BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 9100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 2.78
Theta: -5.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 22.15 | -52.30 | 23.12 | 10,636 | -11 | 3,184 | |||
| 19 Dec | 8982.65 | 74.45 | -13.45 | 23.80 | 5,618 | -80 | 3,214 | |||
| 18 Dec | 8956.75 | 87.9 | 22.90 | 26.62 | 7,429 | 32 | 3,347 | |||
| 17 Dec | 8895.00 | 65 | -38.50 | 26.32 | 5,953 | 104 | 3,324 | |||
| 16 Dec | 8998.35 | 103.5 | -31.50 | 23.88 | 4,412 | 471 | 3,222 | |||
| 13 Dec | 9021.40 | 135 | 11.55 | 23.09 | 7,835 | -241 | 2,763 | |||
| 12 Dec | 8963.25 | 123.45 | -62.40 | 23.40 | 5,507 | 550 | 3,001 | |||
| 11 Dec | 9069.85 | 185.85 | 15.00 | 25.69 | 5,965 | -8 | 2,455 | |||
| 10 Dec | 9013.30 | 170.85 | -28.75 | 25.60 | 3,452 | 153 | 2,488 | |||
| 9 Dec | 9077.45 | 199.6 | -20.65 | 24.59 | 5,379 | 145 | 2,314 | |||
| 6 Dec | 9099.90 | 220.25 | 70.50 | 22.87 | 30,242 | 104 | 2,204 | |||
| 5 Dec | 8891.95 | 149.75 | -44.25 | 24.87 | 8,807 | 638 | 2,105 | |||
| 4 Dec | 8999.15 | 194 | -88.05 | 24.44 | 4,916 | 604 | 1,472 | |||
| 3 Dec | 9161.80 | 282.05 | -0.35 | 24.16 | 2,028 | 22 | 872 | |||
| 2 Dec | 9130.35 | 282.4 | 28.05 | 25.93 | 4,231 | -8 | 851 | |||
| 29 Nov | 9033.65 | 254.35 | -16.80 | 26.11 | 2,603 | 331 | 858 | |||
| 28 Nov | 9013.50 | 271.15 | -96.95 | 27.72 | 1,337 | 329 | 526 | |||
| 27 Nov | 9190.35 | 368.1 | 13.10 | 26.70 | 675 | 3 | 197 | |||
| 26 Nov | 9137.45 | 355 | -256.20 | 27.71 | 607 | 188 | 192 | |||
| 25 Nov | 9420.95 | 611.2 | -420.90 | 33.71 | 4 | 0 | 0 | |||
| 22 Nov | 9481.65 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 9505.00 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 9856.65 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 1032.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 1032.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9100 expiring on 26DEC2024
Delta for 9100 CE is 0.16
Historical price for 9100 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 22.15, which was -52.30 lower than the previous day. The implied volatity was 23.12, the open interest changed by -11 which decreased total open position to 3184
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 74.45, which was -13.45 lower than the previous day. The implied volatity was 23.80, the open interest changed by -80 which decreased total open position to 3214
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 87.9, which was 22.90 higher than the previous day. The implied volatity was 26.62, the open interest changed by 32 which increased total open position to 3347
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 65, which was -38.50 lower than the previous day. The implied volatity was 26.32, the open interest changed by 104 which increased total open position to 3324
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 103.5, which was -31.50 lower than the previous day. The implied volatity was 23.88, the open interest changed by 471 which increased total open position to 3222
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 135, which was 11.55 higher than the previous day. The implied volatity was 23.09, the open interest changed by -241 which decreased total open position to 2763
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 123.45, which was -62.40 lower than the previous day. The implied volatity was 23.40, the open interest changed by 550 which increased total open position to 3001
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 185.85, which was 15.00 higher than the previous day. The implied volatity was 25.69, the open interest changed by -8 which decreased total open position to 2455
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 170.85, which was -28.75 lower than the previous day. The implied volatity was 25.60, the open interest changed by 153 which increased total open position to 2488
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 199.6, which was -20.65 lower than the previous day. The implied volatity was 24.59, the open interest changed by 145 which increased total open position to 2314
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 220.25, which was 70.50 higher than the previous day. The implied volatity was 22.87, the open interest changed by 104 which increased total open position to 2204
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 149.75, which was -44.25 lower than the previous day. The implied volatity was 24.87, the open interest changed by 638 which increased total open position to 2105
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 194, which was -88.05 lower than the previous day. The implied volatity was 24.44, the open interest changed by 604 which increased total open position to 1472
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 282.05, which was -0.35 lower than the previous day. The implied volatity was 24.16, the open interest changed by 22 which increased total open position to 872
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 282.4, which was 28.05 higher than the previous day. The implied volatity was 25.93, the open interest changed by -8 which decreased total open position to 851
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 254.35, which was -16.80 lower than the previous day. The implied volatity was 26.11, the open interest changed by 331 which increased total open position to 858
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 271.15, which was -96.95 lower than the previous day. The implied volatity was 27.72, the open interest changed by 329 which increased total open position to 526
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 368.1, which was 13.10 higher than the previous day. The implied volatity was 26.70, the open interest changed by 3 which increased total open position to 197
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 355, which was -256.20 lower than the previous day. The implied volatity was 27.71, the open interest changed by 188 which increased total open position to 192
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 611.2, which was -420.90 lower than the previous day. The implied volatity was 33.71, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, 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 1032.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 3.91
Theta: -11.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 349.85 | 163.90 | 41.15 | 1,656 | -115 | 910 |
| 19 Dec | 8982.65 | 185.95 | -18.85 | 25.69 | 465 | -10 | 1,025 |
| 18 Dec | 8956.75 | 204.8 | -69.70 | 24.98 | 812 | -75 | 1,035 |
| 17 Dec | 8895.00 | 274.5 | 66.15 | 25.46 | 806 | -98 | 1,110 |
| 16 Dec | 8998.35 | 208.35 | 33.35 | 27.11 | 1,010 | 27 | 1,208 |
| 13 Dec | 9021.40 | 175 | -66.45 | 22.11 | 1,053 | 15 | 1,171 |
| 12 Dec | 8963.25 | 241.45 | 70.55 | 27.34 | 1,720 | -151 | 1,156 |
| 11 Dec | 9069.85 | 170.9 | -36.00 | 23.00 | 1,864 | 67 | 1,314 |
| 10 Dec | 9013.30 | 206.9 | -2.35 | 24.20 | 1,609 | 70 | 1,247 |
| 9 Dec | 9077.45 | 209.25 | 13.90 | 27.78 | 2,782 | -104 | 1,183 |
| 6 Dec | 9099.90 | 195.35 | -106.50 | 25.88 | 7,536 | 551 | 1,296 |
| 5 Dec | 8891.95 | 301.85 | 42.20 | 25.99 | 1,682 | -123 | 747 |
| 4 Dec | 8999.15 | 259.65 | 90.65 | 26.74 | 4,056 | 48 | 887 |
| 3 Dec | 9161.80 | 169 | -31.70 | 24.31 | 1,210 | 119 | 858 |
| 2 Dec | 9130.35 | 200.7 | -54.25 | 25.65 | 2,357 | 177 | 748 |
| 29 Nov | 9033.65 | 254.95 | -35.10 | 25.86 | 803 | 207 | 600 |
| 28 Nov | 9013.50 | 290.05 | 83.30 | 28.57 | 1,162 | 204 | 393 |
| 27 Nov | 9190.35 | 206.75 | -43.05 | 27.77 | 529 | 29 | 190 |
| 26 Nov | 9137.45 | 249.8 | 128.25 | 29.69 | 516 | 129 | 159 |
| 25 Nov | 9420.95 | 121.55 | -3.45 | 26.47 | 15 | 14 | 25 |
| 22 Nov | 9481.65 | 125 | 30.00 | 26.51 | 5 | 3 | 14 |
| 21 Nov | 9505.00 | 95 | 0.00 | 0.00 | 0 | 9 | 0 |
| 20 Nov | 9545.70 | 95 | 0.00 | 23.56 | 11 | 9 | 10 |
| 19 Nov | 9545.70 | 95 | -53.20 | 23.56 | 11 | 8 | 10 |
| 18 Nov | 9516.50 | 148.2 | -46.50 | 28.96 | 3 | 1 | 1 |
| 14 Nov | 9482.95 | 194.7 | 0.00 | 3.98 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 194.7 | 0.00 | 3.69 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 194.7 | 0.00 | 5.04 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 194.7 | 0.00 | 6.59 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 194.7 | 0.00 | 6.40 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 194.7 | 0.00 | 6.08 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 194.7 | 0.00 | 7.04 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 194.7 | 0.00 | 5.93 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 194.7 | 3.95 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9100 expiring on 26DEC2024
Delta for 9100 PE is -0.70
Historical price for 9100 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 349.85, which was 163.90 higher than the previous day. The implied volatity was 41.15, the open interest changed by -115 which decreased total open position to 910
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 185.95, which was -18.85 lower than the previous day. The implied volatity was 25.69, the open interest changed by -10 which decreased total open position to 1025
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 204.8, which was -69.70 lower than the previous day. The implied volatity was 24.98, the open interest changed by -75 which decreased total open position to 1035
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 274.5, which was 66.15 higher than the previous day. The implied volatity was 25.46, the open interest changed by -98 which decreased total open position to 1110
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 208.35, which was 33.35 higher than the previous day. The implied volatity was 27.11, the open interest changed by 27 which increased total open position to 1208
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 175, which was -66.45 lower than the previous day. The implied volatity was 22.11, the open interest changed by 15 which increased total open position to 1171
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 241.45, which was 70.55 higher than the previous day. The implied volatity was 27.34, the open interest changed by -151 which decreased total open position to 1156
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 170.9, which was -36.00 lower than the previous day. The implied volatity was 23.00, the open interest changed by 67 which increased total open position to 1314
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 206.9, which was -2.35 lower than the previous day. The implied volatity was 24.20, the open interest changed by 70 which increased total open position to 1247
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 209.25, which was 13.90 higher than the previous day. The implied volatity was 27.78, the open interest changed by -104 which decreased total open position to 1183
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 195.35, which was -106.50 lower than the previous day. The implied volatity was 25.88, the open interest changed by 551 which increased total open position to 1296
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 301.85, which was 42.20 higher than the previous day. The implied volatity was 25.99, the open interest changed by -123 which decreased total open position to 747
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 259.65, which was 90.65 higher than the previous day. The implied volatity was 26.74, the open interest changed by 48 which increased total open position to 887
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 169, which was -31.70 lower than the previous day. The implied volatity was 24.31, the open interest changed by 119 which increased total open position to 858
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 200.7, which was -54.25 lower than the previous day. The implied volatity was 25.65, the open interest changed by 177 which increased total open position to 748
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 254.95, which was -35.10 lower than the previous day. The implied volatity was 25.86, the open interest changed by 207 which increased total open position to 600
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 290.05, which was 83.30 higher than the previous day. The implied volatity was 28.57, the open interest changed by 204 which increased total open position to 393
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 206.75, which was -43.05 lower than the previous day. The implied volatity was 27.77, the open interest changed by 29 which increased total open position to 190
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 249.8, which was 128.25 higher than the previous day. The implied volatity was 29.69, the open interest changed by 129 which increased total open position to 159
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 121.55, which was -3.45 lower than the previous day. The implied volatity was 26.47, the open interest changed by 14 which increased total open position to 25
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 125, which was 30.00 higher than the previous day. The implied volatity was 26.51, the open interest changed by 3 which increased total open position to 14
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 95, which was 0.00 lower than the previous day. The implied volatity was 23.56, the open interest changed by 9 which increased total open position to 10
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 95, which was -53.20 lower than the previous day. The implied volatity was 23.56, the open interest changed by 8 which increased total open position to 10
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 148.2, which was -46.50 lower than the previous day. The implied volatity was 28.96, the open interest changed by 1 which increased total open position to 1
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 194.7, which was 0.00 lower than the previous day. The implied volatity was 3.98, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 5.04, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 6.40, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 6.08, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 7.04, 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 194.7, which was 0.00 lower than the previous day. The implied volatity was 5.93, 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 194.7, which was lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
