BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 9500 CE | ||||||||||
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Delta: 0.04
Vega: 0.99
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 5.9 | -8.05 | 32.13 | 4,481 | -442 | 4,488 | |||
| 19 Dec | 8982.65 | 13.95 | -5.70 | 28.46 | 4,644 | -595 | 4,939 | |||
| 18 Dec | 8956.75 | 19.65 | 3.30 | 30.11 | 4,671 | -420 | 5,525 | |||
| 17 Dec | 8895.00 | 16.35 | -9.55 | 30.54 | 4,044 | -264 | 5,952 | |||
| 16 Dec | 8998.35 | 25.9 | -11.05 | 27.48 | 3,441 | 492 | 6,365 | |||
| 13 Dec | 9021.40 | 36.95 | 2.95 | 25.50 | 5,795 | 328 | 5,888 | |||
| 12 Dec | 8963.25 | 34 | -23.20 | 25.51 | 4,612 | 249 | 5,561 | |||
| 11 Dec | 9069.85 | 57.2 | 1.30 | 26.23 | 4,314 | 183 | 5,323 | |||
| 10 Dec | 9013.30 | 55.9 | -14.25 | 26.76 | 4,115 | 273 | 5,131 | |||
| 9 Dec | 9077.45 | 70.15 | -9.85 | 26.07 | 5,037 | 77 | 4,883 | |||
| 6 Dec | 9099.90 | 80 | 25.05 | 24.22 | 19,746 | -1,069 | 4,810 | |||
| 5 Dec | 8891.95 | 54.95 | -18.00 | 26.37 | 16,823 | 1,695 | 5,879 | |||
| 4 Dec | 8999.15 | 72.95 | -43.55 | 25.43 | 9,613 | 354 | 4,193 | |||
| 3 Dec | 9161.80 | 116.5 | 1.00 | 24.81 | 4,807 | 272 | 3,837 | |||
| 2 Dec | 9130.35 | 115.5 | 5.10 | 25.51 | 4,779 | 82 | 3,599 | |||
| 29 Nov | 9033.65 | 110.4 | -13.80 | 26.33 | 4,327 | 499 | 3,500 | |||
| 28 Nov | 9013.50 | 124.2 | -51.80 | 27.72 | 5,578 | 568 | 2,999 | |||
| 27 Nov | 9190.35 | 176 | 1.95 | 26.16 | 4,270 | 456 | 2,417 | |||
| 26 Nov | 9137.45 | 174.05 | -135.95 | 27.28 | 4,662 | 1,138 | 1,960 | |||
| 25 Nov | 9420.95 | 310 | -5.00 | 27.10 | 1,935 | 702 | 827 | |||
| 22 Nov | 9481.65 | 315 | -16.95 | 24.90 | 791 | 241 | 366 | |||
| 21 Nov | 9505.00 | 331.95 | -31.50 | 23.86 | 170 | 21 | 124 | |||
| 20 Nov | 9545.70 | 363.45 | 0.00 | 25.52 | 358 | -10 | 102 | |||
| 19 Nov | 9545.70 | 363.45 | -11.55 | 25.52 | 358 | -11 | 102 | |||
| 18 Nov | 9516.50 | 375 | -3.60 | 25.84 | 178 | 37 | 112 | |||
| 14 Nov | 9482.95 | 378.6 | -8.80 | 24.88 | 92 | 38 | 64 | |||
| 13 Nov | 9452.15 | 387.4 | -108.40 | 26.75 | 35 | 18 | 24 | |||
| 12 Nov | 9678.70 | 495.8 | -272.30 | 24.86 | 6 | 1 | 1 | |||
| 11 Nov | 9919.35 | 768.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 768.1 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 768.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 768.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 9874.85 | 768.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 9525.55 | 768.1 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9500 expiring on 26DEC2024
Delta for 9500 CE is 0.04
Historical price for 9500 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 5.9, which was -8.05 lower than the previous day. The implied volatity was 32.13, the open interest changed by -442 which decreased total open position to 4488
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 13.95, which was -5.70 lower than the previous day. The implied volatity was 28.46, the open interest changed by -595 which decreased total open position to 4939
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 19.65, which was 3.30 higher than the previous day. The implied volatity was 30.11, the open interest changed by -420 which decreased total open position to 5525
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 16.35, which was -9.55 lower than the previous day. The implied volatity was 30.54, the open interest changed by -264 which decreased total open position to 5952
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 25.9, which was -11.05 lower than the previous day. The implied volatity was 27.48, the open interest changed by 492 which increased total open position to 6365
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 36.95, which was 2.95 higher than the previous day. The implied volatity was 25.50, the open interest changed by 328 which increased total open position to 5888
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 34, which was -23.20 lower than the previous day. The implied volatity was 25.51, the open interest changed by 249 which increased total open position to 5561
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 57.2, which was 1.30 higher than the previous day. The implied volatity was 26.23, the open interest changed by 183 which increased total open position to 5323
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 55.9, which was -14.25 lower than the previous day. The implied volatity was 26.76, the open interest changed by 273 which increased total open position to 5131
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 70.15, which was -9.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by 77 which increased total open position to 4883
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 80, which was 25.05 higher than the previous day. The implied volatity was 24.22, the open interest changed by -1069 which decreased total open position to 4810
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 54.95, which was -18.00 lower than the previous day. The implied volatity was 26.37, the open interest changed by 1695 which increased total open position to 5879
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 72.95, which was -43.55 lower than the previous day. The implied volatity was 25.43, the open interest changed by 354 which increased total open position to 4193
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 116.5, which was 1.00 higher than the previous day. The implied volatity was 24.81, the open interest changed by 272 which increased total open position to 3837
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 115.5, which was 5.10 higher than the previous day. The implied volatity was 25.51, the open interest changed by 82 which increased total open position to 3599
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 110.4, which was -13.80 lower than the previous day. The implied volatity was 26.33, the open interest changed by 499 which increased total open position to 3500
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 124.2, which was -51.80 lower than the previous day. The implied volatity was 27.72, the open interest changed by 568 which increased total open position to 2999
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 176, which was 1.95 higher than the previous day. The implied volatity was 26.16, the open interest changed by 456 which increased total open position to 2417
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 174.05, which was -135.95 lower than the previous day. The implied volatity was 27.28, the open interest changed by 1138 which increased total open position to 1960
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 310, which was -5.00 lower than the previous day. The implied volatity was 27.10, the open interest changed by 702 which increased total open position to 827
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 315, which was -16.95 lower than the previous day. The implied volatity was 24.90, the open interest changed by 241 which increased total open position to 366
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 331.95, which was -31.50 lower than the previous day. The implied volatity was 23.86, the open interest changed by 21 which increased total open position to 124
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 363.45, which was 0.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by -10 which decreased total open position to 102
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 363.45, which was -11.55 lower than the previous day. The implied volatity was 25.52, the open interest changed by -11 which decreased total open position to 102
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 375, which was -3.60 lower than the previous day. The implied volatity was 25.84, the open interest changed by 37 which increased total open position to 112
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 378.6, which was -8.80 lower than the previous day. The implied volatity was 24.88, the open interest changed by 38 which increased total open position to 64
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 387.4, which was -108.40 lower than the previous day. The implied volatity was 26.75, the open interest changed by 18 which increased total open position to 24
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 495.8, which was -272.30 lower than the previous day. The implied volatity was 24.86, the open interest changed by 1 which increased total open position to 1
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 768.1, 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 768.1, 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 768.1, 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 768.1, 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 768.1, 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 768.1, 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 9500 PE | |||||||
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Delta: -0.85
Vega: 2.67
Theta: -9.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 711.1 | 192.90 | 53.52 | 154 | -116 | 544 |
| 19 Dec | 8982.65 | 518.2 | -38.80 | 29.66 | 32 | -16 | 661 |
| 18 Dec | 8956.75 | 557 | -60.60 | 34.97 | 97 | -31 | 676 |
| 17 Dec | 8895.00 | 617.6 | 92.55 | 23.77 | 40 | -30 | 708 |
| 16 Dec | 8998.35 | 525.05 | 45.95 | 31.83 | 24 | -11 | 739 |
| 13 Dec | 9021.40 | 479.1 | -64.25 | 24.75 | 122 | -87 | 750 |
| 12 Dec | 8963.25 | 543.35 | 103.35 | 30.01 | 27 | -16 | 837 |
| 11 Dec | 9069.85 | 440 | -60.20 | 22.20 | 20 | -4 | 852 |
| 10 Dec | 9013.30 | 500.2 | 22.20 | 26.67 | 25 | -10 | 857 |
| 9 Dec | 9077.45 | 478 | 26.00 | 30.02 | 24 | 1 | 868 |
| 6 Dec | 9099.90 | 452 | -148.00 | 27.56 | 222 | 40 | 868 |
| 5 Dec | 8891.95 | 600 | 62.50 | 27.16 | 110 | -40 | 827 |
| 4 Dec | 8999.15 | 537.5 | 137.50 | 28.55 | 179 | -28 | 867 |
| 3 Dec | 9161.80 | 400 | -29.05 | 24.86 | 260 | 21 | 895 |
| 2 Dec | 9130.35 | 429.05 | -80.65 | 24.94 | 370 | -7 | 875 |
| 29 Nov | 9033.65 | 509.7 | -20.30 | 26.22 | 79 | 11 | 883 |
| 28 Nov | 9013.50 | 530 | 120.10 | 27.53 | 306 | 73 | 872 |
| 27 Nov | 9190.35 | 409.9 | -46.15 | 27.07 | 519 | 200 | 796 |
| 26 Nov | 9137.45 | 456.05 | 155.50 | 28.37 | 767 | 276 | 597 |
| 25 Nov | 9420.95 | 300.55 | 16.20 | 28.56 | 504 | 172 | 313 |
| 22 Nov | 9481.65 | 284.35 | 10.35 | 27.12 | 221 | 69 | 210 |
| 21 Nov | 9505.00 | 274 | 8.45 | 27.55 | 85 | 19 | 141 |
| 20 Nov | 9545.70 | 265.55 | 0.00 | 26.36 | 245 | -35 | 124 |
| 19 Nov | 9545.70 | 265.55 | -11.35 | 26.36 | 245 | -33 | 124 |
| 18 Nov | 9516.50 | 276.9 | -44.15 | 27.19 | 57 | 15 | 156 |
| 14 Nov | 9482.95 | 321.05 | -4.80 | 29.39 | 25 | 1 | 141 |
| 13 Nov | 9452.15 | 325.85 | 88.85 | 28.28 | 171 | 116 | 141 |
| 12 Nov | 9678.70 | 237 | 75.75 | 27.68 | 23 | 11 | 24 |
| 11 Nov | 9919.35 | 161.25 | -76.35 | 27.08 | 11 | 4 | 9 |
| 8 Nov | 9910.40 | 237.6 | 0.00 | 0.00 | 0 | 5 | 0 |
| 7 Nov | 9856.65 | 237.6 | -88.70 | 31.00 | 5 | 0 | 0 |
| 6 Nov | 10020.50 | 326.3 | 0.00 | 4.43 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 326.3 | 0.00 | 3.27 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 326.3 | 1.26 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9500 expiring on 26DEC2024
Delta for 9500 PE is -0.85
Historical price for 9500 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 711.1, which was 192.90 higher than the previous day. The implied volatity was 53.52, the open interest changed by -116 which decreased total open position to 544
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 518.2, which was -38.80 lower than the previous day. The implied volatity was 29.66, the open interest changed by -16 which decreased total open position to 661
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 557, which was -60.60 lower than the previous day. The implied volatity was 34.97, the open interest changed by -31 which decreased total open position to 676
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 617.6, which was 92.55 higher than the previous day. The implied volatity was 23.77, the open interest changed by -30 which decreased total open position to 708
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 525.05, which was 45.95 higher than the previous day. The implied volatity was 31.83, the open interest changed by -11 which decreased total open position to 739
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 479.1, which was -64.25 lower than the previous day. The implied volatity was 24.75, the open interest changed by -87 which decreased total open position to 750
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 543.35, which was 103.35 higher than the previous day. The implied volatity was 30.01, the open interest changed by -16 which decreased total open position to 837
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 440, which was -60.20 lower than the previous day. The implied volatity was 22.20, the open interest changed by -4 which decreased total open position to 852
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 500.2, which was 22.20 higher than the previous day. The implied volatity was 26.67, the open interest changed by -10 which decreased total open position to 857
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 478, which was 26.00 higher than the previous day. The implied volatity was 30.02, the open interest changed by 1 which increased total open position to 868
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 452, which was -148.00 lower than the previous day. The implied volatity was 27.56, the open interest changed by 40 which increased total open position to 868
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 600, which was 62.50 higher than the previous day. The implied volatity was 27.16, the open interest changed by -40 which decreased total open position to 827
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 537.5, which was 137.50 higher than the previous day. The implied volatity was 28.55, the open interest changed by -28 which decreased total open position to 867
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 400, which was -29.05 lower than the previous day. The implied volatity was 24.86, the open interest changed by 21 which increased total open position to 895
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 429.05, which was -80.65 lower than the previous day. The implied volatity was 24.94, the open interest changed by -7 which decreased total open position to 875
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 509.7, which was -20.30 lower than the previous day. The implied volatity was 26.22, the open interest changed by 11 which increased total open position to 883
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 530, which was 120.10 higher than the previous day. The implied volatity was 27.53, the open interest changed by 73 which increased total open position to 872
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 409.9, which was -46.15 lower than the previous day. The implied volatity was 27.07, the open interest changed by 200 which increased total open position to 796
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 456.05, which was 155.50 higher than the previous day. The implied volatity was 28.37, the open interest changed by 276 which increased total open position to 597
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 300.55, which was 16.20 higher than the previous day. The implied volatity was 28.56, the open interest changed by 172 which increased total open position to 313
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 284.35, which was 10.35 higher than the previous day. The implied volatity was 27.12, the open interest changed by 69 which increased total open position to 210
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 274, which was 8.45 higher than the previous day. The implied volatity was 27.55, the open interest changed by 19 which increased total open position to 141
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 265.55, which was 0.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by -35 which decreased total open position to 124
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 265.55, which was -11.35 lower than the previous day. The implied volatity was 26.36, the open interest changed by -33 which decreased total open position to 124
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 276.9, which was -44.15 lower than the previous day. The implied volatity was 27.19, the open interest changed by 15 which increased total open position to 156
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 321.05, which was -4.80 lower than the previous day. The implied volatity was 29.39, the open interest changed by 1 which increased total open position to 141
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 325.85, which was 88.85 higher than the previous day. The implied volatity was 28.28, the open interest changed by 116 which increased total open position to 141
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 237, which was 75.75 higher than the previous day. The implied volatity was 27.68, the open interest changed by 11 which increased total open position to 24
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 161.25, which was -76.35 lower than the previous day. The implied volatity was 27.08, the open interest changed by 4 which increased total open position to 9
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 237.6, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 237.6, which was -88.70 lower than the previous day. The implied volatity was 31.00, 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 326.3, which was 0.00 lower than the previous day. The implied volatity was 4.43, 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 326.3, which was 0.00 lower than the previous day. The implied volatity was 3.27, 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 326.3, which was lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
