BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8200 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 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 8982.65 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 8891.95 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 3 Dec | 9161.80 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 969.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 969.1 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 9013.50 | 969.1 | -2774.90 | 39.38 | 1 | 0 | 0 | |||
| 27 Nov | 9190.35 | 3744 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 3744 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 3744 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 3744 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8200 expiring on 26DEC2024
Delta for 8200 CE is 0.00
Historical price for 8200 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 969.1, 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 969.1, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 969.1, 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 969.1, 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 969.1, 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 969.1, 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 969.1, 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 969.1, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 969.1, 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 969.1, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 969.1, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 969.1, 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 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 969.1, 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 969.1, 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 969.1, 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 969.1, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 969.1, which was -2774.90 lower than the previous day. The implied volatity was 39.38, 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 3744, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 3744, 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 3744, 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 3744, 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 8200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.04
Theta: -2.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 6.95 | 1.15 | 34.33 | 569 | -56 | 181 |
| 19 Dec | 8982.65 | 5.8 | -0.80 | 36.67 | 610 | 5 | 238 |
| 18 Dec | 8956.75 | 6.6 | -1.15 | 34.34 | 905 | 19 | 238 |
| 17 Dec | 8895.00 | 7.75 | 0.95 | 30.40 | 762 | -106 | 223 |
| 16 Dec | 8998.35 | 6.8 | 0.15 | 32.10 | 327 | -13 | 329 |
| 13 Dec | 9021.40 | 6.65 | -4.85 | 29.07 | 919 | -130 | 357 |
| 12 Dec | 8963.25 | 11.5 | 3.10 | 29.92 | 730 | 74 | 492 |
| 11 Dec | 9069.85 | 8.4 | -3.50 | 29.32 | 676 | -203 | 422 |
| 10 Dec | 9013.30 | 11.9 | -0.85 | 29.33 | 687 | -60 | 626 |
| 9 Dec | 9077.45 | 12.75 | -4.95 | 30.41 | 786 | 82 | 690 |
| 6 Dec | 9099.90 | 17.7 | -14.05 | 30.93 | 1,411 | 65 | 608 |
| 5 Dec | 8891.95 | 31.75 | 5.25 | 29.78 | 3,203 | 224 | 548 |
| 4 Dec | 8999.15 | 26.5 | 13.60 | 30.14 | 979 | 50 | 332 |
| 3 Dec | 9161.80 | 12.9 | -6.65 | 28.31 | 389 | 27 | 281 |
| 2 Dec | 9130.35 | 19.55 | -12.10 | 29.53 | 368 | 148 | 260 |
| 29 Nov | 9033.65 | 31.65 | -15.70 | 29.48 | 256 | 113 | 115 |
| 28 Nov | 9013.50 | 47.35 | 46.25 | 32.28 | 2 | 1 | 1 |
| 27 Nov | 9190.35 | 1.1 | 0.00 | 10.28 | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 1.1 | 0.00 | 9.86 | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 1.1 | 0.00 | 11.58 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 1.1 | 12.27 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8200 expiring on 26DEC2024
Delta for 8200 PE is -0.04
Historical price for 8200 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 6.95, which was 1.15 higher than the previous day. The implied volatity was 34.33, the open interest changed by -56 which decreased total open position to 181
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 5.8, which was -0.80 lower than the previous day. The implied volatity was 36.67, the open interest changed by 5 which increased total open position to 238
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 6.6, which was -1.15 lower than the previous day. The implied volatity was 34.34, the open interest changed by 19 which increased total open position to 238
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 7.75, which was 0.95 higher than the previous day. The implied volatity was 30.40, the open interest changed by -106 which decreased total open position to 223
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 6.8, which was 0.15 higher than the previous day. The implied volatity was 32.10, the open interest changed by -13 which decreased total open position to 329
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 6.65, which was -4.85 lower than the previous day. The implied volatity was 29.07, the open interest changed by -130 which decreased total open position to 357
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 11.5, which was 3.10 higher than the previous day. The implied volatity was 29.92, the open interest changed by 74 which increased total open position to 492
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 8.4, which was -3.50 lower than the previous day. The implied volatity was 29.32, the open interest changed by -203 which decreased total open position to 422
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 11.9, which was -0.85 lower than the previous day. The implied volatity was 29.33, the open interest changed by -60 which decreased total open position to 626
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 12.75, which was -4.95 lower than the previous day. The implied volatity was 30.41, the open interest changed by 82 which increased total open position to 690
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 17.7, which was -14.05 lower than the previous day. The implied volatity was 30.93, the open interest changed by 65 which increased total open position to 608
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 31.75, which was 5.25 higher than the previous day. The implied volatity was 29.78, the open interest changed by 224 which increased total open position to 548
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 26.5, which was 13.60 higher than the previous day. The implied volatity was 30.14, the open interest changed by 50 which increased total open position to 332
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 12.9, which was -6.65 lower than the previous day. The implied volatity was 28.31, the open interest changed by 27 which increased total open position to 281
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 19.55, which was -12.10 lower than the previous day. The implied volatity was 29.53, the open interest changed by 148 which increased total open position to 260
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 31.65, which was -15.70 lower than the previous day. The implied volatity was 29.48, the open interest changed by 113 which increased total open position to 115
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 47.35, which was 46.25 higher than the previous day. The implied volatity was 32.28, the open interest changed by 1 which increased total open position to 1
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 10.28, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 9.86, 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 1.1, which was 0.00 lower than the previous day. The implied volatity was 11.58, 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 1.1, which was lower than the previous day. The implied volatity was 12.27, the open interest changed by 0 which decreased total open position to 0
