0
6 Dec 9099.90 87.9 0.00 - 0 0 0
5 Dec 8891.95 87.9 0.00 - 0 0 0
4 Dec 8999.15 87.9 0.00 - 0 0 0
3 Dec 9161.80 87.9 0.00 - 0 0 0
2 Dec 9130.35 87.9 0.00 - 0 0 0
29 Nov 9033.65 87.9 0.00 - 0 0 0
28 Nov 9013.50 87.9 0.00 - 0 0 0
27 Nov 9190.35 87.9 0.00 - 0 0 0
26 Nov 9137.45 87.9 0.00 - 0 0 0
25 Nov 9420.95 87.9 0.00 - 0 0 0
22 Nov 9481.65 87.9 0.00 - 0 0 0
21 Nov 9505.00 87.9 0.00 - 0 0 0
20 Nov 9545.70 87.9 0.00 - 0 0 0
19 Nov 9545.70 87.9 0.00 - 0 0 0
18 Nov 9516.50 87.9 0.00 - 0 0 0
14 Nov 9482.95 87.9 0.00 - 0 0 0
13 Nov 9452.15 87.9 0.00 - 0 0 0
12 Nov 9678.70 87.9 0.00 - 0 0 0
11 Nov 9919.35 87.9 0.00 - 0 0 0
8 Nov 9910.40 87.9 0.00 - 0 0 0
7 Nov 9856.65 87.9 0.00 - 0 0 0
6 Nov 10020.50 87.9 0.00 - 0 0 0
5 Nov 9874.85 87.9 0.00 - 0 0 0
4 Nov 9525.55 87.9 87.90 - 0 0 0
17 Oct 10119.45 0 0.00 - 0 0 0
16 Oct 11616.95 0 0.00 - 0 0 0
15 Oct 11521.50 0 0.00 - 0 0 0
7 Oct 11617.05 0 0.00 - 0 0 0
4 Oct 11774.40 0 - 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 26DEC2024

Delta for 10800 PE is -

Historical price for 10800 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 87.9, 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 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 87.9, 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 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 87.9, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, 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 87.9, which was 87.90 higher 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 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 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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