BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8700 CE | ||||||||||
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Delta: 0.90
Vega: 1.96
Theta: -3.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 139.2 | -176.05 | 9.31 | 194 | 45 | 184 | |||
| 19 Dec | 8982.65 | 315.25 | 0.80 | 22.08 | 92 | -10 | 139 | |||
| 18 Dec | 8956.75 | 314.45 | 54.45 | 26.04 | 174 | 15 | 149 | |||
| 17 Dec | 8895.00 | 260 | -83.05 | 27.18 | 59 | 7 | 134 | |||
| 16 Dec | 8998.35 | 343.05 | -43.10 | 22.37 | 23 | -3 | 128 | |||
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| 13 Dec | 9021.40 | 386.15 | 34.50 | 22.27 | 67 | -1 | 132 | |||
| 12 Dec | 8963.25 | 351.65 | -97.25 | 21.82 | 22 | 0 | 132 | |||
| 11 Dec | 9069.85 | 448.9 | 25.35 | 26.65 | 11 | 0 | 132 | |||
| 10 Dec | 9013.30 | 423.55 | -50.45 | 27.17 | 13 | 2 | 131 | |||
| 9 Dec | 9077.45 | 474 | -23.00 | 26.74 | 28 | -16 | 129 | |||
| 6 Dec | 9099.90 | 497 | 131.40 | 23.85 | 252 | -20 | 146 | |||
| 5 Dec | 8891.95 | 365.6 | -82.30 | 25.54 | 1,314 | 153 | 163 | |||
| 4 Dec | 8999.15 | 447.9 | -119.35 | 26.64 | 28 | 4 | 10 | |||
| 3 Dec | 9161.80 | 567.25 | 18.30 | 25.17 | 3 | 0 | 5 | |||
| 2 Dec | 9130.35 | 548.95 | 12.55 | 26.29 | 6 | 2 | 3 | |||
| 29 Nov | 9033.65 | 536.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 9013.50 | 536.4 | -801.75 | 31.19 | 1 | 0 | 0 | |||
| 27 Nov | 9190.35 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 1338.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 1338.15 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8700 expiring on 26DEC2024
Delta for 8700 CE is 0.90
Historical price for 8700 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 139.2, which was -176.05 lower than the previous day. The implied volatity was 9.31, the open interest changed by 45 which increased total open position to 184
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 315.25, which was 0.80 higher than the previous day. The implied volatity was 22.08, the open interest changed by -10 which decreased total open position to 139
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 314.45, which was 54.45 higher than the previous day. The implied volatity was 26.04, the open interest changed by 15 which increased total open position to 149
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 260, which was -83.05 lower than the previous day. The implied volatity was 27.18, the open interest changed by 7 which increased total open position to 134
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 343.05, which was -43.10 lower than the previous day. The implied volatity was 22.37, the open interest changed by -3 which decreased total open position to 128
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 386.15, which was 34.50 higher than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 132
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 351.65, which was -97.25 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 132
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 448.9, which was 25.35 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 132
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 423.55, which was -50.45 lower than the previous day. The implied volatity was 27.17, the open interest changed by 2 which increased total open position to 131
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 474, which was -23.00 lower than the previous day. The implied volatity was 26.74, the open interest changed by -16 which decreased total open position to 129
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 497, which was 131.40 higher than the previous day. The implied volatity was 23.85, the open interest changed by -20 which decreased total open position to 146
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 365.6, which was -82.30 lower than the previous day. The implied volatity was 25.54, the open interest changed by 153 which increased total open position to 163
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 447.9, which was -119.35 lower than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 10
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 567.25, which was 18.30 higher than the previous day. The implied volatity was 25.17, the open interest changed by 0 which decreased total open position to 5
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 548.95, which was 12.55 higher than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 3
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 536.4, 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 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 536.4, which was -801.75 lower than the previous day. The implied volatity was 31.19, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 1338.15, 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 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 4.04
Theta: -8.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 63.15 | 32.95 | 26.44 | 3,399 | -43 | 760 |
| 19 Dec | 8982.65 | 30.2 | -9.15 | 26.05 | 2,292 | 8 | 814 |
| 18 Dec | 8956.75 | 39.35 | -25.15 | 25.76 | 3,740 | 13 | 812 |
| 17 Dec | 8895.00 | 64.5 | 17.95 | 25.09 | 1,974 | 62 | 805 |
| 16 Dec | 8998.35 | 46.55 | 8.25 | 26.68 | 1,367 | -4 | 744 |
| 13 Dec | 9021.40 | 38.3 | -32.90 | 23.21 | 2,325 | 123 | 747 |
| 12 Dec | 8963.25 | 71.2 | 24.60 | 26.98 | 1,821 | -48 | 626 |
| 11 Dec | 9069.85 | 46.6 | -16.15 | 24.91 | 1,289 | 2 | 676 |
| 10 Dec | 9013.30 | 62.75 | -5.20 | 25.57 | 1,443 | -129 | 676 |
| 9 Dec | 9077.45 | 67.95 | -0.30 | 28.05 | 1,844 | 38 | 806 |
| 6 Dec | 9099.90 | 68.25 | -51.35 | 27.10 | 3,464 | 188 | 769 |
| 5 Dec | 8891.95 | 119.6 | 18.10 | 26.72 | 8,975 | 174 | 584 |
| 4 Dec | 8999.15 | 101.5 | 43.50 | 27.45 | 2,943 | 134 | 412 |
| 3 Dec | 9161.80 | 58 | -18.05 | 25.61 | 539 | -2 | 284 |
| 2 Dec | 9130.35 | 76.05 | -31.20 | 26.84 | 545 | 38 | 287 |
| 29 Nov | 9033.65 | 107.25 | -26.75 | 26.90 | 634 | -7 | 251 |
| 28 Nov | 9013.50 | 134 | 54.00 | 29.41 | 410 | 167 | 259 |
| 27 Nov | 9190.35 | 80 | -39.70 | 27.06 | 218 | 61 | 91 |
| 26 Nov | 9137.45 | 119.7 | 14.50 | 30.92 | 42 | 29 | 29 |
| 25 Nov | 9420.95 | 105.2 | 0.00 | 6.93 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 105.2 | 0.00 | 7.24 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 105.2 | 0.00 | 7.47 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 105.2 | 0.00 | 7.49 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 105.2 | 0.00 | 7.49 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 105.2 | 0.00 | 7.25 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 105.2 | 0.00 | 6.94 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 105.2 | 0.00 | 6.69 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 105.2 | 0.00 | 8.87 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 105.2 | 0.00 | 8.70 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 105.2 | 9.54 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8700 expiring on 26DEC2024
Delta for 8700 PE is -0.32
Historical price for 8700 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 63.15, which was 32.95 higher than the previous day. The implied volatity was 26.44, the open interest changed by -43 which decreased total open position to 760
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 30.2, which was -9.15 lower than the previous day. The implied volatity was 26.05, the open interest changed by 8 which increased total open position to 814
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 39.35, which was -25.15 lower than the previous day. The implied volatity was 25.76, the open interest changed by 13 which increased total open position to 812
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 64.5, which was 17.95 higher than the previous day. The implied volatity was 25.09, the open interest changed by 62 which increased total open position to 805
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 46.55, which was 8.25 higher than the previous day. The implied volatity was 26.68, the open interest changed by -4 which decreased total open position to 744
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 38.3, which was -32.90 lower than the previous day. The implied volatity was 23.21, the open interest changed by 123 which increased total open position to 747
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 71.2, which was 24.60 higher than the previous day. The implied volatity was 26.98, the open interest changed by -48 which decreased total open position to 626
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 46.6, which was -16.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 2 which increased total open position to 676
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 62.75, which was -5.20 lower than the previous day. The implied volatity was 25.57, the open interest changed by -129 which decreased total open position to 676
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 67.95, which was -0.30 lower than the previous day. The implied volatity was 28.05, the open interest changed by 38 which increased total open position to 806
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 68.25, which was -51.35 lower than the previous day. The implied volatity was 27.10, the open interest changed by 188 which increased total open position to 769
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 119.6, which was 18.10 higher than the previous day. The implied volatity was 26.72, the open interest changed by 174 which increased total open position to 584
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 101.5, which was 43.50 higher than the previous day. The implied volatity was 27.45, the open interest changed by 134 which increased total open position to 412
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 58, which was -18.05 lower than the previous day. The implied volatity was 25.61, the open interest changed by -2 which decreased total open position to 284
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 76.05, which was -31.20 lower than the previous day. The implied volatity was 26.84, the open interest changed by 38 which increased total open position to 287
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 107.25, which was -26.75 lower than the previous day. The implied volatity was 26.90, the open interest changed by -7 which decreased total open position to 251
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 134, which was 54.00 higher than the previous day. The implied volatity was 29.41, the open interest changed by 167 which increased total open position to 259
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 80, which was -39.70 lower than the previous day. The implied volatity was 27.06, the open interest changed by 61 which increased total open position to 91
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 119.7, which was 14.50 higher than the previous day. The implied volatity was 30.92, the open interest changed by 29 which increased total open position to 29
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 105.2, which was 0.00 lower than the previous day. The implied volatity was 6.93, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 7.24, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 7.47, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 7.49, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 7.25, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 8.87, 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 105.2, which was 0.00 lower than the previous day. The implied volatity was 8.70, 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 105.2, which was lower than the previous day. The implied volatity was 9.54, the open interest changed by 0 which decreased total open position to 0
