BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8300 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 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 8982.65 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 8956.75 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 8895.00 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 8998.35 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 8891.95 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 8999.15 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 9033.65 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Nov | 9013.50 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 9190.35 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 1679.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1679.25 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8300 expiring on 26DEC2024
Delta for 8300 CE is -
Historical price for 8300 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 1679.25, 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 8300 PE | |||||||
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Delta: -0.06
Vega: 1.35
Theta: -3.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 9.4 | 1.55 | 31.71 | 1,122 | 88 | 788 |
| 19 Dec | 8982.65 | 7.85 | -0.95 | 34.59 | 976 | -149 | 705 |
| 18 Dec | 8956.75 | 8.8 | -2.20 | 32.28 | 1,170 | 144 | 854 |
| 17 Dec | 8895.00 | 11 | 1.05 | 28.72 | 1,369 | -29 | 709 |
| 16 Dec | 8998.35 | 9.95 | 0.80 | 30.93 | 487 | 6 | 740 |
| 13 Dec | 9021.40 | 9.15 | -7.60 | 27.75 | 974 | 25 | 742 |
| 12 Dec | 8963.25 | 16.75 | 5.30 | 29.19 | 888 | 65 | 719 |
| 11 Dec | 9069.85 | 11.45 | -4.65 | 28.18 | 654 | -100 | 655 |
| 10 Dec | 9013.30 | 16.1 | -2.05 | 28.27 | 825 | -65 | 756 |
| 9 Dec | 9077.45 | 18.15 | -5.10 | 29.87 | 983 | 110 | 822 |
| 6 Dec | 9099.90 | 23.25 | -18.55 | 30.12 | 1,735 | 42 | 709 |
| 5 Dec | 8891.95 | 41.8 | 6.80 | 29.09 | 4,454 | 272 | 678 |
| 4 Dec | 8999.15 | 35 | 17.80 | 29.52 | 1,520 | 101 | 407 |
| 3 Dec | 9161.80 | 17.2 | -8.60 | 27.58 | 364 | 80 | 309 |
| 2 Dec | 9130.35 | 25.8 | -14.25 | 28.92 | 361 | 45 | 226 |
| 29 Nov | 9033.65 | 40.05 | -16.95 | 28.76 | 405 | 119 | 181 |
| 28 Nov | 9013.50 | 57 | 6.20 | 31.38 | 126 | 59 | 59 |
| 27 Nov | 9190.35 | 50.8 | 0.00 | 9.56 | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 50.8 | 0.00 | 8.87 | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 50.8 | 0.00 | 10.79 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 50.8 | 10.82 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8300 expiring on 26DEC2024
Delta for 8300 PE is -0.06
Historical price for 8300 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 9.4, which was 1.55 higher than the previous day. The implied volatity was 31.71, the open interest changed by 88 which increased total open position to 788
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 7.85, which was -0.95 lower than the previous day. The implied volatity was 34.59, the open interest changed by -149 which decreased total open position to 705
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 8.8, which was -2.20 lower than the previous day. The implied volatity was 32.28, the open interest changed by 144 which increased total open position to 854
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 11, which was 1.05 higher than the previous day. The implied volatity was 28.72, the open interest changed by -29 which decreased total open position to 709
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 9.95, which was 0.80 higher than the previous day. The implied volatity was 30.93, the open interest changed by 6 which increased total open position to 740
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 9.15, which was -7.60 lower than the previous day. The implied volatity was 27.75, the open interest changed by 25 which increased total open position to 742
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 16.75, which was 5.30 higher than the previous day. The implied volatity was 29.19, the open interest changed by 65 which increased total open position to 719
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 11.45, which was -4.65 lower than the previous day. The implied volatity was 28.18, the open interest changed by -100 which decreased total open position to 655
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 16.1, which was -2.05 lower than the previous day. The implied volatity was 28.27, the open interest changed by -65 which decreased total open position to 756
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 18.15, which was -5.10 lower than the previous day. The implied volatity was 29.87, the open interest changed by 110 which increased total open position to 822
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 23.25, which was -18.55 lower than the previous day. The implied volatity was 30.12, the open interest changed by 42 which increased total open position to 709
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 41.8, which was 6.80 higher than the previous day. The implied volatity was 29.09, the open interest changed by 272 which increased total open position to 678
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 35, which was 17.80 higher than the previous day. The implied volatity was 29.52, the open interest changed by 101 which increased total open position to 407
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 17.2, which was -8.60 lower than the previous day. The implied volatity was 27.58, the open interest changed by 80 which increased total open position to 309
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 25.8, which was -14.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 45 which increased total open position to 226
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 40.05, which was -16.95 lower than the previous day. The implied volatity was 28.76, the open interest changed by 119 which increased total open position to 181
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 57, which was 6.20 higher than the previous day. The implied volatity was 31.38, the open interest changed by 59 which increased total open position to 59
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 50.8, which was 0.00 lower than the previous day. The implied volatity was 9.56, 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 50.8, which was 0.00 lower than the previous day. The implied volatity was 8.87, 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 50.8, which was 0.00 lower than the previous day. The implied volatity was 10.79, 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 50.8, which was lower than the previous day. The implied volatity was 10.82, the open interest changed by 0 which decreased total open position to 0
