BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8700 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 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 9910.40 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 9875.95 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 3748.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 3748.3 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8700 expiring on 28NOV2024
Delta for 8700 CE is -
Historical price for 8700 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 3748.3, 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 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 1.07
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 7.5 | -11.45 | 37.40 | 80 | 8 | 165 |
| 20 Nov | 9545.70 | 18.95 | 0.00 | 40.33 | 282 | -23 | 157 |
| 19 Nov | 9545.70 | 18.95 | 8.60 | 40.33 | 282 | -23 | 157 |
| 18 Nov | 9516.50 | 10.35 | -5.55 | 33.74 | 252 | -19 | 182 |
| 14 Nov | 9482.95 | 15.9 | -3.05 | 31.25 | 202 | 20 | 198 |
| 13 Nov | 9452.15 | 18.95 | 5.45 | 30.53 | 540 | 36 | 178 |
| 12 Nov | 9678.70 | 13.5 | 3.70 | 32.56 | 132 | 16 | 157 |
| 11 Nov | 9919.35 | 9.8 | -3.90 | 34.66 | 168 | 8 | 142 |
| 8 Nov | 9910.40 | 13.7 | -4.45 | 34.03 | 347 | -43 | 134 |
| 7 Nov | 9856.65 | 18.15 | 1.15 | 34.16 | 607 | 10 | 168 |
| 6 Nov | 10020.50 | 17 | -16.10 | 36.38 | 754 | -56 | 164 |
| 5 Nov | 9874.85 | 33.1 | -28.90 | 37.47 | 912 | 23 | 220 |
| 4 Nov | 9525.55 | 62 | 11.85 | 36.04 | 704 | 113 | 197 |
| 1 Nov | 9875.95 | 50.15 | 5.20 | 39.58 | 41 | 11 | 90 |
| 31 Oct | 9836.30 | 44.95 | 15.95 | - | 81 | 2 | 75 |
| 30 Oct | 9940.65 | 29 | -8.35 | - | 11 | 0 | 71 |
| 29 Oct | 9850.85 | 37.35 | 37.10 | - | 145 | 70 | 70 |
| 28 Oct | 10011.25 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 0.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 0.25 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8700 expiring on 28NOV2024
Delta for 8700 PE is -0.04
Historical price for 8700 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 7.5, which was -11.45 lower than the previous day. The implied volatity was 37.40, the open interest changed by 8 which increased total open position to 165
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 18.95, which was 0.00 lower than the previous day. The implied volatity was 40.33, the open interest changed by -23 which decreased total open position to 157
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 18.95, which was 8.60 higher than the previous day. The implied volatity was 40.33, the open interest changed by -23 which decreased total open position to 157
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 10.35, which was -5.55 lower than the previous day. The implied volatity was 33.74, the open interest changed by -19 which decreased total open position to 182
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 15.9, which was -3.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 20 which increased total open position to 198
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 18.95, which was 5.45 higher than the previous day. The implied volatity was 30.53, the open interest changed by 36 which increased total open position to 178
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 13.5, which was 3.70 higher than the previous day. The implied volatity was 32.56, the open interest changed by 16 which increased total open position to 157
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 9.8, which was -3.90 lower than the previous day. The implied volatity was 34.66, the open interest changed by 8 which increased total open position to 142
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 13.7, which was -4.45 lower than the previous day. The implied volatity was 34.03, the open interest changed by -43 which decreased total open position to 134
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 18.15, which was 1.15 higher than the previous day. The implied volatity was 34.16, the open interest changed by 10 which increased total open position to 168
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 17, which was -16.10 lower than the previous day. The implied volatity was 36.38, the open interest changed by -56 which decreased total open position to 164
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 33.1, which was -28.90 lower than the previous day. The implied volatity was 37.47, the open interest changed by 23 which increased total open position to 220
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 62, which was 11.85 higher than the previous day. The implied volatity was 36.04, the open interest changed by 113 which increased total open position to 197
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 50.15, which was 5.20 higher than the previous day. The implied volatity was 39.58, the open interest changed by 11 which increased total open position to 90
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 44.95, which was 15.95 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 29, which was -8.35 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 37.35, which was 37.10 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, 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 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
