`
[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 9400 CE
Delta: 0.05
Vega: 1.25
Theta: -3.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 7.7 -12.85 29.85 3,299 -111 2,164
19 Dec 8982.65 20.55 -5.95 27.05 3,543 -80 2,293
18 Dec 8956.75 26.5 10.85 28.44 3,113 -145 2,387
17 Dec 8895.00 15.65 -20.55 26.58 2,776 207 2,570
16 Dec 8998.35 36.2 -14.50 26.41 2,779 258 2,364
13 Dec 9021.40 50.7 3.25 24.66 2,483 -216 2,119
12 Dec 8963.25 47.45 -30.55 24.94 2,909 255 2,335
11 Dec 9069.85 78 5.15 25.91 2,180 -166 2,091
10 Dec 9013.30 72.85 -19.15 26.04 2,250 1 2,294
9 Dec 9077.45 92 -12.75 25.59 2,929 213 2,296
6 Dec 9099.90 104.75 34.65 23.87 11,379 -147 2,087
5 Dec 8891.95 70.1 -23.85 25.80 6,949 623 2,250
4 Dec 8999.15 93.95 -53.35 25.08 4,974 435 1,632
3 Dec 9161.80 147.3 1.65 24.56 2,471 22 1,198
2 Dec 9130.35 145.65 8.90 25.36 2,130 6 1,176
29 Nov 9033.65 136.75 -15.25 26.10 1,146 137 1,176
28 Nov 9013.50 152 -61.00 27.58 1,376 232 1,033
27 Nov 9190.35 213 2.00 26.04 976 136 797
26 Nov 9137.45 211 -153.90 27.35 1,972 481 658
25 Nov 9420.95 364.9 -6.10 27.37 399 161 172
22 Nov 9481.65 371 4.65 25.09 41 15 26
21 Nov 9505.00 366.35 -34.65 21.86 9 5 11
20 Nov 9545.70 401 0.00 23.92 1 1 5
19 Nov 9545.70 401 1.00 23.92 1 0 5
18 Nov 9516.50 400 0.00 0.00 0 5 0
14 Nov 9482.95 400 -2998.70 22.05 7 4 4
13 Nov 9452.15 3398.7 0.00 - 0 0 0
12 Nov 9678.70 3398.7 0.00 - 0 0 0
11 Nov 9919.35 3398.7 0.00 - 0 0 0
8 Nov 9910.40 3398.7 0.00 - 0 0 0
7 Nov 9856.65 3398.7 0.00 - 0 0 0
6 Nov 10020.50 3398.7 0.00 - 0 0 0
5 Nov 9874.85 3398.7 0.00 - 0 0 0
4 Nov 9525.55 3398.7 3398.70 - 0 0 0
31 Oct 9836.30 0 0.00 - 0 0 0
30 Oct 9940.65 0 0.00 - 0 0 0
29 Oct 9850.85 0 0.00 - 0 0 0
28 Oct 10011.25 0 0.00 - 0 0 0
25 Oct 10206.10 0 0.00 - 0 0 0
24 Oct 10302.50 0 0.00 - 0 0 0
21 Oct 10500.50 0 0.00 - 0 0 0
18 Oct 10063.95 0 0.00 - 0 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 26DEC2024

Delta for 9400 CE is 0.05

Historical price for 9400 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 7.7, which was -12.85 lower than the previous day. The implied volatity was 29.85, the open interest changed by -111 which decreased total open position to 2164


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 20.55, which was -5.95 lower than the previous day. The implied volatity was 27.05, the open interest changed by -80 which decreased total open position to 2293


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 26.5, which was 10.85 higher than the previous day. The implied volatity was 28.44, the open interest changed by -145 which decreased total open position to 2387


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 15.65, which was -20.55 lower than the previous day. The implied volatity was 26.58, the open interest changed by 207 which increased total open position to 2570


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 36.2, which was -14.50 lower than the previous day. The implied volatity was 26.41, the open interest changed by 258 which increased total open position to 2364


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 50.7, which was 3.25 higher than the previous day. The implied volatity was 24.66, the open interest changed by -216 which decreased total open position to 2119


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 47.45, which was -30.55 lower than the previous day. The implied volatity was 24.94, the open interest changed by 255 which increased total open position to 2335


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 78, which was 5.15 higher than the previous day. The implied volatity was 25.91, the open interest changed by -166 which decreased total open position to 2091


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 72.85, which was -19.15 lower than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 2294


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 92, which was -12.75 lower than the previous day. The implied volatity was 25.59, the open interest changed by 213 which increased total open position to 2296


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 104.75, which was 34.65 higher than the previous day. The implied volatity was 23.87, the open interest changed by -147 which decreased total open position to 2087


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 70.1, which was -23.85 lower than the previous day. The implied volatity was 25.80, the open interest changed by 623 which increased total open position to 2250


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 93.95, which was -53.35 lower than the previous day. The implied volatity was 25.08, the open interest changed by 435 which increased total open position to 1632


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 147.3, which was 1.65 higher than the previous day. The implied volatity was 24.56, the open interest changed by 22 which increased total open position to 1198


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 145.65, which was 8.90 higher than the previous day. The implied volatity was 25.36, the open interest changed by 6 which increased total open position to 1176


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 136.75, which was -15.25 lower than the previous day. The implied volatity was 26.10, the open interest changed by 137 which increased total open position to 1176


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 152, which was -61.00 lower than the previous day. The implied volatity was 27.58, the open interest changed by 232 which increased total open position to 1033


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 213, which was 2.00 higher than the previous day. The implied volatity was 26.04, the open interest changed by 136 which increased total open position to 797


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 211, which was -153.90 lower than the previous day. The implied volatity was 27.35, the open interest changed by 481 which increased total open position to 658


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 364.9, which was -6.10 lower than the previous day. The implied volatity was 27.37, the open interest changed by 161 which increased total open position to 172


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 371, which was 4.65 higher than the previous day. The implied volatity was 25.09, the open interest changed by 15 which increased total open position to 26


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 366.35, which was -34.65 lower than the previous day. The implied volatity was 21.86, the open interest changed by 5 which increased total open position to 11


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 401, which was 0.00 lower than the previous day. The implied volatity was 23.92, the open interest changed by 1 which increased total open position to 5


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 401, which was 1.00 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 5


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 400, which was -2998.70 lower than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 4


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 3398.7, 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 3398.7, 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 3398.7, 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 3398.7, 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 3398.7, 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 3398.7, 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 3398.7, 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 3398.7, which was 3398.70 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BAJAJ-AUTO 26DEC2024 9400 PE
Delta: -0.83
Vega: 2.91
Theta: -9.94
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 616 193.50 49.94 126 -98 293
19 Dec 8982.65 422.5 -26.85 27.04 80 -37 392
18 Dec 8956.75 449.35 -65.70 27.91 53 -25 430
17 Dec 8895.00 515.05 85.15 17.94 33 -14 455
16 Dec 8998.35 429.9 0.30 28.73 17 -9 469
13 Dec 9021.40 429.6 -27.10 30.90 36 -28 479
12 Dec 8963.25 456.7 96.35 28.73 25 -8 507
11 Dec 9069.85 360.35 -65.65 22.34 27 -5 516
10 Dec 9013.30 426 46.00 27.34 15 8 522
9 Dec 9077.45 380 1.25 26.27 16 2 515
6 Dec 9099.90 378.75 -141.25 27.14 65 -2 508
5 Dec 8891.95 520 65.95 27.15 61 -17 510
4 Dec 8999.15 454.05 127.90 27.27 195 45 555
3 Dec 9161.80 326.15 -38.85 24.00 90 24 510
2 Dec 9130.35 365 -68.85 25.41 68 19 485
29 Nov 9033.65 433.85 -15.15 25.68 77 19 466
28 Nov 9013.50 449 100.85 26.36 277 74 448
27 Nov 9190.35 348.15 -58.40 26.97 223 47 374
26 Nov 9137.45 406.55 158.20 29.64 2,377 161 328
25 Nov 9420.95 248.35 15.35 28.11 216 126 165
22 Nov 9481.65 233 -23.15 26.62 95 61 100
21 Nov 9505.00 256.15 30.15 29.85 18 4 40
20 Nov 9545.70 226 0.00 26.69 49 22 36
19 Nov 9545.70 226 5.40 26.69 49 22 36
18 Nov 9516.50 220.6 -37.40 26.09 15 7 15
14 Nov 9482.95 258 63.00 27.89 50 4 8
13 Nov 9452.15 195 0.00 0.00 0 0 0
12 Nov 9678.70 195 0.00 0.00 0 0 0
11 Nov 9919.35 195 0.00 0.00 0 0 0
8 Nov 9910.40 195 0.00 0.00 0 0 0
7 Nov 9856.65 195 0.00 0.00 0 0 0
6 Nov 10020.50 195 0.00 0.00 0 2 0
5 Nov 9874.85 195 -120.00 29.61 4 0 2
4 Nov 9525.55 315 135.00 30.79 6 0 2
31 Oct 9836.30 180 0.00 - 0 0 0
30 Oct 9940.65 180 0.00 - 0 1 0
29 Oct 9850.85 180 120.00 - 3 2 3
28 Oct 10011.25 60 0.00 - 0 0 0
25 Oct 10206.10 60 0.00 - 0 0 0
24 Oct 10302.50 60 0.00 - 0 0 0
21 Oct 10500.50 60 0.00 - 0 0 0
18 Oct 10063.95 60 0.00 - 0 1 0
17 Oct 10119.45 60 - 1 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 26DEC2024

Delta for 9400 PE is -0.83

Historical price for 9400 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 616, which was 193.50 higher than the previous day. The implied volatity was 49.94, the open interest changed by -98 which decreased total open position to 293


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 422.5, which was -26.85 lower than the previous day. The implied volatity was 27.04, the open interest changed by -37 which decreased total open position to 392


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 449.35, which was -65.70 lower than the previous day. The implied volatity was 27.91, the open interest changed by -25 which decreased total open position to 430


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 515.05, which was 85.15 higher than the previous day. The implied volatity was 17.94, the open interest changed by -14 which decreased total open position to 455


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 429.9, which was 0.30 higher than the previous day. The implied volatity was 28.73, the open interest changed by -9 which decreased total open position to 469


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 429.6, which was -27.10 lower than the previous day. The implied volatity was 30.90, the open interest changed by -28 which decreased total open position to 479


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 456.7, which was 96.35 higher than the previous day. The implied volatity was 28.73, the open interest changed by -8 which decreased total open position to 507


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 360.35, which was -65.65 lower than the previous day. The implied volatity was 22.34, the open interest changed by -5 which decreased total open position to 516


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 426, which was 46.00 higher than the previous day. The implied volatity was 27.34, the open interest changed by 8 which increased total open position to 522


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 380, which was 1.25 higher than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 515


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 378.75, which was -141.25 lower than the previous day. The implied volatity was 27.14, the open interest changed by -2 which decreased total open position to 508


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 520, which was 65.95 higher than the previous day. The implied volatity was 27.15, the open interest changed by -17 which decreased total open position to 510


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 454.05, which was 127.90 higher than the previous day. The implied volatity was 27.27, the open interest changed by 45 which increased total open position to 555


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 326.15, which was -38.85 lower than the previous day. The implied volatity was 24.00, the open interest changed by 24 which increased total open position to 510


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 365, which was -68.85 lower than the previous day. The implied volatity was 25.41, the open interest changed by 19 which increased total open position to 485


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 433.85, which was -15.15 lower than the previous day. The implied volatity was 25.68, the open interest changed by 19 which increased total open position to 466


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 449, which was 100.85 higher than the previous day. The implied volatity was 26.36, the open interest changed by 74 which increased total open position to 448


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 348.15, which was -58.40 lower than the previous day. The implied volatity was 26.97, the open interest changed by 47 which increased total open position to 374


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 406.55, which was 158.20 higher than the previous day. The implied volatity was 29.64, the open interest changed by 161 which increased total open position to 328


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 248.35, which was 15.35 higher than the previous day. The implied volatity was 28.11, the open interest changed by 126 which increased total open position to 165


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 233, which was -23.15 lower than the previous day. The implied volatity was 26.62, the open interest changed by 61 which increased total open position to 100


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 256.15, which was 30.15 higher than the previous day. The implied volatity was 29.85, the open interest changed by 4 which increased total open position to 40


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 226, which was 0.00 lower than the previous day. The implied volatity was 26.69, the open interest changed by 22 which increased total open position to 36


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 226, which was 5.40 higher than the previous day. The implied volatity was 26.69, the open interest changed by 22 which increased total open position to 36


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 220.6, which was -37.40 lower than the previous day. The implied volatity was 26.09, the open interest changed by 7 which increased total open position to 15


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 258, which was 63.00 higher than the previous day. The implied volatity was 27.89, the open interest changed by 4 which increased total open position to 8


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 195, 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 195, 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 195, 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 195, 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 195, 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 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 195, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 195, which was -120.00 lower than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 2


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 315, which was 135.00 higher than the previous day. The implied volatity was 30.79, the open interest changed by 0 which decreased total open position to 2


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 180, 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 180, 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 180, which was 120.00 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 60, 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 60, 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 60, 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 60, 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 60, 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 60, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to