BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 9874.85 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 9875.95 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 2957 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 2957 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8000 expiring on 28NOV2024
Delta for 8000 CE is -
Historical price for 8000 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 2957, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 2957, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 2957, 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 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 2957, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 2957, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 2957, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 2957, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BAJAJ-AUTO 28NOV2024 8000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.53
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 2.8 | -0.30 | 39.85 | 35 | -5 | 584 |
| 13 Nov | 9452.15 | 3.1 | 0.05 | 38.09 | 94 | -7 | 589 |
| 12 Nov | 9678.70 | 3.05 | 0.50 | 41.10 | 89 | -27 | 597 |
| 11 Nov | 9919.35 | 2.55 | -1.10 | 43.06 | 220 | 3 | 624 |
| 8 Nov | 9910.40 | 3.65 | -0.35 | 41.60 | 122 | -12 | 621 |
| 7 Nov | 9856.65 | 4 | -1.00 | 40.25 | 171 | 7 | 637 |
| 6 Nov | 10020.50 | 5 | -3.50 | 43.41 | 442 | -36 | 638 |
| 5 Nov | 9874.85 | 8.5 | -11.50 | 42.98 | 1,476 | -8 | 674 |
| 4 Nov | 9525.55 | 20 | 3.75 | 43.11 | 3,014 | 581 | 679 |
| 1 Nov | 9875.95 | 16.25 | -1.70 | 45.15 | 76 | 54 | 104 |
| 31 Oct | 9836.30 | 17.95 | 1.95 | - | 48 | 34 | 48 |
| 30 Oct | 9940.65 | 16 | - | 14 | 13 | 13 | |
For Bajaj Auto Limited - strike price 8000 expiring on 28NOV2024
Delta for 8000 PE is -0.01
Historical price for 8000 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 39.85, the open interest changed by -5 which decreased total open position to 584
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 38.09, the open interest changed by -7 which decreased total open position to 589
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 3.05, which was 0.50 higher than the previous day. The implied volatity was 41.10, the open interest changed by -27 which decreased total open position to 597
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 43.06, the open interest changed by 3 which increased total open position to 624
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 3.65, which was -0.35 lower than the previous day. The implied volatity was 41.60, the open interest changed by -12 which decreased total open position to 621
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was 40.25, the open interest changed by 7 which increased total open position to 637
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 5, which was -3.50 lower than the previous day. The implied volatity was 43.41, the open interest changed by -36 which decreased total open position to 638
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 8.5, which was -11.50 lower than the previous day. The implied volatity was 42.98, the open interest changed by -8 which decreased total open position to 674
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 20, which was 3.75 higher than the previous day. The implied volatity was 43.11, the open interest changed by 581 which increased total open position to 679
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 16.25, which was -1.70 lower than the previous day. The implied volatity was 45.15, the open interest changed by 54 which increased total open position to 104
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 17.95, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 16, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
