BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 1397.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 1397.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 9678.70 | 1397.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 1397.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 1397.7 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 9856.65 | 1397.7 | -2003.70 | 19.62 | 2 | 1 | 1 | |||
| 6 Nov | 10020.50 | 3401.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 3401.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 3401.4 | 3401.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 9875.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8500 expiring on 28NOV2024
Delta for 8500 CE is 0.00
Historical price for 8500 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1397.7, 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 1397.7, 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 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1397.7, 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 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1397.7, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 1397.7, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 1397.7, which was -2003.70 lower than the previous day. The implied volatity was 19.62, the open interest changed by 1 which increased total open position to 1
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 3401.4, 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 3401.4, 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 3401.4, which was 3401.40 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 8500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 1.53
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 9.75 | -0.40 | 33.86 | 370 | 12 | 380 |
| 13 Nov | 9452.15 | 10.15 | 3.80 | 32.16 | 616 | 114 | 368 |
| 12 Nov | 9678.70 | 6.35 | 0.00 | 32.88 | 417 | -34 | 253 |
| 11 Nov | 9919.35 | 6.35 | -1.80 | 36.85 | 72 | -29 | 287 |
| 8 Nov | 9910.40 | 8.15 | -4.25 | 35.37 | 259 | -51 | 323 |
| 7 Nov | 9856.65 | 12.4 | 1.45 | 36.22 | 311 | -114 | 403 |
| 6 Nov | 10020.50 | 10.95 | -11.05 | 37.80 | 670 | -37 | 520 |
| 5 Nov | 9874.85 | 22 | -21.85 | 38.81 | 1,615 | 455 | 556 |
| 4 Nov | 9525.55 | 43.85 | 43.85 | 37.82 | 170 | 103 | 103 |
| 1 Nov | 9875.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 9836.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 9940.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 9850.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 10011.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 0 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8500 expiring on 28NOV2024
Delta for 8500 PE is -0.04
Historical price for 8500 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 9.75, which was -0.40 lower than the previous day. The implied volatity was 33.86, the open interest changed by 12 which increased total open position to 380
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 10.15, which was 3.80 higher than the previous day. The implied volatity was 32.16, the open interest changed by 114 which increased total open position to 368
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 32.88, the open interest changed by -34 which decreased total open position to 253
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 6.35, which was -1.80 lower than the previous day. The implied volatity was 36.85, the open interest changed by -29 which decreased total open position to 287
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 8.15, which was -4.25 lower than the previous day. The implied volatity was 35.37, the open interest changed by -51 which decreased total open position to 323
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 12.4, which was 1.45 higher than the previous day. The implied volatity was 36.22, the open interest changed by -114 which decreased total open position to 403
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 10.95, which was -11.05 lower than the previous day. The implied volatity was 37.80, the open interest changed by -37 which decreased total open position to 520
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 22, which was -21.85 lower than the previous day. The implied volatity was 38.81, the open interest changed by 455 which increased total open position to 556
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 43.85, which was 43.85 higher than the previous day. The implied volatity was 37.82, the open interest changed by 103 which increased total open position to 103
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
