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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 11000 CE
Delta: 0.03
Vega: 1.09
Theta: -1.49
Gamma: 0.00
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
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
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