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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 11800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 0.65 -0.85 - 25 -17 254
20 Nov 9545.70 1.5 0.00 - 29 -2 271
19 Nov 9545.70 1.5 -0.45 - 29 -2 271
18 Nov 9516.50 1.95 -3.00 - 10 -7 273
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
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 -

Historical price for 11800 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 254


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.5, 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 271


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 271


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1.95, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 273


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 1093.1 0.00 - 0 0 0
20 Nov 9545.70 1093.1 0.00 - 0 0 0
19 Nov 9545.70 1093.1 0.00 - 0 0 0
18 Nov 9516.50 1093.1 0.00 - 0 0 0
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 21 Nov BAJAJ-AUTO was trading at 9505.00. 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 0 which decreased total open position to 0


On 20 Nov BAJAJ-AUTO was trading at 9545.70. 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 19 Nov BAJAJ-AUTO was trading at 9545.70. 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 18 Nov BAJAJ-AUTO was trading at 9516.50. 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 0 which decreased total open position to 0


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