BAJAJ-AUTO
Bajaj Auto Limited
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
|
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| 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 | |||
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| 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
|
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| 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
