BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 7800 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 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 8982.65 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Dec | 9069.85 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 8891.95 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 9013.50 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 9190.35 | 2433.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 2433.4 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 7800 expiring on 26DEC2024
Delta for 7800 CE is -
Historical price for 7800 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 2433.4, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 2433.4, 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 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 2433.4, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 2433.4, 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 7800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.38
Theta: -1.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 2.35 | 0.00 | 44.31 | 119 | -111 | 160 |
| 19 Dec | 8982.65 | 2.35 | -1.15 | 46.11 | 36 | -31 | 271 |
| 18 Dec | 8956.75 | 3.5 | 1.10 | 44.92 | 19 | -14 | 303 |
| 17 Dec | 8895.00 | 2.4 | -0.20 | 37.72 | 90 | -47 | 323 |
| 16 Dec | 8998.35 | 2.6 | -0.85 | 39.56 | 6 | -3 | 371 |
| 13 Dec | 9021.40 | 3.45 | -0.05 | 37.01 | 14 | -5 | 373 |
| 12 Dec | 8963.25 | 3.5 | -0.35 | 34.74 | 13 | -5 | 380 |
| 11 Dec | 9069.85 | 3.85 | -0.25 | 35.93 | 64 | -49 | 385 |
| 10 Dec | 9013.30 | 4.1 | -0.80 | 34.22 | 58 | 13 | 435 |
| 9 Dec | 9077.45 | 4.9 | -2.50 | 35.41 | 244 | -11 | 424 |
| 6 Dec | 9099.90 | 7.4 | -4.65 | 35.58 | 613 | 68 | 437 |
| 5 Dec | 8891.95 | 12.05 | 1.05 | 33.74 | 3,035 | 112 | 383 |
| 4 Dec | 8999.15 | 11 | 3.65 | 34.42 | 344 | -49 | 287 |
| 3 Dec | 9161.80 | 7.35 | -1.30 | 34.42 | 67 | 4 | 336 |
| 2 Dec | 9130.35 | 8.65 | -5.30 | 33.90 | 112 | 20 | 341 |
| 29 Nov | 9033.65 | 13.95 | -6.05 | 33.32 | 592 | 313 | 333 |
| 28 Nov | 9013.50 | 20 | 1.00 | 35.08 | 2 | 1 | 19 |
| 27 Nov | 9190.35 | 19 | 0.00 | 37.46 | 1 | 0 | 17 |
| 26 Nov | 9137.45 | 19 | 35.56 | 17 | 16 | 16 | |
For Bajaj Auto Limited - strike price 7800 expiring on 26DEC2024
Delta for 7800 PE is -0.01
Historical price for 7800 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 44.31, the open interest changed by -111 which decreased total open position to 160
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 2.35, which was -1.15 lower than the previous day. The implied volatity was 46.11, the open interest changed by -31 which decreased total open position to 271
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 3.5, which was 1.10 higher than the previous day. The implied volatity was 44.92, the open interest changed by -14 which decreased total open position to 303
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 2.4, which was -0.20 lower than the previous day. The implied volatity was 37.72, the open interest changed by -47 which decreased total open position to 323
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 2.6, which was -0.85 lower than the previous day. The implied volatity was 39.56, the open interest changed by -3 which decreased total open position to 371
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 37.01, the open interest changed by -5 which decreased total open position to 373
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 34.74, the open interest changed by -5 which decreased total open position to 380
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3.85, which was -0.25 lower than the previous day. The implied volatity was 35.93, the open interest changed by -49 which decreased total open position to 385
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 4.1, which was -0.80 lower than the previous day. The implied volatity was 34.22, the open interest changed by 13 which increased total open position to 435
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 4.9, which was -2.50 lower than the previous day. The implied volatity was 35.41, the open interest changed by -11 which decreased total open position to 424
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 7.4, which was -4.65 lower than the previous day. The implied volatity was 35.58, the open interest changed by 68 which increased total open position to 437
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 12.05, which was 1.05 higher than the previous day. The implied volatity was 33.74, the open interest changed by 112 which increased total open position to 383
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 11, which was 3.65 higher than the previous day. The implied volatity was 34.42, the open interest changed by -49 which decreased total open position to 287
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 7.35, which was -1.30 lower than the previous day. The implied volatity was 34.42, the open interest changed by 4 which increased total open position to 336
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 8.65, which was -5.30 lower than the previous day. The implied volatity was 33.90, the open interest changed by 20 which increased total open position to 341
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 13.95, which was -6.05 lower than the previous day. The implied volatity was 33.32, the open interest changed by 313 which increased total open position to 333
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 20, which was 1.00 higher than the previous day. The implied volatity was 35.08, the open interest changed by 1 which increased total open position to 19
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 19, which was 0.00 lower than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 17
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 19, which was lower than the previous day. The implied volatity was 35.56, the open interest changed by 16 which increased total open position to 16
