BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 8900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 4.29
Theta: -7.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 51.1 | -117.05 | 17.57 | 4,661 | 172 | 990 | |||
| 19 Dec | 8982.65 | 168.15 | -4.85 | 22.91 | 6,095 | -144 | 850 | |||
| 18 Dec | 8956.75 | 173 | 40.80 | 25.15 | 6,671 | 13 | 990 | |||
| 17 Dec | 8895.00 | 132.2 | -65.65 | 25.04 | 4,091 | 289 | 980 | |||
| 16 Dec | 8998.35 | 197.85 | -43.65 | 22.56 | 1,011 | 69 | 702 | |||
| 13 Dec | 9021.40 | 241.5 | 21.85 | 22.76 | 3,228 | 62 | 637 | |||
| 12 Dec | 8963.25 | 219.65 | -81.85 | 22.90 | 988 | 134 | 579 | |||
| 11 Dec | 9069.85 | 301.5 | 18.55 | 26.02 | 825 | 0 | 444 | |||
| 10 Dec | 9013.30 | 282.95 | -33.05 | 26.44 | 382 | 53 | 444 | |||
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| 9 Dec | 9077.45 | 316 | -25.00 | 24.61 | 252 | -10 | 392 | |||
| 6 Dec | 9099.90 | 341 | 101.95 | 22.86 | 4,583 | -564 | 404 | |||
| 5 Dec | 8891.95 | 239.05 | -58.00 | 24.71 | 10,167 | 846 | 976 | |||
| 4 Dec | 8999.15 | 297.05 | -111.30 | 24.20 | 431 | 66 | 128 | |||
| 3 Dec | 9161.80 | 408.35 | 1.00 | 24.06 | 57 | 38 | 61 | |||
| 2 Dec | 9130.35 | 407.35 | 33.45 | 26.53 | 48 | 1 | 22 | |||
| 29 Nov | 9033.65 | 373.9 | -20.10 | 27.33 | 39 | 14 | 20 | |||
| 28 Nov | 9013.50 | 394 | -786.10 | 29.37 | 8 | 5 | 5 | |||
| 27 Nov | 9190.35 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 9137.45 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 9420.95 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 1180.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 1180.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 8900 expiring on 26DEC2024
Delta for 8900 CE is 0.38
Historical price for 8900 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 51.1, which was -117.05 lower than the previous day. The implied volatity was 17.57, the open interest changed by 172 which increased total open position to 990
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 168.15, which was -4.85 lower than the previous day. The implied volatity was 22.91, the open interest changed by -144 which decreased total open position to 850
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 173, which was 40.80 higher than the previous day. The implied volatity was 25.15, the open interest changed by 13 which increased total open position to 990
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 132.2, which was -65.65 lower than the previous day. The implied volatity was 25.04, the open interest changed by 289 which increased total open position to 980
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 197.85, which was -43.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by 69 which increased total open position to 702
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 241.5, which was 21.85 higher than the previous day. The implied volatity was 22.76, the open interest changed by 62 which increased total open position to 637
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 219.65, which was -81.85 lower than the previous day. The implied volatity was 22.90, the open interest changed by 134 which increased total open position to 579
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 301.5, which was 18.55 higher than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 444
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 282.95, which was -33.05 lower than the previous day. The implied volatity was 26.44, the open interest changed by 53 which increased total open position to 444
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 316, which was -25.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by -10 which decreased total open position to 392
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 341, which was 101.95 higher than the previous day. The implied volatity was 22.86, the open interest changed by -564 which decreased total open position to 404
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 239.05, which was -58.00 lower than the previous day. The implied volatity was 24.71, the open interest changed by 846 which increased total open position to 976
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 297.05, which was -111.30 lower than the previous day. The implied volatity was 24.20, the open interest changed by 66 which increased total open position to 128
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 408.35, which was 1.00 higher than the previous day. The implied volatity was 24.06, the open interest changed by 38 which increased total open position to 61
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 407.35, which was 33.45 higher than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 22
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 373.9, which was -20.10 lower than the previous day. The implied volatity was 27.33, the open interest changed by 14 which increased total open position to 20
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 394, which was -786.10 lower than the previous day. The implied volatity was 29.37, the open interest changed by 5 which increased total open position to 5
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 1180.1, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 1180.1, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, 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 1180.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 8900 PE | |||||||
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Delta: -0.57
Vega: 4.45
Theta: -10.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 176.75 | 100.85 | 31.29 | 5,190 | -255 | 994 |
| 19 Dec | 8982.65 | 75.9 | -20.05 | 23.94 | 4,831 | 88 | 1,255 |
| 18 Dec | 8956.75 | 95.95 | -46.05 | 24.65 | 6,248 | -23 | 1,166 |
| 17 Dec | 8895.00 | 142 | 41.80 | 24.27 | 4,498 | -55 | 1,192 |
| 16 Dec | 8998.35 | 100.2 | 15.10 | 25.51 | 2,626 | 120 | 1,252 |
| 13 Dec | 9021.40 | 85.1 | -50.05 | 22.15 | 4,325 | 126 | 1,132 |
| 12 Dec | 8963.25 | 135.15 | 43.35 | 26.45 | 1,942 | 14 | 1,014 |
| 11 Dec | 9069.85 | 91.8 | -26.65 | 23.71 | 1,623 | 10 | 1,004 |
| 10 Dec | 9013.30 | 118.45 | -3.75 | 24.76 | 2,550 | 134 | 996 |
| 9 Dec | 9077.45 | 122.2 | 4.95 | 27.52 | 1,398 | 46 | 870 |
| 6 Dec | 9099.90 | 117.25 | -78.40 | 26.20 | 5,517 | 113 | 823 |
| 5 Dec | 8891.95 | 195.65 | 31.25 | 26.20 | 11,505 | 261 | 712 |
| 4 Dec | 8999.15 | 164.4 | 62.15 | 26.68 | 4,201 | 152 | 452 |
| 3 Dec | 9161.80 | 102.25 | -22.65 | 24.97 | 695 | -40 | 307 |
| 2 Dec | 9130.35 | 124.9 | -45.10 | 25.97 | 649 | 33 | 348 |
| 29 Nov | 9033.65 | 170 | -27.70 | 26.41 | 539 | 138 | 309 |
| 28 Nov | 9013.50 | 197.7 | 62.70 | 28.58 | 316 | 68 | 172 |
| 27 Nov | 9190.35 | 135 | -35.15 | 27.87 | 77 | 35 | 105 |
| 26 Nov | 9137.45 | 170.15 | 25.20 | 29.69 | 87 | 68 | 68 |
| 25 Nov | 9420.95 | 144.95 | 0.00 | 5.60 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 144.95 | 0.00 | 5.62 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 144.95 | 0.00 | 5.93 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 144.95 | 0.00 | 5.77 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 144.95 | 0.00 | 5.77 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 144.95 | 0.00 | 5.75 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 144.95 | 0.00 | 5.49 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 144.95 | 0.00 | 4.95 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 144.95 | 0.00 | 6.48 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 144.95 | 0.00 | 7.95 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 144.95 | 0.00 | 7.59 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 144.95 | 0.00 | 7.47 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 144.95 | 0.00 | 8.30 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 144.95 | 0.00 | 7.23 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 144.95 | 5.31 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 8900 expiring on 26DEC2024
Delta for 8900 PE is -0.57
Historical price for 8900 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 176.75, which was 100.85 higher than the previous day. The implied volatity was 31.29, the open interest changed by -255 which decreased total open position to 994
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 75.9, which was -20.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by 88 which increased total open position to 1255
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 95.95, which was -46.05 lower than the previous day. The implied volatity was 24.65, the open interest changed by -23 which decreased total open position to 1166
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 142, which was 41.80 higher than the previous day. The implied volatity was 24.27, the open interest changed by -55 which decreased total open position to 1192
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 100.2, which was 15.10 higher than the previous day. The implied volatity was 25.51, the open interest changed by 120 which increased total open position to 1252
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 85.1, which was -50.05 lower than the previous day. The implied volatity was 22.15, the open interest changed by 126 which increased total open position to 1132
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 135.15, which was 43.35 higher than the previous day. The implied volatity was 26.45, the open interest changed by 14 which increased total open position to 1014
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 91.8, which was -26.65 lower than the previous day. The implied volatity was 23.71, the open interest changed by 10 which increased total open position to 1004
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 118.45, which was -3.75 lower than the previous day. The implied volatity was 24.76, the open interest changed by 134 which increased total open position to 996
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 122.2, which was 4.95 higher than the previous day. The implied volatity was 27.52, the open interest changed by 46 which increased total open position to 870
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 117.25, which was -78.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by 113 which increased total open position to 823
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 195.65, which was 31.25 higher than the previous day. The implied volatity was 26.20, the open interest changed by 261 which increased total open position to 712
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 164.4, which was 62.15 higher than the previous day. The implied volatity was 26.68, the open interest changed by 152 which increased total open position to 452
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 102.25, which was -22.65 lower than the previous day. The implied volatity was 24.97, the open interest changed by -40 which decreased total open position to 307
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 124.9, which was -45.10 lower than the previous day. The implied volatity was 25.97, the open interest changed by 33 which increased total open position to 348
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 170, which was -27.70 lower than the previous day. The implied volatity was 26.41, the open interest changed by 138 which increased total open position to 309
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 197.7, which was 62.70 higher than the previous day. The implied volatity was 28.58, the open interest changed by 68 which increased total open position to 172
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 135, which was -35.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by 35 which increased total open position to 105
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 170.15, which was 25.20 higher than the previous day. The implied volatity was 29.69, the open interest changed by 68 which increased total open position to 68
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.62, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.77, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.75, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 5.49, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 4.95, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 7.95, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 7.59, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 7.47, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 8.30, 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 144.95, which was 0.00 lower than the previous day. The implied volatity was 7.23, 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 144.95, which was lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
