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

9505 -40.70 (-0.43%)

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Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 8800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.05
Vega: 1.39
Theta: -3.42
Gamma: 0.00
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