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

9505 -40.70 (-0.43%)

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Historical option data for BAJAJ-AUTO

21 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 9500 CE
Delta: 0.54
Vega: 5.22
Theta: -10.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 136.05 -27.95 23.15 4,924 604 1,636
20 Nov 9545.70 164 0.00 24.48 4,877 -166 1,042
19 Nov 9545.70 164 -24.00 24.48 4,877 -156 1,042
18 Nov 9516.50 188 3.95 26.50 7,272 -77 1,199
14 Nov 9482.95 184.05 -15.10 21.86 5,981 334 1,274
13 Nov 9452.15 199.15 -132.50 25.43 3,624 384 935
12 Nov 9678.70 331.65 -158.35 25.25 238 8 557
11 Nov 9919.35 490 -13.35 21.34 244 -29 549
8 Nov 9910.40 503.35 -3.30 22.06 113 -35 583
7 Nov 9856.65 506.65 -120.20 27.59 137 -8 618
6 Nov 10020.50 626.85 121.90 23.86 483 -74 639
5 Nov 9874.85 504.95 172.60 26.18 3,519 -378 750
4 Nov 9525.55 332.35 -257.10 29.03 8,804 1,003 1,138
1 Nov 9875.95 589.45 9.45 30.48 4 0 134
31 Oct 9836.30 580 -67.00 - 77 12 122
30 Oct 9940.65 647 59.00 - 57 -5 94
29 Oct 9850.85 588 -146.95 - 186 94 100
28 Oct 10011.25 734.95 -60.05 - 5 4 5
25 Oct 10206.10 795 -2448.15 - 3 1 1
24 Oct 10302.50 3243.15 0.00 - 0 0 0
23 Oct 10586.75 3243.15 0.00 - 0 0 0
22 Oct 10368.35 3243.15 0.00 - 0 0 0
21 Oct 10500.50 3243.15 0.00 - 0 0 0
18 Oct 10063.95 3243.15 3243.15 - 0 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9500 expiring on 28NOV2024

Delta for 9500 CE is 0.54

Historical price for 9500 CE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 136.05, which was -27.95 lower than the previous day. The implied volatity was 23.15, the open interest changed by 604 which increased total open position to 1636


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 164, which was 0.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by -166 which decreased total open position to 1042


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 164, which was -24.00 lower than the previous day. The implied volatity was 24.48, the open interest changed by -156 which decreased total open position to 1042


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 188, which was 3.95 higher than the previous day. The implied volatity was 26.50, the open interest changed by -77 which decreased total open position to 1199


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 184.05, which was -15.10 lower than the previous day. The implied volatity was 21.86, the open interest changed by 334 which increased total open position to 1274


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 199.15, which was -132.50 lower than the previous day. The implied volatity was 25.43, the open interest changed by 384 which increased total open position to 935


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 331.65, which was -158.35 lower than the previous day. The implied volatity was 25.25, the open interest changed by 8 which increased total open position to 557


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 490, which was -13.35 lower than the previous day. The implied volatity was 21.34, the open interest changed by -29 which decreased total open position to 549


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 503.35, which was -3.30 lower than the previous day. The implied volatity was 22.06, the open interest changed by -35 which decreased total open position to 583


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 506.65, which was -120.20 lower than the previous day. The implied volatity was 27.59, the open interest changed by -8 which decreased total open position to 618


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 626.85, which was 121.90 higher than the previous day. The implied volatity was 23.86, the open interest changed by -74 which decreased total open position to 639


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 504.95, which was 172.60 higher than the previous day. The implied volatity was 26.18, the open interest changed by -378 which decreased total open position to 750


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 332.35, which was -257.10 lower than the previous day. The implied volatity was 29.03, the open interest changed by 1003 which increased total open position to 1138


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 589.45, which was 9.45 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 134


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 580, which was -67.00 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 647, which was 59.00 higher 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 588, which was -146.95 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 734.95, which was -60.05 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 795, which was -2448.15 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 3243.15, 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 3243.15, 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 3243.15, 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 3243.15, 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 3243.15, which was 3243.15 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 9500 PE
Delta: -0.46
Vega: 5.23
Theta: -8.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 9505.00 128.05 -24.40 27.01 3,232 179 1,943
20 Nov 9545.70 152.45 0.00 28.52 4,721 -291 1,784
19 Nov 9545.70 152.45 15.45 28.52 4,721 -271 1,784
18 Nov 9516.50 137 -35.10 25.06 3,462 126 2,069
14 Nov 9482.95 172.1 -26.90 25.98 3,586 -64 1,949
13 Nov 9452.15 199 79.00 26.58 8,755 314 2,024
12 Nov 9678.70 120 54.70 26.61 3,271 -112 1,773
11 Nov 9919.35 65.3 -13.65 26.69 2,609 65 1,883
8 Nov 9910.40 78.95 -14.05 26.67 1,798 75 1,819
7 Nov 9856.65 93 24.05 26.42 3,778 61 1,763
6 Nov 10020.50 68.95 -68.05 27.67 4,218 -23 1,723
5 Nov 9874.85 137 -120.05 30.71 4,934 -25 1,753
4 Nov 9525.55 257.05 81.20 31.21 13,504 723 1,791
1 Nov 9875.95 175.85 5.80 34.01 304 27 1,062
31 Oct 9836.30 170.05 27.05 - 1,200 123 1,036
30 Oct 9940.65 143 -21.65 - 1,296 -111 912
29 Oct 9850.85 164.65 15.25 - 3,030 254 1,010
28 Oct 10011.25 149.4 39.35 - 1,078 88 752
25 Oct 10206.10 110.05 27.05 - 770 133 664
24 Oct 10302.50 83 35.00 - 611 122 531
23 Oct 10586.75 48 -15.45 - 558 -21 409
22 Oct 10368.35 63.45 0.65 - 409 -82 430
21 Oct 10500.50 62.8 -52.20 - 969 -76 508
18 Oct 10063.95 115 -25.00 - 695 210 583
17 Oct 10119.45 140 - 801 343 343


For Bajaj Auto Limited - strike price 9500 expiring on 28NOV2024

Delta for 9500 PE is -0.46

Historical price for 9500 PE is as follows

On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 128.05, which was -24.40 lower than the previous day. The implied volatity was 27.01, the open interest changed by 179 which increased total open position to 1943


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 152.45, which was 0.00 lower than the previous day. The implied volatity was 28.52, the open interest changed by -291 which decreased total open position to 1784


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 152.45, which was 15.45 higher than the previous day. The implied volatity was 28.52, the open interest changed by -271 which decreased total open position to 1784


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 137, which was -35.10 lower than the previous day. The implied volatity was 25.06, the open interest changed by 126 which increased total open position to 2069


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 172.1, which was -26.90 lower than the previous day. The implied volatity was 25.98, the open interest changed by -64 which decreased total open position to 1949


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 199, which was 79.00 higher than the previous day. The implied volatity was 26.58, the open interest changed by 314 which increased total open position to 2024


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 120, which was 54.70 higher than the previous day. The implied volatity was 26.61, the open interest changed by -112 which decreased total open position to 1773


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 65.3, which was -13.65 lower than the previous day. The implied volatity was 26.69, the open interest changed by 65 which increased total open position to 1883


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 78.95, which was -14.05 lower than the previous day. The implied volatity was 26.67, the open interest changed by 75 which increased total open position to 1819


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 93, which was 24.05 higher than the previous day. The implied volatity was 26.42, the open interest changed by 61 which increased total open position to 1763


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 68.95, which was -68.05 lower than the previous day. The implied volatity was 27.67, the open interest changed by -23 which decreased total open position to 1723


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 137, which was -120.05 lower than the previous day. The implied volatity was 30.71, the open interest changed by -25 which decreased total open position to 1753


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 257.05, which was 81.20 higher than the previous day. The implied volatity was 31.21, the open interest changed by 723 which increased total open position to 1791


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 175.85, which was 5.80 higher than the previous day. The implied volatity was 34.01, the open interest changed by 27 which increased total open position to 1062


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 170.05, which was 27.05 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 143, which was -21.65 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 164.65, which was 15.25 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 149.4, which was 39.35 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 110.05, which was 27.05 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 83, which was 35.00 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 48, which was -15.45 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 63.45, which was 0.65 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 62.8, which was -52.20 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 115, which was -25.00 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 140, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to