BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
| BAJAJ-AUTO 28NOV2024 9900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 3.13
Theta: -6.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 9505.00 | 27.8 | -13.25 | 26.66 | 1,681 | 38 | 1,565 | |||
| 20 Nov | 9545.70 | 41.05 | 0.00 | 26.66 | 4,021 | 18 | 1,528 | |||
| 19 Nov | 9545.70 | 41.05 | -10.85 | 26.66 | 4,021 | 19 | 1,528 | |||
| 18 Nov | 9516.50 | 51.9 | -2.25 | 27.43 | 1,963 | -59 | 1,512 | |||
| 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 | |||
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| 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 0.15
Historical price for 9900 CE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 27.8, which was -13.25 lower than the previous day. The implied volatity was 26.66, the open interest changed by 38 which increased total open position to 1565
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 41.05, which was 0.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 18 which increased total open position to 1528
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 41.05, which was -10.85 lower than the previous day. The implied volatity was 26.66, the open interest changed by 19 which increased total open position to 1528
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 51.9, which was -2.25 lower than the previous day. The implied volatity was 27.43, the open interest changed by -59 which decreased total open position to 1512
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 4.04
Theta: -8.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 9505.00 | 435.5 | 11.35 | 36.75 | 15 | -6 | 382 |
| 20 Nov | 9545.70 | 424.15 | 0.00 | 31.19 | 70 | -18 | 387 |
| 19 Nov | 9545.70 | 424.15 | 25.15 | 31.19 | 70 | -19 | 387 |
| 18 Nov | 9516.50 | 399 | -71.00 | 25.25 | 20 | -4 | 405 |
| 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 -0.77
Historical price for 9900 PE is as follows
On 21 Nov BAJAJ-AUTO was trading at 9505.00. The strike last trading price was 435.5, which was 11.35 higher than the previous day. The implied volatity was 36.75, the open interest changed by -6 which decreased total open position to 382
On 20 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 424.15, which was 0.00 lower than the previous day. The implied volatity was 31.19, the open interest changed by -18 which decreased total open position to 387
On 19 Nov BAJAJ-AUTO was trading at 9545.70. The strike last trading price was 424.15, which was 25.15 higher than the previous day. The implied volatity was 31.19, the open interest changed by -19 which decreased total open position to 387
On 18 Nov BAJAJ-AUTO was trading at 9516.50. The strike last trading price was 399, which was -71.00 lower than the previous day. The implied volatity was 25.25, the open interest changed by -4 which decreased total open position to 405
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
