BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 6.30
Theta: -5.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 9482.95 | 73 | -14.80 | 22.80 | 4,194 | 199 | 1,495 | |||
| 13 Nov | 9452.15 | 87.8 | -82.45 | 25.75 | 3,257 | 325 | 1,306 | |||
| 12 Nov | 9678.70 | 170.25 | -104.45 | 25.45 | 2,621 | 430 | 980 | |||
| 11 Nov | 9919.35 | 274.7 | -5.40 | 22.06 | 846 | -8 | 555 | |||
| 8 Nov | 9910.40 | 280.1 | -21.70 | 20.97 | 1,201 | -27 | 567 | |||
| 7 Nov | 9856.65 | 301.8 | -98.20 | 26.12 | 1,836 | 42 | 605 | |||
| 6 Nov | 10020.50 | 400 | 83.10 | 23.93 | 1,500 | -197 | 563 | |||
| 5 Nov | 9874.85 | 316.9 | 117.75 | 26.54 | 8,740 | -36 | 763 | |||
| 4 Nov | 9525.55 | 199.15 | -183.40 | 29.32 | 4,651 | 455 | 806 | |||
| 1 Nov | 9875.95 | 382.55 | -7.45 | 28.57 | 165 | 20 | 353 | |||
| 31 Oct | 9836.30 | 390 | -50.55 | - | 577 | 155 | 329 | |||
| 30 Oct | 9940.65 | 440.55 | 42.20 | - | 819 | -132 | 175 | |||
| 29 Oct | 9850.85 | 398.35 | -252.10 | - | 1,630 | 285 | 308 | |||
| 28 Oct | 10011.25 | 650.45 | 0.00 | - | 0 | 12 | 0 | |||
| 25 Oct | 10206.10 | 650.45 | -122.55 | - | 60 | 13 | 24 | |||
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| 24 Oct | 10302.50 | 773 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 10586.75 | 773 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 10368.35 | 773 | 28.00 | - | 2 | 0 | 10 | |||
| 21 Oct | 10500.50 | 745 | 100.65 | - | 15 | 8 | 9 | |||
| 18 Oct | 10063.95 | 644.35 | -704.80 | - | 1 | 0 | 0 | |||
| 17 Oct | 10119.45 | 1349.15 | - | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9800 expiring on 28NOV2024
Delta for 9800 CE is 0.28
Historical price for 9800 CE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 73, which was -14.80 lower than the previous day. The implied volatity was 22.80, the open interest changed by 199 which increased total open position to 1495
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 87.8, which was -82.45 lower than the previous day. The implied volatity was 25.75, the open interest changed by 325 which increased total open position to 1306
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 170.25, which was -104.45 lower than the previous day. The implied volatity was 25.45, the open interest changed by 430 which increased total open position to 980
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 274.7, which was -5.40 lower than the previous day. The implied volatity was 22.06, the open interest changed by -8 which decreased total open position to 555
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 280.1, which was -21.70 lower than the previous day. The implied volatity was 20.97, the open interest changed by -27 which decreased total open position to 567
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 301.8, which was -98.20 lower than the previous day. The implied volatity was 26.12, the open interest changed by 42 which increased total open position to 605
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 400, which was 83.10 higher than the previous day. The implied volatity was 23.93, the open interest changed by -197 which decreased total open position to 563
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 316.9, which was 117.75 higher than the previous day. The implied volatity was 26.54, the open interest changed by -36 which decreased total open position to 763
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 199.15, which was -183.40 lower than the previous day. The implied volatity was 29.32, the open interest changed by 455 which increased total open position to 806
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 382.55, which was -7.45 lower than the previous day. The implied volatity was 28.57, the open interest changed by 20 which increased total open position to 353
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 390, which was -50.55 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 440.55, which was 42.20 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 398.35, which was -252.10 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 650.45, 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 650.45, which was -122.55 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 773, 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 773, 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 773, which was 28.00 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 745, which was 100.65 higher 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 644.35, which was -704.80 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 1349.15, 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 9800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 6.68
Theta: -4.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 9482.95 | 362.25 | -21.80 | 27.84 | 179 | -33 | 700 |
| 13 Nov | 9452.15 | 384.05 | 132.45 | 26.73 | 555 | -93 | 733 |
| 12 Nov | 9678.70 | 251.6 | 101.60 | 25.97 | 4,649 | 136 | 834 |
| 11 Nov | 9919.35 | 150 | -19.50 | 25.88 | 2,312 | -50 | 702 |
| 8 Nov | 9910.40 | 169.5 | -16.60 | 26.09 | 1,615 | -18 | 753 |
| 7 Nov | 9856.65 | 186.1 | 49.10 | 25.13 | 3,550 | -11 | 782 |
| 6 Nov | 10020.50 | 137 | -107.80 | 26.22 | 1,967 | 146 | 795 |
| 5 Nov | 9874.85 | 244.8 | -183.80 | 30.09 | 2,655 | 202 | 647 |
| 4 Nov | 9525.55 | 428.6 | 144.80 | 32.23 | 1,151 | -148 | 446 |
| 1 Nov | 9875.95 | 283.8 | -0.05 | 33.27 | 273 | 88 | 590 |
| 31 Oct | 9836.30 | 283.85 | 46.60 | - | 1,022 | 153 | 501 |
| 30 Oct | 9940.65 | 237.25 | -40.55 | - | 1,052 | 15 | 347 |
| 29 Oct | 9850.85 | 277.8 | 35.80 | - | 1,720 | 127 | 334 |
| 28 Oct | 10011.25 | 242 | 66.35 | - | 248 | 37 | 213 |
| 25 Oct | 10206.10 | 175.65 | 35.65 | - | 184 | 4 | 176 |
| 24 Oct | 10302.50 | 140 | 56.00 | - | 301 | 42 | 173 |
| 23 Oct | 10586.75 | 84 | -24.15 | - | 235 | -68 | 130 |
| 22 Oct | 10368.35 | 108.15 | 7.95 | - | 170 | -6 | 197 |
| 21 Oct | 10500.50 | 100.2 | -87.80 | - | 390 | 13 | 199 |
| 18 Oct | 10063.95 | 188 | -32.00 | - | 280 | 65 | 186 |
| 17 Oct | 10119.45 | 220 | - | 272 | 122 | 122 | |
For Bajaj Auto Limited - strike price 9800 expiring on 28NOV2024
Delta for 9800 PE is -0.68
Historical price for 9800 PE is as follows
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 362.25, which was -21.80 lower than the previous day. The implied volatity was 27.84, the open interest changed by -33 which decreased total open position to 700
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 384.05, which was 132.45 higher than the previous day. The implied volatity was 26.73, the open interest changed by -93 which decreased total open position to 733
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 251.6, which was 101.60 higher than the previous day. The implied volatity was 25.97, the open interest changed by 136 which increased total open position to 834
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 150, which was -19.50 lower than the previous day. The implied volatity was 25.88, the open interest changed by -50 which decreased total open position to 702
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 169.5, which was -16.60 lower than the previous day. The implied volatity was 26.09, the open interest changed by -18 which decreased total open position to 753
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 186.1, which was 49.10 higher than the previous day. The implied volatity was 25.13, the open interest changed by -11 which decreased total open position to 782
On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 137, which was -107.80 lower than the previous day. The implied volatity was 26.22, the open interest changed by 146 which increased total open position to 795
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 244.8, which was -183.80 lower than the previous day. The implied volatity was 30.09, the open interest changed by 202 which increased total open position to 647
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 428.6, which was 144.80 higher than the previous day. The implied volatity was 32.23, the open interest changed by -148 which decreased total open position to 446
On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 283.8, which was -0.05 lower than the previous day. The implied volatity was 33.27, the open interest changed by 88 which increased total open position to 590
On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 283.85, which was 46.60 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 237.25, which was -40.55 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 277.8, which was 35.80 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 242, which was 66.35 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 175.65, which was 35.65 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 140, which was 56.00 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 84, which was -24.15 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 108.15, which was 7.95 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 100.2, which was -87.80 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 188, which was -32.00 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 220, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
