BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.93
Theta: -1.36
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 5.45 | -1.25 | 39.35 | 293 | 0 | 633 | |||
| 13 Nov | 9452.15 | 6.7 | -2.35 | 39.97 | 781 | -138 | 633 | |||
| 12 Nov | 9678.70 | 9.05 | -2.60 | 35.91 | 552 | 30 | 773 | |||
| 11 Nov | 9919.35 | 11.65 | -3.45 | 31.28 | 787 | -59 | 744 | |||
| 8 Nov | 9910.40 | 15.1 | -3.30 | 30.33 | 675 | 27 | 808 | |||
|
|
||||||||||
| 7 Nov | 9856.65 | 18.4 | -9.00 | 31.87 | 899 | 123 | 781 | |||
| 6 Nov | 10020.50 | 27.4 | -0.70 | 30.10 | 1,151 | -10 | 658 | |||
| 5 Nov | 9874.85 | 28.1 | 8.45 | 33.44 | 1,303 | 138 | 669 | |||
| 4 Nov | 9525.55 | 19.65 | -21.30 | 36.42 | 847 | 166 | 540 | |||
| 1 Nov | 9875.95 | 40.95 | -5.55 | 33.07 | 49 | 16 | 375 | |||
| 31 Oct | 9836.30 | 46.5 | -4.65 | - | 344 | 46 | 359 | |||
| 30 Oct | 9940.65 | 51.15 | 1.50 | - | 233 | 44 | 315 | |||
| 29 Oct | 9850.85 | 49.65 | -9.15 | - | 411 | -67 | 272 | |||
| 28 Oct | 10011.25 | 58.8 | -28.20 | - | 398 | 75 | 337 | |||
| 25 Oct | 10206.10 | 87 | -12.80 | - | 269 | 12 | 262 | |||
| 24 Oct | 10302.50 | 99.8 | -50.30 | - | 313 | 76 | 249 | |||
| 23 Oct | 10586.75 | 150.1 | 29.45 | - | 419 | 0 | 171 | |||
| 22 Oct | 10368.35 | 120.65 | -11.35 | - | 183 | 7 | 171 | |||
| 21 Oct | 10500.50 | 132 | 60.85 | - | 383 | -22 | 162 | |||
| 18 Oct | 10063.95 | 71.15 | -18.85 | - | 244 | 119 | 184 | |||
| 17 Oct | 10119.45 | 90 | -430.65 | - | 126 | 64 | 64 | |||
| 16 Oct | 11616.95 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 11723.50 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 11420.75 | 520.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 10987.75 | 520.65 | 520.65 | - | 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 11200 expiring on 28NOV2024
Delta for 11200 CE is 0.02
Historical price for 11200 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 5.45, which was -1.25 lower than the previous day. The implied volatity was 39.35, the open interest changed by 0 which decreased total open position to 633
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 6.7, which was -2.35 lower than the previous day. The implied volatity was 39.97, the open interest changed by -138 which decreased total open position to 633
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 9.05, which was -2.60 lower than the previous day. The implied volatity was 35.91, the open interest changed by 30 which increased total open position to 773
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 11.65, which was -3.45 lower than the previous day. The implied volatity was 31.28, the open interest changed by -59 which decreased total open position to 744
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 15.1, which was -3.30 lower than the previous day. The implied volatity was 30.33, the open interest changed by 27 which increased total open position to 808
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 18.4, which was -9.00 lower than the previous day. The implied volatity was 31.87, the open interest changed by 123 which increased total open position to 781
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 27.4, which was -0.70 lower than the previous day. The implied volatity was 30.10, the open interest changed by -10 which decreased total open position to 658
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 28.1, which was 8.45 higher than the previous day. The implied volatity was 33.44, the open interest changed by 138 which increased total open position to 669
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 19.65, which was -21.30 lower than the previous day. The implied volatity was 36.42, the open interest changed by 166 which increased total open position to 540
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 40.95, which was -5.55 lower than the previous day. The implied volatity was 33.07, the open interest changed by 16 which increased total open position to 375
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 46.5, which was -4.65 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 51.15, which was 1.50 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 49.65, which was -9.15 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 58.8, which was -28.20 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 87, which was -12.80 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 99.8, which was -50.30 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 150.1, which was 29.45 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 120.65, which was -11.35 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 132, which was 60.85 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 71.15, which was -18.85 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 90, which was -430.65 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 520.65, 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 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 520.65, 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 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 520.65, 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 520.65, 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 520.65, 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 520.65, 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 520.65, which was 520.65 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
| BAJAJ-AUTO 28NOV2024 11200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 1.92
Theta: -0.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 1669.25 | 370.25 | 48.31 | 3 | 0 | 6 |
| 13 Nov | 9452.15 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1299 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 1299 | 0.00 | 0.00 | 0 | 4 | 0 |
| 31 Oct | 9836.30 | 1299 | 64.00 | - | 4 | 3 | 5 |
| 30 Oct | 9940.65 | 1235 | 523.65 | - | 2 | 0 | 0 |
| 29 Oct | 9850.85 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 711.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 711.35 | 711.35 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 11420.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 10987.75 | 0 | 0.00 | - | 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 11200 expiring on 28NOV2024
Delta for 11200 PE is -0.95
Historical price for 11200 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1669.25, which was 370.25 higher than the previous day. The implied volatity was 48.31, the open interest changed by 0 which decreased total open position to 6
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1299, 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 1299, 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 1299, 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 1299, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 1299, 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 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1299, 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 1299, 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 1299, 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 1299, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1299, which was 64.00 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 1235, which was 523.65 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, 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 711.35, which was 711.35 higher 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 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 11 Sept BAJAJ-AUTO was trading at 11420.75. 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 10 Sept BAJAJ-AUTO was trading at 10987.75. 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 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
