BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
06 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 10700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 10830.10 | 338.85 | -18.55 | 9,750 | 750 | 21,900 | ||||
| 5 Sept | 10855.75 | 357.4 | -97.60 | 9,150 | -450 | 21,150 | ||||
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| 4 Sept | 10963.70 | 455 | -53.00 | 12,675 | -2,700 | 21,675 | ||||
| 3 Sept | 11043.65 | 508 | -44.00 | 5,925 | -2,700 | 24,450 | ||||
| 2 Sept | 11126.10 | 552 | 121.00 | 56,325 | -11,775 | 27,150 | ||||
| 30 Aug | 10891.55 | 431 | 66.10 | 1,13,025 | -3,450 | 37,950 | ||||
| 29 Aug | 10807.85 | 364.9 | 91.60 | 4,86,150 | 6,075 | 41,325 | ||||
| 28 Aug | 10656.75 | 273.3 | 55.30 | 1,67,100 | 21,000 | 35,400 | ||||
| 27 Aug | 10501.60 | 218 | 15.00 | 24,750 | 750 | 14,250 | ||||
| 26 Aug | 10432.55 | 203 | -2.95 | 27,225 | 5,850 | 13,425 | ||||
| 23 Aug | 10406.45 | 205.95 | 128.45 | 25,425 | 7,575 | 7,575 | ||||
| 22 Aug | 9914.20 | 77.5 | 0.00 | 0 | 0 | 0 | ||||
| 21 Aug | 9852.00 | 77.5 | 0.00 | 0 | 0 | 0 | ||||
| 19 Aug | 9770.65 | 77.5 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 9888.15 | 77.5 | 0.00 | 0 | 0 | 0 | ||||
| 13 Aug | 9671.60 | 77.5 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 10700 expiring on 26SEP2024
Delta for 10700 CE is -
Historical price for 10700 CE is as follows
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 338.85, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 21900
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 357.4, which was -97.60 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 21150
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 455, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 21675
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 508, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 24450
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 552, which was 121.00 higher than the previous day. The implied volatity was -, the open interest changed by -11775 which decreased total open position to 27150
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 431, which was 66.10 higher than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 37950
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 364.9, which was 91.60 higher than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 41325
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 273.3, which was 55.30 higher than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 35400
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 218, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 14250
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 203, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 13425
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 205.95, which was 128.45 higher than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 7575
On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 77.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 77.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 10700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 10830.10 | 155 | 14.85 | 87,150 | -17,850 | 53,700 |
| 5 Sept | 10855.75 | 140.15 | 22.95 | 60,000 | -4,050 | 72,075 |
| 4 Sept | 10963.70 | 117.2 | 8.25 | 78,300 | -15,525 | 76,050 |
| 3 Sept | 11043.65 | 108.95 | -8.90 | 83,475 | 1,275 | 91,500 |
| 2 Sept | 11126.10 | 117.85 | -50.15 | 2,47,350 | 21,150 | 90,375 |
| 30 Aug | 10891.55 | 168 | -47.15 | 2,05,725 | 23,925 | 71,175 |
| 29 Aug | 10807.85 | 215.15 | -80.40 | 2,31,000 | 30,600 | 47,025 |
| 28 Aug | 10656.75 | 295.55 | -69.45 | 58,350 | 14,550 | 17,025 |
| 27 Aug | 10501.60 | 365 | -50.00 | 3,225 | 300 | 2,550 |
| 26 Aug | 10432.55 | 415 | -950.45 | 4,125 | 2,100 | 2,100 |
| 23 Aug | 10406.45 | 1365.45 | 0.00 | 0 | 0 | 0 |
| 22 Aug | 9914.20 | 1365.45 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 9852.00 | 1365.45 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 9770.65 | 1365.45 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 9888.15 | 1365.45 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 9671.60 | 1365.45 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 10700 expiring on 26SEP2024
Delta for 10700 PE is -
Historical price for 10700 PE is as follows
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 155, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by -17850 which decreased total open position to 53700
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 140.15, which was 22.95 higher than the previous day. The implied volatity was -, the open interest changed by -4050 which decreased total open position to 72075
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 117.2, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by -15525 which decreased total open position to 76050
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 108.95, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 91500
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 117.85, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 21150 which increased total open position to 90375
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 168, which was -47.15 lower than the previous day. The implied volatity was -, the open interest changed by 23925 which increased total open position to 71175
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 215.15, which was -80.40 lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 47025
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 295.55, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 14550 which increased total open position to 17025
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 365, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2550
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 415, which was -950.45 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1365.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 1365.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 1365.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 1365.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 1365.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 1365.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0