BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.51
Theta: -1.81
Gamma: 0.00
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| 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
