BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 7600 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 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 8982.65 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 8891.95 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 4877.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 4877.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 7600 expiring on 26DEC2024
Delta for 7600 CE is -
Historical price for 7600 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 4877.1, 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 0
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 4877.1, 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 0
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 4877.1, 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 0
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 4877.1, 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 0
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 4877.1, 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 0
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 4877.1, 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 0
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 4877.1, 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 0
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 4877.1, 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 0
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 4877.1, 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 0
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 4877.1, 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 0
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 4877.1, 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 0
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 4877.1, 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 0
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 4877.1, 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 0
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 4877.1, 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 0
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 4877.1, 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 0
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 4877.1, 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 7600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.29
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 1.85 | -0.05 | 50.67 | 25 | -23 | 205 |
| 19 Dec | 8982.65 | 1.9 | 0.00 | 51.96 | 6 | -1 | 228 |
| 18 Dec | 8956.75 | 1.9 | -0.25 | 47.98 | 52 | 3 | 230 |
| 17 Dec | 8895.00 | 2.15 | 0.50 | 43.58 | 48 | -1 | 227 |
| 16 Dec | 8998.35 | 1.65 | -0.65 | 43.14 | 3 | -2 | 228 |
| 13 Dec | 9021.40 | 2.3 | -0.70 | 40.31 | 7 | -3 | 230 |
| 12 Dec | 8963.25 | 3 | 0.00 | 39.27 | 26 | -15 | 239 |
| 11 Dec | 9069.85 | 3 | -1.00 | 39.69 | 53 | -9 | 260 |
| 10 Dec | 9013.30 | 4 | 0.00 | 39.20 | 2 | 0 | 269 |
| 9 Dec | 9077.45 | 4 | -1.75 | 39.27 | 110 | -14 | 284 |
| 6 Dec | 9099.90 | 5.75 | -2.90 | 38.89 | 591 | 86 | 310 |
| 5 Dec | 8891.95 | 8.65 | 0.60 | 36.65 | 1,406 | -14 | 225 |
| 4 Dec | 8999.15 | 8.05 | 2.95 | 37.28 | 358 | 108 | 239 |
| 3 Dec | 9161.80 | 5.1 | -2.30 | 36.95 | 67 | 52 | 133 |
| 2 Dec | 9130.35 | 7.4 | -3.65 | 37.46 | 103 | 77 | 81 |
| 29 Nov | 9033.65 | 11.05 | 36.27 | 3 | 0 | 1 | |
For Bajaj Auto Limited - strike price 7600 expiring on 26DEC2024
Delta for 7600 PE is -0.01
Historical price for 7600 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 50.67, the open interest changed by -23 which decreased total open position to 205
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 51.96, the open interest changed by -1 which decreased total open position to 228
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 47.98, the open interest changed by 3 which increased total open position to 230
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2.15, which was 0.50 higher than the previous day. The implied volatity was 43.58, the open interest changed by -1 which decreased total open position to 227
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1.65, which was -0.65 lower than the previous day. The implied volatity was 43.14, the open interest changed by -2 which decreased total open position to 228
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 2.3, which was -0.70 lower than the previous day. The implied volatity was 40.31, the open interest changed by -3 which decreased total open position to 230
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 39.27, the open interest changed by -15 which decreased total open position to 239
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 39.69, the open interest changed by -9 which decreased total open position to 260
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 39.20, the open interest changed by 0 which decreased total open position to 269
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 39.27, the open interest changed by -14 which decreased total open position to 284
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 5.75, which was -2.90 lower than the previous day. The implied volatity was 38.89, the open interest changed by 86 which increased total open position to 310
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 8.65, which was 0.60 higher than the previous day. The implied volatity was 36.65, the open interest changed by -14 which decreased total open position to 225
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 8.05, which was 2.95 higher than the previous day. The implied volatity was 37.28, the open interest changed by 108 which increased total open position to 239
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 5.1, which was -2.30 lower than the previous day. The implied volatity was 36.95, the open interest changed by 52 which increased total open position to 133
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 7.4, which was -3.65 lower than the previous day. The implied volatity was 37.46, the open interest changed by 77 which increased total open position to 81
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 11.05, which was lower than the previous day. The implied volatity was 36.27, the open interest changed by 0 which decreased total open position to 1
