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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 9900 CE
Delta: 0.22
Vega: 5.51
Theta: -5.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 54.15 -13.10 23.59 1,920 129 1,575
13 Nov 9452.15 67.25 -65.95 26.36 2,996 187 1,442
12 Nov 9678.70 133.2 -89.10 25.82 3,744 499 1,270
11 Nov 9919.35 222.3 -9.80 22.69 4,017 -107 767
8 Nov 9910.40 232.1 -16.90 21.99 3,532 -16 876
7 Nov 9856.65 249 -91.00 26.05 3,071 306 893
6 Nov 10020.50 340 74.25 24.37 3,158 -64 599
5 Nov 9874.85 265.75 97.75 26.60 5,347 -85 668
4 Nov 9525.55 168 -157.80 29.72 3,235 361 770
1 Nov 9875.95 325.8 -11.40 28.23 358 29 410
31 Oct 9836.30 337.2 -45.30 - 993 188 383
30 Oct 9940.65 382.5 33.15 - 1,304 44 192
29 Oct 9850.85 349.35 -112.60 - 632 119 147
28 Oct 10011.25 461.95 -118.50 - 19 10 27
25 Oct 10206.10 580.45 -269.55 - 44 2 17
24 Oct 10302.50 850 0.00 - 0 -1 0
23 Oct 10586.75 850 62.70 - 1 0 16
22 Oct 10368.35 787.3 0.00 - 0 15 0
21 Oct 10500.50 787.3 309.75 - 56 16 17
18 Oct 10063.95 477.55 477.55 - 2 1 1
17 Oct 10119.45 0 - 0 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 28NOV2024

Delta for 9900 CE is 0.22

Historical price for 9900 CE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 54.15, which was -13.10 lower than the previous day. The implied volatity was 23.59, the open interest changed by 129 which increased total open position to 1575


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 67.25, which was -65.95 lower than the previous day. The implied volatity was 26.36, the open interest changed by 187 which increased total open position to 1442


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 133.2, which was -89.10 lower than the previous day. The implied volatity was 25.82, the open interest changed by 499 which increased total open position to 1270


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 222.3, which was -9.80 lower than the previous day. The implied volatity was 22.69, the open interest changed by -107 which decreased total open position to 767


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 232.1, which was -16.90 lower than the previous day. The implied volatity was 21.99, the open interest changed by -16 which decreased total open position to 876


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 249, which was -91.00 lower than the previous day. The implied volatity was 26.05, the open interest changed by 306 which increased total open position to 893


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 340, which was 74.25 higher than the previous day. The implied volatity was 24.37, the open interest changed by -64 which decreased total open position to 599


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 265.75, which was 97.75 higher than the previous day. The implied volatity was 26.60, the open interest changed by -85 which decreased total open position to 668


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 168, which was -157.80 lower than the previous day. The implied volatity was 29.72, the open interest changed by 361 which increased total open position to 770


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 325.8, which was -11.40 lower than the previous day. The implied volatity was 28.23, the open interest changed by 29 which increased total open position to 410


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 337.2, which was -45.30 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 382.5, which was 33.15 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 349.35, which was -112.60 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 461.95, which was -118.50 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 580.45, which was -269.55 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 850, 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 850, which was 62.70 higher 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 787.3, 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 787.3, which was 309.75 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 477.55, which was 477.55 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 9900 PE
Delta: -0.70
Vega: 6.46
Theta: -5.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 9482.95 470 4.20 33.46 82 -15 410
13 Nov 9452.15 465.8 142.90 27.89 333 -83 425
12 Nov 9678.70 322.9 127.35 27.40 1,915 19 559
11 Nov 9919.35 195.55 -19.90 26.15 2,435 6 544
8 Nov 9910.40 215.45 -18.55 26.30 2,106 49 543
7 Nov 9856.65 234 62.00 25.22 3,940 17 487
6 Nov 10020.50 172 -124.80 26.04 1,727 155 473
5 Nov 9874.85 296.8 -187.45 30.48 682 45 319
4 Nov 9525.55 484.25 158.10 31.38 454 -106 276
1 Nov 9875.95 326.15 4.15 32.83 286 40 387
31 Oct 9836.30 322 41.00 - 946 125 346
30 Oct 9940.65 281 -32.30 - 638 35 220
29 Oct 9850.85 313.3 42.80 - 662 111 184
28 Oct 10011.25 270.5 69.50 - 99 45 74
25 Oct 10206.10 201 34.70 - 96 8 29
24 Oct 10302.50 166.3 45.60 - 13 -5 20
23 Oct 10586.75 120.7 -2.75 - 2 0 23
22 Oct 10368.35 123.45 0.00 - 0 19 0
21 Oct 10500.50 123.45 -87.90 - 173 18 22
18 Oct 10063.95 211.35 204.10 - 13 5 5
17 Oct 10119.45 7.25 - 0 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 28NOV2024

Delta for 9900 PE is -0.70

Historical price for 9900 PE is as follows

On 14 Nov BAJAJ-AUTO was trading at 9482.95. The strike last trading price was 470, which was 4.20 higher than the previous day. The implied volatity was 33.46, the open interest changed by -15 which decreased total open position to 410


On 13 Nov BAJAJ-AUTO was trading at 9452.15. The strike last trading price was 465.8, which was 142.90 higher than the previous day. The implied volatity was 27.89, the open interest changed by -83 which decreased total open position to 425


On 12 Nov BAJAJ-AUTO was trading at 9678.70. The strike last trading price was 322.9, which was 127.35 higher than the previous day. The implied volatity was 27.40, the open interest changed by 19 which increased total open position to 559


On 11 Nov BAJAJ-AUTO was trading at 9919.35. The strike last trading price was 195.55, which was -19.90 lower than the previous day. The implied volatity was 26.15, the open interest changed by 6 which increased total open position to 544


On 8 Nov BAJAJ-AUTO was trading at 9910.40. The strike last trading price was 215.45, which was -18.55 lower than the previous day. The implied volatity was 26.30, the open interest changed by 49 which increased total open position to 543


On 7 Nov BAJAJ-AUTO was trading at 9856.65. The strike last trading price was 234, which was 62.00 higher than the previous day. The implied volatity was 25.22, the open interest changed by 17 which increased total open position to 487


On 6 Nov BAJAJ-AUTO was trading at 10020.50. The strike last trading price was 172, which was -124.80 lower than the previous day. The implied volatity was 26.04, the open interest changed by 155 which increased total open position to 473


On 5 Nov BAJAJ-AUTO was trading at 9874.85. The strike last trading price was 296.8, which was -187.45 lower than the previous day. The implied volatity was 30.48, the open interest changed by 45 which increased total open position to 319


On 4 Nov BAJAJ-AUTO was trading at 9525.55. The strike last trading price was 484.25, which was 158.10 higher than the previous day. The implied volatity was 31.38, the open interest changed by -106 which decreased total open position to 276


On 1 Nov BAJAJ-AUTO was trading at 9875.95. The strike last trading price was 326.15, which was 4.15 higher than the previous day. The implied volatity was 32.83, the open interest changed by 40 which increased total open position to 387


On 31 Oct BAJAJ-AUTO was trading at 9836.30. The strike last trading price was 322, which was 41.00 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 281, which was -32.30 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 313.3, which was 42.80 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 270.5, which was 69.50 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 201, which was 34.70 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 166.3, which was 45.60 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 120.7, which was -2.75 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 123.45, 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 123.45, which was -87.90 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 211.35, which was 204.10 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 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to