BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 4.60
Theta: -8.73
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 60.45 | -22.50 | 24.21 | 2,581 | 192 | 1,501 | |||
| 20 Nov | 9545.70 | 82.95 | 0.00 | 25.13 | 8,111 | 76 | 1,310 | |||
| 19 Nov | 9545.70 | 82.95 | -17.00 | 25.13 | 8,111 | 77 | 1,310 | |||
| 18 Nov | 9516.50 | 99.95 | 1.65 | 26.36 | 4,502 | 122 | 1,233 | |||
| 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 0.30
Historical price for 9700 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 60.45, which was -22.50 lower than the previous day. The implied volatity was 24.21, the open interest changed by 192 which increased total open position to 1501
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 82.95, which was 0.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 76 which increased total open position to 1310
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 82.95, which was -17.00 lower than the previous day. The implied volatity was 25.13, the open interest changed by 77 which increased total open position to 1310
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 99.95, which was 1.65 higher than the previous day. The implied volatity was 26.36, the open interest changed by 122 which increased total open position to 1233
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: -0.67
Vega: 4.76
Theta: -7.66
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 249 | -12.80 | 27.87 | 172 | -20 | 606 |
| 20 Nov | 9545.70 | 261.8 | 0.00 | 27.81 | 1,719 | 60 | 627 |
| 19 Nov | 9545.70 | 261.8 | 15.80 | 27.81 | 1,719 | 61 | 627 |
| 18 Nov | 9516.50 | 246 | -42.05 | 24.42 | 418 | 4 | 566 |
| 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 -0.67
Historical price for 9700 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 249, which was -12.80 lower than the previous day. The implied volatity was 27.87, the open interest changed by -20 which decreased total open position to 606
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 261.8, which was 0.00 lower than the previous day. The implied volatity was 27.81, the open interest changed by 60 which increased total open position to 627
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 261.8, which was 15.80 higher than the previous day. The implied volatity was 27.81, the open interest changed by 61 which increased total open position to 627
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 246, which was -42.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by 4 which increased total open position to 566
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
