BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.73
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 4.35 | -0.65 | 43.34 | 832 | 41 | 2,163 | |||
| 13 Nov | 9452.15 | 5 | -0.75 | 43.40 | 2,038 | -100 | 2,150 | |||
| 12 Nov | 9678.70 | 5.75 | -2.10 | 38.50 | 1,457 | 38 | 2,251 | |||
| 11 Nov | 9919.35 | 7.85 | -0.65 | 34.41 | 948 | 97 | 2,213 | |||
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| 8 Nov | 9910.40 | 8.5 | -3.70 | 32.14 | 759 | -50 | 2,122 | |||
| 7 Nov | 9856.65 | 12.2 | -5.60 | 34.23 | 858 | 12 | 2,173 | |||
| 6 Nov | 10020.50 | 17.8 | -0.40 | 32.51 | 2,044 | 58 | 2,175 | |||
| 5 Nov | 9874.85 | 18.2 | 4.25 | 35.41 | 2,122 | -21 | 2,126 | |||
| 4 Nov | 9525.55 | 13.95 | -12.05 | 38.71 | 2,802 | 254 | 2,148 | |||
| 1 Nov | 9875.95 | 26 | -2.00 | 34.49 | 209 | 4 | 1,907 | |||
| 31 Oct | 9836.30 | 28 | -5.50 | - | 950 | 28 | 1,904 | |||
| 30 Oct | 9940.65 | 33.5 | 0.50 | - | 1,459 | -407 | 1,877 | |||
| 29 Oct | 9850.85 | 33 | -6.00 | - | 2,383 | 629 | 2,282 | |||
| 28 Oct | 10011.25 | 39 | -18.00 | - | 1,443 | -92 | 1,652 | |||
| 25 Oct | 10206.10 | 57 | -5.65 | - | 1,225 | 184 | 1,744 | |||
| 24 Oct | 10302.50 | 62.65 | -34.90 | - | 1,777 | 228 | 1,560 | |||
| 23 Oct | 10586.75 | 97.55 | 20.55 | - | 2,344 | 40 | 1,330 | |||
| 22 Oct | 10368.35 | 77 | -8.15 | - | 2,136 | -53 | 1,291 | |||
| 21 Oct | 10500.50 | 85.15 | 33.85 | - | 3,197 | -56 | 1,352 | |||
| 18 Oct | 10063.95 | 51.3 | -13.70 | - | 1,461 | 359 | 1,407 | |||
| 17 Oct | 10119.45 | 65 | -460.10 | - | 3,487 | 1,009 | 1,049 | |||
| 16 Oct | 11616.95 | 525.1 | 14.70 | - | 69 | 26 | 41 | |||
| 15 Oct | 11521.50 | 510.4 | -189.60 | - | 26 | 12 | 14 | |||
| 14 Oct | 11899.30 | 700 | 0.00 | - | 0 | 0 | 2 | |||
| 11 Oct | 11876.95 | 700 | 0.00 | - | 0 | 0 | 2 | |||
| 10 Oct | 11832.00 | 700 | 0.00 | - | 0 | 0 | 2 | |||
| 9 Oct | 11818.10 | 700 | -401.00 | - | 1 | 0 | 1 | |||
| 7 Oct | 11617.05 | 1101 | - | 0 | 0 | 1 | ||||
For Bajaj Auto Limited - strike price 11500 expiring on 28NOV2024
Delta for 11500 CE is 0.02
Historical price for 11500 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 4.35, which was -0.65 lower than the previous day. The implied volatity was 43.34, the open interest changed by 41 which increased total open position to 2163
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 43.40, the open interest changed by -100 which decreased total open position to 2150
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 5.75, which was -2.10 lower than the previous day. The implied volatity was 38.50, the open interest changed by 38 which increased total open position to 2251
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 7.85, which was -0.65 lower than the previous day. The implied volatity was 34.41, the open interest changed by 97 which increased total open position to 2213
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 8.5, which was -3.70 lower than the previous day. The implied volatity was 32.14, the open interest changed by -50 which decreased total open position to 2122
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 12.2, which was -5.60 lower than the previous day. The implied volatity was 34.23, the open interest changed by 12 which increased total open position to 2173
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 17.8, which was -0.40 lower than the previous day. The implied volatity was 32.51, the open interest changed by 58 which increased total open position to 2175
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 18.2, which was 4.25 higher than the previous day. The implied volatity was 35.41, the open interest changed by -21 which decreased total open position to 2126
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 13.95, which was -12.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 254 which increased total open position to 2148
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 26, which was -2.00 lower than the previous day. The implied volatity was 34.49, the open interest changed by 4 which increased total open position to 1907
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 28, which was -5.50 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 33.5, which was 0.50 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 33, which was -6.00 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 39, which was -18.00 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 57, which was -5.65 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 62.65, which was -34.90 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 97.55, which was 20.55 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 77, which was -8.15 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 85.15, which was 33.85 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 51.3, which was -13.70 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 65, which was -460.10 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 525.1, which was 14.70 higher 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 510.4, which was -189.60 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 700, 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 700, 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 700, 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 700, which was -401.00 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 1101, 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 11500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 3.03
Theta: -4.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 2000 | 73.45 | 67.76 | 2 | -1 | 187 |
| 13 Nov | 9452.15 | 1926.55 | 212.65 | - | 6 | -1 | 189 |
| 12 Nov | 9678.70 | 1713.9 | 233.90 | - | 5 | 3 | 189 |
| 11 Nov | 9919.35 | 1480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1480 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1480 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Nov | 10020.50 | 1480 | -160.00 | 46.01 | 1 | 0 | 187 |
| 5 Nov | 9874.85 | 1640 | -420.00 | 46.09 | 2 | 0 | 188 |
| 4 Nov | 9525.55 | 2060 | 449.00 | 72.46 | 44 | 11 | 189 |
| 1 Nov | 9875.95 | 1611 | 0.00 | 0.00 | 0 | 47 | 0 |
| 31 Oct | 9836.30 | 1611 | 101.00 | - | 53 | 43 | 174 |
| 30 Oct | 9940.65 | 1510 | -76.00 | - | 31 | 20 | 130 |
| 29 Oct | 9850.85 | 1586 | 256.00 | - | 31 | 8 | 107 |
| 28 Oct | 10011.25 | 1330 | -85.00 | - | 13 | 16 | 98 |
| 25 Oct | 10206.10 | 1415 | 272.15 | - | 20 | 7 | 82 |
| 24 Oct | 10302.50 | 1142.85 | 170.85 | - | 43 | 33 | 74 |
| 23 Oct | 10586.75 | 972 | -80.55 | - | 22 | 12 | 41 |
| 22 Oct | 10368.35 | 1052.55 | -147.45 | - | 6 | 2 | 27 |
| 21 Oct | 10500.50 | 1200 | -162.35 | - | 4 | 1 | 26 |
| 18 Oct | 10063.95 | 1362.35 | 112.35 | - | 1 | 0 | 25 |
| 17 Oct | 10119.45 | 1250 | 962.00 | - | 109 | 14 | 24 |
| 16 Oct | 11616.95 | 288 | 143.90 | - | 27 | 10 | 10 |
| 15 Oct | 11521.50 | 144.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 144.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 144.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 144.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 144.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 144.1 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11500 expiring on 28NOV2024
Delta for 11500 PE is -0.91
Historical price for 11500 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2000, which was 73.45 higher than the previous day. The implied volatity was 67.76, the open interest changed by -1 which decreased total open position to 187
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1926.55, which was 212.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 189
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1713.9, which was 233.90 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 189
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1480, 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 1480, 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 1480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1480, which was -160.00 lower than the previous day. The implied volatity was 46.01, the open interest changed by 0 which decreased total open position to 187
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 1640, which was -420.00 lower than the previous day. The implied volatity was 46.09, the open interest changed by 0 which decreased total open position to 188
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 2060, which was 449.00 higher than the previous day. The implied volatity was 72.46, the open interest changed by 11 which increased total open position to 189
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 1611, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 47 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1611, which was 101.00 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 1510, which was -76.00 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 1586, which was 256.00 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 1330, which was -85.00 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 1415, which was 272.15 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 1142.85, which was 170.85 higher 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 972, which was -80.55 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 1052.55, which was -147.45 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 1200, which was -162.35 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 1362.35, which was 112.35 higher 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 1250, which was 962.00 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 288, which was 143.90 higher 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 144.1, 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 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 144.1, 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 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 144.1, 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 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 144.1, 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 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 144.1, 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 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 144.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
