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[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

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Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 8800 CE
Delta: 0.59
Vega: 4.41
Theta: -6.80
Gamma: 0.00
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
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
Delta: -0.45
Vega: 4.48
Theta: -9.39
Gamma: 0.00
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