BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8400 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 | 400 | -211.95 | - | 1 | 0 | 9 | |||
| 19 Dec | 8982.65 | 611.95 | 104.15 | 35.57 | 1 | 0 | 10 | |||
| 18 Dec | 8956.75 | 507.8 | 0.00 | 0.00 | 0 | 5 | 0 | |||
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| 17 Dec | 8895.00 | 507.8 | -90.10 | 30.02 | 5 | 3 | 8 | |||
| 16 Dec | 8998.35 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 9021.40 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 8963.25 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 9069.85 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 9013.30 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 9077.45 | 597.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 9099.90 | 597.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 8891.95 | 597.9 | -148.20 | 26.47 | 5 | 1 | 5 | |||
| 4 Dec | 8999.15 | 746.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 9161.80 | 746.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 746.1 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 29 Nov | 9033.65 | 746.1 | -3627.65 | 28.74 | 4 | 0 | 0 | |||
| 28 Nov | 9013.50 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 9190.35 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 4373.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 4373.75 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8400 expiring on 26DEC2024
Delta for 8400 CE is -
Historical price for 8400 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 400, which was -211.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 611.95, which was 104.15 higher than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 10
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 507.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 507.8, which was -90.10 lower than the previous day. The implied volatity was 30.02, the open interest changed by 3 which increased total open position to 8
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 597.9, 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 597.9, 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 597.9, 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 597.9, 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 597.9, 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 597.9, 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 597.9, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 597.9, which was -148.20 lower than the previous day. The implied volatity was 26.47, the open interest changed by 1 which increased total open position to 5
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 746.1, 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 746.1, 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 746.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 746.1, which was -3627.65 lower than the previous day. The implied volatity was 28.74, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 4373.75, 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 8400 PE | |||||||
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Delta: -0.08
Vega: 1.73
Theta: -3.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 12.5 | 2.55 | 28.77 | 988 | 6 | 350 |
| 19 Dec | 8982.65 | 9.95 | -2.10 | 31.93 | 1,135 | -73 | 344 |
| 18 Dec | 8956.75 | 12.05 | -5.45 | 30.30 | 1,022 | 33 | 432 |
| 17 Dec | 8895.00 | 17.5 | 3.50 | 27.77 | 1,162 | -85 | 403 |
| 16 Dec | 8998.35 | 14 | 1.70 | 29.48 | 794 | -80 | 489 |
| 13 Dec | 9021.40 | 12.3 | -11.95 | 26.26 | 1,353 | -118 | 576 |
| 12 Dec | 8963.25 | 24.25 | 8.70 | 28.49 | 1,197 | 37 | 700 |
| 11 Dec | 9069.85 | 15.55 | -7.70 | 27.01 | 761 | 29 | 665 |
| 10 Dec | 9013.30 | 23.25 | -2.60 | 27.67 | 602 | 25 | 637 |
| 9 Dec | 9077.45 | 25.85 | -4.70 | 29.42 | 970 | -246 | 620 |
| 6 Dec | 9099.90 | 30.55 | -23.95 | 29.33 | 1,874 | 146 | 868 |
| 5 Dec | 8891.95 | 54.5 | 8.55 | 28.38 | 3,867 | 202 | 742 |
| 4 Dec | 8999.15 | 45.95 | 23.25 | 28.92 | 1,813 | 93 | 537 |
| 3 Dec | 9161.80 | 22.7 | -11.30 | 26.80 | 410 | 57 | 452 |
| 2 Dec | 9130.35 | 34 | -18.60 | 28.35 | 497 | 22 | 397 |
| 29 Nov | 9033.65 | 52.6 | -18.40 | 28.41 | 452 | 45 | 384 |
| 28 Nov | 9013.50 | 71 | 26.00 | 30.84 | 323 | 63 | 339 |
| 27 Nov | 9190.35 | 45 | -18.25 | 29.76 | 258 | 33 | 267 |
| 26 Nov | 9137.45 | 63.25 | 19.25 | 31.90 | 328 | 26 | 229 |
| 25 Nov | 9420.95 | 44 | 11.40 | 34.28 | 41 | 86 | 203 |
| 22 Nov | 9481.65 | 32.6 | -7.40 | 30.83 | 91 | 47 | 164 |
| 21 Nov | 9505.00 | 40 | 0.00 | 32.87 | 1 | 0 | 116 |
| 20 Nov | 9545.70 | 40 | 0.00 | 32.35 | 1 | 0 | 116 |
| 19 Nov | 9545.70 | 40 | -2.20 | 32.35 | 1 | 0 | 116 |
| 18 Nov | 9516.50 | 42.2 | -5.60 | 32.25 | 55 | 17 | 115 |
| 14 Nov | 9482.95 | 47.8 | -0.95 | 31.68 | 31 | 16 | 98 |
| 13 Nov | 9452.15 | 48.75 | -11.25 | 31.17 | 96 | 58 | 65 |
| 8 Nov | 9910.40 | 60 | 0.00 | 0.00 | 0 | 0 | 7 |
| 7 Nov | 9856.65 | 60 | 0.00 | 0.00 | 0 | 0 | 7 |
| 6 Nov | 10020.50 | 60 | 0.00 | 0 | 0 | 7 | |
For Bajaj Auto Limited - strike price 8400 expiring on 26DEC2024
Delta for 8400 PE is -0.08
Historical price for 8400 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 12.5, which was 2.55 higher than the previous day. The implied volatity was 28.77, the open interest changed by 6 which increased total open position to 350
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 9.95, which was -2.10 lower than the previous day. The implied volatity was 31.93, the open interest changed by -73 which decreased total open position to 344
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 12.05, which was -5.45 lower than the previous day. The implied volatity was 30.30, the open interest changed by 33 which increased total open position to 432
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 17.5, which was 3.50 higher than the previous day. The implied volatity was 27.77, the open interest changed by -85 which decreased total open position to 403
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 14, which was 1.70 higher than the previous day. The implied volatity was 29.48, the open interest changed by -80 which decreased total open position to 489
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 12.3, which was -11.95 lower than the previous day. The implied volatity was 26.26, the open interest changed by -118 which decreased total open position to 576
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 24.25, which was 8.70 higher than the previous day. The implied volatity was 28.49, the open interest changed by 37 which increased total open position to 700
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 15.55, which was -7.70 lower than the previous day. The implied volatity was 27.01, the open interest changed by 29 which increased total open position to 665
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 23.25, which was -2.60 lower than the previous day. The implied volatity was 27.67, the open interest changed by 25 which increased total open position to 637
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 25.85, which was -4.70 lower than the previous day. The implied volatity was 29.42, the open interest changed by -246 which decreased total open position to 620
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 30.55, which was -23.95 lower than the previous day. The implied volatity was 29.33, the open interest changed by 146 which increased total open position to 868
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 54.5, which was 8.55 higher than the previous day. The implied volatity was 28.38, the open interest changed by 202 which increased total open position to 742
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 45.95, which was 23.25 higher than the previous day. The implied volatity was 28.92, the open interest changed by 93 which increased total open position to 537
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 22.7, which was -11.30 lower than the previous day. The implied volatity was 26.80, the open interest changed by 57 which increased total open position to 452
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 34, which was -18.60 lower than the previous day. The implied volatity was 28.35, the open interest changed by 22 which increased total open position to 397
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 52.6, which was -18.40 lower than the previous day. The implied volatity was 28.41, the open interest changed by 45 which increased total open position to 384
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 71, which was 26.00 higher than the previous day. The implied volatity was 30.84, the open interest changed by 63 which increased total open position to 339
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 45, which was -18.25 lower than the previous day. The implied volatity was 29.76, the open interest changed by 33 which increased total open position to 267
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 63.25, which was 19.25 higher than the previous day. The implied volatity was 31.90, the open interest changed by 26 which increased total open position to 229
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 44, which was 11.40 higher than the previous day. The implied volatity was 34.28, the open interest changed by 86 which increased total open position to 203
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 32.6, which was -7.40 lower than the previous day. The implied volatity was 30.83, the open interest changed by 47 which increased total open position to 164
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 32.87, the open interest changed by 0 which decreased total open position to 116
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 116
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 40, which was -2.20 lower than the previous day. The implied volatity was 32.35, the open interest changed by 0 which decreased total open position to 116
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 42.2, which was -5.60 lower than the previous day. The implied volatity was 32.25, the open interest changed by 17 which increased total open position to 115
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 47.8, which was -0.95 lower than the previous day. The implied volatity was 31.68, the open interest changed by 16 which increased total open position to 98
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 48.75, which was -11.25 lower than the previous day. The implied volatity was 31.17, the open interest changed by 58 which increased total open position to 65
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 60, 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 7
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 60, 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 7
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 60, 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 7
