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

9505 -40.70 (-0.43%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 8900 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 1757.8 0.00 0.00 0 0 0
20 Nov 9545.70 1757.8 0.00 0.00 0 0 0
19 Nov 9545.70 1757.8 0.00 0.00 0 0 0
18 Nov 9516.50 1757.8 0.00 0.00 0 0 0
14 Nov 9482.95 1757.8 0.00 0.00 0 0 0
13 Nov 9452.15 1757.8 0.00 0.00 0 0 0
12 Nov 9678.70 1757.8 0.00 0.00 0 0 0
11 Nov 9919.35 1757.8 0.00 0.00 0 0 0
8 Nov 9910.40 1757.8 0.00 0.00 0 0 0
7 Nov 9856.65 1757.8 0.00 0.00 0 0 0
6 Nov 10020.50 1757.8 0.00 0.00 0 0 0
5 Nov 9874.85 1757.8 0.00 0.00 0 0 0
4 Nov 9525.55 1757.8 0.00 0.00 0 0 0
1 Nov 9875.95 1757.8 0.00 0.00 0 0 0
31 Oct 9836.30 1757.8 0.00 - 0 0 0
30 Oct 9940.65 1757.8 0.00 - 0 0 0
29 Oct 9850.85 1757.8 0.00 - 0 0 0
28 Oct 10011.25 1757.8 0.00 - 0 0 0
25 Oct 10206.10 1757.8 0.00 - 0 0 0
24 Oct 10302.50 1757.8 0.00 - 0 0 0
23 Oct 10586.75 1757.8 0.00 - 0 1 0
22 Oct 10368.35 1757.8 -1793.10 - 1 0 0
21 Oct 10500.50 3550.9 0.00 - 0 0 0
18 Oct 10063.95 3550.9 - 0 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 28NOV2024

Delta for 8900 CE is 0.00

Historical price for 8900 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 1757.8, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1757.8, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 1757.8, 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 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 1757.8, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 1757.8, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 1757.8, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 1757.8, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1757.8, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 1757.8, 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 1757.8, 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 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1757.8, 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 1757.8, 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 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 1757.8, 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 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 1757.8, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 1757.8, 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 1757.8, 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 1757.8, 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 1757.8, 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 1757.8, 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 1757.8, 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 1757.8, 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 1757.8, which was -1793.10 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 3550.9, 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 3550.9, 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 8900 PE
Delta: -0.07
Vega: 1.83
Theta: -4.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 15.05 -6.55 34.45 561 -134 211
20 Nov 9545.70 21.6 0.00 33.55 1,189 37 335
19 Nov 9545.70 21.6 3.45 33.55 1,189 27 335
18 Nov 9516.50 18.15 -9.75 30.66 446 132 308
14 Nov 9482.95 27.9 -8.30 29.08 454 -17 175
13 Nov 9452.15 36.2 15.10 29.28 740 -11 192
12 Nov 9678.70 21.1 5.70 30.04 384 49 206
11 Nov 9919.35 15.4 -4.70 32.54 279 -26 168
8 Nov 9910.40 20.1 -6.75 31.80 202 -7 193
7 Nov 9856.65 26.85 3.70 32.12 575 -25 201
6 Nov 10020.50 23.15 -21.65 33.99 597 12 245
5 Nov 9874.85 44.8 -43.80 35.16 715 74 240
4 Nov 9525.55 88.6 19.10 34.45 823 103 167
1 Nov 9875.95 69.5 5.65 38.17 73 0 64
31 Oct 9836.30 63.85 12.60 - 138 47 62
30 Oct 9940.65 51.25 -5.65 - 38 -5 19
29 Oct 9850.85 56.9 51.90 - 30 17 23
28 Oct 10011.25 5 0.00 - 0 0 0
25 Oct 10206.10 5 0.00 - 0 0 0
24 Oct 10302.50 5 0.00 - 0 5 0
23 Oct 10586.75 5 -35.00 - 5 0 1
22 Oct 10368.35 40 0.00 - 0 0 0
21 Oct 10500.50 40 0.00 - 0 1 0
18 Oct 10063.95 40 - 1 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 28NOV2024

Delta for 8900 PE is -0.07

Historical price for 8900 PE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 15.05, which was -6.55 lower than the previous day. The implied volatity was 34.45, the open interest changed by -134 which decreased total open position to 211


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 21.6, which was 0.00 lower than the previous day. The implied volatity was 33.55, the open interest changed by 37 which increased total open position to 335


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 21.6, which was 3.45 higher than the previous day. The implied volatity was 33.55, the open interest changed by 27 which increased total open position to 335


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 18.15, which was -9.75 lower than the previous day. The implied volatity was 30.66, the open interest changed by 132 which increased total open position to 308


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 27.9, which was -8.30 lower than the previous day. The implied volatity was 29.08, the open interest changed by -17 which decreased total open position to 175


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 36.2, which was 15.10 higher than the previous day. The implied volatity was 29.28, the open interest changed by -11 which decreased total open position to 192


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 21.1, which was 5.70 higher than the previous day. The implied volatity was 30.04, the open interest changed by 49 which increased total open position to 206


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 15.4, which was -4.70 lower than the previous day. The implied volatity was 32.54, the open interest changed by -26 which decreased total open position to 168


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 20.1, which was -6.75 lower than the previous day. The implied volatity was 31.80, the open interest changed by -7 which decreased total open position to 193


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 26.85, which was 3.70 higher than the previous day. The implied volatity was 32.12, the open interest changed by -25 which decreased total open position to 201


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 23.15, which was -21.65 lower than the previous day. The implied volatity was 33.99, the open interest changed by 12 which increased total open position to 245


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 44.8, which was -43.80 lower than the previous day. The implied volatity was 35.16, the open interest changed by 74 which increased total open position to 240


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 88.6, which was 19.10 higher than the previous day. The implied volatity was 34.45, the open interest changed by 103 which increased total open position to 167


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 69.5, which was 5.65 higher than the previous day. The implied volatity was 38.17, the open interest changed by 0 which decreased total open position to 64


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 63.85, which was 12.60 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 51.25, which was -5.65 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 56.9, which was 51.90 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 5, 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 5, 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 5, 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 5, which was -35.00 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 40, 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 40, 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 40, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to