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BAJAJ-AUTO
Bajaj Auto Limited

9482.95 30.80 (0.33%)

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Historical option data for BAJAJ-AUTO

14 Nov 2024 04:11 PM IST
BAJAJ-AUTO 28NOV2024 9600 CE
Delta: 0.45
Vega: 7.38
Theta: -6.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 136.05 -16.95 21.89 3,133 21 712
13 Nov 9452.15 153 -117.40 25.05 4,204 446 694
12 Nov 9678.70 270.4 -139.50 25.35 213 32 248
11 Nov 9919.35 409.9 -3.10 21.44 40 -12 217
8 Nov 9910.40 413 -19.45 20.25 47 -5 229
7 Nov 9856.65 432.45 -117.55 27.02 283 -117 235
6 Nov 10020.50 550 113.00 24.49 283 -117 352
5 Nov 9874.85 437 154.95 26.37 8,436 -348 470
4 Nov 9525.55 282.05 -244.00 29.08 4,729 678 824
1 Nov 9875.95 526.05 26.50 30.85 1 0 146
31 Oct 9836.30 499.55 -76.70 - 22 8 148
30 Oct 9940.65 576.25 56.25 - 64 -1 139
29 Oct 9850.85 520 -985.50 - 234 142 142
28 Oct 10011.25 1505.5 0.00 - 0 0 0
25 Oct 10206.10 1505.5 0.00 - 0 0 0
24 Oct 10302.50 1505.5 0.00 - 0 0 0
23 Oct 10586.75 1505.5 0.00 - 0 0 0
22 Oct 10368.35 1505.5 0.00 - 0 0 0
21 Oct 10500.50 1505.5 0.00 - 0 0 0
18 Oct 10063.95 1505.5 1505.50 - 0 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9600 expiring on 28NOV2024

Delta for 9600 CE is 0.45

Historical price for 9600 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 136.05, which was -16.95 lower than the previous day. The implied volatity was 21.89, the open interest changed by 21 which increased total open position to 712


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 153, which was -117.40 lower than the previous day. The implied volatity was 25.05, the open interest changed by 446 which increased total open position to 694


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 270.4, which was -139.50 lower than the previous day. The implied volatity was 25.35, the open interest changed by 32 which increased total open position to 248


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 409.9, which was -3.10 lower than the previous day. The implied volatity was 21.44, the open interest changed by -12 which decreased total open position to 217


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 413, which was -19.45 lower than the previous day. The implied volatity was 20.25, the open interest changed by -5 which decreased total open position to 229


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 432.45, which was -117.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by -117 which decreased total open position to 235


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 550, which was 113.00 higher than the previous day. The implied volatity was 24.49, the open interest changed by -117 which decreased total open position to 352


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 437, which was 154.95 higher than the previous day. The implied volatity was 26.37, the open interest changed by -348 which decreased total open position to 470


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 282.05, which was -244.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 678 which increased total open position to 824


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 526.05, which was 26.50 higher than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 146


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 499.55, which was -76.70 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 576.25, which was 56.25 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 520, which was -985.50 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 1505.5, 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 1505.5, 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 1505.5, 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 1505.5, 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 1505.5, 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 1505.5, 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 1505.5, which was 1505.50 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 9600 PE
Delta: -0.54
Vega: 7.40
Theta: -5.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 225.15 -29.05 26.20 500 -9 474
13 Nov 9452.15 254.2 96.20 26.74 5,013 -18 483
12 Nov 9678.70 158 71.00 26.47 1,945 31 490
11 Nov 9919.35 87 -17.40 26.31 890 -67 460
8 Nov 9910.40 104.4 -13.60 26.59 729 -22 527
7 Nov 9856.65 118 31.55 25.92 1,142 -12 549
6 Nov 10020.50 86.45 -81.55 27.05 1,296 134 565
5 Nov 9874.85 168 -138.45 30.50 3,045 -101 431
4 Nov 9525.55 306.45 91.80 31.27 2,831 331 530
1 Nov 9875.95 214.65 11.65 34.47 66 -7 198
31 Oct 9836.30 203 28.15 - 250 34 205
30 Oct 9940.65 174.85 -16.45 - 216 1 170
29 Oct 9850.85 191.3 10.95 - 608 77 169
28 Oct 10011.25 180.35 51.35 - 82 16 92
25 Oct 10206.10 129 30.60 - 47 11 76
24 Oct 10302.50 98.4 43.20 - 41 2 65
23 Oct 10586.75 55.2 -20.50 - 58 19 67
22 Oct 10368.35 75.7 2.70 - 45 0 48
21 Oct 10500.50 73 -60.00 - 75 12 48
18 Oct 10063.95 133 23.00 - 67 31 36
17 Oct 10119.45 110 - 11 5 5


For Bajaj Auto Limited - strike price 9600 expiring on 28NOV2024

Delta for 9600 PE is -0.54

Historical price for 9600 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 225.15, which was -29.05 lower than the previous day. The implied volatity was 26.20, the open interest changed by -9 which decreased total open position to 474


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 254.2, which was 96.20 higher than the previous day. The implied volatity was 26.74, the open interest changed by -18 which decreased total open position to 483


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 158, which was 71.00 higher than the previous day. The implied volatity was 26.47, the open interest changed by 31 which increased total open position to 490


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 87, which was -17.40 lower than the previous day. The implied volatity was 26.31, the open interest changed by -67 which decreased total open position to 460


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 104.4, which was -13.60 lower than the previous day. The implied volatity was 26.59, the open interest changed by -22 which decreased total open position to 527


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 118, which was 31.55 higher than the previous day. The implied volatity was 25.92, the open interest changed by -12 which decreased total open position to 549


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 86.45, which was -81.55 lower than the previous day. The implied volatity was 27.05, the open interest changed by 134 which increased total open position to 565


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 168, which was -138.45 lower than the previous day. The implied volatity was 30.50, the open interest changed by -101 which decreased total open position to 431


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 306.45, which was 91.80 higher than the previous day. The implied volatity was 31.27, the open interest changed by 331 which increased total open position to 530


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 214.65, which was 11.65 higher than the previous day. The implied volatity was 34.47, the open interest changed by -7 which decreased total open position to 198


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 203, which was 28.15 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 174.85, which was -16.45 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 191.3, which was 10.95 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 180.35, which was 51.35 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 129, which was 30.60 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 98.4, which was 43.20 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 55.2, which was -20.50 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 75.7, which was 2.70 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 73, which was -60.00 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 133, which was 23.00 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 110, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to