BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8600 CE | ||||||||||
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Delta: 0.89
Vega: 2.16
Theta: -5.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 245 | -163.90 | 17.45 | 11 | -1 | 38 | |||
| 19 Dec | 8982.65 | 408.9 | 2.90 | 24.36 | 17 | 2 | 40 | |||
| 18 Dec | 8956.75 | 406 | 61.00 | 29.13 | 31 | 10 | 36 | |||
| 17 Dec | 8895.00 | 345 | -100.40 | 30.13 | 14 | -1 | 25 | |||
| 16 Dec | 8998.35 | 445.4 | -27.30 | 27.76 | 2 | 0 | 27 | |||
| 13 Dec | 9021.40 | 472.7 | 40.70 | 22.68 | 4 | 0 | 27 | |||
| 12 Dec | 8963.25 | 432 | -104.95 | 21.38 | 8 | 2 | 27 | |||
| 11 Dec | 9069.85 | 536.95 | -1.80 | 28.23 | 2 | -1 | 26 | |||
| 10 Dec | 9013.30 | 538.75 | -0.60 | 34.24 | 1 | 0 | 27 | |||
| 9 Dec | 9077.45 | 539.35 | -15.85 | 23.13 | 7 | -1 | 28 | |||
| 6 Dec | 9099.90 | 555.2 | 115.20 | 16.67 | 6 | -4 | 28 | |||
| 5 Dec | 8891.95 | 440 | -54.65 | 26.19 | 72 | 29 | 32 | |||
| 4 Dec | 8999.15 | 494.65 | -89.10 | 21.98 | 3 | 1 | 2 | |||
| 3 Dec | 9161.80 | 583.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 9130.35 | 583.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 29 Nov | 9033.65 | 583.75 | -3120.35 | 28.14 | 1 | 0 | 0 | |||
| 28 Nov | 9013.50 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Nov | 9190.35 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 3704.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 3704.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8600 expiring on 26DEC2024
Delta for 8600 CE is 0.89
Historical price for 8600 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 245, which was -163.90 lower than the previous day. The implied volatity was 17.45, the open interest changed by -1 which decreased total open position to 38
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 408.9, which was 2.90 higher than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 40
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 406, which was 61.00 higher than the previous day. The implied volatity was 29.13, the open interest changed by 10 which increased total open position to 36
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 345, which was -100.40 lower than the previous day. The implied volatity was 30.13, the open interest changed by -1 which decreased total open position to 25
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 445.4, which was -27.30 lower than the previous day. The implied volatity was 27.76, the open interest changed by 0 which decreased total open position to 27
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 472.7, which was 40.70 higher than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 27
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 432, which was -104.95 lower than the previous day. The implied volatity was 21.38, the open interest changed by 2 which increased total open position to 27
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 536.95, which was -1.80 lower than the previous day. The implied volatity was 28.23, the open interest changed by -1 which decreased total open position to 26
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 538.75, which was -0.60 lower than the previous day. The implied volatity was 34.24, the open interest changed by 0 which decreased total open position to 27
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 539.35, which was -15.85 lower than the previous day. The implied volatity was 23.13, the open interest changed by -1 which decreased total open position to 28
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 555.2, which was 115.20 higher than the previous day. The implied volatity was 16.67, the open interest changed by -4 which decreased total open position to 28
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 440, which was -54.65 lower than the previous day. The implied volatity was 26.19, the open interest changed by 29 which increased total open position to 32
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 494.65, which was -89.10 lower than the previous day. The implied volatity was 21.98, the open interest changed by 1 which increased total open position to 2
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 583.75, 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 583.75, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 583.75, which was -3120.35 lower than the previous day. The implied volatity was 28.14, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 3704.1, 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 8600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 3.28
Theta: -6.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 37.15 | 17.85 | 26.84 | 3,038 | -165 | 465 |
| 19 Dec | 8982.65 | 19.3 | -6.55 | 27.50 | 1,932 | -135 | 637 |
| 18 Dec | 8956.75 | 25.85 | -15.75 | 27.06 | 2,486 | 234 | 803 |
| 17 Dec | 8895.00 | 41.6 | 9.25 | 25.72 | 1,686 | -75 | 573 |
| 16 Dec | 8998.35 | 32.35 | 6.35 | 27.84 | 756 | 30 | 650 |
| 13 Dec | 9021.40 | 26 | -25.00 | 24.13 | 2,597 | 85 | 620 |
| 12 Dec | 8963.25 | 51 | 19.00 | 27.55 | 1,059 | -109 | 536 |
| 11 Dec | 9069.85 | 32 | -13.25 | 25.43 | 826 | 83 | 647 |
| 10 Dec | 9013.30 | 45.25 | -4.65 | 26.20 | 741 | 28 | 565 |
| 9 Dec | 9077.45 | 49.9 | -2.35 | 28.49 | 884 | 3 | 536 |
| 6 Dec | 9099.90 | 52.25 | -40.75 | 27.79 | 3,013 | -10 | 534 |
| 5 Dec | 8891.95 | 93 | 14.85 | 27.26 | 7,475 | 60 | 552 |
| 4 Dec | 8999.15 | 78.15 | 36.35 | 27.84 | 2,590 | 114 | 489 |
| 3 Dec | 9161.80 | 41.8 | -16.05 | 25.77 | 577 | 54 | 378 |
| 2 Dec | 9130.35 | 57.85 | -26.30 | 27.19 | 920 | 108 | 325 |
| 29 Nov | 9033.65 | 84.15 | -23.05 | 27.25 | 443 | 79 | 219 |
| 28 Nov | 9013.50 | 107.2 | 38.20 | 29.61 | 340 | 36 | 142 |
| 27 Nov | 9190.35 | 69 | -28.00 | 28.88 | 138 | 37 | 106 |
| 26 Nov | 9137.45 | 97 | 95.15 | 31.16 | 92 | 69 | 69 |
| 25 Nov | 9420.95 | 1.85 | 0.00 | 8.04 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 1.85 | 0.00 | 8.04 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 1.85 | 0.00 | 8.30 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 1.85 | 0.00 | 8.25 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 1.85 | 0.00 | 8.25 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 1.85 | 0.00 | 8.36 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 1.85 | 0.00 | 7.57 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 1.85 | 0.00 | 7.39 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 1.85 | 0.00 | 9.67 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 1.85 | 0.00 | 10.28 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 1.85 | 10.70 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8600 expiring on 26DEC2024
Delta for 8600 PE is -0.21
Historical price for 8600 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 37.15, which was 17.85 higher than the previous day. The implied volatity was 26.84, the open interest changed by -165 which decreased total open position to 465
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 19.3, which was -6.55 lower than the previous day. The implied volatity was 27.50, the open interest changed by -135 which decreased total open position to 637
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 25.85, which was -15.75 lower than the previous day. The implied volatity was 27.06, the open interest changed by 234 which increased total open position to 803
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 41.6, which was 9.25 higher than the previous day. The implied volatity was 25.72, the open interest changed by -75 which decreased total open position to 573
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 32.35, which was 6.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 30 which increased total open position to 650
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 26, which was -25.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 85 which increased total open position to 620
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 51, which was 19.00 higher than the previous day. The implied volatity was 27.55, the open interest changed by -109 which decreased total open position to 536
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 32, which was -13.25 lower than the previous day. The implied volatity was 25.43, the open interest changed by 83 which increased total open position to 647
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 45.25, which was -4.65 lower than the previous day. The implied volatity was 26.20, the open interest changed by 28 which increased total open position to 565
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 49.9, which was -2.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by 3 which increased total open position to 536
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 52.25, which was -40.75 lower than the previous day. The implied volatity was 27.79, the open interest changed by -10 which decreased total open position to 534
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 93, which was 14.85 higher than the previous day. The implied volatity was 27.26, the open interest changed by 60 which increased total open position to 552
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 78.15, which was 36.35 higher than the previous day. The implied volatity was 27.84, the open interest changed by 114 which increased total open position to 489
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 41.8, which was -16.05 lower than the previous day. The implied volatity was 25.77, the open interest changed by 54 which increased total open position to 378
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 57.85, which was -26.30 lower than the previous day. The implied volatity was 27.19, the open interest changed by 108 which increased total open position to 325
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 84.15, which was -23.05 lower than the previous day. The implied volatity was 27.25, the open interest changed by 79 which increased total open position to 219
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 107.2, which was 38.20 higher than the previous day. The implied volatity was 29.61, the open interest changed by 36 which increased total open position to 142
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 69, which was -28.00 lower than the previous day. The implied volatity was 28.88, the open interest changed by 37 which increased total open position to 106
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 97, which was 95.15 higher than the previous day. The implied volatity was 31.16, the open interest changed by 69 which increased total open position to 69
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.04, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.30, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.25, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.25, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 8.36, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 7.57, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 7.39, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 9.67, 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 1.85, which was 0.00 lower than the previous day. The implied volatity was 10.28, 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 1.85, which was lower than the previous day. The implied volatity was 10.70, the open interest changed by 0 which decreased total open position to 0
