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BAJAJ-AUTO
Bajaj Auto Limited

9505 -40.70 (-0.43%)

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Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 8200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 2764.05 0.00 - 0 0 0
20 Nov 9545.70 2764.05 0.00 - 0 0 0
19 Nov 9545.70 2764.05 0.00 - 0 0 0
18 Nov 9516.50 2764.05 0.00 - 0 0 0
14 Nov 9482.95 2764.05 0.00 - 0 0 0
13 Nov 9452.15 2764.05 0.00 - 0 0 0
12 Nov 9678.70 2764.05 0.00 - 0 0 0
11 Nov 9919.35 2764.05 0.00 - 0 0 0
8 Nov 9910.40 2764.05 0.00 - 0 0 0
7 Nov 9856.65 2764.05 0.00 - 0 0 0
6 Nov 10020.50 2764.05 0.00 - 0 0 0
5 Nov 9874.85 2764.05 0.00 - 0 0 0
4 Nov 9525.55 2764.05 0.00 - 0 0 0
1 Nov 9875.95 2764.05 0.00 - 0 0 0
31 Oct 9836.30 2764.05 0.00 - 0 0 0
30 Oct 9940.65 2764.05 0.00 - 0 0 0
29 Oct 9850.85 2764.05 - 0 0 0


For Bajaj Auto Limited - strike price 8200 expiring on 28NOV2024

Delta for 8200 CE is -

Historical price for 8200 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2764.05, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2764.05, 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 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2764.05, 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 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 2764.05, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 2764.05, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 2764.05, 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 8200 PE
Delta: -0.02
Vega: 0.51
Theta: -1.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 3.75 1.25 51.14 12 -1 46
20 Nov 9545.70 2.5 0.00 43.36 1 0 47
19 Nov 9545.70 2.5 -0.50 43.36 1 0 47
18 Nov 9516.50 3 0.00 41.78 1 0 48
14 Nov 9482.95 3 0.00 0.00 0 0 0
13 Nov 9452.15 3 0.15 33.10 7 1 49
12 Nov 9678.70 2.85 -2.15 36.16 18 -2 49
11 Nov 9919.35 5 -0.50 42.49 9 -6 51
8 Nov 9910.40 5.5 -0.55 39.63 38 -9 64
7 Nov 9856.65 6.05 -5.80 38.39 55 8 69
6 Nov 10020.50 11.85 0.70 45.03 3 0 60
5 Nov 9874.85 11.15 -13.85 40.51 126 59 61
4 Nov 9525.55 25 0.00 0.00 0 0 0
1 Nov 9875.95 25 0.00 0.00 0 0 0
31 Oct 9836.30 25 0.00 - 0 0 0
30 Oct 9940.65 25 0.00 - 0 2 0
29 Oct 9850.85 25 - 2 1 1


For Bajaj Auto Limited - strike price 8200 expiring on 28NOV2024

Delta for 8200 PE is -0.02

Historical price for 8200 PE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 3.75, which was 1.25 higher than the previous day. The implied volatity was 51.14, the open interest changed by -1 which decreased total open position to 46


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 43.36, the open interest changed by 0 which decreased total open position to 47


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 2.5, which was -0.50 lower than the previous day. The implied volatity was 43.36, the open interest changed by 0 which decreased total open position to 47


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 41.78, the open interest changed by 0 which decreased total open position to 48


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 3, 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 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 33.10, the open interest changed by 1 which increased total open position to 49


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 2.85, which was -2.15 lower than the previous day. The implied volatity was 36.16, the open interest changed by -2 which decreased total open position to 49


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 5, which was -0.50 lower than the previous day. The implied volatity was 42.49, the open interest changed by -6 which decreased total open position to 51


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 5.5, which was -0.55 lower than the previous day. The implied volatity was 39.63, the open interest changed by -9 which decreased total open position to 64


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 6.05, which was -5.80 lower than the previous day. The implied volatity was 38.39, the open interest changed by 8 which increased total open position to 69


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 11.85, which was 0.70 higher than the previous day. The implied volatity was 45.03, the open interest changed by 0 which decreased total open position to 60


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 11.15, which was -13.85 lower than the previous day. The implied volatity was 40.51, the open interest changed by 59 which increased total open position to 61


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 25, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 25, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 25, 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 25, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to