BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.67
Vega: 4.80
Theta: -9.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 198.75 | -25.45 | 23.84 | 905 | 5 | 558 | |||
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| 20 Nov | 9545.70 | 224.2 | 0.00 | 24.81 | 1,101 | -16 | 556 | |||
| 19 Nov | 9545.70 | 224.2 | -26.10 | 24.81 | 1,101 | -13 | 556 | |||
| 18 Nov | 9516.50 | 250.3 | 9.80 | 27.28 | 1,487 | -35 | 571 | |||
| 14 Nov | 9482.95 | 240.5 | -10.00 | 21.65 | 1,710 | 68 | 607 | |||
| 13 Nov | 9452.15 | 250.5 | -178.10 | 25.13 | 607 | 156 | 541 | |||
| 12 Nov | 9678.70 | 428.6 | -149.05 | 29.41 | 12 | -3 | 384 | |||
| 11 Nov | 9919.35 | 577.65 | -17.35 | 21.72 | 17 | -4 | 384 | |||
| 8 Nov | 9910.40 | 595 | -1.00 | 23.72 | 38 | -15 | 389 | |||
| 7 Nov | 9856.65 | 596 | -109.00 | 29.72 | 9 | 0 | 404 | |||
| 6 Nov | 10020.50 | 705 | 120.70 | 22.20 | 66 | -29 | 404 | |||
| 5 Nov | 9874.85 | 584.3 | 194.25 | 26.82 | 686 | -155 | 438 | |||
| 4 Nov | 9525.55 | 390.05 | -258.80 | 29.17 | 4,852 | 436 | 599 | |||
| 1 Nov | 9875.95 | 648.85 | 14.00 | 29.00 | 2 | -1 | 162 | |||
| 31 Oct | 9836.30 | 634.85 | -37.20 | - | 1 | 0 | 163 | |||
| 30 Oct | 9940.65 | 672.05 | 0.00 | - | 0 | 163 | 0 | |||
| 29 Oct | 9850.85 | 672.05 | -997.45 | - | 214 | 164 | 164 | |||
| 28 Oct | 10011.25 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 10206.10 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 10302.50 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 10368.35 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 10500.50 | 1669.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 10063.95 | 1669.5 | 1669.50 | - | 0 | 0 | 0 | |||
| 17 Oct | 10119.45 | 0 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9400 expiring on 28NOV2024
Delta for 9400 CE is 0.67
Historical price for 9400 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 198.75, which was -25.45 lower than the previous day. The implied volatity was 23.84, the open interest changed by 5 which increased total open position to 558
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 224.2, which was 0.00 lower than the previous day. The implied volatity was 24.81, the open interest changed by -16 which decreased total open position to 556
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 224.2, which was -26.10 lower than the previous day. The implied volatity was 24.81, the open interest changed by -13 which decreased total open position to 556
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 250.3, which was 9.80 higher than the previous day. The implied volatity was 27.28, the open interest changed by -35 which decreased total open position to 571
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 240.5, which was -10.00 lower than the previous day. The implied volatity was 21.65, the open interest changed by 68 which increased total open position to 607
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 250.5, which was -178.10 lower than the previous day. The implied volatity was 25.13, the open interest changed by 156 which increased total open position to 541
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 428.6, which was -149.05 lower than the previous day. The implied volatity was 29.41, the open interest changed by -3 which decreased total open position to 384
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 577.65, which was -17.35 lower than the previous day. The implied volatity was 21.72, the open interest changed by -4 which decreased total open position to 384
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 595, which was -1.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by -15 which decreased total open position to 389
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 596, which was -109.00 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 404
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 705, which was 120.70 higher than the previous day. The implied volatity was 22.20, the open interest changed by -29 which decreased total open position to 404
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 584.3, which was 194.25 higher than the previous day. The implied volatity was 26.82, the open interest changed by -155 which decreased total open position to 438
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 390.05, which was -258.80 lower than the previous day. The implied volatity was 29.17, the open interest changed by 436 which increased total open position to 599
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 648.85, which was 14.00 higher than the previous day. The implied volatity was 29.00, the open interest changed by -1 which decreased total open position to 162
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 634.85, which was -37.20 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 672.05, 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 672.05, which was -997.45 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 1669.5, 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 1669.5, 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 1669.5, 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 1669.5, 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 1669.5, 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 1669.5, 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 1669.5, which was 1669.50 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 9400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.35
Vega: 4.89
Theta: -8.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 87.4 | -24.60 | 27.28 | 2,670 | 141 | 1,020 |
| 20 Nov | 9545.70 | 112 | 0.00 | 28.93 | 3,391 | -91 | 878 |
| 19 Nov | 9545.70 | 112 | 15.60 | 28.93 | 3,391 | -92 | 878 |
| 18 Nov | 9516.50 | 96.4 | -34.15 | 25.21 | 2,317 | 87 | 972 |
| 14 Nov | 9482.95 | 130.55 | -26.30 | 26.23 | 2,679 | 48 | 895 |
| 13 Nov | 9452.15 | 156.85 | 67.25 | 27.14 | 3,757 | 100 | 854 |
| 12 Nov | 9678.70 | 89.6 | 41.50 | 26.76 | 1,052 | -61 | 800 |
| 11 Nov | 9919.35 | 48.1 | -13.85 | 27.03 | 1,258 | -108 | 878 |
| 8 Nov | 9910.40 | 61.95 | -14.05 | 27.34 | 588 | -23 | 985 |
| 7 Nov | 9856.65 | 76 | 19.75 | 27.43 | 1,915 | -46 | 1,008 |
| 6 Nov | 10020.50 | 56.25 | -56.75 | 28.56 | 1,820 | 107 | 1,078 |
| 5 Nov | 9874.85 | 113 | -103.00 | 31.25 | 2,233 | -88 | 986 |
| 4 Nov | 9525.55 | 216 | 62.00 | 31.49 | 9,873 | 687 | 1,085 |
| 1 Nov | 9875.95 | 154 | 10.00 | 34.98 | 29 | 19 | 397 |
| 31 Oct | 9836.30 | 144 | 25.00 | - | 299 | 77 | 377 |
| 30 Oct | 9940.65 | 119 | -18.50 | - | 246 | -37 | 300 |
| 29 Oct | 9850.85 | 137.5 | 8.50 | - | 420 | 169 | 311 |
| 28 Oct | 10011.25 | 129 | 39.05 | - | 175 | 13 | 140 |
| 25 Oct | 10206.10 | 89.95 | 21.55 | - | 141 | 68 | 127 |
| 24 Oct | 10302.50 | 68.4 | 26.40 | - | 95 | -10 | 57 |
| 23 Oct | 10586.75 | 42 | -16.50 | - | 77 | 7 | 47 |
| 22 Oct | 10368.35 | 58.5 | 8.50 | - | 80 | -24 | 40 |
| 21 Oct | 10500.50 | 50 | -40.00 | - | 133 | 49 | 64 |
| 18 Oct | 10063.95 | 90 | -2.60 | - | 31 | 15 | 15 |
| 17 Oct | 10119.45 | 92.6 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9400 expiring on 28NOV2024
Delta for 9400 PE is -0.35
Historical price for 9400 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 87.4, which was -24.60 lower than the previous day. The implied volatity was 27.28, the open interest changed by 141 which increased total open position to 1020
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 112, which was 0.00 lower than the previous day. The implied volatity was 28.93, the open interest changed by -91 which decreased total open position to 878
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 112, which was 15.60 higher than the previous day. The implied volatity was 28.93, the open interest changed by -92 which decreased total open position to 878
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 96.4, which was -34.15 lower than the previous day. The implied volatity was 25.21, the open interest changed by 87 which increased total open position to 972
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 130.55, which was -26.30 lower than the previous day. The implied volatity was 26.23, the open interest changed by 48 which increased total open position to 895
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 156.85, which was 67.25 higher than the previous day. The implied volatity was 27.14, the open interest changed by 100 which increased total open position to 854
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 89.6, which was 41.50 higher than the previous day. The implied volatity was 26.76, the open interest changed by -61 which decreased total open position to 800
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 48.1, which was -13.85 lower than the previous day. The implied volatity was 27.03, the open interest changed by -108 which decreased total open position to 878
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 61.95, which was -14.05 lower than the previous day. The implied volatity was 27.34, the open interest changed by -23 which decreased total open position to 985
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 76, which was 19.75 higher than the previous day. The implied volatity was 27.43, the open interest changed by -46 which decreased total open position to 1008
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 56.25, which was -56.75 lower than the previous day. The implied volatity was 28.56, the open interest changed by 107 which increased total open position to 1078
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 113, which was -103.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by -88 which decreased total open position to 986
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 216, which was 62.00 higher than the previous day. The implied volatity was 31.49, the open interest changed by 687 which increased total open position to 1085
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 154, which was 10.00 higher than the previous day. The implied volatity was 34.98, the open interest changed by 19 which increased total open position to 397
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 144, which was 25.00 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 119, which was -18.50 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 137.5, which was 8.50 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 129, which was 39.05 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 89.95, which was 21.55 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 68.4, which was 26.40 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 42, which was -16.50 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 58.5, which was 8.50 higher 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 50, which was -40.00 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 90, which was -2.60 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 92.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
