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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 12000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 1.05 -0.85 - 366 -133 1,799
20 Nov 9545.70 1.9 0.00 - 495 -151 1,933
19 Nov 9545.70 1.9 -0.40 - 495 -150 1,933
18 Nov 9516.50 2.3 -1.05 - 1,056 -602 2,084
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
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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -133 which decreased total open position to 1799


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -151 which decreased total open position to 1933


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1933


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -602 which decreased total open position to 2084


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 2498.15 198.15 - 12 -11 154
20 Nov 9545.70 2300 0.00 - 2 -2 166
19 Nov 9545.70 2300 -80.00 - 2 -1 166
18 Nov 9516.50 2380 -155.00 - 5 0 170
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 -

Historical price for 12000 PE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2498.15, which was 198.15 higher than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 154


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2300, 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 166


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2300, which was -80.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 166


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2380, which was -155.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 170


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