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

8810.3 -13.55 (-0.15%)

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Historical option data for BAJAJ-AUTO

07 Jan 2025 04:11 PM IST
BAJAJ-AUTO 30JAN2025 8900 CE
Delta: 0.49
Vega: 8.81
Theta: -6.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 8810.30 208.1 -11.20 25.59 1,394 20 653
6 Jan 8823.85 219.3 -67.55 25.20 1,831 -32 633
3 Jan 8965.70 286.85 -72.90 22.30 636 -84 664
2 Jan 9079.50 359.75 169.20 22.91 6,140 -168 771
1 Jan 8740.55 190.55 -56.45 24.06 4,377 225 942
31 Dec 8798.60 247 -3.95 25.34 1,528 89 721
30 Dec 8779.90 250.95 -74.05 23.44 2,165 169 638
27 Dec 8928.30 325 55.00 23.25 2,120 -22 474
26 Dec 8878.50 270 32.65 22.70 2,679 312 507
24 Dec 8778.05 237.35 -8.65 21.58 403 70 194
23 Dec 8768.45 246 -39.00 24.25 161 59 123
20 Dec 8787.25 285 -114.90 23.37 75 26 62
19 Dec 8982.65 399.9 -4.10 24.97 86 29 37
18 Dec 8956.75 404 54.00 26.18 11 1 7
17 Dec 8895.00 350 -147.25 25.73 2 0 4
16 Dec 8998.35 497.25 82.95 31.36 1 0 4
13 Dec 9021.40 414.3 -46.65 21.73 1 0 4
12 Dec 8963.25 460.95 -66.70 27.46 1 0 3
11 Dec 9069.85 527.65 0.00 0.00 0 0 0
10 Dec 9013.30 527.65 0.00 0.00 0 0 0
9 Dec 9077.45 527.65 -2.35 27.52 1 0 3
6 Dec 9099.90 530 76.00 24.38 5 1 3
5 Dec 8891.95 454 -173.20 27.51 2 1 1
4 Dec 8999.15 627.2 0.00 - 0 0 0
29 Nov 9033.65 627.2 - 0 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 30JAN2025

Delta for 8900 CE is 0.49

Historical price for 8900 CE is as follows

On 7 Jan BAJAJ-AUTO was trading at 8810.30. The strike last trading price was 208.1, which was -11.20 lower than the previous day. The implied volatity was 25.59, the open interest changed by 20 which increased total open position to 653


On 6 Jan BAJAJ-AUTO was trading at 8823.85. The strike last trading price was 219.3, which was -67.55 lower than the previous day. The implied volatity was 25.20, the open interest changed by -32 which decreased total open position to 633


On 3 Jan BAJAJ-AUTO was trading at 8965.70. The strike last trading price was 286.85, which was -72.90 lower than the previous day. The implied volatity was 22.30, the open interest changed by -84 which decreased total open position to 664


On 2 Jan BAJAJ-AUTO was trading at 9079.50. The strike last trading price was 359.75, which was 169.20 higher than the previous day. The implied volatity was 22.91, the open interest changed by -168 which decreased total open position to 771


On 1 Jan BAJAJ-AUTO was trading at 8740.55. The strike last trading price was 190.55, which was -56.45 lower than the previous day. The implied volatity was 24.06, the open interest changed by 225 which increased total open position to 942


On 31 Dec BAJAJ-AUTO was trading at 8798.60. The strike last trading price was 247, which was -3.95 lower than the previous day. The implied volatity was 25.34, the open interest changed by 89 which increased total open position to 721


On 30 Dec BAJAJ-AUTO was trading at 8779.90. The strike last trading price was 250.95, which was -74.05 lower than the previous day. The implied volatity was 23.44, the open interest changed by 169 which increased total open position to 638


On 27 Dec BAJAJ-AUTO was trading at 8928.30. The strike last trading price was 325, which was 55.00 higher than the previous day. The implied volatity was 23.25, the open interest changed by -22 which decreased total open position to 474


On 26 Dec BAJAJ-AUTO was trading at 8878.50. The strike last trading price was 270, which was 32.65 higher than the previous day. The implied volatity was 22.70, the open interest changed by 312 which increased total open position to 507


On 24 Dec BAJAJ-AUTO was trading at 8778.05. The strike last trading price was 237.35, which was -8.65 lower than the previous day. The implied volatity was 21.58, the open interest changed by 70 which increased total open position to 194


On 23 Dec BAJAJ-AUTO was trading at 8768.45. The strike last trading price was 246, which was -39.00 lower than the previous day. The implied volatity was 24.25, the open interest changed by 59 which increased total open position to 123


On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 285, which was -114.90 lower than the previous day. The implied volatity was 23.37, the open interest changed by 26 which increased total open position to 62


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 399.9, which was -4.10 lower than the previous day. The implied volatity was 24.97, the open interest changed by 29 which increased total open position to 37


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 404, which was 54.00 higher than the previous day. The implied volatity was 26.18, the open interest changed by 1 which increased total open position to 7


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 350, which was -147.25 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 4


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 497.25, which was 82.95 higher than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 4


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 414.3, which was -46.65 lower than the previous day. The implied volatity was 21.73, the open interest changed by 0 which decreased total open position to 4


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 460.95, which was -66.70 lower than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 3


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 527.65, 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 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 527.65, 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 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 527.65, which was -2.35 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 3


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 530, which was 76.00 higher than the previous day. The implied volatity was 24.38, the open interest changed by 1 which increased total open position to 3


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 454, which was -173.20 lower than the previous day. The implied volatity was 27.51, the open interest changed by 1 which increased total open position to 1


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 627.2, 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 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 627.2, 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 30JAN2025 8900 PE
Delta: -0.51
Vega: 8.82
Theta: -4.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 8810.30 272.1 -1.70 28.65 663 -9 723
6 Jan 8823.85 273.8 78.65 29.36 2,298 -78 741
3 Jan 8965.70 195.15 42.05 26.43 2,309 -30 825
2 Jan 9079.50 153.1 -174.80 25.45 2,992 14 874
1 Jan 8740.55 327.9 55.90 27.83 1,206 255 865
31 Dec 8798.60 272 17.05 26.11 528 -26 612
30 Dec 8779.90 254.95 53.40 25.80 1,968 80 640
27 Dec 8928.30 201.55 -34.70 24.39 2,985 227 565
26 Dec 8878.50 236.25 -45.50 23.73 1,216 281 341
24 Dec 8778.05 281.75 -48.25 24.84 52 -8 62
23 Dec 8768.45 330 4.25 26.57 47 6 70
20 Dec 8787.25 325.75 105.20 28.48 78 52 64
19 Dec 8982.65 220.55 -29.45 25.18 4 1 13
18 Dec 8956.75 250 -16.65 26.62 6 1 13
17 Dec 8895.00 266.65 -135.60 24.59 15 8 8
16 Dec 8998.35 402.25 0.00 1.59 0 0 0
13 Dec 9021.40 402.25 0.00 1.84 0 0 0
12 Dec 8963.25 402.25 0.00 1.49 0 0 0
11 Dec 9069.85 402.25 0.00 2.11 0 0 0
10 Dec 9013.30 402.25 0.00 1.78 0 0 0
9 Dec 9077.45 402.25 0.00 2.21 0 0 0
6 Dec 9099.90 402.25 0.00 2.40 0 0 0
5 Dec 8891.95 402.25 0.00 1.09 0 0 0
4 Dec 8999.15 402.25 0.00 1.70 0 0 0
29 Nov 9033.65 402.25 2.08 0 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 30JAN2025

Delta for 8900 PE is -0.51

Historical price for 8900 PE is as follows

On 7 Jan BAJAJ-AUTO was trading at 8810.30. The strike last trading price was 272.1, which was -1.70 lower than the previous day. The implied volatity was 28.65, the open interest changed by -9 which decreased total open position to 723


On 6 Jan BAJAJ-AUTO was trading at 8823.85. The strike last trading price was 273.8, which was 78.65 higher than the previous day. The implied volatity was 29.36, the open interest changed by -78 which decreased total open position to 741


On 3 Jan BAJAJ-AUTO was trading at 8965.70. The strike last trading price was 195.15, which was 42.05 higher than the previous day. The implied volatity was 26.43, the open interest changed by -30 which decreased total open position to 825


On 2 Jan BAJAJ-AUTO was trading at 9079.50. The strike last trading price was 153.1, which was -174.80 lower than the previous day. The implied volatity was 25.45, the open interest changed by 14 which increased total open position to 874


On 1 Jan BAJAJ-AUTO was trading at 8740.55. The strike last trading price was 327.9, which was 55.90 higher than the previous day. The implied volatity was 27.83, the open interest changed by 255 which increased total open position to 865


On 31 Dec BAJAJ-AUTO was trading at 8798.60. The strike last trading price was 272, which was 17.05 higher than the previous day. The implied volatity was 26.11, the open interest changed by -26 which decreased total open position to 612


On 30 Dec BAJAJ-AUTO was trading at 8779.90. The strike last trading price was 254.95, which was 53.40 higher than the previous day. The implied volatity was 25.80, the open interest changed by 80 which increased total open position to 640


On 27 Dec BAJAJ-AUTO was trading at 8928.30. The strike last trading price was 201.55, which was -34.70 lower than the previous day. The implied volatity was 24.39, the open interest changed by 227 which increased total open position to 565


On 26 Dec BAJAJ-AUTO was trading at 8878.50. The strike last trading price was 236.25, which was -45.50 lower than the previous day. The implied volatity was 23.73, the open interest changed by 281 which increased total open position to 341


On 24 Dec BAJAJ-AUTO was trading at 8778.05. The strike last trading price was 281.75, which was -48.25 lower than the previous day. The implied volatity was 24.84, the open interest changed by -8 which decreased total open position to 62


On 23 Dec BAJAJ-AUTO was trading at 8768.45. The strike last trading price was 330, which was 4.25 higher than the previous day. The implied volatity was 26.57, the open interest changed by 6 which increased total open position to 70


On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 325.75, which was 105.20 higher than the previous day. The implied volatity was 28.48, the open interest changed by 52 which increased total open position to 64


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 220.55, which was -29.45 lower than the previous day. The implied volatity was 25.18, the open interest changed by 1 which increased total open position to 13


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 250, which was -16.65 lower than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 13


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 266.65, which was -135.60 lower than the previous day. The implied volatity was 24.59, the open interest changed by 8 which increased total open position to 8


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.59, the open interest changed by 0 which decreased total open position to 0


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 402.25, which was 0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 402.25, which was lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0