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

9505 -40.70 (-0.43%)

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Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 11600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 1.95 -0.05 - 112 -46 222
20 Nov 9545.70 2 0.00 - 296 -6 274
19 Nov 9545.70 2 -0.55 - 296 0 274
18 Nov 9516.50 2.55 -1.90 - 19 -7 275
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
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 -

Historical price for 11600 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -46 which decreased total open position to 222


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 274


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 274


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2.55, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 275


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
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 1577.7 0.00 0.00 0 0 0
20 Nov 9545.70 1577.7 0.00 0.00 0 0 0
19 Nov 9545.70 1577.7 0.00 0.00 0 0 0
18 Nov 9516.50 1577.7 0.00 0.00 0 0 0
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 21 Nov BAJAJ-AUTO was trading at 9505.00. 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 20 Nov BAJAJ-AUTO was trading at 9545.70. 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 19 Nov BAJAJ-AUTO was trading at 9545.70. 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 18 Nov BAJAJ-AUTO was trading at 9516.50. 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 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