BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.40
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 2.5 | -0.80 | 47.95 | 316 | 1 | 639 | |||
| 20 Nov | 9545.70 | 3.3 | 0.00 | 43.69 | 393 | 28 | 639 | |||
| 19 Nov | 9545.70 | 3.3 | -0.40 | 43.69 | 393 | 29 | 639 | |||
| 18 Nov | 9516.50 | 3.7 | -2.25 | 41.94 | 883 | 149 | 611 | |||
| 14 Nov | 9482.95 | 5.95 | -0.95 | 38.00 | 111 | -20 | 462 | |||
| 13 Nov | 9452.15 | 6.9 | -2.85 | 38.32 | 432 | -37 | 485 | |||
| 12 Nov | 9678.70 | 9.75 | -4.30 | 34.80 | 569 | 58 | 523 | |||
| 11 Nov | 9919.35 | 14.05 | -3.25 | 30.46 | 437 | -85 | 465 | |||
| 8 Nov | 9910.40 | 17.3 | -4.35 | 29.32 | 447 | -23 | 552 | |||
| 7 Nov | 9856.65 | 21.65 | -11.50 | 31.13 | 852 | 184 | 575 | |||
| 6 Nov | 10020.50 | 33.15 | 0.05 | 29.56 | 641 | 34 | 393 | |||
| 5 Nov | 9874.85 | 33.1 | 10.55 | 32.87 | 857 | -14 | 362 | |||
| 4 Nov | 9525.55 | 22.55 | -26.75 | 35.77 | 649 | 106 | 380 | |||
| 1 Nov | 9875.95 | 49.3 | -4.55 | 32.88 | 31 | 10 | 277 | |||
| 31 Oct | 9836.30 | 53.85 | -6.25 | - | 97 | 29 | 267 | |||
| 30 Oct | 9940.65 | 60.1 | 3.10 | - | 128 | 26 | 238 | |||
| 29 Oct | 9850.85 | 57 | -10.10 | - | 400 | 35 | 214 | |||
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| 28 Oct | 10011.25 | 67.1 | -31.90 | - | 235 | 86 | 180 | |||
| 25 Oct | 10206.10 | 99 | -17.40 | - | 106 | 23 | 94 | |||
| 24 Oct | 10302.50 | 116.4 | -63.75 | - | 80 | 29 | 67 | |||
| 23 Oct | 10586.75 | 180.15 | 41.90 | - | 49 | 16 | 38 | |||
| 22 Oct | 10368.35 | 138.25 | 9.15 | - | 58 | 18 | 22 | |||
| 21 Oct | 10500.50 | 129.1 | -1610.95 | - | 8 | 4 | 4 | |||
| 18 Oct | 10063.95 | 1740.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 1740.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11616.95 | 1740.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 1740.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 1740.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 1740.05 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 11100 expiring on 28NOV2024
Delta for 11100 CE is 0.01
Historical price for 11100 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2.5, which was -0.80 lower than the previous day. The implied volatity was 47.95, the open interest changed by 1 which increased total open position to 639
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 43.69, the open interest changed by 28 which increased total open position to 639
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 43.69, the open interest changed by 29 which increased total open position to 639
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 3.7, which was -2.25 lower than the previous day. The implied volatity was 41.94, the open interest changed by 149 which increased total open position to 611
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 5.95, which was -0.95 lower than the previous day. The implied volatity was 38.00, the open interest changed by -20 which decreased total open position to 462
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 6.9, which was -2.85 lower than the previous day. The implied volatity was 38.32, the open interest changed by -37 which decreased total open position to 485
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 9.75, which was -4.30 lower than the previous day. The implied volatity was 34.80, the open interest changed by 58 which increased total open position to 523
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 14.05, which was -3.25 lower than the previous day. The implied volatity was 30.46, the open interest changed by -85 which decreased total open position to 465
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 17.3, which was -4.35 lower than the previous day. The implied volatity was 29.32, the open interest changed by -23 which decreased total open position to 552
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 21.65, which was -11.50 lower than the previous day. The implied volatity was 31.13, the open interest changed by 184 which increased total open position to 575
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 33.15, which was 0.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by 34 which increased total open position to 393
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 33.1, which was 10.55 higher than the previous day. The implied volatity was 32.87, the open interest changed by -14 which decreased total open position to 362
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 22.55, which was -26.75 lower than the previous day. The implied volatity was 35.77, the open interest changed by 106 which increased total open position to 380
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 49.3, which was -4.55 lower than the previous day. The implied volatity was 32.88, the open interest changed by 10 which increased total open position to 277
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 53.85, which was -6.25 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 60.1, which was 3.10 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 57, which was -10.10 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 67.1, which was -31.90 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 99, which was -17.40 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 116.4, which was -63.75 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 180.15, which was 41.90 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 138.25, which was 9.15 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 129.1, which was -1610.95 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 1740.05, 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 1740.05, 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 1740.05, 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 1740.05, 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 1740.05, 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 1740.05, 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 11100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 79.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 79.4 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11100 expiring on 28NOV2024
Delta for 11100 PE is -
Historical price for 11100 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 79.4, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 79.4, 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 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 79.4, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 79.4, 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 79.4, 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 79.4, 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 79.4, 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 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 79.4, 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 22 Oct BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 79.4, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, 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 79.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
