BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 8900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| 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 | |||
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| 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
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| 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
