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BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

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Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 8000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.53
Theta: -0.72
Gamma: 0.00
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