BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.76
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 4.4 | -1.25 | 41.68 | 27 | -9 | 229 | |||
| 13 Nov | 9452.15 | 5.65 | -1.20 | 42.45 | 196 | -36 | 242 | |||
| 12 Nov | 9678.70 | 6.85 | -1.10 | 37.82 | 125 | -4 | 278 | |||
| 11 Nov | 9919.35 | 7.95 | -2.45 | 32.75 | 215 | 21 | 286 | |||
| 8 Nov | 9910.40 | 10.4 | -3.10 | 31.62 | 86 | -10 | 268 | |||
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| 7 Nov | 9856.65 | 13.5 | -6.70 | 33.34 | 411 | -139 | 278 | |||
| 6 Nov | 10020.50 | 20.2 | -1.05 | 31.63 | 788 | 62 | 419 | |||
| 5 Nov | 9874.85 | 21.25 | 1.30 | 34.85 | 464 | -59 | 355 | |||
| 4 Nov | 9525.55 | 19.95 | -12.10 | 39.78 | 559 | 82 | 413 | |||
| 1 Nov | 9875.95 | 32.05 | -2.95 | 34.49 | 33 | 5 | 334 | |||
| 31 Oct | 9836.30 | 35 | -5.00 | - | 245 | -45 | 332 | |||
| 30 Oct | 9940.65 | 40 | 1.60 | - | 529 | -10 | 376 | |||
| 29 Oct | 9850.85 | 38.4 | -5.60 | - | 502 | 213 | 380 | |||
| 28 Oct | 10011.25 | 44 | -22.00 | - | 188 | 19 | 167 | |||
| 25 Oct | 10206.10 | 66 | -6.55 | - | 118 | -1 | 148 | |||
| 24 Oct | 10302.50 | 72.55 | -43.90 | - | 123 | 17 | 147 | |||
| 23 Oct | 10586.75 | 116.45 | 34.50 | - | 124 | -27 | 131 | |||
| 22 Oct | 10368.35 | 81.95 | -16.05 | - | 123 | 20 | 156 | |||
| 21 Oct | 10500.50 | 98 | 39.05 | - | 282 | -74 | 134 | |||
| 18 Oct | 10063.95 | 58.95 | -11.05 | - | 234 | 114 | 207 | |||
| 17 Oct | 10119.45 | 70 | -372.45 | - | 215 | 93 | 93 | |||
| 16 Oct | 11616.95 | 442.45 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 442.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 442.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 442.45 | 442.45 | - | 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 11400 expiring on 28NOV2024
Delta for 11400 CE is 0.02
Historical price for 11400 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 4.4, which was -1.25 lower than the previous day. The implied volatity was 41.68, the open interest changed by -9 which decreased total open position to 229
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 5.65, which was -1.20 lower than the previous day. The implied volatity was 42.45, the open interest changed by -36 which decreased total open position to 242
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 6.85, which was -1.10 lower than the previous day. The implied volatity was 37.82, the open interest changed by -4 which decreased total open position to 278
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 7.95, which was -2.45 lower than the previous day. The implied volatity was 32.75, the open interest changed by 21 which increased total open position to 286
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 10.4, which was -3.10 lower than the previous day. The implied volatity was 31.62, the open interest changed by -10 which decreased total open position to 268
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 13.5, which was -6.70 lower than the previous day. The implied volatity was 33.34, the open interest changed by -139 which decreased total open position to 278
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 20.2, which was -1.05 lower than the previous day. The implied volatity was 31.63, the open interest changed by 62 which increased total open position to 419
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 21.25, which was 1.30 higher than the previous day. The implied volatity was 34.85, the open interest changed by -59 which decreased total open position to 355
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 19.95, which was -12.10 lower than the previous day. The implied volatity was 39.78, the open interest changed by 82 which increased total open position to 413
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 32.05, which was -2.95 lower than the previous day. The implied volatity was 34.49, the open interest changed by 5 which increased total open position to 334
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 35, which was -5.00 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 40, which was 1.60 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 38.4, which was -5.60 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 44, which was -22.00 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 66, which was -6.55 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 72.55, which was -43.90 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 116.45, which was 34.50 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 81.95, which was -16.05 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 98, which was 39.05 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 58.95, which was -11.05 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 70, which was -372.45 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 442.45, 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 442.45, 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 442.45, 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 442.45, which was 442.45 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
| BAJAJ-AUTO 28NOV2024 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 |
| 14 Nov | 9482.95 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 2000 | 357.85 | 75.96 | 8 | 0 | 20 |
| 1 Nov | 9875.95 | 1642.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 1642.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 1642.15 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 9850.85 | 1642.15 | 413.80 | - | 1 | 0 | 19 |
| 28 Oct | 10011.25 | 1228.35 | 51.65 | - | 9 | 8 | 19 |
| 25 Oct | 10206.10 | 1176.7 | 111.60 | - | 6 | 2 | 11 |
| 24 Oct | 10302.50 | 1065.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 1065.1 | 0.00 | - | 0 | 1 | 0 |
| 22 Oct | 10368.35 | 1065.1 | -5.90 | - | 2 | 1 | 9 |
| 21 Oct | 10500.50 | 1071 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 1071 | 0.00 | - | 0 | -1 | 0 |
| 17 Oct | 10119.45 | 1071 | 771.00 | - | 2 | -1 | 8 |
| 16 Oct | 11616.95 | 300 | 0.00 | - | 0 | 9 | 0 |
| 15 Oct | 11521.50 | 300 | -529.55 | - | 21 | 11 | 11 |
| 14 Oct | 11899.30 | 829.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 829.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 829.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 11420.75 | 829.55 | 829.55 | - | 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 11400 expiring on 28NOV2024
Delta for 11400 PE is 0.00
Historical price for 11400 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2000, 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 2000, 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 2000, 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 2000, 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 2000, 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 2000, 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 2000, 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 2000, 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 2000, which was 357.85 higher than the previous day. The implied volatity was 75.96, the open interest changed by 0 which decreased total open position to 20
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 1642.15, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1642.15, 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 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 1642.15, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 1642.15, which was 413.80 higher 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 1228.35, which was 51.65 higher 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 1176.7, which was 111.60 higher 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 1065.1, 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 1065.1, 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 1065.1, which was -5.90 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 1071, 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 1071, 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 1071, which was 771.00 higher 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 300, 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 300, which was -529.55 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 829.55, 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 829.55, 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 829.55, 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 829.55, which was 829.55 higher 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
