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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 10900 CE
Delta: 0.03
Vega: 1.21
Theta: -1.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 6.95 -1.40 35.02 468 -103 572
13 Nov 9452.15 8.35 -6.65 35.67 588 -45 682
12 Nov 9678.70 15 -5.50 33.25 772 142 805
11 Nov 9919.35 20.5 -4.90 28.70 684 118 678
8 Nov 9910.40 25.4 -6.15 27.86 458 -17 563
7 Nov 9856.65 31.55 -14.95 29.91 647 4 583
6 Nov 10020.50 46.5 1.50 28.06 1,028 38 579
5 Nov 9874.85 45 14.20 31.49 967 91 541
4 Nov 9525.55 30.8 -34.20 34.66 891 138 449
1 Nov 9875.95 65 -3.90 31.59 49 4 312
31 Oct 9836.30 68.9 -8.75 - 305 14 308
30 Oct 9940.65 77.65 3.20 - 260 -29 294
29 Oct 9850.85 74.45 -19.05 - 624 103 323
28 Oct 10011.25 93.5 -44.50 - 118 1 222
25 Oct 10206.10 138 -22.00 - 155 33 221
24 Oct 10302.50 160 -73.55 - 146 14 188
23 Oct 10586.75 233.55 38.55 - 392 -16 175
22 Oct 10368.35 195 -11.45 - 690 -17 194
21 Oct 10500.50 206.45 101.45 - 211 13 212
18 Oct 10063.95 105 -36.40 - 203 81 200
17 Oct 10119.45 141.4 -1773.70 - 190 119 119
16 Oct 11616.95 1915.1 0.00 - 0 0 0
15 Oct 11521.50 1915.1 0.00 - 0 0 0
14 Oct 11899.30 1915.1 0.00 - 0 0 0
9 Oct 11818.10 1915.1 - 0 0 0


For Bajaj Auto Limited - strike price 10900 expiring on 28NOV2024

Delta for 10900 CE is 0.03

Historical price for 10900 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 6.95, which was -1.40 lower than the previous day. The implied volatity was 35.02, the open interest changed by -103 which decreased total open position to 572


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 8.35, which was -6.65 lower than the previous day. The implied volatity was 35.67, the open interest changed by -45 which decreased total open position to 682


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 15, which was -5.50 lower than the previous day. The implied volatity was 33.25, the open interest changed by 142 which increased total open position to 805


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 20.5, which was -4.90 lower than the previous day. The implied volatity was 28.70, the open interest changed by 118 which increased total open position to 678


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 25.4, which was -6.15 lower than the previous day. The implied volatity was 27.86, the open interest changed by -17 which decreased total open position to 563


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 31.55, which was -14.95 lower than the previous day. The implied volatity was 29.91, the open interest changed by 4 which increased total open position to 583


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 46.5, which was 1.50 higher than the previous day. The implied volatity was 28.06, the open interest changed by 38 which increased total open position to 579


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 45, which was 14.20 higher than the previous day. The implied volatity was 31.49, the open interest changed by 91 which increased total open position to 541


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 30.8, which was -34.20 lower than the previous day. The implied volatity was 34.66, the open interest changed by 138 which increased total open position to 449


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 65, which was -3.90 lower than the previous day. The implied volatity was 31.59, the open interest changed by 4 which increased total open position to 312


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 68.9, which was -8.75 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 77.65, which was 3.20 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 74.45, which was -19.05 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 93.5, which was -44.50 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 138, which was -22.00 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 160, which was -73.55 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 233.55, which was 38.55 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 195, which was -11.45 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 206.45, which was 101.45 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 105, which was -36.40 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 141.4, which was -1773.70 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 1915.1, 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 1915.1, 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 1915.1, 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 1915.1, 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 10900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 904.1 0.00 0.00 0 0 0
13 Nov 9452.15 904.1 0.00 0.00 0 0 0
12 Nov 9678.70 904.1 0.00 0.00 0 0 0
11 Nov 9919.35 904.1 0.00 0.00 0 0 0
8 Nov 9910.40 904.1 0.00 0.00 0 1 0
7 Nov 9856.65 904.1 -40.75 - 1 0 36
6 Nov 10020.50 944.85 0.00 0.00 0 0 0
5 Nov 9874.85 944.85 0.00 0.00 0 0 0
4 Nov 9525.55 944.85 0.00 0.00 0 0 0
1 Nov 9875.95 944.85 0.00 0.00 0 1 0
31 Oct 9836.30 944.85 -13.60 - 8 0 35
30 Oct 9940.65 958.45 328.65 - 12 4 34
29 Oct 9850.85 629.8 0.00 - 0 0 0
28 Oct 10011.25 629.8 0.00 - 0 0 0
25 Oct 10206.10 629.8 0.00 - 0 3 0
24 Oct 10302.50 629.8 116.45 - 19 5 32
23 Oct 10586.75 513.35 -79.75 - 69 11 27
22 Oct 10368.35 593.1 536.10 - 48 13 13
21 Oct 10500.50 57 0.00 - 0 0 0
18 Oct 10063.95 57 0.00 - 0 0 0
17 Oct 10119.45 57 0.00 - 0 0 0
16 Oct 11616.95 57 0.00 - 0 0 0
15 Oct 11521.50 57 0.00 - 0 0 0
14 Oct 11899.30 57 0.00 - 0 0 0
9 Oct 11818.10 57 - 0 0 0


For Bajaj Auto Limited - strike price 10900 expiring on 28NOV2024

Delta for 10900 PE is 0.00

Historical price for 10900 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 904.1, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 904.1, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 904.1, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 904.1, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 904.1, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 904.1, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 944.85, 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 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 944.85, 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 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 944.85, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 944.85, 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 944.85, which was -13.60 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 958.45, which was 328.65 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 629.8, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 629.8, 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 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 629.8, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 629.8, which was 116.45 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 513.35, which was -79.75 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 593.1, which was 536.10 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 57, 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 57, 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 57, 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 57, 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 57, 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 57, 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 57, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to