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[--[65.84.65.76]--]
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 11300 CE
Delta: 0.02
Vega: 0.87
Theta: -1.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.02

Historical price for 11300 CE is as follows

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
Date Close Ltp Change IV Volume Change OI OI
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 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