BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9500 CE | ||||||||||
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Delta: 0.54
Vega: 5.22
Theta: -10.01
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 5.23
Theta: -8.85
Gamma: 0.00
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| 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
