BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 501 | -52.40 | - | 22 | -2 | 90 | |||
| 20 Nov | 9545.70 | 553.4 | 0.00 | 28.51 | 28 | -5 | 93 | |||
| 19 Nov | 9545.70 | 553.4 | -89.70 | 28.51 | 28 | -4 | 93 | |||
| 18 Nov | 9516.50 | 643.1 | 110.00 | 48.82 | 28 | 2 | 96 | |||
| 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 | |||
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| 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 501, which was -52.40 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 90
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 553.4, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by -5 which decreased total open position to 93
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 553.4, which was -89.70 lower than the previous day. The implied volatity was 28.51, the open interest changed by -4 which decreased total open position to 93
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 643.1, which was 110.00 higher than the previous day. The implied volatity was 48.82, the open interest changed by 2 which increased total open position to 96
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 | |||||||
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Delta: -0.10
Vega: 2.37
Theta: -5.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 22 | -9.05 | 33.23 | 1,814 | 154 | 1,662 |
| 20 Nov | 9545.70 | 31.05 | 0.00 | 32.74 | 2,032 | -178 | 1,518 |
| 19 Nov | 9545.70 | 31.05 | 5.10 | 32.74 | 2,032 | -168 | 1,518 |
| 18 Nov | 9516.50 | 25.95 | -13.05 | 29.68 | 2,096 | 1 | 1,673 |
| 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 -0.10
Historical price for 9000 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 22, which was -9.05 lower than the previous day. The implied volatity was 33.23, the open interest changed by 154 which increased total open position to 1662
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 31.05, which was 0.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by -178 which decreased total open position to 1518
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 31.05, which was 5.10 higher than the previous day. The implied volatity was 32.74, the open interest changed by -168 which decreased total open position to 1518
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 25.95, which was -13.05 lower than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 1673
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
