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BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

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Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 9000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 533.1 -21.90 - 51 8 92
13 Nov 9452.15 555 -190.00 28.41 36 4 84
12 Nov 9678.70 745 -265.00 28.51 62 0 80
11 Nov 9919.35 1010 120.15 42.28 10 0 81
8 Nov 9910.40 889.85 0.00 0.00 0 1 0
7 Nov 9856.65 889.85 -205.15 - 1 0 80
6 Nov 10020.50 1095 172.25 29.45 18 -4 81
5 Nov 9874.85 922.75 247.75 26.65 97 -8 87
4 Nov 9525.55 675 -279.75 30.27 139 35 95
1 Nov 9875.95 954.75 0.75 22.77 5 0 60
31 Oct 9836.30 954 -107.15 - 65 50 57
30 Oct 9940.65 1061.15 -268.85 - 4 3 6
29 Oct 9850.85 1330 0.00 - 0 0 0
28 Oct 10011.25 1330 0.00 - 0 1 0
25 Oct 10206.10 1330 110.00 - 1 0 2
24 Oct 10302.50 1220 0.00 - 0 0 0
23 Oct 10586.75 1220 0.00 - 0 0 0
22 Oct 10368.35 1220 0.00 - 0 1 0
21 Oct 10500.50 1220 40.00 - 1 0 1
18 Oct 10063.95 1180 1180.00 - 1 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9000 expiring on 28NOV2024

Delta for 9000 CE is -

Historical price for 9000 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 533.1, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 92


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 555, which was -190.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 4 which increased total open position to 84


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 745, which was -265.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 80


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 1010, which was 120.15 higher than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 81


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 889.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 889.85, which was -205.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 1095, which was 172.25 higher than the previous day. The implied volatity was 29.45, the open interest changed by -4 which decreased total open position to 81


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 922.75, which was 247.75 higher than the previous day. The implied volatity was 26.65, the open interest changed by -8 which decreased total open position to 87


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 675, which was -279.75 lower than the previous day. The implied volatity was 30.27, the open interest changed by 35 which increased total open position to 95


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 954.75, which was 0.75 higher than the previous day. The implied volatity was 22.77, the open interest changed by 0 which decreased total open position to 60


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 954, which was -107.15 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 1061.15, which was -268.85 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 1330, 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 1330, 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 1330, which was 110.00 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 1220, 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 1220, 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 1220, 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 1220, which was 40.00 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 1180, which was 1180.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJAJ-AUTO was trading at 10119.45. 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 28NOV2024 9000 PE
Delta: -0.14
Vega: 4.16
Theta: -3.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 39 -10.50 28.48 1,399 268 1,680
13 Nov 9452.15 49.5 20.45 28.71 3,254 23 1,412
12 Nov 9678.70 29.05 10.60 29.49 1,486 -61 1,392
11 Nov 9919.35 18.45 -6.55 31.37 1,688 -132 1,460
8 Nov 9910.40 25 -7.65 30.85 1,224 36 1,597
7 Nov 9856.65 32.65 4.75 31.08 1,847 -228 1,567
6 Nov 10020.50 27.9 -28.60 33.02 3,094 -353 1,788
5 Nov 9874.85 56.5 -50.00 34.84 4,588 88 2,140
4 Nov 9525.55 106.5 24.50 33.79 9,695 917 2,040
1 Nov 9875.95 82 8.00 37.54 406 -25 1,120
31 Oct 9836.30 74 15.05 - 956 142 1,143
30 Oct 9940.65 58.95 -7.65 - 1,160 107 1,015
29 Oct 9850.85 66.6 3.05 - 2,435 388 906
28 Oct 10011.25 63.55 19.55 - 713 72 520
25 Oct 10206.10 44 10.20 - 696 197 448
24 Oct 10302.50 33.8 12.00 - 344 66 245
23 Oct 10586.75 21.8 -6.65 - 60 -5 180
22 Oct 10368.35 28.45 -2.45 - 214 -14 184
21 Oct 10500.50 30.9 -19.10 - 475 -93 192
18 Oct 10063.95 50 -21.00 - 450 172 282
17 Oct 10119.45 71 - 118 110 110


For Bajaj Auto Limited - strike price 9000 expiring on 28NOV2024

Delta for 9000 PE is -0.14

Historical price for 9000 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 39, which was -10.50 lower than the previous day. The implied volatity was 28.48, the open interest changed by 268 which increased total open position to 1680


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 49.5, which was 20.45 higher than the previous day. The implied volatity was 28.71, the open interest changed by 23 which increased total open position to 1412


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 29.05, which was 10.60 higher than the previous day. The implied volatity was 29.49, the open interest changed by -61 which decreased total open position to 1392


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 18.45, which was -6.55 lower than the previous day. The implied volatity was 31.37, the open interest changed by -132 which decreased total open position to 1460


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 25, which was -7.65 lower than the previous day. The implied volatity was 30.85, the open interest changed by 36 which increased total open position to 1597


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 32.65, which was 4.75 higher than the previous day. The implied volatity was 31.08, the open interest changed by -228 which decreased total open position to 1567


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 27.9, which was -28.60 lower than the previous day. The implied volatity was 33.02, the open interest changed by -353 which decreased total open position to 1788


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 56.5, which was -50.00 lower than the previous day. The implied volatity was 34.84, the open interest changed by 88 which increased total open position to 2140


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 106.5, which was 24.50 higher than the previous day. The implied volatity was 33.79, the open interest changed by 917 which increased total open position to 2040


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 82, which was 8.00 higher than the previous day. The implied volatity was 37.54, the open interest changed by -25 which decreased total open position to 1120


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 74, which was 15.05 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 58.95, which was -7.65 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 66.6, which was 3.05 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 63.55, which was 19.55 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 44, which was 10.20 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 33.8, which was 12.00 higher 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 21.8, which was -6.65 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 28.45, which was -2.45 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 30.9, which was -19.10 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 50, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 71, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to