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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 9700 CE
Delta: 0.36
Vega: 6.97
Theta: -6.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 98.3 -16.70 22.04 2,051 248 1,120
13 Nov 9452.15 115 -102.30 25.28 3,458 392 891
12 Nov 9678.70 217.3 -123.65 25.50 918 201 510
11 Nov 9919.35 340.95 -4.80 22.12 95 -9 308
8 Nov 9910.40 345.75 -17.25 21.02 151 -27 318
7 Nov 9856.65 363 -112.00 26.42 226 -29 345
6 Nov 10020.50 475 101.85 24.54 317 -74 382
5 Nov 9874.85 373.15 135.15 26.37 9,596 -134 459
4 Nov 9525.55 238 -202.00 29.21 3,680 492 597
1 Nov 9875.95 440 2.65 28.48 28 2 105
31 Oct 9836.30 437.35 -63.15 - 101 -14 103
30 Oct 9940.65 500.5 40.60 - 221 -67 118
29 Oct 9850.85 459.9 -2587.55 - 710 184 184
28 Oct 10011.25 3047.45 0.00 - 0 0 0
25 Oct 10206.10 3047.45 0.00 - 0 0 0
24 Oct 10302.50 3047.45 0.00 - 0 0 0
23 Oct 10586.75 3047.45 0.00 - 0 0 0
22 Oct 10368.35 3047.45 0.00 - 0 0 0
21 Oct 10500.50 3047.45 0.00 - 0 0 0
18 Oct 10063.95 3047.45 3047.45 - 0 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 28NOV2024

Delta for 9700 CE is 0.36

Historical price for 9700 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 98.3, which was -16.70 lower than the previous day. The implied volatity was 22.04, the open interest changed by 248 which increased total open position to 1120


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 115, which was -102.30 lower than the previous day. The implied volatity was 25.28, the open interest changed by 392 which increased total open position to 891


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 217.3, which was -123.65 lower than the previous day. The implied volatity was 25.50, the open interest changed by 201 which increased total open position to 510


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 340.95, which was -4.80 lower than the previous day. The implied volatity was 22.12, the open interest changed by -9 which decreased total open position to 308


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 345.75, which was -17.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by -27 which decreased total open position to 318


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 363, which was -112.00 lower than the previous day. The implied volatity was 26.42, the open interest changed by -29 which decreased total open position to 345


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 475, which was 101.85 higher than the previous day. The implied volatity was 24.54, the open interest changed by -74 which decreased total open position to 382


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 373.15, which was 135.15 higher than the previous day. The implied volatity was 26.37, the open interest changed by -134 which decreased total open position to 459


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 238, which was -202.00 lower than the previous day. The implied volatity was 29.21, the open interest changed by 492 which increased total open position to 597


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 440, which was 2.65 higher than the previous day. The implied volatity was 28.48, the open interest changed by 2 which increased total open position to 105


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 437.35, which was -63.15 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 500.5, which was 40.60 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 459.9, which was -2587.55 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 3047.45, 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 3047.45, 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 3047.45, 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 3047.45, 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 3047.45, 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 3047.45, 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 3047.45, which was 3047.45 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 9700 PE
Delta: -0.61
Vega: 7.13
Theta: -5.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 288.05 -29.80 26.70 312 -40 567
13 Nov 9452.15 317.85 112.15 27.04 2,054 -123 607
12 Nov 9678.70 205.7 90.70 26.72 3,320 110 729
11 Nov 9919.35 115 -17.25 26.05 1,053 -3 620
8 Nov 9910.40 132.25 -16.80 26.12 948 7 622
7 Nov 9856.65 149.05 40.15 25.52 1,665 -7 617
6 Nov 10020.50 108.9 -94.05 26.58 1,194 59 644
5 Nov 9874.85 202.95 -160.30 30.20 3,723 335 587
4 Nov 9525.55 363.25 112.45 31.56 1,026 -61 251
1 Nov 9875.95 250.8 13.80 34.22 142 85 293
31 Oct 9836.30 237 38.00 - 357 -15 208
30 Oct 9940.65 199 -38.00 - 347 -18 223
29 Oct 9850.85 237 232.65 - 1,367 243 243
28 Oct 10011.25 4.35 0.00 - 0 0 0
25 Oct 10206.10 4.35 0.00 - 0 0 0
24 Oct 10302.50 4.35 0.00 - 0 0 0
23 Oct 10586.75 4.35 0.00 - 0 0 0
22 Oct 10368.35 4.35 0.00 - 0 0 0
21 Oct 10500.50 4.35 0.00 - 0 0 0
18 Oct 10063.95 4.35 0.00 - 0 0 0
17 Oct 10119.45 4.35 - 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 28NOV2024

Delta for 9700 PE is -0.61

Historical price for 9700 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 288.05, which was -29.80 lower than the previous day. The implied volatity was 26.70, the open interest changed by -40 which decreased total open position to 567


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 317.85, which was 112.15 higher than the previous day. The implied volatity was 27.04, the open interest changed by -123 which decreased total open position to 607


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 205.7, which was 90.70 higher than the previous day. The implied volatity was 26.72, the open interest changed by 110 which increased total open position to 729


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 115, which was -17.25 lower than the previous day. The implied volatity was 26.05, the open interest changed by -3 which decreased total open position to 620


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 132.25, which was -16.80 lower than the previous day. The implied volatity was 26.12, the open interest changed by 7 which increased total open position to 622


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 149.05, which was 40.15 higher than the previous day. The implied volatity was 25.52, the open interest changed by -7 which decreased total open position to 617


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 108.9, which was -94.05 lower than the previous day. The implied volatity was 26.58, the open interest changed by 59 which increased total open position to 644


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 202.95, which was -160.30 lower than the previous day. The implied volatity was 30.20, the open interest changed by 335 which increased total open position to 587


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 363.25, which was 112.45 higher than the previous day. The implied volatity was 31.56, the open interest changed by -61 which decreased total open position to 251


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 250.8, which was 13.80 higher than the previous day. The implied volatity was 34.22, the open interest changed by 85 which increased total open position to 293


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 237, which was 38.00 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 199, which was -38.00 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 237, which was 232.65 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 4.35, 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 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to