BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 9856.65 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 9875.95 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 2572.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 2572.9 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8400 expiring on 28NOV2024
Delta for 8400 CE is -
Historical price for 8400 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 2572.9, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 2572.9, 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 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 2572.9, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 2572.9, 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 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 2572.9, 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 22 Oct BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 2572.9, 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 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 2572.9, 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 18 Oct BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 2572.9, 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 8400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.58
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 3.8 | -0.15 | 43.93 | 22 | 5 | 327 |
| 20 Nov | 9545.70 | 3.95 | 0.00 | 39.17 | 77 | -43 | 322 |
| 19 Nov | 9545.70 | 3.95 | -1.55 | 39.17 | 77 | -43 | 322 |
| 18 Nov | 9516.50 | 5.5 | -1.85 | 39.32 | 160 | -6 | 369 |
| 14 Nov | 9482.95 | 7.35 | 0.00 | 34.89 | 164 | 5 | 375 |
| 13 Nov | 9452.15 | 7.35 | 1.25 | 32.95 | 495 | 27 | 368 |
| 12 Nov | 9678.70 | 6.1 | 0.85 | 35.41 | 251 | -25 | 341 |
| 11 Nov | 9919.35 | 5.25 | -1.70 | 38.05 | 191 | -5 | 368 |
| 8 Nov | 9910.40 | 6.95 | -3.50 | 36.65 | 256 | -25 | 373 |
| 7 Nov | 9856.65 | 10.45 | 0.00 | 37.37 | 277 | 62 | 398 |
| 6 Nov | 10020.50 | 10.45 | -7.75 | 39.67 | 417 | -36 | 347 |
| 5 Nov | 9874.85 | 18.2 | -18.75 | 39.63 | 1,180 | -154 | 383 |
| 4 Nov | 9525.55 | 36.95 | 3.35 | 38.75 | 3,222 | 419 | 537 |
| 1 Nov | 9875.95 | 33.6 | 6.60 | 42.70 | 61 | 39 | 118 |
| 31 Oct | 9836.30 | 27 | 1.40 | - | 73 | 17 | 79 |
| 30 Oct | 9940.65 | 25.6 | 2.60 | - | 29 | 5 | 61 |
| 29 Oct | 9850.85 | 23 | 1.00 | - | 170 | 39 | 56 |
| 28 Oct | 10011.25 | 22 | 6.00 | - | 3 | 1 | 16 |
| 25 Oct | 10206.10 | 16 | -4.00 | - | 1 | 0 | 15 |
| 24 Oct | 10302.50 | 20 | 5.00 | - | 5 | 1 | 15 |
| 23 Oct | 10586.75 | 15 | 3.00 | - | 3 | 2 | 13 |
| 22 Oct | 10368.35 | 12 | -6.00 | - | 6 | 1 | 11 |
| 21 Oct | 10500.50 | 18 | 0.00 | - | 1 | 0 | 9 |
| 18 Oct | 10063.95 | 18 | - | 10 | 7 | 7 | |
For Bajaj Auto Limited - strike price 8400 expiring on 28NOV2024
Delta for 8400 PE is -0.02
Historical price for 8400 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 43.93, the open interest changed by 5 which increased total open position to 327
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 3.95, which was 0.00 lower than the previous day. The implied volatity was 39.17, the open interest changed by -43 which decreased total open position to 322
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 3.95, which was -1.55 lower than the previous day. The implied volatity was 39.17, the open interest changed by -43 which decreased total open position to 322
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 5.5, which was -1.85 lower than the previous day. The implied volatity was 39.32, the open interest changed by -6 which decreased total open position to 369
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 34.89, the open interest changed by 5 which increased total open position to 375
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 7.35, which was 1.25 higher than the previous day. The implied volatity was 32.95, the open interest changed by 27 which increased total open position to 368
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 6.1, which was 0.85 higher than the previous day. The implied volatity was 35.41, the open interest changed by -25 which decreased total open position to 341
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 5.25, which was -1.70 lower than the previous day. The implied volatity was 38.05, the open interest changed by -5 which decreased total open position to 368
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 6.95, which was -3.50 lower than the previous day. The implied volatity was 36.65, the open interest changed by -25 which decreased total open position to 373
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 37.37, the open interest changed by 62 which increased total open position to 398
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 10.45, which was -7.75 lower than the previous day. The implied volatity was 39.67, the open interest changed by -36 which decreased total open position to 347
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 18.2, which was -18.75 lower than the previous day. The implied volatity was 39.63, the open interest changed by -154 which decreased total open position to 383
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 36.95, which was 3.35 higher than the previous day. The implied volatity was 38.75, the open interest changed by 419 which increased total open position to 537
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 33.6, which was 6.60 higher than the previous day. The implied volatity was 42.70, the open interest changed by 39 which increased total open position to 118
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 27, which was 1.40 higher 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 25.6, which was 2.60 higher 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 23, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 22, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BAJAJ-AUTO was trading at 10206.10. The strike last trading price was 16, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 20, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BAJAJ-AUTO was trading at 10586.75. The strike last trading price was 15, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BAJAJ-AUTO was trading at 10368.35. The strike last trading price was 12, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BAJAJ-AUTO was trading at 10500.50. The strike last trading price was 18, 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 18 Oct BAJAJ-AUTO was trading at 10063.95. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
