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BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

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Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 7900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 1058.75 0.00 0.00 0 0 0
19 Dec 8982.65 1058.75 0.00 0.00 0 1 0
18 Dec 8956.75 1058.75 -986.70 - 1 0 0
17 Dec 8895.00 2045.45 0.00 - 0 0 0
16 Dec 8998.35 2045.45 0.00 - 0 0 0
13 Dec 9021.40 2045.45 0.00 - 0 0 0
12 Dec 8963.25 2045.45 0.00 - 0 0 0
11 Dec 9069.85 2045.45 0.00 - 0 0 0
10 Dec 9013.30 2045.45 0.00 - 0 0 0
9 Dec 9077.45 2045.45 0.00 - 0 0 0
6 Dec 9099.90 2045.45 0.00 - 0 0 0
5 Dec 8891.95 2045.45 0.00 - 0 0 0
4 Dec 8999.15 2045.45 0.00 - 0 0 0
3 Dec 9161.80 2045.45 0.00 - 0 0 0
2 Dec 9130.35 2045.45 0.00 - 0 0 0
29 Nov 9033.65 2045.45 0.00 - 0 0 0
28 Nov 9013.50 2045.45 0.00 - 0 0 0
27 Nov 9190.35 2045.45 2045.45 - 0 0 0
26 Nov 9137.45 0 0.00 0 0 0


For Bajaj Auto Limited - strike price 7900 expiring on 26DEC2024

Delta for 7900 CE is 0.00

Historical price for 7900 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1058.75, 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 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 1058.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1058.75, which was -986.70 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, 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 2045.45, which was 2045.45 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 26DEC2024 7900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 3.75 0.00 0.00 0 -1 0
19 Dec 8982.65 3.75 -0.05 45.44 2 0 39
18 Dec 8956.75 3.8 0.05 41.94 14 0 25
17 Dec 8895.00 3.75 0.30 36.83 26 1 26
16 Dec 8998.35 3.45 0.00 0.00 0 -3 0
13 Dec 9021.40 3.45 0.00 34.23 3 0 28
12 Dec 8963.25 3.45 0.00 0.00 0 0 0
11 Dec 9069.85 3.45 0.00 0.00 0 -1 0
10 Dec 9013.30 3.45 -0.05 31.12 1 0 29
9 Dec 9077.45 3.5 -4.95 31.29 14 -7 29
6 Dec 9099.90 8.45 -5.95 33.93 24 14 37
5 Dec 8891.95 14.4 3.40 32.32 48 25 25
4 Dec 8999.15 11 0.00 0.00 0 -2 0
3 Dec 9161.80 11 -3.00 34.32 2 0 2
2 Dec 9130.35 14 -7.40 34.61 2 0 0
29 Nov 9033.65 21.4 0.00 11.95 0 0 0
28 Nov 9013.50 21.4 0.00 11.61 0 0 0
27 Nov 9190.35 21.4 21.40 13.45 0 0 0
26 Nov 9137.45 0 0.00 0 0 0


For Bajaj Auto Limited - strike price 7900 expiring on 26DEC2024

Delta for 7900 PE is 0.00

Historical price for 7900 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 3.75, 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 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 3.75, which was -0.05 lower than the previous day. The implied volatity was 45.44, the open interest changed by 0 which decreased total open position to 39


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 41.94, the open interest changed by 0 which decreased total open position to 25


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.75, which was 0.30 higher than the previous day. The implied volatity was 36.83, the open interest changed by 1 which increased total open position to 26


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 34.23, the open interest changed by 0 which decreased total open position to 28


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 3.45, 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 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 3.45, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 3.45, which was -0.05 lower than the previous day. The implied volatity was 31.12, the open interest changed by 0 which decreased total open position to 29


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 3.5, which was -4.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by -7 which decreased total open position to 29


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 8.45, which was -5.95 lower than the previous day. The implied volatity was 33.93, the open interest changed by 14 which increased total open position to 37


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 14.4, which was 3.40 higher than the previous day. The implied volatity was 32.32, the open interest changed by 25 which increased total open position to 25


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 11, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 11, which was -3.00 lower than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 2


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 14, which was -7.40 lower than the previous day. The implied volatity was 34.61, 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 21.4, which was 0.00 lower than the previous day. The implied volatity was 11.95, 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 21.4, which was 0.00 lower than the previous day. The implied volatity was 11.61, 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 21.4, which was 21.40 higher than the previous day. The implied volatity was 13.45, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0