BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 12400 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 | 1 | 0.00 | - | 1 | 0 | 86 | |||
| 20 Nov | 9545.70 | 1 | 0.00 | - | 1 | -1 | 87 | |||
| 19 Nov | 9545.70 | 1 | 0.00 | - | 1 | 0 | 87 | |||
| 18 Nov | 9516.50 | 1 | -1.35 | - | 5 | -1 | 87 | |||
| 14 Nov | 9482.95 | 2.35 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Nov | 9452.15 | 2.35 | -1.45 | - | 2 | -1 | 88 | |||
| 12 Nov | 9678.70 | 3.8 | -0.40 | - | 6 | 1 | 95 | |||
| 11 Nov | 9919.35 | 4.2 | -0.15 | 44.47 | 7 | -3 | 97 | |||
| 8 Nov | 9910.40 | 4.35 | -2.55 | 41.34 | 4 | 0 | 100 | |||
| 7 Nov | 9856.65 | 6.9 | -1.90 | 43.54 | 2 | 0 | 100 | |||
| 6 Nov | 10020.50 | 8.8 | -0.15 | 41.41 | 5 | 1 | 100 | |||
| 5 Nov | 9874.85 | 8.95 | 2.95 | 43.62 | 13 | 2 | 99 | |||
| 4 Nov | 9525.55 | 6 | -5.15 | 45.26 | 73 | 8 | 91 | |||
| 1 Nov | 9875.95 | 11.15 | 0.00 | 41.11 | 2 | 0 | 83 | |||
| 31 Oct | 9836.30 | 11.15 | -11.85 | - | 171 | -81 | 83 | |||
| 30 Oct | 9940.65 | 23 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 23 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 23 | 0.00 | - | 0 | -7 | 0 | |||
| 25 Oct | 10206.10 | 23 | -4.65 | - | 7 | -3 | 168 | |||
| 24 Oct | 10302.50 | 27.65 | -8.05 | - | 7 | -6 | 172 | |||
| 23 Oct | 10586.75 | 35.7 | 10.70 | - | 71 | 65 | 178 | |||
| 22 Oct | 10368.35 | 25 | -1.40 | - | 15 | 3 | 113 | |||
| 21 Oct | 10500.50 | 26.4 | -3.60 | - | 160 | 95 | 110 | |||
| 18 Oct | 10063.95 | 30 | 0.00 | - | 5 | 0 | 15 | |||
| 17 Oct | 10119.45 | 30 | -130.00 | - | 18 | 5 | 15 | |||
| 16 Oct | 11616.95 | 160 | -0.65 | - | 1 | 0 | 9 | |||
| 15 Oct | 11521.50 | 160.65 | -101.35 | - | 1 | 0 | 9 | |||
| 14 Oct | 11899.30 | 262 | 17.30 | - | 3 | 2 | 9 | |||
| 11 Oct | 11876.95 | 244.7 | -61.30 | - | 1 | 0 | 6 | |||
| 9 Oct | 11818.10 | 306 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 11889.10 | 306 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 11617.05 | 306 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 11774.40 | 306 | 36.00 | - | 4 | -1 | 5 | |||
| 3 Oct | 11806.45 | 270 | -170.40 | - | 3 | 0 | 5 | |||
| 1 Oct | 12157.45 | 440.4 | 262.25 | - | 8 | 6 | 6 | |||
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| 24 Sept | 12443.65 | 178.15 | 178.15 | - | 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 12400 expiring on 28NOV2024
Delta for 12400 CE is -
Historical price for 12400 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 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 86
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1, 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 87
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 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 87
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 87
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2.35, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 88
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 95
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 4.2, which was -0.15 lower than the previous day. The implied volatity was 44.47, the open interest changed by -3 which decreased total open position to 97
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 4.35, which was -2.55 lower than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 100
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 6.9, which was -1.90 lower than the previous day. The implied volatity was 43.54, the open interest changed by 0 which decreased total open position to 100
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 8.8, which was -0.15 lower than the previous day. The implied volatity was 41.41, the open interest changed by 1 which increased total open position to 100
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 8.95, which was 2.95 higher than the previous day. The implied volatity was 43.62, the open interest changed by 2 which increased total open position to 99
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 6, which was -5.15 lower than the previous day. The implied volatity was 45.26, the open interest changed by 8 which increased total open position to 91
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 11.15, which was 0.00 lower than the previous day. The implied volatity was 41.11, the open interest changed by 0 which decreased total open position to 83
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 11.15, which was -11.85 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 23, 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 23, 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 23, 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 23, which was -4.65 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 27.65, which was -8.05 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 35.7, which was 10.70 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 25, which was -1.40 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 26.4, which was -3.60 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 30, 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 30, which was -130.00 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 160, which was -0.65 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 160.65, which was -101.35 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 262, which was 17.30 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 244.7, which was -61.30 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 306, 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 306, 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 306, 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 306, which was 36.00 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 270, which was -170.40 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 440.4, which was 262.25 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 178.15, which was 178.15 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 12400 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 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1547.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11889.10 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11774.40 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 11806.45 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 12157.45 | 1547.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 12443.65 | 1547.3 | 1547.30 | - | 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 12400 expiring on 28NOV2024
Delta for 12400 PE is 0.00
Historical price for 12400 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, 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 1547.3, which was 1547.30 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
