BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 11800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 4.95 | 0.00 | 0.00 | 0 | -9 | 0 | |||
| 13 Nov | 9452.15 | 4.95 | 0.75 | 48.26 | 21 | -9 | 280 | |||
| 12 Nov | 9678.70 | 4.2 | -1.45 | 41.54 | 24 | -15 | 292 | |||
| 11 Nov | 9919.35 | 5.65 | -1.05 | 37.49 | 102 | -41 | 305 | |||
| 8 Nov | 9910.40 | 6.7 | -1.60 | 35.46 | 152 | 18 | 348 | |||
| 7 Nov | 9856.65 | 8.3 | -3.70 | 36.68 | 112 | 32 | 330 | |||
| 6 Nov | 10020.50 | 12 | -0.80 | 34.81 | 44 | -6 | 298 | |||
| 5 Nov | 9874.85 | 12.8 | 2.15 | 37.67 | 272 | -17 | 304 | |||
| 4 Nov | 9525.55 | 10.65 | -9.35 | 41.20 | 342 | 40 | 321 | |||
| 1 Nov | 9875.95 | 20 | -1.35 | 37.11 | 11 | 2 | 278 | |||
| 31 Oct | 9836.30 | 21.35 | -5.75 | - | 53 | 12 | 276 | |||
| 30 Oct | 9940.65 | 27.1 | 1.80 | - | 101 | 12 | 268 | |||
| 29 Oct | 9850.85 | 25.3 | -2.10 | - | 236 | 21 | 256 | |||
| 28 Oct | 10011.25 | 27.4 | -12.60 | - | 225 | 105 | 234 | |||
| 25 Oct | 10206.10 | 40 | -3.00 | - | 52 | 3 | 129 | |||
| 24 Oct | 10302.50 | 43 | -28.45 | - | 90 | 37 | 125 | |||
| 23 Oct | 10586.75 | 71.45 | 20.45 | - | 267 | -31 | 86 | |||
| 22 Oct | 10368.35 | 51 | -4.45 | - | 137 | 29 | 116 | |||
| 21 Oct | 10500.50 | 55.45 | 19.45 | - | 89 | 38 | 88 | |||
| 18 Oct | 10063.95 | 36 | -11.00 | - | 21 | 5 | 49 | |||
| 17 Oct | 10119.45 | 47 | -266.20 | - | 78 | 43 | 43 | |||
| 16 Oct | 11616.95 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 11521.50 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 11899.30 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11876.95 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 11832.00 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 313.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 313.2 | 313.20 | - | 0 | 0 | 0 | |||
| 24 Sept | 12443.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 11800 expiring on 28NOV2024
Delta for 11800 CE is 0.00
Historical price for 11800 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 4.95, which was 0.75 higher than the previous day. The implied volatity was 48.26, the open interest changed by -9 which decreased total open position to 280
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 4.2, which was -1.45 lower than the previous day. The implied volatity was 41.54, the open interest changed by -15 which decreased total open position to 292
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 5.65, which was -1.05 lower than the previous day. The implied volatity was 37.49, the open interest changed by -41 which decreased total open position to 305
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 6.7, which was -1.60 lower than the previous day. The implied volatity was 35.46, the open interest changed by 18 which increased total open position to 348
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 8.3, which was -3.70 lower than the previous day. The implied volatity was 36.68, the open interest changed by 32 which increased total open position to 330
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 12, which was -0.80 lower than the previous day. The implied volatity was 34.81, the open interest changed by -6 which decreased total open position to 298
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 12.8, which was 2.15 higher than the previous day. The implied volatity was 37.67, the open interest changed by -17 which decreased total open position to 304
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 10.65, which was -9.35 lower than the previous day. The implied volatity was 41.20, the open interest changed by 40 which increased total open position to 321
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 20, which was -1.35 lower than the previous day. The implied volatity was 37.11, the open interest changed by 2 which increased total open position to 278
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 21.35, which was -5.75 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 27.1, which was 1.80 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 25.3, which was -2.10 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 27.4, which was -12.60 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 40, which was -3.00 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 43, which was -28.45 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 71.45, which was 20.45 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 51, which was -4.45 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 55.45, which was 19.45 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 36, which was -11.00 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 47, which was -266.20 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 313.2, 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 313.2, 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 313.2, 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 313.2, 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 313.2, 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 313.2, 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 313.2, which was 313.20 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 11800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1093.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 11832.00 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 1093.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 12443.65 | 1093.1 | 1093.10 | - | 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 11800 expiring on 28NOV2024
Delta for 11800 PE is -
Historical price for 11800 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1093.1, 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 0
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1093.1, 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 0
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1093.1, 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 0
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1093.1, 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 0
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 1093.1, 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 0
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 1093.1, 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 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1093.1, 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 1093.1, 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 0
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1093.1, 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 0
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 1093.1, 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 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1093.1, 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 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 1093.1, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 1093.1, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 1093.1, 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 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 1093.1, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 1093.1, 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 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 1093.1, 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 22 Oct BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 1093.1, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 1093.1, 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 18 Oct BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 1093.1, 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 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1093.1, 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 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 1093.1, 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 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 1093.1, 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 1093.1, 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 1093.1, 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 1093.1, 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 1093.1, 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 1093.1, 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 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 1093.1, which was 1093.10 higher 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
