BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.09
Theta: -1.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 6.3 | -1.80 | 36.42 | 2,109 | -305 | 5,515 | |||
| 13 Nov | 9452.15 | 8.1 | -3.40 | 37.42 | 3,334 | -156 | 5,824 | |||
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| 12 Nov | 9678.70 | 11.5 | -6.05 | 33.56 | 3,328 | 450 | 6,028 | |||
| 11 Nov | 9919.35 | 17.55 | -3.95 | 29.82 | 3,095 | 97 | 5,603 | |||
| 8 Nov | 9910.40 | 21.5 | -4.80 | 28.77 | 2,282 | -150 | 5,510 | |||
| 7 Nov | 9856.65 | 26.3 | -12.80 | 30.58 | 3,053 | 271 | 5,668 | |||
| 6 Nov | 10020.50 | 39.1 | 0.35 | 28.80 | 4,359 | 172 | 5,397 | |||
| 5 Nov | 9874.85 | 38.75 | 12.50 | 32.23 | 7,506 | -319 | 5,224 | |||
| 4 Nov | 9525.55 | 26.25 | -30.75 | 35.20 | 9,365 | 898 | 5,575 | |||
| 1 Nov | 9875.95 | 57 | -5.00 | 32.32 | 876 | 119 | 4,687 | |||
| 31 Oct | 9836.30 | 62 | -6.05 | - | 2,743 | 227 | 4,565 | |||
| 30 Oct | 9940.65 | 68.05 | 1.65 | - | 3,400 | 285 | 4,340 | |||
| 29 Oct | 9850.85 | 66.4 | -13.55 | - | 5,188 | 606 | 4,051 | |||
| 28 Oct | 10011.25 | 79.95 | -37.40 | - | 3,656 | 877 | 3,443 | |||
| 25 Oct | 10206.10 | 117.35 | -17.55 | - | 4,410 | 47 | 2,566 | |||
| 24 Oct | 10302.50 | 134.9 | -68.75 | - | 3,615 | 754 | 2,520 | |||
| 23 Oct | 10586.75 | 203.65 | 40.60 | - | 3,817 | -434 | 1,764 | |||
| 22 Oct | 10368.35 | 163.05 | -16.50 | - | 2,720 | 180 | 2,206 | |||
| 21 Oct | 10500.50 | 179.55 | 88.60 | - | 8,823 | -342 | 2,031 | |||
| 18 Oct | 10063.95 | 90.95 | -30.05 | - | 3,564 | 630 | 2,353 | |||
| 17 Oct | 10119.45 | 121 | -729.00 | - | 4,228 | 1,717 | 1,718 | |||
| 16 Oct | 11616.95 | 850 | 0.00 | - | 0 | 1 | 0 | |||
| 15 Oct | 11521.50 | 850 | 241.35 | - | 1 | 0 | 0 | |||
| 14 Oct | 11899.30 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 11723.50 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 11420.75 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 10987.75 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 10847.60 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 10830.10 | 608.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 10855.75 | 608.65 | 608.65 | - | 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 11000 expiring on 28NOV2024
Delta for 11000 CE is 0.03
Historical price for 11000 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 6.3, which was -1.80 lower than the previous day. The implied volatity was 36.42, the open interest changed by -305 which decreased total open position to 5515
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 8.1, which was -3.40 lower than the previous day. The implied volatity was 37.42, the open interest changed by -156 which decreased total open position to 5824
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 11.5, which was -6.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 450 which increased total open position to 6028
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 17.55, which was -3.95 lower than the previous day. The implied volatity was 29.82, the open interest changed by 97 which increased total open position to 5603
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 21.5, which was -4.80 lower than the previous day. The implied volatity was 28.77, the open interest changed by -150 which decreased total open position to 5510
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 26.3, which was -12.80 lower than the previous day. The implied volatity was 30.58, the open interest changed by 271 which increased total open position to 5668
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 39.1, which was 0.35 higher than the previous day. The implied volatity was 28.80, the open interest changed by 172 which increased total open position to 5397
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 38.75, which was 12.50 higher than the previous day. The implied volatity was 32.23, the open interest changed by -319 which decreased total open position to 5224
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 26.25, which was -30.75 lower than the previous day. The implied volatity was 35.20, the open interest changed by 898 which increased total open position to 5575
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 57, which was -5.00 lower than the previous day. The implied volatity was 32.32, the open interest changed by 119 which increased total open position to 4687
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 62, which was -6.05 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 68.05, which was 1.65 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 66.4, which was -13.55 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 79.95, which was -37.40 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 117.35, which was -17.55 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 134.9, which was -68.75 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 203.65, which was 40.60 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 163.05, which was -16.50 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 179.55, which was 88.60 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 90.95, which was -30.05 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 121, which was -729.00 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 850, 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 850, which was 241.35 higher 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 608.65, 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 608.65, 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 608.65, 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 608.65, 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 608.65, 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 608.65, 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 608.65, 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 608.65, which was 608.65 higher 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 11000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 3.80
Theta: -5.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 1516.4 | 15.40 | 59.64 | 2 | 0 | 444 |
| 13 Nov | 9452.15 | 1501 | 255.00 | 42.35 | 14 | -13 | 445 |
| 12 Nov | 9678.70 | 1246 | 106.00 | - | 3 | -2 | 458 |
| 11 Nov | 9919.35 | 1140 | 45.00 | 48.82 | 13 | -12 | 461 |
| 8 Nov | 9910.40 | 1095 | -60.60 | 37.27 | 1 | 0 | 474 |
| 7 Nov | 9856.65 | 1155.6 | 145.10 | 39.91 | 3 | 0 | 474 |
| 6 Nov | 10020.50 | 1010.5 | -45.40 | 39.20 | 4 | 3 | 473 |
| 5 Nov | 9874.85 | 1055.9 | -384.10 | - | 17 | -9 | 471 |
| 4 Nov | 9525.55 | 1440 | 300.00 | 40.34 | 22 | -10 | 479 |
| 1 Nov | 9875.95 | 1140 | -12.45 | 38.44 | 2 | 1 | 488 |
| 31 Oct | 9836.30 | 1152.45 | 104.45 | - | 187 | 122 | 487 |
| 30 Oct | 9940.65 | 1048 | -80.10 | - | 137 | 59 | 366 |
| 29 Oct | 9850.85 | 1128.1 | 178.10 | - | 124 | 42 | 307 |
| 28 Oct | 10011.25 | 950 | 122.60 | - | 35 | 25 | 264 |
| 25 Oct | 10206.10 | 827.4 | 82.40 | - | 108 | 45 | 239 |
| 24 Oct | 10302.50 | 745 | 164.45 | - | 127 | 60 | 194 |
| 23 Oct | 10586.75 | 580.55 | -79.20 | - | 129 | 26 | 135 |
| 22 Oct | 10368.35 | 659.75 | 44.05 | - | 90 | -2 | 108 |
| 21 Oct | 10500.50 | 615.7 | -304.30 | - | 136 | -11 | 111 |
| 18 Oct | 10063.95 | 920 | -1.00 | - | 56 | 5 | 121 |
| 17 Oct | 10119.45 | 921 | 772.45 | - | 380 | 57 | 116 |
| 16 Oct | 11616.95 | 148.55 | -14.80 | - | 62 | 32 | 57 |
| 15 Oct | 11521.50 | 163.35 | -439.60 | - | 42 | 14 | 14 |
| 14 Oct | 11899.30 | 602.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 602.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 602.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 11420.75 | 602.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 10987.75 | 602.95 | 602.95 | - | 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 11000 expiring on 28NOV2024
Delta for 11000 PE is -0.88
Historical price for 11000 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1516.4, which was 15.40 higher than the previous day. The implied volatity was 59.64, the open interest changed by 0 which decreased total open position to 444
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1501, which was 255.00 higher than the previous day. The implied volatity was 42.35, the open interest changed by -13 which decreased total open position to 445
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1246, which was 106.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 458
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1140, which was 45.00 higher than the previous day. The implied volatity was 48.82, the open interest changed by -12 which decreased total open position to 461
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 1095, which was -60.60 lower than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 474
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 1155.6, which was 145.10 higher than the previous day. The implied volatity was 39.91, the open interest changed by 0 which decreased total open position to 474
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1010.5, which was -45.40 lower than the previous day. The implied volatity was 39.20, the open interest changed by 3 which increased total open position to 473
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 1055.9, which was -384.10 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 471
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1440, which was 300.00 higher than the previous day. The implied volatity was 40.34, the open interest changed by -10 which decreased total open position to 479
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 1140, which was -12.45 lower than the previous day. The implied volatity was 38.44, the open interest changed by 1 which increased total open position to 488
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1152.45, which was 104.45 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 1048, which was -80.10 lower 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 1128.1, which was 178.10 higher 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 950, which was 122.60 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 827.4, which was 82.40 higher 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 745, which was 164.45 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 580.55, which was -79.20 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 659.75, which was 44.05 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 615.7, which was -304.30 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 920, which was -1.00 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 921, which was 772.45 higher 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 148.55, which was -14.80 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 163.35, which was -439.60 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 602.95, 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 602.95, 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 602.95, 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 602.95, 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 602.95, which was 602.95 higher 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
