BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 10800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.56
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 3.4 | -1.25 | 42.22 | 573 | -88 | 975 | |||
| 20 Nov | 9545.70 | 4.65 | 0.00 | 38.80 | 936 | -200 | 1,064 | |||
| 19 Nov | 9545.70 | 4.65 | -0.80 | 38.80 | 936 | -199 | 1,064 | |||
| 18 Nov | 9516.50 | 5.45 | -1.70 | 37.55 | 971 | -8 | 1,263 | |||
| 14 Nov | 9482.95 | 7.15 | -2.95 | 33.17 | 897 | -27 | 1,267 | |||
| 13 Nov | 9452.15 | 10.1 | -6.70 | 34.84 | 1,329 | 107 | 1,304 | |||
| 12 Nov | 9678.70 | 16.8 | -8.95 | 31.88 | 1,198 | 124 | 1,268 | |||
| 11 Nov | 9919.35 | 25.75 | -5.70 | 28.01 | 1,037 | 47 | 1,162 | |||
| 8 Nov | 9910.40 | 31.45 | -6.85 | 27.22 | 656 | 103 | 1,124 | |||
| 7 Nov | 9856.65 | 38.3 | -17.70 | 29.30 | 986 | 3 | 1,024 | |||
| 6 Nov | 10020.50 | 56 | 4.20 | 27.39 | 1,288 | 22 | 1,019 | |||
| 5 Nov | 9874.85 | 51.8 | 16.40 | 30.62 | 1,888 | -101 | 1,003 | |||
| 4 Nov | 9525.55 | 35.4 | -40.90 | 33.93 | 1,736 | 229 | 1,230 | |||
| 1 Nov | 9875.95 | 76.3 | -4.05 | 31.13 | 164 | 31 | 1,002 | |||
| 31 Oct | 9836.30 | 80.35 | -10.65 | - | 520 | 12 | 973 | |||
| 30 Oct | 9940.65 | 91 | 4.95 | - | 476 | 96 | 962 | |||
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| 29 Oct | 9850.85 | 86.05 | -24.10 | - | 1,428 | 274 | 867 | |||
| 28 Oct | 10011.25 | 110.15 | -45.85 | - | 358 | 89 | 590 | |||
| 25 Oct | 10206.10 | 156 | -35.00 | - | 751 | 88 | 501 | |||
| 24 Oct | 10302.50 | 191 | -74.30 | - | 488 | 106 | 412 | |||
| 23 Oct | 10586.75 | 265.3 | 47.45 | - | 760 | 29 | 305 | |||
| 22 Oct | 10368.35 | 217.85 | -22.35 | - | 401 | 13 | 276 | |||
| 21 Oct | 10500.50 | 240.2 | 120.25 | - | 1,241 | -38 | 265 | |||
| 18 Oct | 10063.95 | 119.95 | -40.05 | - | 354 | 66 | 302 | |||
| 17 Oct | 10119.45 | 160 | -546.80 | - | 507 | 229 | 229 | |||
| 16 Oct | 11616.95 | 706.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 706.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 706.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 706.8 | 706.80 | - | 0 | 0 | 0 | |||
| 12 Sept | 11723.50 | 0 | 0.00 | - | 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 10800 expiring on 28NOV2024
Delta for 10800 CE is 0.02
Historical price for 10800 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 3.4, which was -1.25 lower than the previous day. The implied volatity was 42.22, the open interest changed by -88 which decreased total open position to 975
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 4.65, which was 0.00 lower than the previous day. The implied volatity was 38.80, the open interest changed by -200 which decreased total open position to 1064
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 4.65, which was -0.80 lower than the previous day. The implied volatity was 38.80, the open interest changed by -199 which decreased total open position to 1064
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 5.45, which was -1.70 lower than the previous day. The implied volatity was 37.55, the open interest changed by -8 which decreased total open position to 1263
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 7.15, which was -2.95 lower than the previous day. The implied volatity was 33.17, the open interest changed by -27 which decreased total open position to 1267
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 10.1, which was -6.70 lower than the previous day. The implied volatity was 34.84, the open interest changed by 107 which increased total open position to 1304
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 16.8, which was -8.95 lower than the previous day. The implied volatity was 31.88, the open interest changed by 124 which increased total open position to 1268
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 25.75, which was -5.70 lower than the previous day. The implied volatity was 28.01, the open interest changed by 47 which increased total open position to 1162
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 31.45, which was -6.85 lower than the previous day. The implied volatity was 27.22, the open interest changed by 103 which increased total open position to 1124
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 38.3, which was -17.70 lower than the previous day. The implied volatity was 29.30, the open interest changed by 3 which increased total open position to 1024
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 56, which was 4.20 higher than the previous day. The implied volatity was 27.39, the open interest changed by 22 which increased total open position to 1019
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 51.8, which was 16.40 higher than the previous day. The implied volatity was 30.62, the open interest changed by -101 which decreased total open position to 1003
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 35.4, which was -40.90 lower than the previous day. The implied volatity was 33.93, the open interest changed by 229 which increased total open position to 1230
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 76.3, which was -4.05 lower than the previous day. The implied volatity was 31.13, the open interest changed by 31 which increased total open position to 1002
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 80.35, which was -10.65 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 91, which was 4.95 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 86.05, which was -24.10 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 110.15, which was -45.85 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 156, which was -35.00 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 191, which was -74.30 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 265.3, which was 47.45 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 217.85, which was -22.35 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 240.2, which was 120.25 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 119.95, which was -40.05 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 160, which was -546.80 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 706.8, 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 706.8, 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 706.8, 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 706.8, which was 706.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BAJAJ-AUTO was trading at 11723.50. 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 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 10800 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 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 837.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 837.3 | 19.20 | - | 1 | 0 | 23 |
| 8 Nov | 9910.40 | 818.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 818.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 10020.50 | 818.1 | -126.45 | 34.93 | 2 | 1 | 23 |
| 5 Nov | 9874.85 | 944.55 | -405.45 | 31.61 | 9 | -1 | 22 |
| 4 Nov | 9525.55 | 1350 | 400.00 | 54.25 | 10 | 3 | 24 |
| 1 Nov | 9875.95 | 950 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 9836.30 | 950 | 120.00 | - | 3 | 0 | 20 |
| 30 Oct | 9940.65 | 830 | 10.15 | - | 2 | 0 | 18 |
| 29 Oct | 9850.85 | 819.85 | 0.00 | - | 0 | 6 | 0 |
| 28 Oct | 10011.25 | 819.85 | 373.80 | - | 9 | 17 | 17 |
| 25 Oct | 10206.10 | 446.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 446.05 | 0.00 | - | 0 | 12 | 0 |
| 23 Oct | 10586.75 | 446.05 | -58.65 | - | 24 | 12 | 12 |
| 22 Oct | 10368.35 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 504.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 504.7 | 504.70 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 0 | 0.00 | - | 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 10800 expiring on 28NOV2024
Delta for 10800 PE is 0.00
Historical price for 10800 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 837.3, 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 837.3, 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 837.3, 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 837.3, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 837.3, 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 837.3, 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 837.3, 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 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 837.3, which was 19.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 818.1, 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 818.1, 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 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 818.1, which was -126.45 lower than the previous day. The implied volatity was 34.93, the open interest changed by 1 which increased total open position to 23
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 944.55, which was -405.45 lower than the previous day. The implied volatity was 31.61, the open interest changed by -1 which decreased total open position to 22
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1350, which was 400.00 higher than the previous day. The implied volatity was 54.25, the open interest changed by 3 which increased total open position to 24
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 950, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 950, which was 120.00 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 830, which was 10.15 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 819.85, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 819.85, which was 373.80 higher 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 446.05, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 446.05, 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 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 446.05, which was -58.65 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 504.7, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 504.7, 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 504.7, 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 504.7, 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 504.7, 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 504.7, 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 504.7, which was 504.70 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BAJAJ-AUTO was trading at 11723.50. 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 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
