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BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

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Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 9000 CE
Delta: 0.25
Vega: 3.57
Theta: -6.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 34.05 -77.55 20.77 12,798 -70 3,646
19 Dec 8982.65 111.6 -10.40 22.77 10,696 69 3,779
18 Dec 8956.75 122 28.05 25.35 14,098 -648 3,714
17 Dec 8895.00 93.95 -50.90 25.73 10,773 829 4,362
16 Dec 8998.35 144.85 -36.30 23.19 7,142 598 3,529
13 Dec 9021.40 181.15 14.20 22.62 11,543 -74 2,949
12 Dec 8963.25 166.95 -71.10 23.19 8,725 1,001 3,033
11 Dec 9069.85 238.05 19.00 25.64 4,125 -73 2,041
10 Dec 9013.30 219.05 -31.35 25.50 3,234 237 2,113
9 Dec 9077.45 250.4 -27.00 24.15 1,869 -23 1,876
6 Dec 9099.90 277.4 85.45 22.99 19,285 -1,172 1,941
5 Dec 8891.95 191.95 -50.95 24.93 17,558 1,470 3,115
4 Dec 8999.15 242.9 -97.10 24.44 5,512 805 1,637
3 Dec 9161.80 340 -1.95 23.90 914 -165 817
2 Dec 9130.35 341.95 33.60 26.24 1,973 -242 983
29 Nov 9033.65 308.35 -21.65 26.41 2,812 470 1,225
28 Nov 9013.50 330 -97.45 28.58 1,286 512 742
27 Nov 9190.35 427.45 19.30 26.54 310 -6 230
26 Nov 9137.45 408.15 -3378.80 27.26 388 239 239
25 Nov 9420.95 3786.95 0.00 - 0 0 0
22 Nov 9481.65 3786.95 0.00 - 0 0 0
21 Nov 9505.00 3786.95 0.00 - 0 0 0
20 Nov 9545.70 3786.95 0.00 - 0 0 0
19 Nov 9545.70 3786.95 0.00 - 0 0 0
18 Nov 9516.50 3786.95 0.00 - 0 0 0
14 Nov 9482.95 3786.95 0.00 - 0 0 0
13 Nov 9452.15 3786.95 0.00 - 0 0 0
12 Nov 9678.70 3786.95 0.00 - 0 0 0
11 Nov 9919.35 3786.95 0.00 - 0 0 0
8 Nov 9910.40 3786.95 0.00 - 0 0 0
7 Nov 9856.65 3786.95 0.00 - 0 0 0
6 Nov 10020.50 3786.95 0.00 - 0 0 0
5 Nov 9874.85 3786.95 0.00 - 0 0 0
4 Nov 9525.55 3786.95 3786.95 - 0 0 0
1 Nov 9875.95 0 0.00 - 0 0 0
31 Oct 9836.30 0 0.00 - 0 0 0
30 Oct 9940.65 0 0.00 - 0 0 0
29 Oct 9850.85 0 0.00 - 0 0 0
28 Oct 10011.25 0 0.00 - 0 0 0
25 Oct 10206.10 0 0.00 - 0 0 0
24 Oct 10302.50 0 0.00 - 0 0 0
18 Oct 10063.95 0 - 0 0 0


For Bajaj Auto Limited - strike price 9000 expiring on 26DEC2024

Delta for 9000 CE is 0.25

Historical price for 9000 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 34.05, which was -77.55 lower than the previous day. The implied volatity was 20.77, the open interest changed by -70 which decreased total open position to 3646


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 111.6, which was -10.40 lower than the previous day. The implied volatity was 22.77, the open interest changed by 69 which increased total open position to 3779


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 122, which was 28.05 higher than the previous day. The implied volatity was 25.35, the open interest changed by -648 which decreased total open position to 3714


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 93.95, which was -50.90 lower than the previous day. The implied volatity was 25.73, the open interest changed by 829 which increased total open position to 4362


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 144.85, which was -36.30 lower than the previous day. The implied volatity was 23.19, the open interest changed by 598 which increased total open position to 3529


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 181.15, which was 14.20 higher than the previous day. The implied volatity was 22.62, the open interest changed by -74 which decreased total open position to 2949


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 166.95, which was -71.10 lower than the previous day. The implied volatity was 23.19, the open interest changed by 1001 which increased total open position to 3033


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 238.05, which was 19.00 higher than the previous day. The implied volatity was 25.64, the open interest changed by -73 which decreased total open position to 2041


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 219.05, which was -31.35 lower than the previous day. The implied volatity was 25.50, the open interest changed by 237 which increased total open position to 2113


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 250.4, which was -27.00 lower than the previous day. The implied volatity was 24.15, the open interest changed by -23 which decreased total open position to 1876


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 277.4, which was 85.45 higher than the previous day. The implied volatity was 22.99, the open interest changed by -1172 which decreased total open position to 1941


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 191.95, which was -50.95 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1470 which increased total open position to 3115


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 242.9, which was -97.10 lower than the previous day. The implied volatity was 24.44, the open interest changed by 805 which increased total open position to 1637


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 340, which was -1.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by -165 which decreased total open position to 817


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 341.95, which was 33.60 higher than the previous day. The implied volatity was 26.24, the open interest changed by -242 which decreased total open position to 983


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 308.35, which was -21.65 lower than the previous day. The implied volatity was 26.41, the open interest changed by 470 which increased total open position to 1225


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 330, which was -97.45 lower than the previous day. The implied volatity was 28.58, the open interest changed by 512 which increased total open position to 742


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 427.45, which was 19.30 higher than the previous day. The implied volatity was 26.54, the open interest changed by -6 which decreased total open position to 230


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 408.15, which was -3378.80 lower than the previous day. The implied volatity was 27.26, the open interest changed by 239 which increased total open position to 239


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, 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 3786.95, which was 3786.95 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJAJ-AUTO 26DEC2024 9000 PE
Delta: -0.65
Vega: 4.20
Theta: -10.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 259.85 140.35 36.06 5,399 -343 1,882
19 Dec 8982.65 119.5 -23.50 23.81 2,066 -74 2,231
18 Dec 8956.75 143 -57.35 24.54 3,145 -151 2,305
17 Dec 8895.00 200.35 56.30 24.32 3,652 -208 2,458
16 Dec 8998.35 144.05 22.50 25.48 2,820 173 2,666
13 Dec 9021.40 121.55 -61.45 21.64 5,117 -241 2,495
12 Dec 8963.25 183 57.30 26.74 5,705 -140 2,745
11 Dec 9069.85 125.7 -31.45 23.18 3,099 -43 2,890
10 Dec 9013.30 157.15 -1.85 24.31 5,554 139 2,934
9 Dec 9077.45 159 7.25 27.25 3,370 92 2,818
6 Dec 9099.90 151.75 -92.25 25.90 11,080 384 2,739
5 Dec 8891.95 244 36.95 25.95 7,787 291 2,355
4 Dec 8999.15 207.05 74.05 26.53 8,987 374 2,077
3 Dec 9161.80 133 -27.50 24.70 2,147 -100 1,704
2 Dec 9130.35 160.5 -46.90 25.90 2,537 48 1,804
29 Nov 9033.65 207.4 -35.60 25.93 2,470 294 1,753
28 Nov 9013.50 243 74.75 28.76 2,723 556 1,465
27 Nov 9190.35 168.25 -46.00 27.82 1,146 136 915
26 Nov 9137.45 214.25 95.45 30.37 2,211 415 780
25 Nov 9420.95 118.8 3.85 29.30 495 153 364
22 Nov 9481.65 114.95 5.00 28.37 162 31 242
21 Nov 9505.00 109.95 8.05 28.53 205 76 209
20 Nov 9545.70 101.9 0.00 27.03 172 44 142
19 Nov 9545.70 101.9 -8.10 27.03 172 53 142
18 Nov 9516.50 110 -15.00 27.74 45 -3 89
14 Nov 9482.95 125 -14.00 27.96 27 11 93
13 Nov 9452.15 139 39.00 28.25 95 21 82
12 Nov 9678.70 100 31.40 28.27 33 19 61
11 Nov 9919.35 68.6 -3.40 28.82 13 -4 43
8 Nov 9910.40 72 -12.00 28.36 20 2 48
7 Nov 9856.65 84 4.00 28.70 22 8 47
6 Nov 10020.50 80 -17.00 30.94 10 0 38
5 Nov 9874.85 97 -84.35 29.61 35 -6 38
4 Nov 9525.55 181.35 71.50 31.37 76 29 44
1 Nov 9875.95 109.85 -10.10 30.66 2 0 13
31 Oct 9836.30 119.95 10.95 - 7 3 12
30 Oct 9940.65 109 0.00 - 2 0 7
29 Oct 9850.85 109 9.00 - 2 1 7
28 Oct 10011.25 100 10.00 - 2 4 5
25 Oct 10206.10 90 49.00 - 4 0 1
24 Oct 10302.50 41 38.05 - 0 0 1
18 Oct 10063.95 2.95 - 0 0 0


For Bajaj Auto Limited - strike price 9000 expiring on 26DEC2024

Delta for 9000 PE is -0.65

Historical price for 9000 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 259.85, which was 140.35 higher than the previous day. The implied volatity was 36.06, the open interest changed by -343 which decreased total open position to 1882


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 119.5, which was -23.50 lower than the previous day. The implied volatity was 23.81, the open interest changed by -74 which decreased total open position to 2231


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 143, which was -57.35 lower than the previous day. The implied volatity was 24.54, the open interest changed by -151 which decreased total open position to 2305


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 200.35, which was 56.30 higher than the previous day. The implied volatity was 24.32, the open interest changed by -208 which decreased total open position to 2458


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 144.05, which was 22.50 higher than the previous day. The implied volatity was 25.48, the open interest changed by 173 which increased total open position to 2666


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 121.55, which was -61.45 lower than the previous day. The implied volatity was 21.64, the open interest changed by -241 which decreased total open position to 2495


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 183, which was 57.30 higher than the previous day. The implied volatity was 26.74, the open interest changed by -140 which decreased total open position to 2745


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 125.7, which was -31.45 lower than the previous day. The implied volatity was 23.18, the open interest changed by -43 which decreased total open position to 2890


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 157.15, which was -1.85 lower than the previous day. The implied volatity was 24.31, the open interest changed by 139 which increased total open position to 2934


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 159, which was 7.25 higher than the previous day. The implied volatity was 27.25, the open interest changed by 92 which increased total open position to 2818


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 151.75, which was -92.25 lower than the previous day. The implied volatity was 25.90, the open interest changed by 384 which increased total open position to 2739


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 244, which was 36.95 higher than the previous day. The implied volatity was 25.95, the open interest changed by 291 which increased total open position to 2355


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 207.05, which was 74.05 higher than the previous day. The implied volatity was 26.53, the open interest changed by 374 which increased total open position to 2077


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 133, which was -27.50 lower than the previous day. The implied volatity was 24.70, the open interest changed by -100 which decreased total open position to 1704


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 160.5, which was -46.90 lower than the previous day. The implied volatity was 25.90, the open interest changed by 48 which increased total open position to 1804


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 207.4, which was -35.60 lower than the previous day. The implied volatity was 25.93, the open interest changed by 294 which increased total open position to 1753


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 243, which was 74.75 higher than the previous day. The implied volatity was 28.76, the open interest changed by 556 which increased total open position to 1465


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 168.25, which was -46.00 lower than the previous day. The implied volatity was 27.82, the open interest changed by 136 which increased total open position to 915


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 214.25, which was 95.45 higher than the previous day. The implied volatity was 30.37, the open interest changed by 415 which increased total open position to 780


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 118.8, which was 3.85 higher than the previous day. The implied volatity was 29.30, the open interest changed by 153 which increased total open position to 364


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 114.95, which was 5.00 higher than the previous day. The implied volatity was 28.37, the open interest changed by 31 which increased total open position to 242


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 109.95, which was 8.05 higher than the previous day. The implied volatity was 28.53, the open interest changed by 76 which increased total open position to 209


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 101.9, which was 0.00 lower than the previous day. The implied volatity was 27.03, the open interest changed by 44 which increased total open position to 142


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 101.9, which was -8.10 lower than the previous day. The implied volatity was 27.03, the open interest changed by 53 which increased total open position to 142


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 110, which was -15.00 lower than the previous day. The implied volatity was 27.74, the open interest changed by -3 which decreased total open position to 89


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 125, which was -14.00 lower than the previous day. The implied volatity was 27.96, the open interest changed by 11 which increased total open position to 93


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 139, which was 39.00 higher than the previous day. The implied volatity was 28.25, the open interest changed by 21 which increased total open position to 82


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 100, which was 31.40 higher than the previous day. The implied volatity was 28.27, the open interest changed by 19 which increased total open position to 61


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 68.6, which was -3.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by -4 which decreased total open position to 43


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 72, which was -12.00 lower than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 48


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 84, which was 4.00 higher than the previous day. The implied volatity was 28.70, the open interest changed by 8 which increased total open position to 47


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 80, which was -17.00 lower than the previous day. The implied volatity was 30.94, the open interest changed by 0 which decreased total open position to 38


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 97, which was -84.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by -6 which decreased total open position to 38


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 181.35, which was 71.50 higher than the previous day. The implied volatity was 31.37, the open interest changed by 29 which increased total open position to 44


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 109.85, which was -10.10 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 13


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 119.95, which was 10.95 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 109, 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 109, which was 9.00 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 100, which was 10.00 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 90, which was 49.00 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 41, which was 38.05 higher 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 2.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to