BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 10900 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 | 1.9 | 0.15 | - | 39 | 0 | 79 | |||
| 19 Dec | 8982.65 | 1.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 1.75 | -1.55 | - | 4 | 0 | 79 | |||
| 17 Dec | 8895.00 | 3.3 | 1.45 | - | 3 | 0 | 79 | |||
| 16 Dec | 8998.35 | 1.85 | -0.25 | 47.02 | 15 | 0 | 79 | |||
| 13 Dec | 9021.40 | 2.1 | -1.40 | 41.03 | 13 | -1 | 79 | |||
| 12 Dec | 8963.25 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 3.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 3.5 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 9 Dec | 9077.45 | 3.5 | -0.60 | 37.10 | 11 | -6 | 80 | |||
| 6 Dec | 9099.90 | 4.1 | 0.60 | 34.27 | 38 | -1 | 87 | |||
| 5 Dec | 8891.95 | 3.5 | -1.40 | 36.34 | 5 | -3 | 89 | |||
| 4 Dec | 8999.15 | 4.9 | -1.05 | 35.27 | 13 | 0 | 85 | |||
| 3 Dec | 9161.80 | 5.95 | 2.35 | 32.55 | 8 | -2 | 84 | |||
| 2 Dec | 9130.35 | 3.6 | -5.80 | 30.23 | 8 | 0 | 86 | |||
| 29 Nov | 9033.65 | 9.4 | 0.00 | 34.46 | 1 | 0 | 86 | |||
| 28 Nov | 9013.50 | 9.4 | -0.15 | 34.07 | 12 | 0 | 86 | |||
| 27 Nov | 9190.35 | 9.55 | -4.40 | 30.27 | 20 | -2 | 88 | |||
| 26 Nov | 9137.45 | 13.95 | -11.05 | 32.65 | 11 | 9 | 89 | |||
| 25 Nov | 9420.95 | 25 | -5.35 | 30.41 | 104 | 81 | 81 | |||
| 22 Nov | 9481.65 | 30.35 | -176.20 | 29.78 | 2 | 1 | 1 | |||
| 21 Nov | 9505.00 | 206.55 | 0.00 | 9.38 | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 206.55 | 0.00 | 8.01 | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 206.55 | 0.00 | 8.01 | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 206.55 | 0.00 | 8.62 | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 206.55 | 0.00 | 8.64 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 206.55 | 0.00 | 8.59 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 206.55 | 0.00 | 7.24 | 0 | 0 | 0 | |||
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| 11 Nov | 9919.35 | 206.55 | 0.00 | 5.67 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 206.55 | 0.00 | 5.48 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 206.55 | 0.00 | 5.73 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 206.55 | 0.00 | 4.79 | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 206.55 | 0.00 | 7.71 | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 206.55 | 7.71 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 10900 expiring on 26DEC2024
Delta for 10900 CE is -
Historical price for 10900 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1.75, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1.75, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.3, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 47.02, the open interest changed by 0 which decreased total open position to 79
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2.1, which was -1.40 lower than the previous day. The implied volatity was 41.03, the open interest changed by -1 which decreased total open position to 79
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.5, 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 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3.5, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 3.5, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 3.5, which was -0.60 lower than the previous day. The implied volatity was 37.10, the open interest changed by -6 which decreased total open position to 80
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 4.1, which was 0.60 higher than the previous day. The implied volatity was 34.27, the open interest changed by -1 which decreased total open position to 87
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 3.5, which was -1.40 lower than the previous day. The implied volatity was 36.34, the open interest changed by -3 which decreased total open position to 89
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 4.9, which was -1.05 lower than the previous day. The implied volatity was 35.27, the open interest changed by 0 which decreased total open position to 85
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 5.95, which was 2.35 higher than the previous day. The implied volatity was 32.55, the open interest changed by -2 which decreased total open position to 84
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 3.6, which was -5.80 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 86
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 86
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 9.4, which was -0.15 lower than the previous day. The implied volatity was 34.07, the open interest changed by 0 which decreased total open position to 86
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 9.55, which was -4.40 lower than the previous day. The implied volatity was 30.27, the open interest changed by -2 which decreased total open position to 88
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 13.95, which was -11.05 lower than the previous day. The implied volatity was 32.65, the open interest changed by 9 which increased total open position to 89
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 25, which was -5.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by 81 which increased total open position to 81
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 30.35, which was -176.20 lower than the previous day. The implied volatity was 29.78, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 9.38, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 8.01, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 8.62, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 8.64, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 8.59, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 5.67, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 5.73, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 7.71, 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 206.55, which was lower than the previous day. The implied volatity was 7.71, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 10900 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 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 9190.35 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 1416 | 0.00 | 0.00 | 0 | 80 | 0 |
| 25 Nov | 9420.95 | 1416 | 266.85 | 36.65 | 82 | 81 | 81 |
| 22 Nov | 9481.65 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1149.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1149.15 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10900 expiring on 26DEC2024
Delta for 10900 PE is 0.00
Historical price for 10900 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 1416, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 1416, 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 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 1416, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 1416, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 80 which increased total open position to 0
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1416, which was 266.85 higher than the previous day. The implied volatity was 36.65, the open interest changed by 81 which increased total open position to 81
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, 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 1149.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
