BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.54
Theta: -0.89
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 3.05 | 0.00 | 44.69 | 1 | 0 | 81 | |||
| 13 Nov | 9452.15 | 3.05 | -1.70 | 43.75 | 3 | -2 | 82 | |||
| 12 Nov | 9678.70 | 4.75 | -3.10 | 40.95 | 16 | -9 | 85 | |||
| 11 Nov | 9919.35 | 7.85 | 0.00 | 37.78 | 8 | -7 | 95 | |||
| 8 Nov | 9910.40 | 7.85 | -0.50 | 34.83 | 11 | 1 | 102 | |||
| 7 Nov | 9856.65 | 8.35 | -4.15 | 35.11 | 4 | 0 | 101 | |||
| 6 Nov | 10020.50 | 12.5 | -1.80 | 33.52 | 81 | -8 | 102 | |||
| 5 Nov | 9874.85 | 14.3 | 0.95 | 36.90 | 18 | -1 | 111 | |||
| 4 Nov | 9525.55 | 13.35 | -11.25 | 41.34 | 50 | 19 | 110 | |||
| 1 Nov | 9875.95 | 24.6 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 31 Oct | 9836.30 | 24.6 | -2.90 | - | 30 | 3 | 89 | |||
| 30 Oct | 9940.65 | 27.5 | 0.00 | - | 23 | -1 | 86 | |||
| 29 Oct | 9850.85 | 27.5 | -7.30 | - | 22 | 0 | 88 | |||
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| 28 Oct | 10011.25 | 34.8 | -7.15 | - | 44 | 27 | 87 | |||
| 25 Oct | 10206.10 | 41.95 | -10.30 | - | 14 | -5 | 60 | |||
| 24 Oct | 10302.50 | 52.25 | -24.35 | - | 15 | 4 | 64 | |||
| 23 Oct | 10586.75 | 76.6 | 20.60 | - | 47 | 2 | 59 | |||
| 22 Oct | 10368.35 | 56 | -9.50 | - | 50 | 5 | 57 | |||
| 21 Oct | 10500.50 | 65.5 | 12.50 | - | 52 | 5 | 52 | |||
| 18 Oct | 10063.95 | 53 | 0.00 | - | 0 | 44 | 0 | |||
| 17 Oct | 10119.45 | 53 | -380.00 | - | 84 | 42 | 45 | |||
| 16 Oct | 11616.95 | 433 | -823.40 | - | 4 | 3 | 3 | |||
| 15 Oct | 11521.50 | 1256.4 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 1256.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11876.95 | 1256.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11832.00 | 1256.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 1256.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 1256.4 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 11700 expiring on 28NOV2024
Delta for 11700 CE is 0.01
Historical price for 11700 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 44.69, the open interest changed by 0 which decreased total open position to 81
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 3.05, which was -1.70 lower than the previous day. The implied volatity was 43.75, the open interest changed by -2 which decreased total open position to 82
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 4.75, which was -3.10 lower than the previous day. The implied volatity was 40.95, the open interest changed by -9 which decreased total open position to 85
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 37.78, the open interest changed by -7 which decreased total open position to 95
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 7.85, which was -0.50 lower than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 102
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 8.35, which was -4.15 lower than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 101
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 12.5, which was -1.80 lower than the previous day. The implied volatity was 33.52, the open interest changed by -8 which decreased total open position to 102
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 14.3, which was 0.95 higher than the previous day. The implied volatity was 36.90, the open interest changed by -1 which decreased total open position to 111
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 13.35, which was -11.25 lower than the previous day. The implied volatity was 41.34, the open interest changed by 19 which increased total open position to 110
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 24.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 24.6, which was -2.90 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 27.5, 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 27.5, which was -7.30 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 34.8, which was -7.15 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 41.95, which was -10.30 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 52.25, which was -24.35 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 76.6, which was 20.60 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 56, which was -9.50 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 65.5, which was 12.50 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 53, 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 53, which was -380.00 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 433, which was -823.40 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 1256.4, 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 1256.4, 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 1256.4, 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 1256.4, 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 1256.4, 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 1256.4, 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 11700 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 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 400 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 400 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 400 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 400 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 400 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 400 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 400 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 400 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 400 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 400 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 400 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 400 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 400 | 211.75 | - | 2 | 1 | 1 |
| 14 Oct | 11899.30 | 188.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 188.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 188.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 188.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 188.25 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11700 expiring on 28NOV2024
Delta for 11700 PE is 0.00
Historical price for 11700 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, 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 400, which was 211.75 higher 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 188.25, 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 188.25, 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 188.25, 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 188.25, 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 188.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
