BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 12500 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 | -0.55 | - | 126 | -64 | 305 | |||
| 20 Nov | 9545.70 | 1.55 | 0.00 | - | 106 | -98 | 375 | |||
| 19 Nov | 9545.70 | 1.55 | -0.10 | - | 106 | -92 | 375 | |||
| 18 Nov | 9516.50 | 1.65 | -1.05 | - | 22 | -13 | 468 | |||
| 14 Nov | 9482.95 | 2.7 | -0.20 | - | 7 | -1 | 481 | |||
| 13 Nov | 9452.15 | 2.9 | 0.00 | - | 51 | -30 | 482 | |||
| 12 Nov | 9678.70 | 2.9 | -0.10 | 49.82 | 28 | -8 | 511 | |||
| 11 Nov | 9919.35 | 3 | -1.25 | 44.18 | 109 | -41 | 519 | |||
| 8 Nov | 9910.40 | 4.25 | -1.70 | 42.57 | 22 | -9 | 561 | |||
| 7 Nov | 9856.65 | 5.95 | -0.15 | 44.31 | 53 | 6 | 571 | |||
| 6 Nov | 10020.50 | 6.1 | -0.90 | 40.52 | 99 | 31 | 566 | |||
| 5 Nov | 9874.85 | 7 | 0.00 | 43.32 | 159 | 3 | 534 | |||
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| 4 Nov | 9525.55 | 7 | -2.75 | 47.46 | 291 | 88 | 518 | |||
| 1 Nov | 9875.95 | 9.75 | 0.05 | 41.46 | 33 | 5 | 431 | |||
| 31 Oct | 9836.30 | 9.7 | -3.20 | - | 82 | 27 | 426 | |||
| 30 Oct | 9940.65 | 12.9 | -0.10 | - | 65 | 10 | 399 | |||
| 29 Oct | 9850.85 | 13 | -0.05 | - | 90 | -27 | 389 | |||
| 28 Oct | 10011.25 | 13.05 | -6.90 | - | 57 | 16 | 414 | |||
| 25 Oct | 10206.10 | 19.95 | 0.00 | - | 84 | -19 | 398 | |||
| 24 Oct | 10302.50 | 19.95 | -10.45 | - | 438 | 24 | 417 | |||
| 23 Oct | 10586.75 | 30.4 | 6.40 | - | 274 | 53 | 390 | |||
| 22 Oct | 10368.35 | 24 | -2.60 | - | 262 | 7 | 339 | |||
| 21 Oct | 10500.50 | 26.6 | 6.10 | - | 252 | 85 | 332 | |||
| 18 Oct | 10063.95 | 20.5 | -5.50 | - | 41 | 21 | 248 | |||
| 17 Oct | 10119.45 | 26 | -121.05 | - | 423 | 109 | 227 | |||
| 16 Oct | 11616.95 | 147.05 | 5.35 | - | 111 | 40 | 119 | |||
| 15 Oct | 11521.50 | 141.7 | -64.70 | - | 120 | 74 | 79 | |||
| 14 Oct | 11899.30 | 206.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 11876.95 | 206.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 11818.10 | 206.4 | 0.00 | - | 0 | 2 | 0 | |||
| 8 Oct | 11889.10 | 206.4 | -23.85 | - | 2 | 1 | 4 | |||
| 7 Oct | 11617.05 | 230.25 | 0.00 | - | 0 | 1 | 0 | |||
| 4 Oct | 11774.40 | 230.25 | -82.20 | - | 3 | 1 | 3 | |||
| 3 Oct | 11806.45 | 312.45 | -425.75 | - | 2 | 1 | 1 | |||
| 1 Oct | 12157.45 | 738.2 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 12500 expiring on 28NOV2024
Delta for 12500 CE is -
Historical price for 12500 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by -64 which decreased total open position to 305
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 375
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -92 which decreased total open position to 375
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1.65, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 468
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2.7, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 481
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 2.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 482
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 49.82, the open interest changed by -8 which decreased total open position to 511
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 3, which was -1.25 lower than the previous day. The implied volatity was 44.18, the open interest changed by -41 which decreased total open position to 519
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 4.25, which was -1.70 lower than the previous day. The implied volatity was 42.57, the open interest changed by -9 which decreased total open position to 561
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 5.95, which was -0.15 lower than the previous day. The implied volatity was 44.31, the open interest changed by 6 which increased total open position to 571
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 40.52, the open interest changed by 31 which increased total open position to 566
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 43.32, the open interest changed by 3 which increased total open position to 534
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 7, which was -2.75 lower than the previous day. The implied volatity was 47.46, the open interest changed by 88 which increased total open position to 518
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 9.75, which was 0.05 higher than the previous day. The implied volatity was 41.46, the open interest changed by 5 which increased total open position to 431
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 9.7, which was -3.20 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 12.9, which was -0.10 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 13, which was -0.05 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 13.05, which was -6.90 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 19.95, 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 19.95, which was -10.45 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 30.4, which was 6.40 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 24, which was -2.60 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 26.6, which was 6.10 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 20.5, which was -5.50 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 26, which was -121.05 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 147.05, which was 5.35 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 141.7, which was -64.70 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 206.4, 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 206.4, 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 206.4, 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 206.4, which was -23.85 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 230.25, 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 230.25, which was -82.20 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 312.45, which was -425.75 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 738.2, 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 12500 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 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 460 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 460 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 460 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 9875.95 | 460 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 460 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 460 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 460 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 460 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 460 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 460 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 460 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 460 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 460 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 460 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 460 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 11616.95 | 460 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 11521.50 | 460 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 11899.30 | 460 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 11876.95 | 460 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 11818.10 | 460 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 11889.10 | 460 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 11617.05 | 460 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 11774.40 | 460 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 11806.45 | 460 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 12157.45 | 460 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 12500 expiring on 28NOV2024
Delta for 12500 PE is 0.00
Historical price for 12500 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, 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 460, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
