BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8800 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 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 9874.85 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 9875.95 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 2198.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 2198.55 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8800 expiring on 28NOV2024
Delta for 8800 CE is -
Historical price for 8800 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 2198.55, 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 8800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 1.39
Theta: -3.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 10.4 | -7.25 | 35.77 | 407 | -20 | 395 |
| 20 Nov | 9545.70 | 17.65 | 0.00 | 35.78 | 881 | -104 | 408 |
| 19 Nov | 9545.70 | 17.65 | 4.70 | 35.78 | 881 | -111 | 408 |
| 18 Nov | 9516.50 | 12.95 | -8.05 | 31.82 | 565 | -36 | 519 |
| 14 Nov | 9482.95 | 21 | -5.45 | 30.14 | 792 | 17 | 557 |
| 13 Nov | 9452.15 | 26.45 | 9.05 | 29.94 | 1,964 | 102 | 544 |
| 12 Nov | 9678.70 | 17.4 | 6.35 | 31.53 | 471 | -28 | 446 |
| 11 Nov | 9919.35 | 11.05 | -5.15 | 32.93 | 602 | -55 | 476 |
| 8 Nov | 9910.40 | 16.2 | -6.00 | 32.76 | 408 | -59 | 532 |
| 7 Nov | 9856.65 | 22.2 | 2.25 | 33.19 | 829 | 27 | 594 |
| 6 Nov | 10020.50 | 19.95 | -18.35 | 35.24 | 1,086 | 25 | 559 |
| 5 Nov | 9874.85 | 38.3 | -35.15 | 36.27 | 1,419 | -4 | 539 |
| 4 Nov | 9525.55 | 73.45 | 14.95 | 35.12 | 2,604 | 293 | 542 |
| 1 Nov | 9875.95 | 58.5 | 6.50 | 38.76 | 66 | -1 | 252 |
| 31 Oct | 9836.30 | 52 | 8.10 | - | 352 | 67 | 252 |
| 30 Oct | 9940.65 | 43.9 | -1.10 | - | 234 | 76 | 185 |
| 29 Oct | 9850.85 | 45 | 0.00 | - | 620 | 103 | 107 |
| 28 Oct | 10011.25 | 45 | 9.95 | - | 3 | 1 | 2 |
| 25 Oct | 10206.10 | 35.05 | 2.60 | - | 3 | 1 | 1 |
| 24 Oct | 10302.50 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 10586.75 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 32.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 32.45 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8800 expiring on 28NOV2024
Delta for 8800 PE is -0.05
Historical price for 8800 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 10.4, which was -7.25 lower than the previous day. The implied volatity was 35.77, the open interest changed by -20 which decreased total open position to 395
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 17.65, which was 0.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by -104 which decreased total open position to 408
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 17.65, which was 4.70 higher than the previous day. The implied volatity was 35.78, the open interest changed by -111 which decreased total open position to 408
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 12.95, which was -8.05 lower than the previous day. The implied volatity was 31.82, the open interest changed by -36 which decreased total open position to 519
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 21, which was -5.45 lower than the previous day. The implied volatity was 30.14, the open interest changed by 17 which increased total open position to 557
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 26.45, which was 9.05 higher than the previous day. The implied volatity was 29.94, the open interest changed by 102 which increased total open position to 544
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 17.4, which was 6.35 higher than the previous day. The implied volatity was 31.53, the open interest changed by -28 which decreased total open position to 446
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 11.05, which was -5.15 lower than the previous day. The implied volatity was 32.93, the open interest changed by -55 which decreased total open position to 476
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 16.2, which was -6.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by -59 which decreased total open position to 532
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 22.2, which was 2.25 higher than the previous day. The implied volatity was 33.19, the open interest changed by 27 which increased total open position to 594
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 19.95, which was -18.35 lower than the previous day. The implied volatity was 35.24, the open interest changed by 25 which increased total open position to 559
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 38.3, which was -35.15 lower than the previous day. The implied volatity was 36.27, the open interest changed by -4 which decreased total open position to 539
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 73.45, which was 14.95 higher than the previous day. The implied volatity was 35.12, the open interest changed by 293 which increased total open position to 542
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 58.5, which was 6.50 higher than the previous day. The implied volatity was 38.76, the open interest changed by -1 which decreased total open position to 252
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 52, which was 8.10 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 43.9, which was -1.10 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 45, 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 45, which was 9.95 higher 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 35.05, which was 2.60 higher 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 32.45, 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 32.45, 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 32.45, 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 32.45, 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 32.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
