BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 7400 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 8998.35 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 8891.95 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 2823.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 2823.65 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 7400 expiring on 26DEC2024
Delta for 7400 CE is -
Historical price for 7400 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2823.65, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 2823.65, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2823.65, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 2823.65, 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 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2823.65, 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 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 2823.65, 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 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 2823.65, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 2823.65, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 2823.65, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 2823.65, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 2823.65, 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 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 2823.65, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 2823.65, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 2823.65, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 2823.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 7400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 2.5 | 1.00 | - | 5 | -4 | 356 |
| 18 Dec | 8956.75 | 1.5 | -0.45 | - | 16 | -5 | 365 |
| 17 Dec | 8895.00 | 1.95 | 0.30 | 49.47 | 121 | 1 | 369 |
| 16 Dec | 8998.35 | 1.65 | -0.30 | - | 67 | -1 | 368 |
| 13 Dec | 9021.40 | 1.95 | -0.65 | 44.77 | 116 | 5 | 369 |
| 12 Dec | 8963.25 | 2.6 | 0.50 | 43.79 | 54 | -7 | 360 |
| 11 Dec | 9069.85 | 2.1 | 0.35 | 42.90 | 44 | 16 | 367 |
| 10 Dec | 9013.30 | 1.75 | -0.80 | 39.77 | 5 | 1 | 351 |
| 9 Dec | 9077.45 | 2.55 | -1.75 | 41.67 | 75 | -10 | 350 |
| 6 Dec | 9099.90 | 4.3 | -3.10 | 41.85 | 59 | -28 | 360 |
| 5 Dec | 8891.95 | 7.4 | 1.15 | 40.57 | 1,114 | 124 | 386 |
| 4 Dec | 8999.15 | 6.25 | 0.25 | 40.41 | 230 | 206 | 261 |
| 3 Dec | 9161.80 | 6 | -1.90 | 42.16 | 18 | -8 | 53 |
| 2 Dec | 9130.35 | 7.9 | -1.10 | 42.33 | 18 | 15 | 60 |
| 29 Nov | 9033.65 | 9 | 39.37 | 47 | 43 | 43 | |
For Bajaj Auto Limited - strike price 7400 expiring on 26DEC2024
Delta for 7400 PE is -
Historical price for 7400 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 356
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 365
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1.95, which was 0.30 higher than the previous day. The implied volatity was 49.47, the open interest changed by 1 which increased total open position to 369
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1.65, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 368
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 44.77, the open interest changed by 5 which increased total open position to 369
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 2.6, which was 0.50 higher than the previous day. The implied volatity was 43.79, the open interest changed by -7 which decreased total open position to 360
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 42.90, the open interest changed by 16 which increased total open position to 367
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 39.77, the open interest changed by 1 which increased total open position to 351
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 2.55, which was -1.75 lower than the previous day. The implied volatity was 41.67, the open interest changed by -10 which decreased total open position to 350
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 4.3, which was -3.10 lower than the previous day. The implied volatity was 41.85, the open interest changed by -28 which decreased total open position to 360
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 7.4, which was 1.15 higher than the previous day. The implied volatity was 40.57, the open interest changed by 124 which increased total open position to 386
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 6.25, which was 0.25 higher than the previous day. The implied volatity was 40.41, the open interest changed by 206 which increased total open position to 261
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 6, which was -1.90 lower than the previous day. The implied volatity was 42.16, the open interest changed by -8 which decreased total open position to 53
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 7.9, which was -1.10 lower than the previous day. The implied volatity was 42.33, the open interest changed by 15 which increased total open position to 60
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 9, which was lower than the previous day. The implied volatity was 39.37, the open interest changed by 43 which increased total open position to 43
