BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Dec 2024 04:11 PM IST
| BAJAJ-AUTO 26DEC2024 9900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.60
Theta: -2.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 8787.25 | 4 | -1.95 | 43.58 | 1,648 | 372 | 1,658 | |||
| 19 Dec | 8982.65 | 5.95 | -2.00 | 37.14 | 836 | -2 | 1,286 | |||
| 18 Dec | 8956.75 | 7.95 | 1.15 | 37.39 | 1,027 | -40 | 1,287 | |||
| 17 Dec | 8895.00 | 6.8 | -1.65 | 37.13 | 938 | 11 | 1,326 | |||
| 16 Dec | 8998.35 | 8.45 | -2.50 | 32.57 | 1,341 | 161 | 1,316 | |||
| 13 Dec | 9021.40 | 10.95 | -0.85 | 28.93 | 2,103 | -140 | 1,168 | |||
| 12 Dec | 8963.25 | 11.8 | -6.50 | 29.56 | 1,442 | 122 | 1,304 | |||
| 11 Dec | 9069.85 | 18.3 | -1.75 | 28.91 | 1,501 | -209 | 1,196 | |||
| 10 Dec | 9013.30 | 20.05 | -6.50 | 29.81 | 1,020 | -43 | 1,406 | |||
| 9 Dec | 9077.45 | 26.55 | -3.30 | 29.21 | 1,266 | 60 | 1,448 | |||
| 6 Dec | 9099.90 | 29.85 | 8.65 | 26.85 | 3,433 | 96 | 1,391 | |||
| 5 Dec | 8891.95 | 21.2 | -5.65 | 28.80 | 2,478 | 286 | 1,294 | |||
| 4 Dec | 8999.15 | 26.85 | -16.15 | 27.31 | 2,027 | 212 | 1,019 | |||
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| 3 Dec | 9161.80 | 43 | -0.50 | 26.07 | 908 | 53 | 821 | |||
| 2 Dec | 9130.35 | 43.5 | 0.35 | 26.57 | 1,082 | 170 | 760 | |||
| 29 Nov | 9033.65 | 43.15 | -8.90 | 27.08 | 883 | 71 | 592 | |||
| 28 Nov | 9013.50 | 52.05 | -25.65 | 28.37 | 622 | 186 | 522 | |||
| 27 Nov | 9190.35 | 77.7 | -0.30 | 27.43 | 844 | 150 | 335 | |||
| 26 Nov | 9137.45 | 78 | -61.35 | 27.79 | 284 | 108 | 186 | |||
| 25 Nov | 9420.95 | 139.35 | -13.95 | 25.70 | 98 | 35 | 74 | |||
| 22 Nov | 9481.65 | 153.3 | -1.65 | 24.93 | 38 | 7 | 46 | |||
| 21 Nov | 9505.00 | 154.95 | -55.05 | 23.32 | 9 | 1 | 39 | |||
| 20 Nov | 9545.70 | 210 | 0.00 | 26.83 | 27 | 3 | 38 | |||
| 19 Nov | 9545.70 | 210 | -10.55 | 26.83 | 27 | 3 | 38 | |||
| 18 Nov | 9516.50 | 220.55 | 38.90 | 27.61 | 26 | 23 | 36 | |||
| 14 Nov | 9482.95 | 181.65 | -1.85 | 23.10 | 3 | 1 | 11 | |||
| 13 Nov | 9452.15 | 183.5 | -136.50 | 23.68 | 1 | 0 | 9 | |||
| 12 Nov | 9678.70 | 320 | -67.65 | 27.42 | 6 | 3 | 9 | |||
| 11 Nov | 9919.35 | 387.65 | -99.00 | 23.04 | 12 | 6 | 7 | |||
| 8 Nov | 9910.40 | 486.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 9856.65 | 486.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 10020.50 | 486.65 | 32.35 | 23.29 | 5 | 2 | 3 | |||
| 5 Nov | 9874.85 | 454.3 | -97.30 | 28.18 | 3 | 2 | 2 | |||
| 4 Nov | 9525.55 | 551.6 | 1.55 | 0 | 0 | 0 | ||||
For Bajaj Auto Limited - strike price 9900 expiring on 26DEC2024
Delta for 9900 CE is 0.02
Historical price for 9900 CE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 43.58, the open interest changed by 372 which increased total open position to 1658
On 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 5.95, which was -2.00 lower than the previous day. The implied volatity was 37.14, the open interest changed by -2 which decreased total open position to 1286
On 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 7.95, which was 1.15 higher than the previous day. The implied volatity was 37.39, the open interest changed by -40 which decreased total open position to 1287
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 6.8, which was -1.65 lower than the previous day. The implied volatity was 37.13, the open interest changed by 11 which increased total open position to 1326
On 16 Dec BAJAJ-AUTO was trading at 8998.35. The strike last trading price was 8.45, which was -2.50 lower than the previous day. The implied volatity was 32.57, the open interest changed by 161 which increased total open position to 1316
On 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 10.95, which was -0.85 lower than the previous day. The implied volatity was 28.93, the open interest changed by -140 which decreased total open position to 1168
On 12 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 11.8, which was -6.50 lower than the previous day. The implied volatity was 29.56, the open interest changed by 122 which increased total open position to 1304
On 11 Dec BAJAJ-AUTO was trading at 9069.85. The strike last trading price was 18.3, which was -1.75 lower than the previous day. The implied volatity was 28.91, the open interest changed by -209 which decreased total open position to 1196
On 10 Dec BAJAJ-AUTO was trading at 9013.30. The strike last trading price was 20.05, which was -6.50 lower than the previous day. The implied volatity was 29.81, the open interest changed by -43 which decreased total open position to 1406
On 9 Dec BAJAJ-AUTO was trading at 9077.45. The strike last trading price was 26.55, which was -3.30 lower than the previous day. The implied volatity was 29.21, the open interest changed by 60 which increased total open position to 1448
On 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 29.85, which was 8.65 higher than the previous day. The implied volatity was 26.85, the open interest changed by 96 which increased total open position to 1391
On 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 21.2, which was -5.65 lower than the previous day. The implied volatity was 28.80, the open interest changed by 286 which increased total open position to 1294
On 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 26.85, which was -16.15 lower than the previous day. The implied volatity was 27.31, the open interest changed by 212 which increased total open position to 1019
On 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 43, which was -0.50 lower than the previous day. The implied volatity was 26.07, the open interest changed by 53 which increased total open position to 821
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 43.5, which was 0.35 higher than the previous day. The implied volatity was 26.57, the open interest changed by 170 which increased total open position to 760
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 43.15, which was -8.90 lower than the previous day. The implied volatity was 27.08, the open interest changed by 71 which increased total open position to 592
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 52.05, which was -25.65 lower than the previous day. The implied volatity was 28.37, the open interest changed by 186 which increased total open position to 522
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 77.7, which was -0.30 lower than the previous day. The implied volatity was 27.43, the open interest changed by 150 which increased total open position to 335
On 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 78, which was -61.35 lower than the previous day. The implied volatity was 27.79, the open interest changed by 108 which increased total open position to 186
On 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 139.35, which was -13.95 lower than the previous day. The implied volatity was 25.70, the open interest changed by 35 which increased total open position to 74
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 153.3, which was -1.65 lower than the previous day. The implied volatity was 24.93, the open interest changed by 7 which increased total open position to 46
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 154.95, which was -55.05 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1 which increased total open position to 39
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 210, which was 0.00 lower than the previous day. The implied volatity was 26.83, the open interest changed by 3 which increased total open position to 38
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 210, which was -10.55 lower than the previous day. The implied volatity was 26.83, the open interest changed by 3 which increased total open position to 38
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 220.55, which was 38.90 higher than the previous day. The implied volatity was 27.61, the open interest changed by 23 which increased total open position to 36
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 181.65, which was -1.85 lower than the previous day. The implied volatity was 23.10, the open interest changed by 1 which increased total open position to 11
On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 183.5, which was -136.50 lower than the previous day. The implied volatity was 23.68, the open interest changed by 0 which decreased total open position to 9
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 320, which was -67.65 lower than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 9
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 387.65, which was -99.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 6 which increased total open position to 7
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 486.65, 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 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 486.65, 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 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 486.65, which was 32.35 higher than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 3
On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 454.3, which was -97.30 lower than the previous day. The implied volatity was 28.18, the open interest changed by 2 which increased total open position to 2
On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 551.6, which was lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26DEC2024 9900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 8787.25 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 8982.65 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 8956.75 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 8998.35 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 9021.40 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 8963.25 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 9069.85 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 9013.30 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 9077.45 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 9099.90 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 8891.95 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 8999.15 | 727.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 9161.80 | 727.45 | -92.55 | 26.80 | 4 | 0 | 14 |
| 2 Dec | 9130.35 | 820 | 0.00 | 0.00 | 0 | 4 | 0 |
| 29 Nov | 9033.65 | 820 | 65.00 | 22.70 | 4 | 0 | 10 |
| 28 Nov | 9013.50 | 755 | 280.60 | - | 4 | 3 | 9 |
| 27 Nov | 9190.35 | 474.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 9137.45 | 474.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 9420.95 | 474.4 | 0.00 | 21.92 | 1 | 0 | 5 |
| 22 Nov | 9481.65 | 474.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 9505.00 | 474.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 9545.70 | 474.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 9545.70 | 474.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Nov | 9516.50 | 474.4 | -15.60 | 25.47 | 3 | 0 | 3 |
| 14 Nov | 9482.95 | 490 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 9452.15 | 490 | 124.10 | 23.62 | 3 | 1 | 3 |
| 12 Nov | 9678.70 | 365.9 | 1.10 | 23.20 | 2 | 0 | 1 |
| 11 Nov | 9919.35 | 364.8 | -140.55 | 31.00 | 1 | 0 | 0 |
| 8 Nov | 9910.40 | 505.35 | 0.00 | 0.99 | 0 | 0 | 0 |
| 7 Nov | 9856.65 | 505.35 | 0.00 | 0.62 | 0 | 0 | 0 |
| 6 Nov | 10020.50 | 505.35 | 0.00 | 1.77 | 0 | 0 | 0 |
| 5 Nov | 9874.85 | 505.35 | 0.00 | 0.60 | 0 | 0 | 0 |
| 4 Nov | 9525.55 | 505.35 | - | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 9900 expiring on 26DEC2024
Delta for 9900 PE is 0.00
Historical price for 9900 PE is as follows
On 20 Dec BAJAJ-AUTO was trading at 8787.25. The strike last trading price was 727.45, 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 19 Dec BAJAJ-AUTO was trading at 8982.65. The strike last trading price was 727.45, 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 18 Dec BAJAJ-AUTO was trading at 8956.75. The strike last trading price was 727.45, 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 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 727.45, 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 727.45, 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 13 Dec BAJAJ-AUTO was trading at 9021.40. The strike last trading price was 727.45, 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 Dec BAJAJ-AUTO was trading at 8963.25. The strike last trading price was 727.45, 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 727.45, 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 727.45, 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 727.45, 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 6 Dec BAJAJ-AUTO was trading at 9099.90. The strike last trading price was 727.45, 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 5 Dec BAJAJ-AUTO was trading at 8891.95. The strike last trading price was 727.45, 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 4 Dec BAJAJ-AUTO was trading at 8999.15. The strike last trading price was 727.45, 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 3 Dec BAJAJ-AUTO was trading at 9161.80. The strike last trading price was 727.45, which was -92.55 lower than the previous day. The implied volatity was 26.80, the open interest changed by 0 which decreased total open position to 14
On 2 Dec BAJAJ-AUTO was trading at 9130.35. The strike last trading price was 820, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 29 Nov BAJAJ-AUTO was trading at 9033.65. The strike last trading price was 820, which was 65.00 higher than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 10
On 28 Nov BAJAJ-AUTO was trading at 9013.50. The strike last trading price was 755, which was 280.60 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9
On 27 Nov BAJAJ-AUTO was trading at 9190.35. The strike last trading price was 474.4, 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 26 Nov BAJAJ-AUTO was trading at 9137.45. The strike last trading price was 474.4, 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 25 Nov BAJAJ-AUTO was trading at 9420.95. The strike last trading price was 474.4, which was 0.00 lower than the previous day. The implied volatity was 21.92, the open interest changed by 0 which decreased total open position to 5
On 22 Nov BAJAJ-AUTO was trading at 9481.65. The strike last trading price was 474.4, 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 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 474.4, 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 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 474.4, 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 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 474.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 474.4, which was -15.60 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 3
On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 490, 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 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 490, which was 124.10 higher than the previous day. The implied volatity was 23.62, the open interest changed by 1 which increased total open position to 3
On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 365.9, which was 1.10 higher than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 1
On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 364.8, which was -140.55 lower than the previous day. The implied volatity was 31.00, the open interest changed by 0 which decreased total open position to 0
On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 505.35, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 505.35, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 505.35, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 505.35, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 505.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
