BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.72
Theta: -1.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 4.45 | -0.60 | 45.19 | 19 | 1 | 284 | |||
| 13 Nov | 9452.15 | 5.05 | -0.95 | 45.13 | 319 | -5 | 284 | |||
| 12 Nov | 9678.70 | 6 | -1.25 | 40.41 | 63 | 3 | 289 | |||
| 11 Nov | 9919.35 | 7.25 | -1.35 | 35.65 | 140 | 10 | 284 | |||
| 8 Nov | 9910.40 | 8.6 | -2.05 | 33.79 | 68 | -9 | 280 | |||
| 7 Nov | 9856.65 | 10.65 | -5.35 | 35.12 | 159 | 45 | 288 | |||
| 6 Nov | 10020.50 | 16 | 0.95 | 33.47 | 323 | 14 | 261 | |||
| 5 Nov | 9874.85 | 15.05 | 1.30 | 35.70 | 177 | 11 | 247 | |||
| 4 Nov | 9525.55 | 13.75 | -10.75 | 40.09 | 63 | 17 | 236 | |||
| 1 Nov | 9875.95 | 24.5 | -3.45 | 35.61 | 15 | 1 | 219 | |||
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| 31 Oct | 9836.30 | 27.95 | -0.80 | - | 46 | 10 | 217 | |||
| 30 Oct | 9940.65 | 28.75 | 0.00 | - | 0 | 13 | 0 | |||
| 29 Oct | 9850.85 | 28.75 | -4.50 | - | 65 | 16 | 210 | |||
| 28 Oct | 10011.25 | 33.25 | -19.75 | - | 23 | 5 | 193 | |||
| 25 Oct | 10206.10 | 53 | -1.35 | - | 94 | -46 | 188 | |||
| 24 Oct | 10302.50 | 54.35 | -29.55 | - | 164 | 65 | 235 | |||
| 23 Oct | 10586.75 | 83.9 | 18.40 | - | 150 | 70 | 175 | |||
| 22 Oct | 10368.35 | 65.5 | -11.20 | - | 172 | 18 | 104 | |||
| 21 Oct | 10500.50 | 76.7 | 31.70 | - | 79 | 12 | 85 | |||
| 18 Oct | 10063.95 | 45 | -17.25 | - | 33 | 10 | 73 | |||
| 17 Oct | 10119.45 | 62.25 | -422.75 | - | 151 | 47 | 62 | |||
| 16 Oct | 11616.95 | 485 | 111.55 | - | 27 | 16 | 16 | |||
| 15 Oct | 11521.50 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11876.95 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11832.00 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 373.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 373.45 | 373.45 | - | 0 | 0 | 0 | |||
| 24 Sept | 12443.65 | 0 | 0.00 | - | 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 11600 expiring on 28NOV2024
Delta for 11600 CE is 0.02
Historical price for 11600 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 4.45, which was -0.60 lower than the previous day. The implied volatity was 45.19, the open interest changed by 1 which increased total open position to 284
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 45.13, the open interest changed by -5 which decreased total open position to 284
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 6, which was -1.25 lower than the previous day. The implied volatity was 40.41, the open interest changed by 3 which increased total open position to 289
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 7.25, which was -1.35 lower than the previous day. The implied volatity was 35.65, the open interest changed by 10 which increased total open position to 284
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 8.6, which was -2.05 lower than the previous day. The implied volatity was 33.79, the open interest changed by -9 which decreased total open position to 280
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 10.65, which was -5.35 lower than the previous day. The implied volatity was 35.12, the open interest changed by 45 which increased total open position to 288
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 16, which was 0.95 higher than the previous day. The implied volatity was 33.47, the open interest changed by 14 which increased total open position to 261
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 15.05, which was 1.30 higher than the previous day. The implied volatity was 35.70, the open interest changed by 11 which increased total open position to 247
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 13.75, which was -10.75 lower than the previous day. The implied volatity was 40.09, the open interest changed by 17 which increased total open position to 236
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 24.5, which was -3.45 lower than the previous day. The implied volatity was 35.61, the open interest changed by 1 which increased total open position to 219
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 27.95, which was -0.80 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 28.75, 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 28.75, which was -4.50 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 33.25, which was -19.75 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 53, which was -1.35 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 54.35, which was -29.55 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 83.9, which was 18.40 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 65.5, which was -11.20 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 76.7, which was 31.70 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 45, which was -17.25 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 62.25, which was -422.75 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 485, which was 111.55 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 373.45, 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 373.45, 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 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 373.45, 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 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 373.45, 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 373.45, 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 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 373.45, which was 373.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BAJAJ-AUTO was trading at 12443.65. 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 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 11600 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 | 1577.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1577.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1577.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1577.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1577.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1577.7 | 0.00 | 0.00 | 0 | 4 | 0 |
| 6 Nov | 10020.50 | 1577.7 | 1262.65 | 47.74 | 4 | 0 | 2 |
| 5 Nov | 9874.85 | 315.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 315.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 315.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 315.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 315.05 | 0.00 | - | 0 | 2 | 0 |
| 16 Oct | 11616.95 | 315.05 | -641.95 | - | 3 | 2 | 2 |
| 15 Oct | 11521.50 | 957 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 957 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 957 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 957 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 957 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 957 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 12443.65 | 957 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 957 | 957.00 | - | 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 11600 expiring on 28NOV2024
Delta for 11600 PE is 0.00
Historical price for 11600 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1577.7, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1577.7, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1577.7, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1577.7, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 1577.7, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 1577.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1577.7, which was 1262.65 higher than the previous day. The implied volatity was 47.74, the open interest changed by 0 which decreased total open position to 2
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 315.05, 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 315.05, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 315.05, 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 315.05, 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 315.05, 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 315.05, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 315.05, 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 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 315.05, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 315.05, 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 315.05, 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 315.05, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 315.05, 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 315.05, 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 315.05, 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 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 315.05, which was -641.95 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 957, 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 957, 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 957, 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 957, 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 957, 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 957, 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 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 957, 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 957, which was 957.00 higher 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
