BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 12000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | 3.35 | -0.70 | - | 514 | -1 | 2,686 | |||
| 13 Nov | 9452.15 | 4.05 | -0.25 | - | 657 | -282 | 2,687 | |||
| 12 Nov | 9678.70 | 4.3 | -0.55 | 44.74 | 1,005 | -87 | 2,968 | |||
| 11 Nov | 9919.35 | 4.85 | -1.15 | 39.72 | 1,051 | 46 | 3,052 | |||
| 8 Nov | 9910.40 | 6 | -1.25 | 37.75 | 809 | 50 | 3,008 | |||
| 7 Nov | 9856.65 | 7.25 | -3.05 | 38.76 | 1,437 | 61 | 2,959 | |||
| 6 Nov | 10020.50 | 10.3 | -0.10 | 36.84 | 1,446 | -22 | 2,896 | |||
| 5 Nov | 9874.85 | 10.4 | 1.70 | 39.20 | 1,647 | 8 | 2,918 | |||
| 4 Nov | 9525.55 | 8.7 | -6.60 | 42.58 | 1,945 | 165 | 2,911 | |||
| 1 Nov | 9875.95 | 15.3 | -4.15 | 38.04 | 463 | 27 | 2,746 | |||
| 31 Oct | 9836.30 | 19.45 | -0.60 | - | 1,002 | 66 | 2,720 | |||
| 30 Oct | 9940.65 | 20.05 | -1.45 | - | 769 | 98 | 2,648 | |||
| 29 Oct | 9850.85 | 21.5 | -2.00 | - | 1,547 | 239 | 2,550 | |||
| 28 Oct | 10011.25 | 23.5 | -6.50 | - | 909 | 83 | 2,312 | |||
| 25 Oct | 10206.10 | 30 | -4.70 | - | 1,260 | 54 | 2,229 | |||
| 24 Oct | 10302.50 | 34.7 | -17.60 | - | 1,291 | 361 | 2,173 | |||
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| 23 Oct | 10586.75 | 52.3 | 11.30 | - | 1,781 | 181 | 1,779 | |||
| 22 Oct | 10368.35 | 41 | -4.50 | - | 1,056 | 60 | 1,597 | |||
| 21 Oct | 10500.50 | 45.5 | 16.50 | - | 2,577 | 96 | 1,537 | |||
| 18 Oct | 10063.95 | 29 | -8.00 | - | 1,657 | 268 | 1,428 | |||
| 17 Oct | 10119.45 | 37 | -258.35 | - | 2,619 | 877 | 1,156 | |||
| 16 Oct | 11616.95 | 295.35 | 25.35 | - | 400 | 71 | 280 | |||
| 15 Oct | 11521.50 | 270 | -189.70 | - | 196 | 118 | 207 | |||
| 14 Oct | 11899.30 | 459.7 | 19.70 | - | 71 | 34 | 89 | |||
| 11 Oct | 11876.95 | 440 | -4.80 | - | 27 | 13 | 54 | |||
| 10 Oct | 11832.00 | 444.8 | 9.80 | - | 57 | 19 | 41 | |||
| 9 Oct | 11818.10 | 435 | 3.00 | - | 33 | 18 | 22 | |||
| 8 Oct | 11889.10 | 432 | 106.00 | - | 4 | 3 | 4 | |||
| 7 Oct | 11617.05 | 326 | 64.50 | - | 1 | 0 | 0 | |||
| 4 Oct | 11774.40 | 261.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 11806.45 | 261.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 12157.45 | 261.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 12443.65 | 261.5 | 261.50 | - | 0 | 0 | 0 | |||
| 12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 11420.75 | 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 12000 expiring on 28NOV2024
Delta for 12000 CE is -
Historical price for 12000 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 3.35, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2686
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 4.05, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -282 which decreased total open position to 2687
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 4.3, which was -0.55 lower than the previous day. The implied volatity was 44.74, the open interest changed by -87 which decreased total open position to 2968
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 4.85, which was -1.15 lower than the previous day. The implied volatity was 39.72, the open interest changed by 46 which increased total open position to 3052
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 6, which was -1.25 lower than the previous day. The implied volatity was 37.75, the open interest changed by 50 which increased total open position to 3008
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 7.25, which was -3.05 lower than the previous day. The implied volatity was 38.76, the open interest changed by 61 which increased total open position to 2959
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 10.3, which was -0.10 lower than the previous day. The implied volatity was 36.84, the open interest changed by -22 which decreased total open position to 2896
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 10.4, which was 1.70 higher than the previous day. The implied volatity was 39.20, the open interest changed by 8 which increased total open position to 2918
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 8.7, which was -6.60 lower than the previous day. The implied volatity was 42.58, the open interest changed by 165 which increased total open position to 2911
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 15.3, which was -4.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by 27 which increased total open position to 2746
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 19.45, which was -0.60 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 20.05, which was -1.45 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 21.5, which was -2.00 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 23.5, which was -6.50 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 30, which was -4.70 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 34.7, which was -17.60 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 52.3, which was 11.30 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 41, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 45.5, which was 16.50 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 29, which was -8.00 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 37, which was -258.35 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 295.35, which was 25.35 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 270, which was -189.70 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 459.7, which was 19.70 higher 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 440, which was -4.80 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 444.8, which was 9.80 higher 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 435, which was 3.00 higher 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 432, which was 106.00 higher 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 326, which was 64.50 higher 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 261.5, 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 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 261.5, 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 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 261.5, 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 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 261.5, which was 261.50 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 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 12000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 2535 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 2535 | 0.00 | 0.00 | 0 | -18 | 0 |
| 4 Nov | 9525.55 | 2535 | 430.00 | 79.15 | 42 | -17 | 171 |
| 1 Nov | 9875.95 | 2105 | 5.00 | 52.74 | 1 | 0 | 187 |
| 31 Oct | 9836.30 | 2100 | 109.00 | - | 28 | 26 | 185 |
| 30 Oct | 9940.65 | 1991 | -209.00 | - | 20 | 16 | 157 |
| 29 Oct | 9850.85 | 2200 | 400.00 | - | 23 | 21 | 140 |
| 28 Oct | 10011.25 | 1800 | 45.50 | - | 11 | 6 | 115 |
| 25 Oct | 10206.10 | 1754.5 | 169.50 | - | 25 | -1 | 109 |
| 24 Oct | 10302.50 | 1585 | 227.70 | - | 32 | 29 | 107 |
| 23 Oct | 10586.75 | 1357.3 | -162.70 | - | 12 | -6 | 79 |
| 22 Oct | 10368.35 | 1520 | -128.90 | - | 1 | 0 | 84 |
| 21 Oct | 10500.50 | 1648.9 | -219.75 | - | 12 | 5 | 84 |
| 18 Oct | 10063.95 | 1868.65 | 68.65 | - | 3 | 2 | 78 |
| 17 Oct | 10119.45 | 1800 | 1249.25 | - | 61 | 49 | 72 |
| 16 Oct | 11616.95 | 550.75 | -59.25 | - | 2 | 0 | 23 |
| 15 Oct | 11521.50 | 610 | 200.00 | - | 16 | 11 | 22 |
| 14 Oct | 11899.30 | 410 | -90.00 | - | 1 | 0 | 10 |
| 11 Oct | 11876.95 | 500 | 70.00 | - | 1 | 0 | 10 |
| 10 Oct | 11832.00 | 430 | -10.00 | - | 4 | 2 | 10 |
| 9 Oct | 11818.10 | 440 | 30.00 | - | 2 | 0 | 9 |
| 8 Oct | 11889.10 | 410 | -77.00 | - | 1 | 0 | 8 |
| 7 Oct | 11617.05 | 487 | 0.00 | - | 0 | -2 | 0 |
| 4 Oct | 11774.40 | 487 | 49.75 | - | 7 | -1 | 9 |
| 3 Oct | 11806.45 | 437.25 | 119.65 | - | 3 | 0 | 8 |
| 1 Oct | 12157.45 | 317.6 | -920.20 | - | 13 | 7 | 7 |
| 24 Sept | 12443.65 | 1237.8 | 1237.80 | - | 0 | 0 | 0 |
| 12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 11420.75 | 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 12000 expiring on 28NOV2024
Delta for 12000 PE is 0.00
Historical price for 12000 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2535, 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 2535, 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 2535, 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 2535, 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 2535, 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 2535, 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 2535, 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 2535, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 2535, which was 430.00 higher than the previous day. The implied volatity was 79.15, the open interest changed by -17 which decreased total open position to 171
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 2105, which was 5.00 higher than the previous day. The implied volatity was 52.74, the open interest changed by 0 which decreased total open position to 187
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 2100, which was 109.00 higher 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 1991, which was -209.00 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 2200, which was 400.00 higher 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 1800, which was 45.50 higher 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 1754.5, which was 169.50 higher 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 1585, which was 227.70 higher 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 1357.3, which was -162.70 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 1520, which was -128.90 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 1648.9, which was -219.75 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 1868.65, which was 68.65 higher 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 1800, which was 1249.25 higher 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 550.75, which was -59.25 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 610, which was 200.00 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 410, which was -90.00 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 500, which was 70.00 higher 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 430, which was -10.00 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 440, which was 30.00 higher 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 410, which was -77.00 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 487, 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 487, which was 49.75 higher 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 437.25, which was 119.65 higher 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 317.6, which was -920.20 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 1237.8, which was 1237.80 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 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
