BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 1.38
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 332.05 | -36.35 | 15.58 | 11 | -3 | 65 | |||
| 20 Nov | 9545.70 | 368.4 | 0.00 | 24.40 | 110 | -19 | 68 | |||
| 19 Nov | 9545.70 | 368.4 | -31.60 | 24.40 | 110 | -19 | 68 | |||
| 18 Nov | 9516.50 | 400 | 28.85 | 29.23 | 127 | 67 | 88 | |||
| 14 Nov | 9482.95 | 371.15 | -2.10 | 19.00 | 65 | 6 | 21 | |||
| 13 Nov | 9452.15 | 373.25 | -374.65 | 23.74 | 12 | 2 | 15 | |||
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| 12 Nov | 9678.70 | 747.9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 9919.35 | 747.9 | -106.75 | - | 7 | 1 | 13 | |||
| 8 Nov | 9910.40 | 854.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 854.65 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 10020.50 | 854.65 | 125.60 | - | 1 | 0 | 13 | |||
| 5 Nov | 9874.85 | 729.05 | 207.15 | 23.11 | 12 | 3 | 13 | |||
| 4 Nov | 9525.55 | 521.9 | -319.15 | 29.53 | 42 | 8 | 9 | |||
| 1 Nov | 9875.95 | 841.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 9836.30 | 841.05 | -999.25 | - | 1 | 0 | 0 | |||
| 30 Oct | 9940.65 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 1840.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 1840.3 | 1840.30 | - | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9200 expiring on 28NOV2024
Delta for 9200 CE is 0.95
Historical price for 9200 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 332.05, which was -36.35 lower than the previous day. The implied volatity was 15.58, the open interest changed by -3 which decreased total open position to 65
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 368.4, which was 0.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by -19 which decreased total open position to 68
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 368.4, which was -31.60 lower than the previous day. The implied volatity was 24.40, the open interest changed by -19 which decreased total open position to 68
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 400, which was 28.85 higher than the previous day. The implied volatity was 29.23, the open interest changed by 67 which increased total open position to 88
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 371.15, which was -2.10 lower than the previous day. The implied volatity was 19.00, the open interest changed by 6 which increased total open position to 21
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 373.25, which was -374.65 lower than the previous day. The implied volatity was 23.74, the open interest changed by 2 which increased total open position to 15
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 747.9, 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 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 747.9, which was -106.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 854.65, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 854.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 854.65, which was 125.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 729.05, which was 207.15 higher than the previous day. The implied volatity was 23.11, the open interest changed by 3 which increased total open position to 13
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 521.9, which was -319.15 lower than the previous day. The implied volatity was 29.53, the open interest changed by 8 which increased total open position to 9
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 841.05, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 841.05, which was -999.25 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, 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 1840.3, which was 1840.30 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 9200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 3.57
Theta: -6.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 41.1 | -15.80 | 29.43 | 1,058 | 7 | 536 |
| 20 Nov | 9545.70 | 56.9 | 0.00 | 30.05 | 1,723 | -10 | 551 |
| 19 Nov | 9545.70 | 56.9 | 6.10 | 30.05 | 1,723 | 12 | 551 |
| 18 Nov | 9516.50 | 50.8 | -21.90 | 27.47 | 1,532 | 87 | 547 |
| 14 Nov | 9482.95 | 72.7 | -16.25 | 27.20 | 1,246 | -66 | 467 |
| 13 Nov | 9452.15 | 88.95 | 38.20 | 27.55 | 2,575 | 27 | 536 |
| 12 Nov | 9678.70 | 50.75 | 22.55 | 27.90 | 786 | 22 | 510 |
| 11 Nov | 9919.35 | 28.2 | -9.90 | 28.68 | 875 | 0 | 486 |
| 8 Nov | 9910.40 | 38.1 | -11.85 | 28.80 | 444 | 7 | 501 |
| 7 Nov | 9856.65 | 49.95 | 11.75 | 29.27 | 1,199 | 5 | 515 |
| 6 Nov | 10020.50 | 38.2 | -39.40 | 30.52 | 1,357 | -11 | 522 |
| 5 Nov | 9874.85 | 77.6 | -75.80 | 32.66 | 1,781 | 34 | 537 |
| 4 Nov | 9525.55 | 153.4 | 40.20 | 32.65 | 2,041 | 248 | 502 |
| 1 Nov | 9875.95 | 113.2 | 11.20 | 36.28 | 90 | 54 | 256 |
| 31 Oct | 9836.30 | 102 | 18.00 | - | 159 | 5 | 202 |
| 30 Oct | 9940.65 | 84 | -1.75 | - | 314 | 37 | 197 |
| 29 Oct | 9850.85 | 85.75 | 60.60 | - | 330 | 99 | 160 |
| 28 Oct | 10011.25 | 25.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 10206.10 | 25.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 10302.50 | 25.15 | 0.00 | - | 0 | -1 | 0 |
| 23 Oct | 10586.75 | 25.15 | -12.85 | - | 31 | -1 | 61 |
| 22 Oct | 10368.35 | 38 | 0.00 | - | 1 | 0 | 61 |
| 21 Oct | 10500.50 | 38 | -21.20 | - | 35 | 13 | 62 |
| 18 Oct | 10063.95 | 59.2 | -7.80 | - | 54 | 48 | 48 |
| 17 Oct | 10119.45 | 67 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9200 expiring on 28NOV2024
Delta for 9200 PE is -0.19
Historical price for 9200 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 41.1, which was -15.80 lower than the previous day. The implied volatity was 29.43, the open interest changed by 7 which increased total open position to 536
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 56.9, which was 0.00 lower than the previous day. The implied volatity was 30.05, the open interest changed by -10 which decreased total open position to 551
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 56.9, which was 6.10 higher than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 551
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 50.8, which was -21.90 lower than the previous day. The implied volatity was 27.47, the open interest changed by 87 which increased total open position to 547
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 72.7, which was -16.25 lower than the previous day. The implied volatity was 27.20, the open interest changed by -66 which decreased total open position to 467
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 88.95, which was 38.20 higher than the previous day. The implied volatity was 27.55, the open interest changed by 27 which increased total open position to 536
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 50.75, which was 22.55 higher than the previous day. The implied volatity was 27.90, the open interest changed by 22 which increased total open position to 510
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 28.2, which was -9.90 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 486
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 38.1, which was -11.85 lower than the previous day. The implied volatity was 28.80, the open interest changed by 7 which increased total open position to 501
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 49.95, which was 11.75 higher than the previous day. The implied volatity was 29.27, the open interest changed by 5 which increased total open position to 515
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 38.2, which was -39.40 lower than the previous day. The implied volatity was 30.52, the open interest changed by -11 which decreased total open position to 522
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 77.6, which was -75.80 lower than the previous day. The implied volatity was 32.66, the open interest changed by 34 which increased total open position to 537
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 153.4, which was 40.20 higher than the previous day. The implied volatity was 32.65, the open interest changed by 248 which increased total open position to 502
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 113.2, which was 11.20 higher than the previous day. The implied volatity was 36.28, the open interest changed by 54 which increased total open position to 256
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 102, which was 18.00 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 84, which was -1.75 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 85.75, which was 60.60 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 25.15, 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 25.15, 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 25.15, 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 25.15, which was -12.85 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 38, 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 38, which was -21.20 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 59.2, which was -7.80 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 67, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
