BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 9700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.66
Theta: -2.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 3.85 | -4.10 | 36.73 | 2,120 | 379 | 1,421 | |||
| 19 Dec | 8982.65 | 7.95 | -3.10 | 32.28 | 1,360 | -299 | 1,049 | |||
| 18 Dec | 8956.75 | 11.05 | 1.70 | 33.16 | 2,079 | -200 | 1,362 | |||
| 17 Dec | 8895.00 | 9.35 | -3.70 | 33.28 | 1,714 | -117 | 1,568 | |||
| 16 Dec | 8998.35 | 13.05 | -5.85 | 29.37 | 1,321 | 38 | 1,689 | |||
| 13 Dec | 9021.40 | 18.9 | 0.60 | 26.87 | 1,345 | -195 | 1,641 | |||
| 12 Dec | 8963.25 | 18.3 | -12.65 | 27.06 | 1,497 | -14 | 1,841 | |||
| 11 Dec | 9069.85 | 30.95 | -0.30 | 27.21 | 991 | 76 | 1,859 | |||
| 10 Dec | 9013.30 | 31.25 | -10.70 | 27.77 | 1,272 | -8 | 1,787 | |||
| 9 Dec | 9077.45 | 41.95 | -5.65 | 27.44 | 1,853 | 294 | 1,798 | |||
| 6 Dec | 9099.90 | 47.6 | 14.55 | 25.32 | 5,339 | 182 | 1,504 | |||
| 5 Dec | 8891.95 | 33.05 | -10.50 | 27.36 | 2,704 | 144 | 1,334 | |||
| 4 Dec | 8999.15 | 43.55 | -27.40 | 26.20 | 3,038 | 351 | 1,188 | |||
| 3 Dec | 9161.80 | 70.95 | 0.60 | 25.33 | 1,336 | 6 | 842 | |||
| 2 Dec | 9130.35 | 70.35 | 2.10 | 25.82 | 1,313 | 53 | 835 | |||
| 29 Nov | 9033.65 | 68.25 | -13.05 | 26.45 | 945 | 156 | 780 | |||
| 28 Nov | 9013.50 | 81.3 | -33.75 | 28.03 | 944 | 187 | 628 | |||
| 27 Nov | 9190.35 | 115.05 | -2.95 | 26.15 | 542 | 18 | 441 | |||
| 26 Nov | 9137.45 | 118 | -91.60 | 27.52 | 881 | 324 | 424 | |||
| 25 Nov | 9420.95 | 209.6 | -18.65 | 25.98 | 94 | 56 | 100 | |||
| 22 Nov | 9481.65 | 228.25 | 3.25 | 25.31 | 60 | 15 | 59 | |||
| 21 Nov | 9505.00 | 225 | -33.95 | 22.63 | 16 | -1 | 43 | |||
| 20 Nov | 9545.70 | 258.95 | 0.00 | 24.34 | 66 | 29 | 45 | |||
| 19 Nov | 9545.70 | 258.95 | -34.45 | 24.34 | 66 | 30 | 45 | |||
| 18 Nov | 9516.50 | 293.4 | 8.50 | 26.53 | 12 | 3 | 10 | |||
| 14 Nov | 9482.95 | 284.9 | -268.15 | 25.14 | 9 | 1 | 3 | |||
| 13 Nov | 9452.15 | 553.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 9678.70 | 553.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 9919.35 | 553.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 9910.40 | 553.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 9856.65 | 553.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 553.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Nov | 9874.85 | 553.05 | -100.85 | 27.50 | 2 | 0 | 0 | |||
| 4 Nov | 9525.55 | 653.9 | 0.23 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9700 expiring on 26DEC2024
Delta for 9700 CE is 0.02
Historical price for 9700 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 3.85, which was -4.10 lower than the previous day. The implied volatity was 36.73, the open interest changed by 379 which increased total open position to 1421
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 7.95, which was -3.10 lower than the previous day. The implied volatity was 32.28, the open interest changed by -299 which decreased total open position to 1049
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 11.05, which was 1.70 higher than the previous day. The implied volatity was 33.16, the open interest changed by -200 which decreased total open position to 1362
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 9.35, which was -3.70 lower than the previous day. The implied volatity was 33.28, the open interest changed by -117 which decreased total open position to 1568
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 13.05, which was -5.85 lower than the previous day. The implied volatity was 29.37, the open interest changed by 38 which increased total open position to 1689
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 18.9, which was 0.60 higher than the previous day. The implied volatity was 26.87, the open interest changed by -195 which decreased total open position to 1641
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 18.3, which was -12.65 lower than the previous day. The implied volatity was 27.06, the open interest changed by -14 which decreased total open position to 1841
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 30.95, which was -0.30 lower than the previous day. The implied volatity was 27.21, the open interest changed by 76 which increased total open position to 1859
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 31.25, which was -10.70 lower than the previous day. The implied volatity was 27.77, the open interest changed by -8 which decreased total open position to 1787
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 41.95, which was -5.65 lower than the previous day. The implied volatity was 27.44, the open interest changed by 294 which increased total open position to 1798
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 47.6, which was 14.55 higher than the previous day. The implied volatity was 25.32, the open interest changed by 182 which increased total open position to 1504
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 33.05, which was -10.50 lower than the previous day. The implied volatity was 27.36, the open interest changed by 144 which increased total open position to 1334
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 43.55, which was -27.40 lower than the previous day. The implied volatity was 26.20, the open interest changed by 351 which increased total open position to 1188
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 70.95, which was 0.60 higher than the previous day. The implied volatity was 25.33, the open interest changed by 6 which increased total open position to 842
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 70.35, which was 2.10 higher than the previous day. The implied volatity was 25.82, the open interest changed by 53 which increased total open position to 835
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 68.25, which was -13.05 lower than the previous day. The implied volatity was 26.45, the open interest changed by 156 which increased total open position to 780
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 81.3, which was -33.75 lower than the previous day. The implied volatity was 28.03, the open interest changed by 187 which increased total open position to 628
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 115.05, which was -2.95 lower than the previous day. The implied volatity was 26.15, the open interest changed by 18 which increased total open position to 441
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 118, which was -91.60 lower than the previous day. The implied volatity was 27.52, the open interest changed by 324 which increased total open position to 424
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 209.6, which was -18.65 lower than the previous day. The implied volatity was 25.98, the open interest changed by 56 which increased total open position to 100
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 228.25, which was 3.25 higher than the previous day. The implied volatity was 25.31, the open interest changed by 15 which increased total open position to 59
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 225, which was -33.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by -1 which decreased total open position to 43
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 258.95, which was 0.00 lower than the previous day. The implied volatity was 24.34, the open interest changed by 29 which increased total open position to 45
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 258.95, which was -34.45 lower than the previous day. The implied volatity was 24.34, the open interest changed by 30 which increased total open position to 45
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 293.4, which was 8.50 higher than the previous day. The implied volatity was 26.53, the open interest changed by 3 which increased total open position to 10
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 284.9, which was -268.15 lower than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 3
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 553.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 553.05, which was -100.85 lower than the previous day. The implied volatity was 27.50, 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 653.9, which was lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 625 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 625 | -198.55 | 30.51 | 2 | 0 | 6 |
| 5 Dec | 8891.95 | 823.55 | 197.20 | 37.24 | 4 | -1 | 5 |
| 4 Dec | 8999.15 | 626.35 | 76.35 | - | 2 | 0 | 6 |
| 3 Dec | 9161.80 | 550 | -43.15 | 24.91 | 2 | 1 | 5 |
| 2 Dec | 9130.35 | 593.15 | -64.45 | 26.67 | 3 | 0 | 4 |
| 29 Nov | 9033.65 | 657.6 | 72.60 | 25.04 | 1 | 0 | 4 |
| 28 Nov | 9013.50 | 585 | 175.10 | - | 4 | 2 | 2 |
| 27 Nov | 9190.35 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 9420.95 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 9481.65 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 9516.50 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 9482.95 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 9452.15 | 409.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 9678.70 | 409.9 | 0.00 | 0.77 | 0 | 0 | 0 |
| 11 Nov | 9919.35 | 409.9 | 0.00 | 2.39 | 0 | 0 | 0 |
| 8 Nov | 9910.40 | 409.9 | 0.00 | 2.32 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 409.9 | 0.00 | 1.96 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 409.9 | 0.00 | 3.11 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 409.9 | 0.00 | 1.92 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 409.9 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9700 expiring on 26DEC2024
Delta for 9700 PE is 0.00
Historical price for 9700 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 625, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 625, which was -198.55 lower than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 6
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 823.55, which was 197.20 higher than the previous day. The implied volatity was 37.24, the open interest changed by -1 which decreased total open position to 5
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 626.35, which was 76.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 550, which was -43.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 1 which increased total open position to 5
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 593.15, which was -64.45 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 4
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 657.6, which was 72.60 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 4
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 585, which was 175.10 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 409.9, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 409.9, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 409.9, 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 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 409.9, 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 409.9, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 409.9, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 409.9, 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 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 409.9, 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 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 409.9, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 409.9, 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 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 409.9, which was 0.00 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 409.9, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 2.32, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 409.9, which was 0.00 lower than the previous day. The implied volatity was 1.92, 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 409.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
