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BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

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Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 10800 CE
Delta: 0.03
Vega: 1.28
Theta: -1.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.03

Historical price for 10800 CE is as follows

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
Date Close Ltp Change IV Volume Change OI OI
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 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