BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.36
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 2.35 | -0.50 | 52.34 | 36 | -19 | 234 | |||
| 20 Nov | 9545.70 | 2.85 | 0.00 | 47.12 | 119 | -7 | 253 | |||
| 19 Nov | 9545.70 | 2.85 | -0.55 | 47.12 | 119 | -7 | 253 | |||
| 18 Nov | 9516.50 | 3.4 | -1.75 | 45.25 | 139 | -74 | 261 | |||
| 14 Nov | 9482.95 | 5.15 | -1.15 | 40.84 | 53 | -14 | 337 | |||
| 13 Nov | 9452.15 | 6.3 | -2.60 | 41.38 | 220 | -4 | 351 | |||
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| 12 Nov | 9678.70 | 8.9 | -1.60 | 37.95 | 113 | -16 | 355 | |||
| 11 Nov | 9919.35 | 10.5 | -2.40 | 32.54 | 565 | -28 | 370 | |||
| 8 Nov | 9910.40 | 12.9 | -2.80 | 31.16 | 409 | -44 | 402 | |||
| 7 Nov | 9856.65 | 15.7 | -8.10 | 32.60 | 690 | 79 | 452 | |||
| 6 Nov | 10020.50 | 23.8 | -0.65 | 30.97 | 612 | 17 | 390 | |||
| 5 Nov | 9874.85 | 24.45 | 6.60 | 34.17 | 678 | 82 | 377 | |||
| 4 Nov | 9525.55 | 17.85 | -20.05 | 37.35 | 606 | 80 | 296 | |||
| 1 Nov | 9875.95 | 37.9 | -2.30 | 34.18 | 50 | 16 | 215 | |||
| 31 Oct | 9836.30 | 40.2 | -4.45 | - | 215 | 43 | 200 | |||
| 30 Oct | 9940.65 | 44.65 | 0.95 | - | 208 | 30 | 157 | |||
| 29 Oct | 9850.85 | 43.7 | -6.95 | - | 200 | 33 | 127 | |||
| 28 Oct | 10011.25 | 50.65 | -25.35 | - | 143 | 0 | 94 | |||
| 25 Oct | 10206.10 | 76 | -8.50 | - | 151 | -6 | 94 | |||
| 24 Oct | 10302.50 | 84.5 | -37.70 | - | 113 | 23 | 99 | |||
| 23 Oct | 10586.75 | 122.2 | 15.60 | - | 103 | 37 | 77 | |||
| 22 Oct | 10368.35 | 106.6 | -8.95 | - | 34 | 13 | 40 | |||
| 21 Oct | 10500.50 | 115.55 | 57.55 | - | 71 | 20 | 28 | |||
| 18 Oct | 10063.95 | 58 | -1513.30 | - | 11 | 6 | 6 | |||
| 17 Oct | 10119.45 | 1571.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 11616.95 | 1571.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 1571.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 1571.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 1571.3 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 11300 expiring on 28NOV2024
Delta for 11300 CE is 0.01
Historical price for 11300 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 52.34, the open interest changed by -19 which decreased total open position to 234
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 47.12, the open interest changed by -7 which decreased total open position to 253
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 47.12, the open interest changed by -7 which decreased total open position to 253
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 3.4, which was -1.75 lower than the previous day. The implied volatity was 45.25, the open interest changed by -74 which decreased total open position to 261
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 40.84, the open interest changed by -14 which decreased total open position to 337
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 6.3, which was -2.60 lower than the previous day. The implied volatity was 41.38, the open interest changed by -4 which decreased total open position to 351
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 8.9, which was -1.60 lower than the previous day. The implied volatity was 37.95, the open interest changed by -16 which decreased total open position to 355
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 10.5, which was -2.40 lower than the previous day. The implied volatity was 32.54, the open interest changed by -28 which decreased total open position to 370
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 12.9, which was -2.80 lower than the previous day. The implied volatity was 31.16, the open interest changed by -44 which decreased total open position to 402
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 15.7, which was -8.10 lower than the previous day. The implied volatity was 32.60, the open interest changed by 79 which increased total open position to 452
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 23.8, which was -0.65 lower than the previous day. The implied volatity was 30.97, the open interest changed by 17 which increased total open position to 390
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 24.45, which was 6.60 higher than the previous day. The implied volatity was 34.17, the open interest changed by 82 which increased total open position to 377
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 17.85, which was -20.05 lower than the previous day. The implied volatity was 37.35, the open interest changed by 80 which increased total open position to 296
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 37.9, which was -2.30 lower than the previous day. The implied volatity was 34.18, the open interest changed by 16 which increased total open position to 215
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 40.2, which was -4.45 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 44.65, which was 0.95 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 43.7, which was -6.95 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 50.65, which was -25.35 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 76, which was -8.50 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 84.5, which was -37.70 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 122.2, which was 15.60 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 106.6, which was -8.95 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 115.55, which was 57.55 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 58, which was -1513.30 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 1571.3, 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 1571.3, 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 1571.3, 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 1571.3, 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 1571.3, 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 11300 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 |
| 21 Nov | 9505.00 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1440 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 1440 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 9836.30 | 1440 | 107.00 | - | 5 | 4 | 7 |
| 30 Oct | 9940.65 | 1333 | 1224.85 | - | 3 | 2 | 2 |
| 29 Oct | 9850.85 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 108.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 108.15 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11300 expiring on 28NOV2024
Delta for 11300 PE is 0.00
Historical price for 11300 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1440, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1440, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1440, 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 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1440, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1440, 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 1440, 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 1440, 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 1440, 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 1440, 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 1440, 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 1440, 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 1440, 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 1440, 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 1440, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1440, which was 107.00 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 1333, which was 1224.85 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, 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 108.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
