BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8500 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 | 300.7 | -214.10 | - | 43 | 0 | 89 | |||
| 19 Dec | 8982.65 | 514.8 | 14.80 | 32.12 | 15 | -3 | 89 | |||
| 18 Dec | 8956.75 | 500 | 75.00 | 32.22 | 8 | -2 | 93 | |||
| 17 Dec | 8895.00 | 425 | -89.00 | 30.61 | 32 | 3 | 93 | |||
| 16 Dec | 8998.35 | 514 | -37.00 | 15.73 | 14 | -1 | 89 | |||
| 13 Dec | 9021.40 | 551 | 41.00 | - | 2 | 0 | 92 | |||
| 12 Dec | 8963.25 | 510 | -116.55 | 15.77 | 51 | -14 | 96 | |||
| 11 Dec | 9069.85 | 626.55 | 31.55 | 29.51 | 4 | 0 | 110 | |||
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| 10 Dec | 9013.30 | 595 | -38.80 | 29.73 | 8 | -1 | 110 | |||
| 9 Dec | 9077.45 | 633.8 | -31.20 | 24.88 | 16 | 1 | 112 | |||
| 6 Dec | 9099.90 | 665 | 140.20 | 23.00 | 53 | -4 | 111 | |||
| 5 Dec | 8891.95 | 524.8 | -72.10 | 27.73 | 136 | 22 | 116 | |||
| 4 Dec | 8999.15 | 596.9 | -196.10 | 25.72 | 40 | 12 | 94 | |||
| 3 Dec | 9161.80 | 793 | 64.00 | 36.29 | 3 | 0 | 85 | |||
| 2 Dec | 9130.35 | 729 | 63.90 | 29.55 | 9 | 0 | 86 | |||
| 29 Nov | 9033.65 | 665.1 | -10.05 | 28.75 | 72 | 38 | 86 | |||
| 28 Nov | 9013.50 | 675.15 | -124.85 | 30.60 | 16 | 10 | 46 | |||
| 27 Nov | 9190.35 | 800 | 33.90 | 25.09 | 31 | 30 | 36 | |||
| 26 Nov | 9137.45 | 766.1 | -738.85 | 26.12 | 6 | 5 | 5 | |||
| 25 Nov | 9420.95 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 1504.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 1504.95 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8500 expiring on 26DEC2024
Delta for 8500 CE is -
Historical price for 8500 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 300.7, which was -214.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 89
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 514.8, which was 14.80 higher than the previous day. The implied volatity was 32.12, the open interest changed by -3 which decreased total open position to 89
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 500, which was 75.00 higher than the previous day. The implied volatity was 32.22, the open interest changed by -2 which decreased total open position to 93
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 425, which was -89.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 3 which increased total open position to 93
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 514, which was -37.00 lower than the previous day. The implied volatity was 15.73, the open interest changed by -1 which decreased total open position to 89
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 551, which was 41.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 510, which was -116.55 lower than the previous day. The implied volatity was 15.77, the open interest changed by -14 which decreased total open position to 96
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 626.55, which was 31.55 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 110
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 595, which was -38.80 lower than the previous day. The implied volatity was 29.73, the open interest changed by -1 which decreased total open position to 110
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 633.8, which was -31.20 lower than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 112
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 665, which was 140.20 higher than the previous day. The implied volatity was 23.00, the open interest changed by -4 which decreased total open position to 111
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 524.8, which was -72.10 lower than the previous day. The implied volatity was 27.73, the open interest changed by 22 which increased total open position to 116
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 596.9, which was -196.10 lower than the previous day. The implied volatity was 25.72, the open interest changed by 12 which increased total open position to 94
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 793, which was 64.00 higher than the previous day. The implied volatity was 36.29, the open interest changed by 0 which decreased total open position to 85
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 729, which was 63.90 higher than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 86
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 665.1, which was -10.05 lower than the previous day. The implied volatity was 28.75, the open interest changed by 38 which increased total open position to 86
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 675.15, which was -124.85 lower than the previous day. The implied volatity was 30.60, the open interest changed by 10 which increased total open position to 46
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 800, which was 33.90 higher than the previous day. The implied volatity was 25.09, the open interest changed by 30 which increased total open position to 36
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 766.1, which was -738.85 lower than the previous day. The implied volatity was 26.12, the open interest changed by 5 which increased total open position to 5
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 1504.95, 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 8500 PE | |||||||
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Delta: -0.13
Vega: 2.41
Theta: -5.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 20.6 | 6.80 | 27.27 | 2,677 | 78 | 904 |
| 19 Dec | 8982.65 | 13.8 | -3.60 | 29.76 | 2,827 | -249 | 846 |
| 18 Dec | 8956.75 | 17.4 | -9.50 | 28.60 | 2,818 | -238 | 1,115 |
| 17 Dec | 8895.00 | 26.9 | 5.80 | 26.66 | 1,724 | -61 | 1,351 |
| 16 Dec | 8998.35 | 21.1 | 3.55 | 28.53 | 1,342 | -3 | 1,417 |
| 13 Dec | 9021.40 | 17.55 | -18.20 | 25.07 | 2,597 | -130 | 1,424 |
| 12 Dec | 8963.25 | 35.75 | 13.05 | 28.08 | 2,072 | 220 | 1,557 |
| 11 Dec | 9069.85 | 22.7 | -9.30 | 26.31 | 1,835 | -149 | 1,340 |
| 10 Dec | 9013.30 | 32 | -3.95 | 26.78 | 1,707 | 105 | 1,490 |
| 9 Dec | 9077.45 | 35.95 | -3.60 | 28.89 | 1,839 | 0 | 1,382 |
| 6 Dec | 9099.90 | 39.55 | -31.70 | 28.45 | 4,031 | 21 | 1,379 |
| 5 Dec | 8891.95 | 71.25 | 12.05 | 27.77 | 9,466 | 18 | 1,366 |
| 4 Dec | 8999.15 | 59.2 | 27.10 | 28.20 | 5,906 | 556 | 1,360 |
| 3 Dec | 9161.80 | 32.1 | -12.90 | 26.56 | 702 | 21 | 797 |
| 2 Dec | 9130.35 | 45 | -22.00 | 27.86 | 1,104 | 46 | 777 |
| 29 Nov | 9033.65 | 67 | -19.65 | 27.87 | 1,240 | -51 | 730 |
| 28 Nov | 9013.50 | 86.65 | 31.15 | 30.09 | 941 | 309 | 775 |
| 27 Nov | 9190.35 | 55.5 | -21.00 | 29.47 | 780 | -21 | 466 |
| 26 Nov | 9137.45 | 76.5 | 26.50 | 31.21 | 857 | 486 | 491 |
| 25 Nov | 9420.95 | 50 | -24.25 | 33.07 | 5 | 4 | 4 |
| 22 Nov | 9481.65 | 74.25 | 0.00 | 8.75 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 74.25 | 0.00 | 9.36 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 74.25 | 0.00 | 10.48 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 74.25 | 0.00 | 10.48 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 74.25 | 0.00 | 8.77 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 74.25 | 0.00 | 8.29 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 74.25 | 0.00 | 9.35 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 74.25 | 0.00 | 10.85 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 74.25 | 0.00 | 10.38 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 74.25 | 11.15 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8500 expiring on 26DEC2024
Delta for 8500 PE is -0.13
Historical price for 8500 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 20.6, which was 6.80 higher than the previous day. The implied volatity was 27.27, the open interest changed by 78 which increased total open position to 904
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 13.8, which was -3.60 lower than the previous day. The implied volatity was 29.76, the open interest changed by -249 which decreased total open position to 846
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 17.4, which was -9.50 lower than the previous day. The implied volatity was 28.60, the open interest changed by -238 which decreased total open position to 1115
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 26.9, which was 5.80 higher than the previous day. The implied volatity was 26.66, the open interest changed by -61 which decreased total open position to 1351
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 21.1, which was 3.55 higher than the previous day. The implied volatity was 28.53, the open interest changed by -3 which decreased total open position to 1417
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 17.55, which was -18.20 lower than the previous day. The implied volatity was 25.07, the open interest changed by -130 which decreased total open position to 1424
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 35.75, which was 13.05 higher than the previous day. The implied volatity was 28.08, the open interest changed by 220 which increased total open position to 1557
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 22.7, which was -9.30 lower than the previous day. The implied volatity was 26.31, the open interest changed by -149 which decreased total open position to 1340
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 32, which was -3.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by 105 which increased total open position to 1490
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 35.95, which was -3.60 lower than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 1382
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 39.55, which was -31.70 lower than the previous day. The implied volatity was 28.45, the open interest changed by 21 which increased total open position to 1379
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 71.25, which was 12.05 higher than the previous day. The implied volatity was 27.77, the open interest changed by 18 which increased total open position to 1366
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 59.2, which was 27.10 higher than the previous day. The implied volatity was 28.20, the open interest changed by 556 which increased total open position to 1360
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 32.1, which was -12.90 lower than the previous day. The implied volatity was 26.56, the open interest changed by 21 which increased total open position to 797
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 45, which was -22.00 lower than the previous day. The implied volatity was 27.86, the open interest changed by 46 which increased total open position to 777
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 67, which was -19.65 lower than the previous day. The implied volatity was 27.87, the open interest changed by -51 which decreased total open position to 730
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 86.65, which was 31.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by 309 which increased total open position to 775
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 55.5, which was -21.00 lower than the previous day. The implied volatity was 29.47, the open interest changed by -21 which decreased total open position to 466
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 76.5, which was 26.50 higher than the previous day. The implied volatity was 31.21, the open interest changed by 486 which increased total open position to 491
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 50, which was -24.25 lower than the previous day. The implied volatity was 33.07, the open interest changed by 4 which increased total open position to 4
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 74.25, which was 0.00 lower than the previous day. The implied volatity was 8.75, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 9.36, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 10.48, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 10.48, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 8.77, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 8.29, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 9.35, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 10.85, 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 74.25, which was 0.00 lower than the previous day. The implied volatity was 10.38, 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 74.25, which was lower than the previous day. The implied volatity was 11.15, the open interest changed by 0 which decreased total open position to 0
