BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 11800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 2.75 | -0.15 | - | 2 | 0 | 15 | |||
| 18 Dec | 8956.75 | 2.9 | -1.30 | - | 9 | -2 | 15 | |||
| 17 Dec | 8895.00 | 4.2 | 2.95 | - | 10 | -1 | 9 | |||
| 13 Dec | 9021.40 | 1.25 | 0.00 | - | 23 | -2 | 9 | |||
| 12 Dec | 8963.25 | 1.25 | 0.00 | - | 3 | 0 | 8 | |||
| 11 Dec | 9069.85 | 1.25 | -0.50 | 48.13 | 7 | 0 | 8 | |||
| 9 Dec | 9077.45 | 1.75 | 0.50 | 46.44 | 2 | 0 | 9 | |||
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| 6 Dec | 9099.90 | 1.25 | 0.40 | 41.05 | 1 | 0 | 8 | |||
| 29 Nov | 9033.65 | 0.85 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 28 Nov | 9013.50 | 0.85 | -1.25 | 34.09 | 6 | 3 | 5 | |||
| 27 Nov | 9190.35 | 2.1 | -1321.80 | 34.39 | 2 | 1 | 1 | |||
| 25 Nov | 9420.95 | 1323.9 | 0.00 | 16.91 | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1323.9 | 1323.90 | 14.99 | 0 | 0 | 0 | |||
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11876.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11832.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11889.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11774.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 11806.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 12157.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 12345.95 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 11800 expiring on 26DEC2024
Delta for 11800 CE is -
Historical price for 11800 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 15
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 4.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 9
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 9
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 48.13, the open interest changed by 0 which decreased total open position to 8
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 1.75, which was 0.50 higher than the previous day. The implied volatity was 46.44, the open interest changed by 0 which decreased total open position to 9
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1.25, which was 0.40 higher than the previous day. The implied volatity was 41.05, the open interest changed by 0 which decreased total open position to 8
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 0.85, which was -1.25 lower than the previous day. The implied volatity was 34.09, the open interest changed by 3 which increased total open position to 5
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 2.1, which was -1321.80 lower than the previous day. The implied volatity was 34.39, the open interest changed by 1 which increased total open position to 1
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1323.9, which was 0.00 lower than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 0
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 1323.9, which was 1323.90 higher than the previous day. The implied volatity was 14.99, the open interest changed by 0 which decreased total open position to 0
On 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11876.95. 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 Oct BAJAJ-AUTO was trading at 11832.00. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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 8 Oct BAJAJ-AUTO was trading at 11889.10. 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 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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 Oct BAJAJ-AUTO was trading at 11806.45. 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 1 Oct BAJAJ-AUTO was trading at 12157.45. 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 30 Sept BAJAJ-AUTO was trading at 12345.95. 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 26DEC2024 11800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 2785 | -7.45 | - | 8 | -6 | 62 |
| 18 Dec | 8956.75 | 2792.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 2792.45 | 39.70 | - | 1 | 0 | 68 |
| 13 Dec | 9021.40 | 2752.75 | 152.75 | - | 2 | 0 | 68 |
| 12 Dec | 8963.25 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 9033.65 | 2600 | -20.00 | - | 2 | 0 | 66 |
| 28 Nov | 9013.50 | 2620 | 109.35 | - | 15 | 11 | 62 |
| 27 Nov | 9190.35 | 2510.65 | 310.65 | 37.23 | 15 | 11 | 47 |
| 25 Nov | 9420.95 | 2200 | -40.00 | - | 14 | 34 | 34 |
| 22 Nov | 9481.65 | 2240 | 2240.00 | 33.56 | 22 | 18 | 18 |
| 16 Oct | 11616.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11889.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11774.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 11806.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 12157.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 12345.95 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11800 expiring on 26DEC2024
Delta for 11800 PE is -
Historical price for 11800 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2785, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 62
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2792.45, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2792.45, which was 39.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2752.75, which was 152.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 2600, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 2600, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 2600, 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 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 2600, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 2600, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 2620, which was 109.35 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 62
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 2510.65, which was 310.65 higher than the previous day. The implied volatity was 37.23, the open interest changed by 11 which increased total open position to 47
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 2200, which was -40.00 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 34
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 2240, which was 2240.00 higher than the previous day. The implied volatity was 33.56, the open interest changed by 18 which increased total open position to 18
On 16 Oct BAJAJ-AUTO was trading at 11616.95. 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 15 Oct BAJAJ-AUTO was trading at 11521.50. 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 14 Oct BAJAJ-AUTO was trading at 11899.30. 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 Oct BAJAJ-AUTO was trading at 11876.95. 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 Oct BAJAJ-AUTO was trading at 11832.00. 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 Oct BAJAJ-AUTO was trading at 11818.10. 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 8 Oct BAJAJ-AUTO was trading at 11889.10. 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 7 Oct BAJAJ-AUTO was trading at 11617.05. 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 Oct BAJAJ-AUTO was trading at 11774.40. 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 Oct BAJAJ-AUTO was trading at 11806.45. 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 1 Oct BAJAJ-AUTO was trading at 12157.45. 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 30 Sept BAJAJ-AUTO was trading at 12345.95. 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
