BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9100 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 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 9545.70 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 9545.70 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 9516.50 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 791.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 791.75 | -76.05 | - | 1 | 0 | 39 | |||
| 7 Nov | 9856.65 | 867.8 | -29.70 | 35.14 | 9 | 0 | 39 | |||
| 6 Nov | 10020.50 | 897.5 | 0.00 | 0.00 | 0 | -8 | 0 | |||
| 5 Nov | 9874.85 | 897.5 | 298.40 | 38.56 | 26 | -7 | 40 | |||
| 4 Nov | 9525.55 | 599.1 | -3037.25 | 30.26 | 89 | 48 | 48 | |||
| 1 Nov | 9875.95 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 3636.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 3636.35 | 3636.35 | - | 0 | 0 | 0 | |||
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| 17 Oct | 10119.45 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9100 expiring on 28NOV2024
Delta for 9100 CE is 0.00
Historical price for 9100 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 791.75, 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 791.75, 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 791.75, 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 791.75, 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 791.75, 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 791.75, 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 791.75, 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 791.75, 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 791.75, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 867.8, which was -29.70 lower than the previous day. The implied volatity was 35.14, the open interest changed by 0 which decreased total open position to 39
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 897.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 897.5, which was 298.40 higher than the previous day. The implied volatity was 38.56, the open interest changed by -7 which decreased total open position to 40
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 599.1, which was -3037.25 lower than the previous day. The implied volatity was 30.26, the open interest changed by 48 which increased total open position to 48
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, 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 3636.35, which was 3636.35 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 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 2.90
Theta: -6.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 29.15 | -13.20 | 31.06 | 714 | -20 | 385 |
| 20 Nov | 9545.70 | 42.35 | 0.00 | 31.47 | 1,476 | 117 | 421 |
| 19 Nov | 9545.70 | 42.35 | 5.80 | 31.47 | 1,476 | 133 | 421 |
| 18 Nov | 9516.50 | 36.55 | -16.75 | 28.62 | 587 | 63 | 289 |
| 14 Nov | 9482.95 | 53.3 | -14.00 | 27.78 | 610 | 3 | 232 |
| 13 Nov | 9452.15 | 67.3 | 28.05 | 28.22 | 1,448 | -63 | 248 |
| 12 Nov | 9678.70 | 39.25 | 16.50 | 28.87 | 639 | 14 | 310 |
| 11 Nov | 9919.35 | 22.75 | -8.25 | 29.91 | 555 | -15 | 276 |
| 8 Nov | 9910.40 | 31 | -8.65 | 29.87 | 257 | 0 | 287 |
| 7 Nov | 9856.65 | 39.65 | 7.15 | 30.01 | 832 | -9 | 296 |
| 6 Nov | 10020.50 | 32.5 | -31.45 | 31.75 | 852 | -66 | 328 |
| 5 Nov | 9874.85 | 63.95 | -62.45 | 33.36 | 917 | 144 | 402 |
| 4 Nov | 9525.55 | 126.4 | 30.90 | 32.99 | 1,745 | 67 | 259 |
| 1 Nov | 9875.95 | 95.5 | 6.75 | 36.76 | 5 | 0 | 192 |
| 31 Oct | 9836.30 | 88.75 | 18.40 | - | 151 | 13 | 193 |
| 30 Oct | 9940.65 | 70.35 | -8.15 | - | 206 | 42 | 178 |
| 29 Oct | 9850.85 | 78.5 | 0.50 | - | 240 | 125 | 133 |
| 28 Oct | 10011.25 | 78 | 22.75 | - | 13 | 2 | 3 |
| 25 Oct | 10206.10 | 55.25 | 0.00 | - | 0 | 0 | 1 |
| 24 Oct | 10302.50 | 55.25 | 0.00 | - | 0 | 0 | 1 |
| 23 Oct | 10586.75 | 55.25 | 0.00 | - | 0 | 0 | 1 |
| 22 Oct | 10368.35 | 55.25 | 0.00 | - | 0 | 1 | 0 |
| 21 Oct | 10500.50 | 55.25 | 54.50 | - | 3 | 2 | 2 |
| 18 Oct | 10063.95 | 0.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 0.75 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9100 expiring on 28NOV2024
Delta for 9100 PE is -0.14
Historical price for 9100 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 29.15, which was -13.20 lower than the previous day. The implied volatity was 31.06, the open interest changed by -20 which decreased total open position to 385
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 42.35, which was 0.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by 117 which increased total open position to 421
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 42.35, which was 5.80 higher than the previous day. The implied volatity was 31.47, the open interest changed by 133 which increased total open position to 421
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 36.55, which was -16.75 lower than the previous day. The implied volatity was 28.62, the open interest changed by 63 which increased total open position to 289
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 53.3, which was -14.00 lower than the previous day. The implied volatity was 27.78, the open interest changed by 3 which increased total open position to 232
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 67.3, which was 28.05 higher than the previous day. The implied volatity was 28.22, the open interest changed by -63 which decreased total open position to 248
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 39.25, which was 16.50 higher than the previous day. The implied volatity was 28.87, the open interest changed by 14 which increased total open position to 310
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 22.75, which was -8.25 lower than the previous day. The implied volatity was 29.91, the open interest changed by -15 which decreased total open position to 276
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 31, which was -8.65 lower than the previous day. The implied volatity was 29.87, the open interest changed by 0 which decreased total open position to 287
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 39.65, which was 7.15 higher than the previous day. The implied volatity was 30.01, the open interest changed by -9 which decreased total open position to 296
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 32.5, which was -31.45 lower than the previous day. The implied volatity was 31.75, the open interest changed by -66 which decreased total open position to 328
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 63.95, which was -62.45 lower than the previous day. The implied volatity was 33.36, the open interest changed by 144 which increased total open position to 402
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 126.4, which was 30.90 higher than the previous day. The implied volatity was 32.99, the open interest changed by 67 which increased total open position to 259
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 95.5, which was 6.75 higher than the previous day. The implied volatity was 36.76, the open interest changed by 0 which decreased total open position to 192
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 88.75, which was 18.40 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 70.35, which was -8.15 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 78.5, which was 0.50 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 78, which was 22.75 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, which was 54.50 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 0.75, 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 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
