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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 9800 CE
Delta: 0.28
Vega: 6.30
Theta: -5.85
Gamma: 0.00
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
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
Delta: -0.68
Vega: 6.68
Theta: -4.78
Gamma: 0.00
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