BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 9300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.63
Theta: -3.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 10.7 | -21.90 | 27.74 | 3,910 | -91 | 2,549 | |||
| 19 Dec | 8982.65 | 32.6 | -6.40 | 26.22 | 3,493 | -177 | 2,651 | |||
| 18 Dec | 8956.75 | 39 | 7.15 | 27.49 | 3,011 | -161 | 2,830 | |||
| 17 Dec | 8895.00 | 31.85 | -19.70 | 28.26 | 3,824 | 39 | 3,006 | |||
| 16 Dec | 8998.35 | 51.55 | -19.85 | 25.50 | 2,965 | 121 | 2,968 | |||
| 13 Dec | 9021.40 | 71.4 | 5.25 | 24.15 | 4,301 | 91 | 2,850 | |||
| 12 Dec | 8963.25 | 66.15 | -38.10 | 24.43 | 2,880 | 239 | 2,763 | |||
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| 11 Dec | 9069.85 | 104.25 | 6.95 | 25.51 | 2,273 | 43 | 2,524 | |||
| 10 Dec | 9013.30 | 97.3 | -23.70 | 25.71 | 2,269 | -5 | 2,481 | |||
| 9 Dec | 9077.45 | 121 | -14.00 | 25.30 | 2,735 | 68 | 2,488 | |||
| 6 Dec | 9099.90 | 135 | 44.80 | 23.44 | 11,576 | -138 | 2,430 | |||
| 5 Dec | 8891.95 | 90.2 | -30.30 | 25.35 | 8,951 | 454 | 2,578 | |||
| 4 Dec | 8999.15 | 120.5 | -65.30 | 24.80 | 7,021 | 469 | 2,135 | |||
| 3 Dec | 9161.80 | 185.8 | 2.40 | 24.48 | 4,041 | 211 | 1,668 | |||
| 2 Dec | 9130.35 | 183.4 | 13.90 | 25.40 | 2,465 | 96 | 1,454 | |||
| 29 Nov | 9033.65 | 169.5 | -18.50 | 26.04 | 1,983 | 251 | 1,361 | |||
| 28 Nov | 9013.50 | 188 | -67.75 | 27.80 | 2,626 | 569 | 1,105 | |||
| 27 Nov | 9190.35 | 255.75 | 2.75 | 25.95 | 1,906 | 45 | 520 | |||
| 26 Nov | 9137.45 | 253 | -163.55 | 27.41 | 1,840 | 463 | 474 | |||
| 25 Nov | 9420.95 | 416.55 | -30.45 | 26.84 | 8 | 9 | 10 | |||
| 22 Nov | 9481.65 | 447 | -23.00 | 26.66 | 6 | 2 | 3 | |||
| 21 Nov | 9505.00 | 470 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 20 Nov | 9545.70 | 470 | 0.00 | 24.57 | 1 | 1 | 0 | |||
| 19 Nov | 9545.70 | 470 | -424.15 | 24.57 | 1 | 0 | 0 | |||
| 18 Nov | 9516.50 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 9482.95 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 9452.15 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 894.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 9525.55 | 894.15 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9300 expiring on 26DEC2024
Delta for 9300 CE is 0.08
Historical price for 9300 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 10.7, which was -21.90 lower than the previous day. The implied volatity was 27.74, the open interest changed by -91 which decreased total open position to 2549
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 32.6, which was -6.40 lower than the previous day. The implied volatity was 26.22, the open interest changed by -177 which decreased total open position to 2651
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 39, which was 7.15 higher than the previous day. The implied volatity was 27.49, the open interest changed by -161 which decreased total open position to 2830
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 31.85, which was -19.70 lower than the previous day. The implied volatity was 28.26, the open interest changed by 39 which increased total open position to 3006
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 51.55, which was -19.85 lower than the previous day. The implied volatity was 25.50, the open interest changed by 121 which increased total open position to 2968
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 71.4, which was 5.25 higher than the previous day. The implied volatity was 24.15, the open interest changed by 91 which increased total open position to 2850
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 66.15, which was -38.10 lower than the previous day. The implied volatity was 24.43, the open interest changed by 239 which increased total open position to 2763
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 104.25, which was 6.95 higher than the previous day. The implied volatity was 25.51, the open interest changed by 43 which increased total open position to 2524
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 97.3, which was -23.70 lower than the previous day. The implied volatity was 25.71, the open interest changed by -5 which decreased total open position to 2481
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 121, which was -14.00 lower than the previous day. The implied volatity was 25.30, the open interest changed by 68 which increased total open position to 2488
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 135, which was 44.80 higher than the previous day. The implied volatity was 23.44, the open interest changed by -138 which decreased total open position to 2430
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 90.2, which was -30.30 lower than the previous day. The implied volatity was 25.35, the open interest changed by 454 which increased total open position to 2578
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 120.5, which was -65.30 lower than the previous day. The implied volatity was 24.80, the open interest changed by 469 which increased total open position to 2135
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 185.8, which was 2.40 higher than the previous day. The implied volatity was 24.48, the open interest changed by 211 which increased total open position to 1668
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 183.4, which was 13.90 higher than the previous day. The implied volatity was 25.40, the open interest changed by 96 which increased total open position to 1454
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 169.5, which was -18.50 lower than the previous day. The implied volatity was 26.04, the open interest changed by 251 which increased total open position to 1361
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 188, which was -67.75 lower than the previous day. The implied volatity was 27.80, the open interest changed by 569 which increased total open position to 1105
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 255.75, which was 2.75 higher than the previous day. The implied volatity was 25.95, the open interest changed by 45 which increased total open position to 520
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 253, which was -163.55 lower than the previous day. The implied volatity was 27.41, the open interest changed by 463 which increased total open position to 474
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 416.55, which was -30.45 lower than the previous day. The implied volatity was 26.84, the open interest changed by 9 which increased total open position to 10
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 447, which was -23.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 2 which increased total open position to 3
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 470, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 470, which was 0.00 lower than the previous day. The implied volatity was 24.57, the open interest changed by 1 which increased total open position to 0
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 470, which was -424.15 lower than the previous day. The implied volatity was 24.57, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 894.15, 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 9300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 3.02
Theta: -8.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 512.95 | 170.15 | 43.32 | 142 | -58 | 527 |
| 19 Dec | 8982.65 | 342.8 | -17.20 | 28.55 | 70 | -30 | 585 |
| 18 Dec | 8956.75 | 360 | -60.55 | 26.49 | 121 | -44 | 615 |
| 17 Dec | 8895.00 | 420.55 | 68.70 | 19.00 | 34 | -4 | 659 |
| 16 Dec | 8998.35 | 351.85 | 41.70 | 28.79 | 181 | 10 | 663 |
| 13 Dec | 9021.40 | 310.15 | -64.65 | 22.89 | 81 | -42 | 653 |
| 12 Dec | 8963.25 | 374.8 | 84.70 | 27.61 | 31 | 6 | 694 |
| 11 Dec | 9069.85 | 290.1 | -47.55 | 22.81 | 69 | 0 | 686 |
| 10 Dec | 9013.30 | 337.65 | 0.05 | 24.91 | 40 | 0 | 686 |
| 9 Dec | 9077.45 | 337.6 | 27.95 | 29.70 | 293 | 42 | 692 |
| 6 Dec | 9099.90 | 309.65 | -125.35 | 26.54 | 424 | -13 | 650 |
| 5 Dec | 8891.95 | 435 | 50.20 | 25.79 | 75 | -16 | 663 |
| 4 Dec | 8999.15 | 384.8 | 113.40 | 27.26 | 911 | -1 | 679 |
| 3 Dec | 9161.80 | 271.4 | -30.60 | 24.61 | 463 | 88 | 681 |
| 2 Dec | 9130.35 | 302 | -64.95 | 25.29 | 284 | 68 | 598 |
| 29 Nov | 9033.65 | 366.95 | -32.55 | 25.59 | 151 | 24 | 530 |
| 28 Nov | 9013.50 | 399.5 | 104.85 | 28.06 | 635 | 225 | 502 |
| 27 Nov | 9190.35 | 294.65 | -50.35 | 27.15 | 293 | 78 | 277 |
| 26 Nov | 9137.45 | 345 | 90.45 | 29.24 | 948 | 200 | 200 |
| 25 Nov | 9420.95 | 254.55 | 0.00 | 2.05 | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 254.55 | 0.00 | 2.22 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 254.55 | 0.00 | 2.56 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 254.55 | 0.00 | 2.55 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 254.55 | 0.00 | 2.55 | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 254.55 | 0.00 | 2.57 | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 254.55 | 0.00 | 2.45 | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 254.55 | 0.00 | 2.17 | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 254.55 | 0.00 | 3.68 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 254.55 | 0.00 | 5.21 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 254.55 | 0.00 | 5.06 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 254.55 | 0.00 | 4.70 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 254.55 | 0.00 | 5.74 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 254.55 | 0.00 | 4.61 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 254.55 | 2.57 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9300 expiring on 26DEC2024
Delta for 9300 PE is -0.82
Historical price for 9300 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 512.95, which was 170.15 higher than the previous day. The implied volatity was 43.32, the open interest changed by -58 which decreased total open position to 527
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 342.8, which was -17.20 lower than the previous day. The implied volatity was 28.55, the open interest changed by -30 which decreased total open position to 585
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 360, which was -60.55 lower than the previous day. The implied volatity was 26.49, the open interest changed by -44 which decreased total open position to 615
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 420.55, which was 68.70 higher than the previous day. The implied volatity was 19.00, the open interest changed by -4 which decreased total open position to 659
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 351.85, which was 41.70 higher than the previous day. The implied volatity was 28.79, the open interest changed by 10 which increased total open position to 663
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 310.15, which was -64.65 lower than the previous day. The implied volatity was 22.89, the open interest changed by -42 which decreased total open position to 653
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 374.8, which was 84.70 higher than the previous day. The implied volatity was 27.61, the open interest changed by 6 which increased total open position to 694
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 290.1, which was -47.55 lower than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 686
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 337.65, which was 0.05 higher than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 686
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 337.6, which was 27.95 higher than the previous day. The implied volatity was 29.70, the open interest changed by 42 which increased total open position to 692
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 309.65, which was -125.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by -13 which decreased total open position to 650
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 435, which was 50.20 higher than the previous day. The implied volatity was 25.79, the open interest changed by -16 which decreased total open position to 663
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 384.8, which was 113.40 higher than the previous day. The implied volatity was 27.26, the open interest changed by -1 which decreased total open position to 679
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 271.4, which was -30.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by 88 which increased total open position to 681
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 302, which was -64.95 lower than the previous day. The implied volatity was 25.29, the open interest changed by 68 which increased total open position to 598
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 366.95, which was -32.55 lower than the previous day. The implied volatity was 25.59, the open interest changed by 24 which increased total open position to 530
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 399.5, which was 104.85 higher than the previous day. The implied volatity was 28.06, the open interest changed by 225 which increased total open position to 502
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 294.65, which was -50.35 lower than the previous day. The implied volatity was 27.15, the open interest changed by 78 which increased total open position to 277
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 345, which was 90.45 higher than the previous day. The implied volatity was 29.24, the open interest changed by 200 which increased total open position to 200
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.05, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.22, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 5.21, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 5.06, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 5.74, 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 254.55, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 254.55, which was lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
