BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 2 | -0.45 | - | 204 | -15 | 425 | |||
| 20 Nov | 9545.70 | 2.45 | 0.00 | 48.28 | 702 | 229 | 441 | |||
| 19 Nov | 9545.70 | 2.45 | -1.05 | 48.28 | 702 | 230 | 441 | |||
| 18 Nov | 9516.50 | 3.5 | -0.90 | 47.80 | 34 | -17 | 211 | |||
| 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 | |||
| 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 | |||
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| 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 -
Historical price for 11400 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 425
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.45, which was 0.00 lower than the previous day. The implied volatity was 48.28, the open interest changed by 229 which increased total open position to 441
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.45, which was -1.05 lower than the previous day. The implied volatity was 48.28, the open interest changed by 230 which increased total open position to 441
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 3.5, which was -0.90 lower than the previous day. The implied volatity was 47.80, the open interest changed by -17 which decreased total open position to 211
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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 2000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 21 Nov BAJAJ-AUTO was trading at 9505.00. 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 20 Nov BAJAJ-AUTO was trading at 9545.70. 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 19 Nov BAJAJ-AUTO was trading at 9545.70. 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 18 Nov BAJAJ-AUTO was trading at 9516.50. 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 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
