BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 4.06
Theta: -9.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 274 | -18.25 | 24.94 | 42 | 2 | 119 | |||
| 20 Nov | 9545.70 | 292.25 | 0.00 | 24.74 | 82 | -11 | 118 | |||
| 19 Nov | 9545.70 | 292.25 | -31.75 | 24.74 | 82 | -10 | 118 | |||
| 18 Nov | 9516.50 | 324 | 22.30 | 28.66 | 68 | 0 | 130 | |||
| 14 Nov | 9482.95 | 301.7 | -20.30 | 20.62 | 157 | 12 | 130 | |||
| 13 Nov | 9452.15 | 322 | -165.15 | 26.54 | 120 | 17 | 119 | |||
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| 12 Nov | 9678.70 | 487.15 | -226.30 | 27.09 | 7 | 2 | 101 | |||
| 11 Nov | 9919.35 | 713.45 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 8 Nov | 9910.40 | 713.45 | 30.50 | 30.26 | 5 | 0 | 100 | |||
| 7 Nov | 9856.65 | 682.95 | -113.10 | 31.20 | 13 | -5 | 100 | |||
| 6 Nov | 10020.50 | 796.05 | 138.30 | 22.29 | 19 | -13 | 105 | |||
| 5 Nov | 9874.85 | 657.75 | 200.05 | 25.90 | 172 | -32 | 118 | |||
| 4 Nov | 9525.55 | 457.7 | -2981.80 | 29.83 | 583 | 151 | 151 | |||
| 1 Nov | 9875.95 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 9836.30 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 9940.65 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 9850.85 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 10011.25 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 3439.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 3439.5 | 3439.50 | - | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9300 expiring on 28NOV2024
Delta for 9300 CE is 0.76
Historical price for 9300 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 274, which was -18.25 lower than the previous day. The implied volatity was 24.94, the open interest changed by 2 which increased total open position to 119
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 292.25, which was 0.00 lower than the previous day. The implied volatity was 24.74, the open interest changed by -11 which decreased total open position to 118
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 292.25, which was -31.75 lower than the previous day. The implied volatity was 24.74, the open interest changed by -10 which decreased total open position to 118
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 324, which was 22.30 higher than the previous day. The implied volatity was 28.66, the open interest changed by 0 which decreased total open position to 130
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 301.7, which was -20.30 lower than the previous day. The implied volatity was 20.62, the open interest changed by 12 which increased total open position to 130
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 322, which was -165.15 lower than the previous day. The implied volatity was 26.54, the open interest changed by 17 which increased total open position to 119
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 487.15, which was -226.30 lower than the previous day. The implied volatity was 27.09, the open interest changed by 2 which increased total open position to 101
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 713.45, 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 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 713.45, which was 30.50 higher than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 100
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 682.95, which was -113.10 lower than the previous day. The implied volatity was 31.20, the open interest changed by -5 which decreased total open position to 100
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 796.05, which was 138.30 higher than the previous day. The implied volatity was 22.29, the open interest changed by -13 which decreased total open position to 105
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 657.75, which was 200.05 higher than the previous day. The implied volatity was 25.90, the open interest changed by -32 which decreased total open position to 118
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 457.7, which was -2981.80 lower than the previous day. The implied volatity was 29.83, the open interest changed by 151 which increased total open position to 151
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, 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 3439.5, which was 3439.50 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 9300 PE | |||||||
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Delta: -0.26
Vega: 4.28
Theta: -7.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 59.95 | -17.55 | 28.23 | 1,483 | -75 | 699 |
| 20 Nov | 9545.70 | 77.5 | 0.00 | 28.84 | 1,960 | -55 | 794 |
| 19 Nov | 9545.70 | 77.5 | 6.50 | 28.84 | 1,960 | -35 | 794 |
| 18 Nov | 9516.50 | 71 | -26.65 | 26.48 | 1,564 | 73 | 833 |
| 14 Nov | 9482.95 | 97.65 | -22.10 | 26.61 | 1,019 | -2 | 760 |
| 13 Nov | 9452.15 | 119.75 | 51.75 | 27.39 | 3,584 | 130 | 762 |
| 12 Nov | 9678.70 | 68 | 30.20 | 27.36 | 938 | 74 | 635 |
| 11 Nov | 9919.35 | 37.8 | -11.15 | 28.06 | 610 | -63 | 569 |
| 8 Nov | 9910.40 | 48.95 | -10.90 | 28.12 | 527 | 55 | 632 |
| 7 Nov | 9856.65 | 59.85 | 12.95 | 28.05 | 1,181 | 90 | 577 |
| 6 Nov | 10020.50 | 46.9 | -47.10 | 29.66 | 1,272 | -52 | 488 |
| 5 Nov | 9874.85 | 94 | -86.65 | 31.98 | 1,607 | -79 | 546 |
| 4 Nov | 9525.55 | 180.65 | 51.25 | 31.85 | 4,111 | 237 | 629 |
| 1 Nov | 9875.95 | 129.4 | 8.20 | 35.28 | 24 | -1 | 392 |
| 31 Oct | 9836.30 | 121.2 | 19.85 | - | 363 | 190 | 337 |
| 30 Oct | 9940.65 | 101.35 | -13.65 | - | 206 | 34 | 147 |
| 29 Oct | 9850.85 | 115 | 5.00 | - | 316 | 52 | 115 |
| 28 Oct | 10011.25 | 110 | 33.00 | - | 82 | 55 | 63 |
| 25 Oct | 10206.10 | 77 | 18.00 | - | 10 | 6 | 8 |
| 24 Oct | 10302.50 | 59 | 57.60 | - | 2 | 1 | 1 |
| 23 Oct | 10586.75 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 10368.35 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 10500.50 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 10063.95 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 10119.45 | 1.4 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9300 expiring on 28NOV2024
Delta for 9300 PE is -0.26
Historical price for 9300 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 59.95, which was -17.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by -75 which decreased total open position to 699
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was 28.84, the open interest changed by -55 which decreased total open position to 794
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 77.5, which was 6.50 higher than the previous day. The implied volatity was 28.84, the open interest changed by -35 which decreased total open position to 794
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 71, which was -26.65 lower than the previous day. The implied volatity was 26.48, the open interest changed by 73 which increased total open position to 833
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 97.65, which was -22.10 lower than the previous day. The implied volatity was 26.61, the open interest changed by -2 which decreased total open position to 760
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 119.75, which was 51.75 higher than the previous day. The implied volatity was 27.39, the open interest changed by 130 which increased total open position to 762
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 68, which was 30.20 higher than the previous day. The implied volatity was 27.36, the open interest changed by 74 which increased total open position to 635
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 37.8, which was -11.15 lower than the previous day. The implied volatity was 28.06, the open interest changed by -63 which decreased total open position to 569
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 48.95, which was -10.90 lower than the previous day. The implied volatity was 28.12, the open interest changed by 55 which increased total open position to 632
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 59.85, which was 12.95 higher than the previous day. The implied volatity was 28.05, the open interest changed by 90 which increased total open position to 577
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 46.9, which was -47.10 lower than the previous day. The implied volatity was 29.66, the open interest changed by -52 which decreased total open position to 488
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 94, which was -86.65 lower than the previous day. The implied volatity was 31.98, the open interest changed by -79 which decreased total open position to 546
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 180.65, which was 51.25 higher than the previous day. The implied volatity was 31.85, the open interest changed by 237 which increased total open position to 629
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 129.4, which was 8.20 higher than the previous day. The implied volatity was 35.28, the open interest changed by -1 which decreased total open position to 392
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 121.2, which was 19.85 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 101.35, which was -13.65 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 115, which was 5.00 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 110, which was 33.00 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 77, 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 24 Oct BAJAJ-AUTO was trading at 10302.50. The strike last trading price was 59, which was 57.60 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 1.4, 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 1.4, 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 1.4, 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 1.4, 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 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
