BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 20 Dec | 8787.25 | 990 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 19 Dec | 8982.65 | 990 | -140.00 | - | 1 | 0 | 24 | |||
| 18 Dec | 8956.75 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 1130 | 0.00 | 49.06 | 1 | 0 | 24 | |||
| 10 Dec | 9013.30 | 1130 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 1130 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Dec | 9099.90 | 1130 | 201.00 | - | 3 | 0 | 25 | |||
| 5 Dec | 8891.95 | 929 | -321.35 | - | 29 | 20 | 24 | |||
| 4 Dec | 8999.15 | 1250.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 1250.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 1250.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 1250.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 9013.50 | 1250.35 | 0.00 | 0.00 | 0 | 4 | 0 | |||
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| 27 Nov | 9190.35 | 1250.35 | -3515.75 | - | 4 | 0 | 0 | |||
| 26 Nov | 9137.45 | 4766.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 4766.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 4766.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8000 expiring on 26DEC2024
Delta for 8000 CE is 0.00
Historical price for 8000 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 990, 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 990, which was -140.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 1130, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1130, 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 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 1130, 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 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 1130, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 1130, 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 1130, which was 0.00 lower than the previous day. The implied volatity was 49.06, the open interest changed by 0 which decreased total open position to 24
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 1130, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 1130, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 1130, which was 201.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 929, which was -321.35 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 24
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 1250.35, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 1250.35, 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 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 1250.35, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 1250.35, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 1250.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 1250.35, which was -3515.75 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 4766.1, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 4766.1, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 4766.1, 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 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.67
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 4.4 | 0.85 | 40.08 | 651 | -174 | 1,009 |
| 19 Dec | 8982.65 | 3.55 | -0.25 | 41.30 | 569 | 3 | 1,183 |
| 18 Dec | 8956.75 | 3.8 | 0.10 | 38.33 | 313 | -20 | 1,180 |
| 17 Dec | 8895.00 | 3.7 | -0.35 | 33.37 | 341 | -30 | 1,195 |
| 16 Dec | 8998.35 | 4.05 | 0.20 | 35.74 | 172 | -5 | 1,226 |
| 13 Dec | 9021.40 | 3.85 | -2.05 | 32.04 | 644 | -36 | 1,231 |
| 12 Dec | 8963.25 | 5.9 | 0.70 | 31.97 | 550 | -107 | 1,266 |
| 11 Dec | 9069.85 | 5.2 | -1.90 | 32.24 | 1,065 | -180 | 1,373 |
| 10 Dec | 9013.30 | 7.1 | -0.25 | 31.92 | 1,034 | -51 | 1,554 |
| 9 Dec | 9077.45 | 7.35 | -3.25 | 32.55 | 1,400 | -40 | 1,605 |
| 6 Dec | 9099.90 | 10.6 | -8.60 | 32.81 | 2,497 | -101 | 1,659 |
| 5 Dec | 8891.95 | 19.2 | 2.45 | 31.63 | 5,906 | 402 | 1,784 |
| 4 Dec | 8999.15 | 16.75 | 8.40 | 32.17 | 5,003 | 413 | 1,399 |
| 3 Dec | 9161.80 | 8.35 | -3.35 | 30.55 | 683 | 134 | 1,019 |
| 2 Dec | 9130.35 | 11.7 | -8.50 | 31.11 | 936 | -4 | 893 |
| 29 Nov | 9033.65 | 20.2 | -11.80 | 31.14 | 1,403 | 329 | 905 |
| 28 Nov | 9013.50 | 32 | 8.60 | 33.96 | 866 | 352 | 565 |
| 27 Nov | 9190.35 | 23.4 | -4.55 | 34.53 | 140 | 21 | 213 |
| 26 Nov | 9137.45 | 27.95 | 9.45 | 34.45 | 203 | 178 | 189 |
| 25 Nov | 9420.95 | 18.5 | 3.70 | 36.15 | 10 | 11 | 11 |
| 22 Nov | 9481.65 | 14.8 | 33.54 | 3 | 1 | 1 | |
For Bajaj Auto Limited - strike price 8000 expiring on 26DEC2024
Delta for 8000 PE is -0.03
Historical price for 8000 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 4.4, which was 0.85 higher than the previous day. The implied volatity was 40.08, the open interest changed by -174 which decreased total open position to 1009
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 41.30, the open interest changed by 3 which increased total open position to 1183
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 38.33, the open interest changed by -20 which decreased total open position to 1180
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 3.7, which was -0.35 lower than the previous day. The implied volatity was 33.37, the open interest changed by -30 which decreased total open position to 1195
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 4.05, which was 0.20 higher than the previous day. The implied volatity was 35.74, the open interest changed by -5 which decreased total open position to 1226
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 3.85, which was -2.05 lower than the previous day. The implied volatity was 32.04, the open interest changed by -36 which decreased total open position to 1231
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 5.9, which was 0.70 higher than the previous day. The implied volatity was 31.97, the open interest changed by -107 which decreased total open position to 1266
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 5.2, which was -1.90 lower than the previous day. The implied volatity was 32.24, the open interest changed by -180 which decreased total open position to 1373
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 31.92, the open interest changed by -51 which decreased total open position to 1554
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 7.35, which was -3.25 lower than the previous day. The implied volatity was 32.55, the open interest changed by -40 which decreased total open position to 1605
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 10.6, which was -8.60 lower than the previous day. The implied volatity was 32.81, the open interest changed by -101 which decreased total open position to 1659
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 19.2, which was 2.45 higher than the previous day. The implied volatity was 31.63, the open interest changed by 402 which increased total open position to 1784
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 16.75, which was 8.40 higher than the previous day. The implied volatity was 32.17, the open interest changed by 413 which increased total open position to 1399
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 8.35, which was -3.35 lower than the previous day. The implied volatity was 30.55, the open interest changed by 134 which increased total open position to 1019
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 11.7, which was -8.50 lower than the previous day. The implied volatity was 31.11, the open interest changed by -4 which decreased total open position to 893
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 20.2, which was -11.80 lower than the previous day. The implied volatity was 31.14, the open interest changed by 329 which increased total open position to 905
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 32, which was 8.60 higher than the previous day. The implied volatity was 33.96, the open interest changed by 352 which increased total open position to 565
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 23.4, which was -4.55 lower than the previous day. The implied volatity was 34.53, the open interest changed by 21 which increased total open position to 213
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 27.95, which was 9.45 higher than the previous day. The implied volatity was 34.45, the open interest changed by 178 which increased total open position to 189
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 18.5, which was 3.70 higher than the previous day. The implied volatity was 36.15, the open interest changed by 11 which increased total open position to 11
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 14.8, which was lower than the previous day. The implied volatity was 33.54, the open interest changed by 1 which increased total open position to 1
