BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8100 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 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 8982.65 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 8891.95 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Nov | 9033.65 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 9013.50 | 1859.85 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 9190.35 | 1859.85 | 1859.85 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8100 expiring on 26DEC2024
Delta for 8100 CE is -
Historical price for 8100 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, 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 1859.85, which was 1859.85 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 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 0, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. 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 8100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.83
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 5.5 | 1.20 | 37.24 | 434 | -40 | 295 |
| 19 Dec | 8982.65 | 4.3 | -0.80 | 38.69 | 390 | 110 | 334 |
| 18 Dec | 8956.75 | 5.1 | 0.10 | 36.49 | 274 | -9 | 217 |
| 17 Dec | 8895.00 | 5 | 0.00 | 31.53 | 241 | -15 | 226 |
| 16 Dec | 8998.35 | 5 | -0.40 | 33.68 | 17 | -1 | 241 |
| 13 Dec | 9021.40 | 5.4 | -2.65 | 30.91 | 266 | -12 | 242 |
| 12 Dec | 8963.25 | 8.05 | 1.65 | 30.81 | 160 | -3 | 256 |
| 11 Dec | 9069.85 | 6.4 | -2.50 | 30.63 | 158 | -15 | 260 |
| 10 Dec | 9013.30 | 8.9 | -0.50 | 30.45 | 649 | 2 | 271 |
| 9 Dec | 9077.45 | 9.4 | -4.40 | 31.31 | 760 | -39 | 275 |
| 6 Dec | 9099.90 | 13.8 | -10.95 | 31.92 | 1,131 | 144 | 317 |
| 5 Dec | 8891.95 | 24.75 | 3.40 | 30.72 | 1,910 | 80 | 183 |
| 4 Dec | 8999.15 | 21.35 | 11.35 | 31.26 | 808 | 44 | 118 |
| 3 Dec | 9161.80 | 10 | -5.15 | 29.24 | 161 | 22 | 90 |
| 2 Dec | 9130.35 | 15.15 | -10.05 | 30.33 | 252 | 66 | 67 |
| 29 Nov | 9033.65 | 25.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 9013.50 | 25.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 27 Nov | 9190.35 | 25.2 | 25.20 | 32.76 | 2 | 1 | 1 |
| 26 Nov | 9137.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 0 | 0.00 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8100 expiring on 26DEC2024
Delta for 8100 PE is -0.03
Historical price for 8100 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 5.5, which was 1.20 higher than the previous day. The implied volatity was 37.24, the open interest changed by -40 which decreased total open position to 295
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 4.3, which was -0.80 lower than the previous day. The implied volatity was 38.69, the open interest changed by 110 which increased total open position to 334
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 5.1, which was 0.10 higher than the previous day. The implied volatity was 36.49, the open interest changed by -9 which decreased total open position to 217
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 31.53, the open interest changed by -15 which decreased total open position to 226
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 33.68, the open interest changed by -1 which decreased total open position to 241
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 5.4, which was -2.65 lower than the previous day. The implied volatity was 30.91, the open interest changed by -12 which decreased total open position to 242
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 8.05, which was 1.65 higher than the previous day. The implied volatity was 30.81, the open interest changed by -3 which decreased total open position to 256
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was 30.63, the open interest changed by -15 which decreased total open position to 260
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 8.9, which was -0.50 lower than the previous day. The implied volatity was 30.45, the open interest changed by 2 which increased total open position to 271
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 9.4, which was -4.40 lower than the previous day. The implied volatity was 31.31, the open interest changed by -39 which decreased total open position to 275
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 13.8, which was -10.95 lower than the previous day. The implied volatity was 31.92, the open interest changed by 144 which increased total open position to 317
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 24.75, which was 3.40 higher than the previous day. The implied volatity was 30.72, the open interest changed by 80 which increased total open position to 183
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 21.35, which was 11.35 higher than the previous day. The implied volatity was 31.26, the open interest changed by 44 which increased total open position to 118
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 10, which was -5.15 lower than the previous day. The implied volatity was 29.24, the open interest changed by 22 which increased total open position to 90
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 15.15, which was -10.05 lower than the previous day. The implied volatity was 30.33, the open interest changed by 66 which increased total open position to 67
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 25.2, 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 25.2, 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 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 25.2, which was 25.20 higher than the previous day. The implied volatity was 32.76, the open interest changed by 1 which increased total open position to 1
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 0, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 0, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. 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
