`
[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

8787.25 -195.40 (-2.18%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

20 Dec 2024 04:11 PM IST
BAJAJ-AUTO 26DEC2024 9800 CE
Delta: 0.02
Vega: 0.64
Theta: -2.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 4.05 -2.45 40.39 1,006 37 1,134
19 Dec 8982.65 6.5 -2.65 34.43 1,428 -254 1,098
18 Dec 8956.75 9.15 1.65 35.18 1,356 -136 1,354
17 Dec 8895.00 7.5 -2.55 34.88 1,336 -142 1,499
16 Dec 8998.35 10.05 -4.05 30.75 1,974 153 1,641
13 Dec 9021.40 14.1 -0.25 27.81 1,797 168 1,497
12 Dec 8963.25 14.35 -8.80 28.21 1,235 98 1,329
11 Dec 9069.85 23.15 -1.65 27.88 943 -7 1,236
10 Dec 9013.30 24.8 -8.20 28.75 1,124 -79 1,243
9 Dec 9077.45 33 -4.50 28.26 1,180 29 1,327
6 Dec 9099.90 37.5 10.95 26.06 3,945 0 1,294
5 Dec 8891.95 26.55 -7.60 28.12 2,989 -6 1,299
4 Dec 8999.15 34.15 -20.95 26.75 2,123 90 1,308
3 Dec 9161.80 55.1 0.05 25.66 1,353 101 1,219
2 Dec 9130.35 55.05 1.25 26.13 1,363 123 1,120
29 Nov 9033.65 53.8 -12.20 26.67 1,421 183 1,004
28 Nov 9013.50 66 -29.50 28.31 1,328 106 813
27 Nov 9190.35 95.5 1.50 26.65 974 -39 703
26 Nov 9137.45 94 -86.00 27.37 1,476 557 742
25 Nov 9420.95 180 -10.00 26.62 401 145 186
22 Nov 9481.65 190 -12.00 25.28 82 30 71
21 Nov 9505.00 202 35.10 24.41 9 -1 43
20 Nov 9545.70 166.9 0.00 20.04 29 11 41
19 Nov 9545.70 166.9 -95.85 20.04 29 8 41
18 Nov 9516.50 262.75 27.75 27.48 15 9 33
14 Nov 9482.95 235 -12.90 24.47 9 4 23
13 Nov 9452.15 247.9 -121.35 26.31 39 -3 19
12 Nov 9678.70 369.25 -161.20 28.18 29 16 21
11 Nov 9919.35 530.45 112.45 29.54 1 0 5
8 Nov 9910.40 418 -42.25 20.38 4 0 5
7 Nov 9856.65 460.25 -70.05 25.42 3 0 6
6 Nov 10020.50 530.3 43.30 22.05 1 0 5
5 Nov 9874.85 487 -145.90 26.81 2 0 3
4 Nov 9525.55 632.9 0.00 0.00 0 0 0
31 Oct 9836.30 632.9 0.00 - 0 0 0
30 Oct 9940.65 632.9 0.00 - 0 3 0
29 Oct 9850.85 632.9 632.90 - 3 0 0
28 Oct 10011.25 0 0.00 - 0 0 0
25 Oct 10206.10 0 0.00 - 0 0 0
22 Oct 10368.35 0 0.00 - 0 0 0
18 Oct 10063.95 0 0.00 - 0 0 0
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9800 expiring on 26DEC2024

Delta for 9800 CE is 0.02

Historical price for 9800 CE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 4.05, which was -2.45 lower than the previous day. The implied volatity was 40.39, the open interest changed by 37 which increased total open position to 1134


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 6.5, which was -2.65 lower than the previous day. The implied volatity was 34.43, the open interest changed by -254 which decreased total open position to 1098


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 9.15, which was 1.65 higher than the previous day. The implied volatity was 35.18, the open interest changed by -136 which decreased total open position to 1354


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 7.5, which was -2.55 lower than the previous day. The implied volatity was 34.88, the open interest changed by -142 which decreased total open position to 1499


On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 10.05, which was -4.05 lower than the previous day. The implied volatity was 30.75, the open interest changed by 153 which increased total open position to 1641


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 14.1, which was -0.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 168 which increased total open position to 1497


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 14.35, which was -8.80 lower than the previous day. The implied volatity was 28.21, the open interest changed by 98 which increased total open position to 1329


On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 23.15, which was -1.65 lower than the previous day. The implied volatity was 27.88, the open interest changed by -7 which decreased total open position to 1236


On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 24.8, which was -8.20 lower than the previous day. The implied volatity was 28.75, the open interest changed by -79 which decreased total open position to 1243


On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 33, which was -4.50 lower than the previous day. The implied volatity was 28.26, the open interest changed by 29 which increased total open position to 1327


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 37.5, which was 10.95 higher than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 1294


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 26.55, which was -7.60 lower than the previous day. The implied volatity was 28.12, the open interest changed by -6 which decreased total open position to 1299


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 34.15, which was -20.95 lower than the previous day. The implied volatity was 26.75, the open interest changed by 90 which increased total open position to 1308


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 55.1, which was 0.05 higher than the previous day. The implied volatity was 25.66, the open interest changed by 101 which increased total open position to 1219


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 55.05, which was 1.25 higher than the previous day. The implied volatity was 26.13, the open interest changed by 123 which increased total open position to 1120


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 53.8, which was -12.20 lower than the previous day. The implied volatity was 26.67, the open interest changed by 183 which increased total open position to 1004


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 66, which was -29.50 lower than the previous day. The implied volatity was 28.31, the open interest changed by 106 which increased total open position to 813


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 95.5, which was 1.50 higher than the previous day. The implied volatity was 26.65, the open interest changed by -39 which decreased total open position to 703


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 94, which was -86.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 557 which increased total open position to 742


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 180, which was -10.00 lower than the previous day. The implied volatity was 26.62, the open interest changed by 145 which increased total open position to 186


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 190, which was -12.00 lower than the previous day. The implied volatity was 25.28, the open interest changed by 30 which increased total open position to 71


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 202, which was 35.10 higher than the previous day. The implied volatity was 24.41, 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 166.9, which was 0.00 lower than the previous day. The implied volatity was 20.04, the open interest changed by 11 which increased total open position to 41


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 166.9, which was -95.85 lower than the previous day. The implied volatity was 20.04, the open interest changed by 8 which increased total open position to 41


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 262.75, which was 27.75 higher than the previous day. The implied volatity was 27.48, the open interest changed by 9 which increased total open position to 33


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 235, which was -12.90 lower than the previous day. The implied volatity was 24.47, the open interest changed by 4 which increased total open position to 23


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 247.9, which was -121.35 lower than the previous day. The implied volatity was 26.31, the open interest changed by -3 which decreased total open position to 19


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 369.25, which was -161.20 lower than the previous day. The implied volatity was 28.18, the open interest changed by 16 which increased total open position to 21


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 530.45, which was 112.45 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 5


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 418, which was -42.25 lower than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 5


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 460.25, which was -70.05 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 6


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 530.3, which was 43.30 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 5


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 487, which was -145.90 lower than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 3


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 632.9, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 632.9, 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 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 632.9, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 632.9, which was 632.90 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 0, 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 0, 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 0, 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 0, 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 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 26DEC2024 9800 PE
Delta: -0.87
Vega: 2.33
Theta: -10.81
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 8787.25 1010 217.80 67.88 18 0 200
19 Dec 8982.65 792.2 -30.00 - 2 -1 199
18 Dec 8956.75 822.2 8.55 29.77 1 0 200
17 Dec 8895.00 813.65 0.00 0.00 0 0 0
16 Dec 8998.35 813.65 0.00 0.00 0 -8 0
13 Dec 9021.40 813.65 112.65 43.73 15 0 208
12 Dec 8963.25 701 0.00 0.00 0 0 0
11 Dec 9069.85 701 0.00 0.00 0 0 0
10 Dec 9013.30 701 0.00 0.00 0 0 0
9 Dec 9077.45 701 0.00 0.00 0 -3 0
6 Dec 9099.90 701 -259.00 29.45 9 -4 207
5 Dec 8891.95 960 208.15 46.19 13 0 211
4 Dec 8999.15 751.85 134.65 20.14 19 3 208
3 Dec 9161.80 617.2 -60.10 22.23 1 0 206
2 Dec 9130.35 677.3 -72.70 27.11 8 4 206
29 Nov 9033.65 750 0.00 0.00 0 5 0
28 Nov 9013.50 750 131.60 25.05 16 5 202
27 Nov 9190.35 618.4 -78.60 26.70 175 124 198
26 Nov 9137.45 697 218.50 31.48 34 16 73
25 Nov 9420.95 478.5 64.70 29.14 65 49 56
22 Nov 9481.65 413.8 -26.20 23.70 16 9 16
21 Nov 9505.00 440 88.20 28.43 3 1 7
20 Nov 9545.70 351.8 0.00 20.14 8 -2 6
19 Nov 9545.70 351.8 -148.20 20.14 8 -2 6
18 Nov 9516.50 500 0.00 0.00 0 1 0
14 Nov 9482.95 500 207.50 31.01 1 0 7
13 Nov 9452.15 292.5 0.00 0.00 0 0 0
12 Nov 9678.70 292.5 0.00 0.00 0 -1 0
11 Nov 9919.35 292.5 -18.10 28.97 3 -1 7
8 Nov 9910.40 310.6 293.55 29.37 8 5 5
7 Nov 9856.65 17.05 0.00 1.32 0 0 0
6 Nov 10020.50 17.05 0.00 2.44 0 0 0
5 Nov 9874.85 17.05 0.00 1.25 0 0 0
4 Nov 9525.55 17.05 0.00 - 0 0 0
31 Oct 9836.30 17.05 0.00 - 0 0 0
30 Oct 9940.65 17.05 0.00 - 0 0 0
29 Oct 9850.85 17.05 0.00 - 0 0 0
28 Oct 10011.25 17.05 0.00 - 0 0 0
25 Oct 10206.10 17.05 0.00 - 0 0 0
22 Oct 10368.35 17.05 0.00 - 0 0 0
18 Oct 10063.95 17.05 0.00 - 0 0 0
17 Oct 10119.45 17.05 - 0 0 0


For Bajaj Auto Limited - strike price 9800 expiring on 26DEC2024

Delta for 9800 PE is -0.87

Historical price for 9800 PE is as follows

On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 1010, which was 217.80 higher than the previous day. The implied volatity was 67.88, the open interest changed by 0 which decreased total open position to 200


On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 792.2, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 199


On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 822.2, which was 8.55 higher than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 200


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 813.65, 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 813.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0


On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 813.65, which was 112.65 higher than the previous day. The implied volatity was 43.73, the open interest changed by 0 which decreased total open position to 208


On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 701, 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 701, 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 701, 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 701, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 701, which was -259.00 lower than the previous day. The implied volatity was 29.45, the open interest changed by -4 which decreased total open position to 207


On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 960, which was 208.15 higher than the previous day. The implied volatity was 46.19, the open interest changed by 0 which decreased total open position to 211


On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 751.85, which was 134.65 higher than the previous day. The implied volatity was 20.14, the open interest changed by 3 which increased total open position to 208


On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 617.2, which was -60.10 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 206


On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 677.3, which was -72.70 lower than the previous day. The implied volatity was 27.11, the open interest changed by 4 which increased total open position to 206


On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 750, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 750, which was 131.60 higher than the previous day. The implied volatity was 25.05, the open interest changed by 5 which increased total open position to 202


On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 618.4, which was -78.60 lower than the previous day. The implied volatity was 26.70, the open interest changed by 124 which increased total open position to 198


On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 697, which was 218.50 higher than the previous day. The implied volatity was 31.48, the open interest changed by 16 which increased total open position to 73


On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 478.5, which was 64.70 higher than the previous day. The implied volatity was 29.14, the open interest changed by 49 which increased total open position to 56


On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 413.8, which was -26.20 lower than the previous day. The implied volatity was 23.70, the open interest changed by 9 which increased total open position to 16


On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 440, which was 88.20 higher than the previous day. The implied volatity was 28.43, the open interest changed by 1 which increased total open position to 7


On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 351.8, which was 0.00 lower than the previous day. The implied volatity was 20.14, the open interest changed by -2 which decreased total open position to 6


On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 351.8, which was -148.20 lower than the previous day. The implied volatity was 20.14, the open interest changed by -2 which decreased total open position to 6


On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 500, which was 207.50 higher than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 7


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 292.5, 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 292.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 292.5, which was -18.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by -1 which decreased total open position to 7


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 310.6, which was 293.55 higher than the previous day. The implied volatity was 29.37, the open interest changed by 5 which increased total open position to 5


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 2.44, 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 17.05, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 17.05, 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 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 17.05, 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 30 Oct BAJAJ-AUTO was trading at 9940.65. The strike last trading price was 17.05, 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 29 Oct BAJAJ-AUTO was trading at 9850.85. The strike last trading price was 17.05, 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 28 Oct BAJAJ-AUTO was trading at 10011.25. The strike last trading price was 17.05, 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 17.05, 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 17.05, 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 17.05, 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 17.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to