BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
| 20 Dec | 8787.25 | 1.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 1.7 | -0.10 | - | 5 | 0 | 23 | |||
| 17 Dec | 8895.00 | 1.8 | -0.60 | - | 2 | -1 | 24 | |||
| 16 Dec | 8998.35 | 2.4 | -0.50 | - | 19 | 11 | 20 | |||
| 13 Dec | 9021.40 | 2.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 2.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 2.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 2.9 | 0.10 | 43.92 | 2 | 0 | 9 | |||
| 6 Dec | 9099.90 | 2.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 8891.95 | 2.8 | -0.80 | 41.86 | 3 | 0 | 8 | |||
| 4 Dec | 8999.15 | 3.6 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 9161.80 | 3.6 | 0.60 | 36.78 | 3 | 2 | 8 | |||
| 2 Dec | 9130.35 | 3 | -1.00 | 35.88 | 2 | 0 | 6 | |||
| 29 Nov | 9033.65 | 4 | 0.75 | 36.54 | 1 | 0 | 6 | |||
| 28 Nov | 9013.50 | 3.25 | 0.70 | 35.08 | 2 | 1 | 5 | |||
| 27 Nov | 9190.35 | 2.55 | -1612.60 | 30.77 | 3 | 0 | 1 | |||
| 25 Nov | 9420.95 | 1615.15 | 0.00 | 14.44 | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1615.15 | 1615.15 | 13.02 | 0 | 0 | 0 | |||
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 11876.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11832.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11889.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11774.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 11806.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 12157.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 12345.95 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 11400 expiring on 26DEC2024
Delta for 11400 CE is 0.00
Historical price for 11400 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1.7, 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 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1.7, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1.8, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 24
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 20
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2.9, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 2.9, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 2.9, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 2.9, which was 0.10 higher than the previous day. The implied volatity was 43.92, the open interest changed by 0 which decreased total open position to 9
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 41.86, the open interest changed by 0 which decreased total open position to 8
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 3.6, which was 0.60 higher than the previous day. The implied volatity was 36.78, the open interest changed by 2 which increased total open position to 8
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 35.88, the open interest changed by 0 which decreased total open position to 6
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 36.54, the open interest changed by 0 which decreased total open position to 6
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 3.25, which was 0.70 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 5
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 2.55, which was -1612.60 lower than the previous day. The implied volatity was 30.77, the open interest changed by 0 which decreased total open position to 1
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1615.15, which was 0.00 lower than the previous day. The implied volatity was 14.44, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 1615.15, which was 1615.15 higher than the previous day. The implied volatity was 13.02, the open interest changed by 0 which decreased total open position to 0
On 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11876.95. 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 Oct BAJAJ-AUTO was trading at 11832.00. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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 8 Oct BAJAJ-AUTO was trading at 11889.10. 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 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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 Oct BAJAJ-AUTO was trading at 11806.45. 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 1 Oct BAJAJ-AUTO was trading at 12157.45. 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 30 Sept BAJAJ-AUTO was trading at 12345.95. 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 26DEC2024 11400 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 |
| 20 Dec | 8787.25 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 2220.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 2220.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 8999.15 | 2220.9 | -29.10 | - | 1 | 0 | 10 |
| 3 Dec | 9161.80 | 2250 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 9130.35 | 2250 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 2250 | 0.00 | 0.00 | 0 | 5 | 0 |
| 28 Nov | 9013.50 | 2250 | 145.00 | - | 5 | 4 | 9 |
| 27 Nov | 9190.35 | 2105 | 600.00 | 23.43 | 4 | 3 | 4 |
| 25 Nov | 9420.95 | 1505 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 1505 | 1505.00 | 0.00 | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11889.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11774.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 11806.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 12157.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 12345.95 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11400 expiring on 26DEC2024
Delta for 11400 PE is 0.00
Historical price for 11400 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2220.9, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2220.9, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 2220.9, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 2220.9, 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 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 2220.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 2220.9, which was -29.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 2250, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 2250, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 2250, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 2250, which was 145.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 2105, which was 600.00 higher than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 4
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1505, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 1505, which was 1505.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11876.95. 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 Oct BAJAJ-AUTO was trading at 11832.00. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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 8 Oct BAJAJ-AUTO was trading at 11889.10. 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 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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 Oct BAJAJ-AUTO was trading at 11806.45. 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 1 Oct BAJAJ-AUTO was trading at 12157.45. 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 30 Sept BAJAJ-AUTO was trading at 12345.95. 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
