BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 12200 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 9505.00 | 2 | 0.00 | - | 2 | -1 | 114 | |||
20 Nov | 9545.70 | 2 | 0.00 | - | 28 | -28 | 139 | |||
19 Nov | 9545.70 | 2 | -2.00 | - | 28 | -4 | 139 | |||
18 Nov | 9516.50 | 4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
14 Nov | 9482.95 | 4 | 0.00 | 0.00 | 0 | -3 | 0 | |||
13 Nov | 9452.15 | 4 | 0.90 | - | 19 | -3 | 143 | |||
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12 Nov | 9678.70 | 3.1 | -2.90 | 45.77 | 8 | -1 | 147 | |||
11 Nov | 9919.35 | 6 | -1.95 | 43.79 | 6 | 1 | 148 | |||
8 Nov | 9910.40 | 7.95 | 0.00 | 0.00 | 0 | -6 | 0 | |||
7 Nov | 9856.65 | 7.95 | -0.05 | 41.95 | 8 | -7 | 146 | |||
6 Nov | 10020.50 | 8 | -1.00 | 38.14 | 17 | 9 | 153 | |||
5 Nov | 9874.85 | 9 | 4.25 | 41.02 | 18 | 0 | 143 | |||
4 Nov | 9525.55 | 4.75 | -6.90 | 41.48 | 92 | -1 | 144 | |||
1 Nov | 9875.95 | 11.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
31 Oct | 9836.30 | 11.65 | -6.35 | - | 3 | 0 | 146 | |||
30 Oct | 9940.65 | 18 | 5.95 | - | 7 | -4 | 145 | |||
29 Oct | 9850.85 | 12.05 | -10.95 | - | 6 | -1 | 148 | |||
28 Oct | 10011.25 | 23 | 2.90 | - | 7 | 2 | 148 | |||
25 Oct | 10206.10 | 20.1 | -9.15 | - | 6 | -2 | 146 | |||
24 Oct | 10302.50 | 29.25 | -11.15 | - | 60 | 32 | 147 | |||
23 Oct | 10586.75 | 40.4 | 7.40 | - | 21 | -2 | 115 | |||
22 Oct | 10368.35 | 33 | -3.00 | - | 39 | 8 | 117 | |||
21 Oct | 10500.50 | 36 | 12.80 | - | 22 | 13 | 107 | |||
18 Oct | 10063.95 | 23.2 | -10.55 | - | 16 | 0 | 94 | |||
17 Oct | 10119.45 | 33.75 | -159.15 | - | 158 | 78 | 94 | |||
16 Oct | 11616.95 | 192.9 | -12.60 | - | 14 | 0 | 16 | |||
15 Oct | 11521.50 | 205.5 | -153.80 | - | 13 | 7 | 14 | |||
14 Oct | 11899.30 | 359.3 | 32.45 | - | 3 | 2 | 7 | |||
11 Oct | 11876.95 | 326.85 | -60.95 | - | 2 | 0 | 3 | |||
10 Oct | 11832.00 | 387.8 | 4.85 | - | 2 | 1 | 2 | |||
9 Oct | 11818.10 | 382.95 | 166.10 | - | 2 | 1 | 1 | |||
8 Oct | 11889.10 | 216.85 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 11617.05 | 216.85 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 11774.40 | 216.85 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 11806.45 | 216.85 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 12157.45 | 216.85 | 0.00 | - | 0 | 0 | 0 | |||
24 Sept | 12443.65 | 216.85 | 216.85 | - | 0 | 0 | 0 | |||
12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
11 Sept | 11420.75 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 12200 expiring on 28NOV2024
Delta for 12200 CE is -
Historical price for 12200 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 114
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 139
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 139
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 4, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 4, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 143
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 3.1, which was -2.90 lower than the previous day. The implied volatity was 45.77, the open interest changed by -1 which decreased total open position to 147
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 6, which was -1.95 lower than the previous day. The implied volatity was 43.79, the open interest changed by 1 which increased total open position to 148
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 7.95, which was -0.05 lower than the previous day. The implied volatity was 41.95, the open interest changed by -7 which decreased total open position to 146
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 38.14, the open interest changed by 9 which increased total open position to 153
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 9, which was 4.25 higher than the previous day. The implied volatity was 41.02, the open interest changed by 0 which decreased total open position to 143
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 4.75, which was -6.90 lower than the previous day. The implied volatity was 41.48, the open interest changed by -1 which decreased total open position to 144
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 11.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 11.65, which was -6.35 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 18, which was 5.95 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 12.05, which was -10.95 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, which was 2.90 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 20.1, which was -9.15 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 29.25, which was -11.15 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 40.4, which was 7.40 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 33, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 36, which was 12.80 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 23.2, which was -10.55 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 33.75, which was -159.15 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 192.9, 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 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 205.5, which was -153.80 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 359.3, which was 32.45 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 326.85, which was -60.95 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 387.8, which was 4.85 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 382.95, which was 166.10 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 216.85, 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 216.85, 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 216.85, 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 216.85, 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 216.85, 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 216.85, which was 216.85 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
BAJAJ-AUTO 28NOV2024 12200 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 |
21 Nov | 9505.00 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Nov | 9545.70 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Nov | 9545.70 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Nov | 9516.50 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 9482.95 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 9452.15 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
12 Nov | 9678.70 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Nov | 9919.35 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Nov | 9910.40 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 9856.65 | 2450 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Nov | 10020.50 | 2450 | 0.00 | 0.00 | 0 | 1 | 0 |
5 Nov | 9874.85 | 2450 | 250.00 | 80.28 | 1 | 0 | 27 |
4 Nov | 9525.55 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 9875.95 | 2200 | 0.00 | 0.00 | 0 | 1 | 0 |
31 Oct | 9836.30 | 2200 | 20.00 | - | 1 | 0 | 26 |
30 Oct | 9940.65 | 2180 | -120.00 | - | 9 | 6 | 23 |
29 Oct | 9850.85 | 2300 | 910.45 | - | 17 | 15 | 15 |
28 Oct | 10011.25 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 10206.10 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 10302.50 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 10586.75 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 10368.35 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 10500.50 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 10063.95 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 10119.45 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 11616.95 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 11521.50 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 11899.30 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 11876.95 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 11832.00 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 11818.10 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
8 Oct | 11889.10 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
7 Oct | 11617.05 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 11774.40 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 11806.45 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 12157.45 | 1389.55 | 0.00 | - | 0 | 0 | 0 |
24 Sept | 12443.65 | 1389.55 | 1389.55 | - | 0 | 0 | 0 |
12 Sept | 11723.50 | 0 | 0.00 | - | 0 | 0 | 0 |
11 Sept | 11420.75 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 12200 expiring on 28NOV2024
Delta for 12200 PE is 0.00
Historical price for 12200 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2450, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2450, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2450, 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 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2450, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2450, 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 2450, 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 2450, 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 2450, 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 2450, 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 2450, 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 2450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 2450, which was 250.00 higher than the previous day. The implied volatity was 80.28, the open interest changed by 0 which decreased total open position to 27
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 2200, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 2200, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 2200, which was 20.00 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 2180, which was -120.00 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 2300, which was 910.45 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, 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 1389.55, which was 1389.55 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to