BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 5.14
Theta: -9.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 92 | -28.00 | 23.62 | 4,229 | 61 | 1,239 | |||
| 20 Nov | 9545.70 | 120 | 0.00 | 25.08 | 12,173 | 257 | 1,171 | |||
| 19 Nov | 9545.70 | 120 | -18.35 | 25.08 | 12,173 | 250 | 1,171 | |||
| 18 Nov | 9516.50 | 138.35 | 2.30 | 26.28 | 6,776 | 208 | 921 | |||
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| 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 0.42
Historical price for 9600 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 92, which was -28.00 lower than the previous day. The implied volatity was 23.62, the open interest changed by 61 which increased total open position to 1239
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 120, which was 0.00 lower than the previous day. The implied volatity was 25.08, the open interest changed by 257 which increased total open position to 1171
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 120, which was -18.35 lower than the previous day. The implied volatity was 25.08, the open interest changed by 250 which increased total open position to 1171
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 138.35, which was 2.30 higher than the previous day. The implied volatity was 26.28, the open interest changed by 208 which increased total open position to 921
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.57
Vega: 5.17
Theta: -8.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 184.55 | -23.25 | 27.68 | 1,040 | -46 | 627 |
| 20 Nov | 9545.70 | 207.8 | 0.00 | 29.06 | 3,535 | 84 | 692 |
| 19 Nov | 9545.70 | 207.8 | 26.85 | 29.06 | 3,535 | 103 | 692 |
| 18 Nov | 9516.50 | 180.95 | -44.20 | 23.86 | 1,279 | 116 | 589 |
| 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 -0.57
Historical price for 9600 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 184.55, which was -23.25 lower than the previous day. The implied volatity was 27.68, the open interest changed by -46 which decreased total open position to 627
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 207.8, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 84 which increased total open position to 692
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 207.8, which was 26.85 higher than the previous day. The implied volatity was 29.06, the open interest changed by 103 which increased total open position to 692
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 180.95, which was -44.20 lower than the previous day. The implied volatity was 23.86, the open interest changed by 116 which increased total open position to 589
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
