`
[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 11500 CE
Delta: 0.02
Vega: 0.73
Theta: -1.17
Gamma: 0.00
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
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
Delta: -0.91
Vega: 3.03
Theta: -4.41
Gamma: 0.00
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