BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 8800 CE | ||||||||||
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Delta: 0.59
Vega: 4.41
Theta: -6.80
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 8787.25 | 84.95 | -151.40 | 14.73 | 1,170 | 48 | 670 | |||
19 Dec | 8982.65 | 236.35 | -2.65 | 22.69 | 2,542 | 61 | 630 | |||
18 Dec | 8956.75 | 239 | 51.10 | 25.64 | 1,488 | -42 | 572 | |||
17 Dec | 8895.00 | 187.9 | -80.60 | 25.57 | 1,516 | -108 | 611 | |||
16 Dec | 8998.35 | 268.5 | -44.20 | 23.11 | 712 | 81 | 730 | |||
13 Dec | 9021.40 | 312.7 | 27.95 | 23.14 | 860 | 16 | 649 | |||
12 Dec | 8963.25 | 284.75 | -81.75 | 23.04 | 110 | 27 | 630 | |||
11 Dec | 9069.85 | 366.5 | 21.50 | 25.42 | 82 | -54 | 603 | |||
10 Dec | 9013.30 | 345 | -30.00 | 26.05 | 43 | -2 | 658 | |||
9 Dec | 9077.45 | 375 | -36.50 | 22.82 | 57 | -9 | 660 | |||
6 Dec | 9099.90 | 411.5 | 112.20 | 22.62 | 1,635 | -443 | 671 | |||
5 Dec | 8891.95 | 299.3 | -67.35 | 25.17 | 10,001 | 965 | 1,115 | |||
4 Dec | 8999.15 | 366.65 | -119.40 | 25.00 | 167 | 48 | 150 | |||
3 Dec | 9161.80 | 486.05 | 11.20 | 24.70 | 6 | -2 | 103 | |||
2 Dec | 9130.35 | 474.85 | 42.20 | 26.36 | 84 | -2 | 109 | |||
29 Nov | 9033.65 | 432.65 | -10.75 | 26.89 | 97 | 66 | 111 | |||
28 Nov | 9013.50 | 443.4 | -109.95 | 28.10 | 51 | 37 | 45 | |||
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27 Nov | 9190.35 | 553.35 | 12.40 | 25.00 | 10 | 4 | 7 | |||
26 Nov | 9137.45 | 540.95 | -3441.20 | 27.40 | 4 | 2 | 2 | |||
25 Nov | 9420.95 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 9481.65 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 9505.00 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 9545.70 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 9545.70 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 9516.50 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 9482.95 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 9452.15 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 9678.70 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 9919.35 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 9910.40 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 9856.65 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 10020.50 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 9874.85 | 3982.15 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 9525.55 | 3982.15 | 3982.15 | - | 0 | 0 | 0 | |||
29 Oct | 9850.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 10011.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
18 Oct | 10063.95 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8800 expiring on 26DEC2024
Delta for 8800 CE is 0.59
Historical price for 8800 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 84.95, which was -151.40 lower than the previous day. The implied volatity was 14.73, the open interest changed by 48 which increased total open position to 670
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 236.35, which was -2.65 lower than the previous day. The implied volatity was 22.69, the open interest changed by 61 which increased total open position to 630
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 239, which was 51.10 higher than the previous day. The implied volatity was 25.64, the open interest changed by -42 which decreased total open position to 572
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 187.9, which was -80.60 lower than the previous day. The implied volatity was 25.57, the open interest changed by -108 which decreased total open position to 611
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 268.5, which was -44.20 lower than the previous day. The implied volatity was 23.11, the open interest changed by 81 which increased total open position to 730
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 312.7, which was 27.95 higher than the previous day. The implied volatity was 23.14, the open interest changed by 16 which increased total open position to 649
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 284.75, which was -81.75 lower than the previous day. The implied volatity was 23.04, the open interest changed by 27 which increased total open position to 630
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 366.5, which was 21.50 higher than the previous day. The implied volatity was 25.42, the open interest changed by -54 which decreased total open position to 603
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 345, which was -30.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by -2 which decreased total open position to 658
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 375, which was -36.50 lower than the previous day. The implied volatity was 22.82, the open interest changed by -9 which decreased total open position to 660
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 411.5, which was 112.20 higher than the previous day. The implied volatity was 22.62, the open interest changed by -443 which decreased total open position to 671
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 299.3, which was -67.35 lower than the previous day. The implied volatity was 25.17, the open interest changed by 965 which increased total open position to 1115
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 366.65, which was -119.40 lower than the previous day. The implied volatity was 25.00, the open interest changed by 48 which increased total open position to 150
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 486.05, which was 11.20 higher than the previous day. The implied volatity was 24.70, the open interest changed by -2 which decreased total open position to 103
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 474.85, which was 42.20 higher than the previous day. The implied volatity was 26.36, the open interest changed by -2 which decreased total open position to 109
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 432.65, which was -10.75 lower than the previous day. The implied volatity was 26.89, the open interest changed by 66 which increased total open position to 111
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 443.4, which was -109.95 lower than the previous day. The implied volatity was 28.10, the open interest changed by 37 which increased total open position to 45
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 553.35, which was 12.40 higher than the previous day. The implied volatity was 25.00, the open interest changed by 4 which increased total open position to 7
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 540.95, which was -3441.20 lower than the previous day. The implied volatity was 27.40, the open interest changed by 2 which increased total open position to 2
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 3982.15, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 3982.15, 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 3982.15, 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 3982.15, 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 3982.15, 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 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 3982.15, 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 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 3982.15, which was 3982.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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 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 26DEC2024 8800 PE | |||||||
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Delta: -0.45
Vega: 4.48
Theta: -9.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 8787.25 | 110.35 | 64.50 | 28.17 | 5,705 | -378 | 1,167 |
19 Dec | 8982.65 | 45.85 | -14.35 | 24.32 | 4,832 | 28 | 1,556 |
18 Dec | 8956.75 | 60.2 | -36.60 | 24.64 | 6,654 | 242 | 1,533 |
17 Dec | 8895.00 | 96.8 | 27.25 | 24.45 | 3,536 | -131 | 1,321 |
16 Dec | 8998.35 | 69.55 | 13.05 | 26.15 | 2,122 | -35 | 1,455 |
13 Dec | 9021.40 | 56.5 | -43.20 | 22.42 | 4,019 | 43 | 1,483 |
12 Dec | 8963.25 | 99.7 | 34.70 | 26.76 | 2,512 | -144 | 1,450 |
11 Dec | 9069.85 | 65 | -21.00 | 24.13 | 1,869 | 5 | 1,598 |
10 Dec | 9013.30 | 86 | -6.00 | 24.98 | 2,763 | 88 | 1,605 |
9 Dec | 9077.45 | 92 | 2.05 | 27.78 | 2,289 | -44 | 1,521 |
6 Dec | 9099.90 | 89.95 | -63.25 | 26.63 | 5,441 | -82 | 1,567 |
5 Dec | 8891.95 | 153.2 | 23.15 | 26.33 | 23,151 | 848 | 1,679 |
4 Dec | 8999.15 | 130.05 | 52.70 | 27.07 | 4,116 | 44 | 854 |
3 Dec | 9161.80 | 77.35 | -22.05 | 25.25 | 1,228 | 41 | 813 |
2 Dec | 9130.35 | 99.4 | -35.70 | 26.58 | 1,419 | 38 | 779 |
29 Nov | 9033.65 | 135.1 | -27.90 | 26.56 | 916 | 138 | 761 |
28 Nov | 9013.50 | 163 | 54.90 | 28.95 | 921 | 28 | 625 |
27 Nov | 9190.35 | 108.1 | -32.90 | 28.09 | 733 | 29 | 598 |
26 Nov | 9137.45 | 141 | 58.00 | 30.07 | 1,072 | 377 | 570 |
25 Nov | 9420.95 | 83 | 9.25 | 30.60 | 202 | 125 | 192 |
22 Nov | 9481.65 | 73.75 | 4.15 | 28.67 | 89 | 33 | 100 |
21 Nov | 9505.00 | 69.6 | -3.20 | 28.84 | 5 | 1 | 67 |
20 Nov | 9545.70 | 72.8 | 0.00 | 28.49 | 44 | 21 | 64 |
19 Nov | 9545.70 | 72.8 | -21.20 | 28.49 | 44 | 19 | 64 |
18 Nov | 9516.50 | 94 | 0.00 | 0.00 | 0 | 1 | 0 |
14 Nov | 9482.95 | 94 | -2.75 | 29.46 | 24 | 1 | 45 |
13 Nov | 9452.15 | 96.75 | 43.75 | 28.82 | 70 | 22 | 44 |
12 Nov | 9678.70 | 53 | 6.65 | 26.81 | 12 | 7 | 21 |
11 Nov | 9919.35 | 46.35 | -6.65 | 29.39 | 9 | -1 | 15 |
8 Nov | 9910.40 | 53 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Nov | 9856.65 | 53 | -26.95 | 28.76 | 2 | 0 | 16 |
6 Nov | 10020.50 | 79.95 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Nov | 9874.85 | 79.95 | -55.05 | 31.64 | 7 | 1 | 17 |
4 Nov | 9525.55 | 135 | 52.15 | 31.87 | 13 | 0 | 15 |
29 Oct | 9850.85 | 82.85 | 2.85 | - | 8 | 5 | 15 |
28 Oct | 10011.25 | 80 | 30.00 | - | 5 | 9 | 9 |
18 Oct | 10063.95 | 50 | - | 4 | 0 | 1 |
For Bajaj Auto Limited - strike price 8800 expiring on 26DEC2024
Delta for 8800 PE is -0.45
Historical price for 8800 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 110.35, which was 64.50 higher than the previous day. The implied volatity was 28.17, the open interest changed by -378 which decreased total open position to 1167
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 45.85, which was -14.35 lower than the previous day. The implied volatity was 24.32, the open interest changed by 28 which increased total open position to 1556
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 60.2, which was -36.60 lower than the previous day. The implied volatity was 24.64, the open interest changed by 242 which increased total open position to 1533
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 96.8, which was 27.25 higher than the previous day. The implied volatity was 24.45, the open interest changed by -131 which decreased total open position to 1321
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 69.55, which was 13.05 higher than the previous day. The implied volatity was 26.15, the open interest changed by -35 which decreased total open position to 1455
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 56.5, which was -43.20 lower than the previous day. The implied volatity was 22.42, the open interest changed by 43 which increased total open position to 1483
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 99.7, which was 34.70 higher than the previous day. The implied volatity was 26.76, the open interest changed by -144 which decreased total open position to 1450
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 65, which was -21.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 5 which increased total open position to 1598
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 86, which was -6.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by 88 which increased total open position to 1605
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 92, which was 2.05 higher than the previous day. The implied volatity was 27.78, the open interest changed by -44 which decreased total open position to 1521
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 89.95, which was -63.25 lower than the previous day. The implied volatity was 26.63, the open interest changed by -82 which decreased total open position to 1567
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 153.2, which was 23.15 higher than the previous day. The implied volatity was 26.33, the open interest changed by 848 which increased total open position to 1679
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 130.05, which was 52.70 higher than the previous day. The implied volatity was 27.07, the open interest changed by 44 which increased total open position to 854
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 77.35, which was -22.05 lower than the previous day. The implied volatity was 25.25, the open interest changed by 41 which increased total open position to 813
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 99.4, which was -35.70 lower than the previous day. The implied volatity was 26.58, the open interest changed by 38 which increased total open position to 779
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 135.1, which was -27.90 lower than the previous day. The implied volatity was 26.56, the open interest changed by 138 which increased total open position to 761
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 163, which was 54.90 higher than the previous day. The implied volatity was 28.95, the open interest changed by 28 which increased total open position to 625
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 108.1, which was -32.90 lower than the previous day. The implied volatity was 28.09, the open interest changed by 29 which increased total open position to 598
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 141, which was 58.00 higher than the previous day. The implied volatity was 30.07, the open interest changed by 377 which increased total open position to 570
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 83, which was 9.25 higher than the previous day. The implied volatity was 30.60, the open interest changed by 125 which increased total open position to 192
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 73.75, which was 4.15 higher than the previous day. The implied volatity was 28.67, the open interest changed by 33 which increased total open position to 100
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 69.6, which was -3.20 lower than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 67
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 72.8, which was 0.00 lower than the previous day. The implied volatity was 28.49, the open interest changed by 21 which increased total open position to 64
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 72.8, which was -21.20 lower than the previous day. The implied volatity was 28.49, the open interest changed by 19 which increased total open position to 64
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 94, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 94, which was -2.75 lower than the previous day. The implied volatity was 29.46, the open interest changed by 1 which increased total open position to 45
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 96.75, which was 43.75 higher than the previous day. The implied volatity was 28.82, the open interest changed by 22 which increased total open position to 44
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 53, which was 6.65 higher than the previous day. The implied volatity was 26.81, the open interest changed by 7 which increased total open position to 21
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 46.35, which was -6.65 lower than the previous day. The implied volatity was 29.39, the open interest changed by -1 which decreased total open position to 15
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 53, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 53, which was -26.95 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 16
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 79.95, 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 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 79.95, which was -55.05 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 17
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 135, which was 52.15 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 15
On 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 82.85, which was 2.85 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 80, which was 30.00 higher 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 50, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to