BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 11000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Sept | 11764.65 | 784.2 | -137.90 | 10,275 | -2,775 | 67,350 | ||||
| 17 Sept | 11950.30 | 922.1 | 178.10 | 15,750 | -4,350 | 70,500 | ||||
| 16 Sept | 11688.35 | 744 | -48.10 | 5,700 | -2,250 | 74,925 | ||||
| 13 Sept | 11737.15 | 792.1 | 44.05 | 14,475 | -3,975 | 77,175 | ||||
| 12 Sept | 11723.50 | 748.05 | 257.50 | 83,700 | -13,575 | 81,000 | ||||
| 11 Sept | 11420.75 | 490.55 | 266.75 | 7,99,800 | -74,175 | 94,950 | ||||
| 10 Sept | 10987.75 | 223.8 | 63.15 | 6,77,100 | 25,200 | 1,74,450 | ||||
| 9 Sept | 10847.60 | 160.65 | -23.25 | 1,84,500 | 2,325 | 1,49,250 | ||||
| 6 Sept | 10830.10 | 183.9 | -7.60 | 2,94,225 | 8,250 | 1,48,500 | ||||
| 5 Sept | 10855.75 | 191.5 | -74.80 | 3,53,625 | 18,000 | 1,41,525 | ||||
| 4 Sept | 10963.70 | 266.3 | -44.50 | 2,21,025 | -2,625 | 1,23,675 | ||||
| 3 Sept | 11043.65 | 310.8 | -37.20 | 1,66,575 | 750 | 1,26,525 | ||||
| 2 Sept | 11126.10 | 348 | 94.00 | 9,74,325 | 2,700 | 1,26,675 | ||||
| 30 Aug | 10891.55 | 254 | 34.00 | 5,78,925 | -3,075 | 1,23,075 | ||||
| 29 Aug | 10807.85 | 220 | 61.40 | 8,37,300 | 32,100 | 1,26,675 | ||||
| 28 Aug | 10656.75 | 158.6 | 34.00 | 3,32,400 | 10,650 | 94,650 | ||||
| 27 Aug | 10501.60 | 124.6 | 10.65 | 1,85,250 | -8,175 | 84,075 | ||||
| 26 Aug | 10432.55 | 113.95 | -5.55 | 1,94,100 | 14,025 | 92,100 | ||||
| 23 Aug | 10406.45 | 119.5 | 82.60 | 3,23,025 | 72,675 | 78,600 | ||||
| 22 Aug | 9914.20 | 36.9 | 6.90 | 5,175 | 2,700 | 5,775 | ||||
| 21 Aug | 9852.00 | 30 | -10.00 | 150 | 75 | 3,075 | ||||
| 19 Aug | 9770.65 | 40 | 7.90 | 2,325 | 75 | 750 | ||||
| 16 Aug | 9888.15 | 32.1 | -7.00 | 375 | 225 | 600 | ||||
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| 13 Aug | 9671.60 | 39.1 | 375 | 225 | 225 | |||||
For Bajaj Auto Limited - strike price 11000 expiring on 26SEP2024
Delta for 11000 CE is -
Historical price for 11000 CE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 784.2, which was -137.90 lower than the previous day. The implied volatity was -, the open interest changed by -2775 which decreased total open position to 67350
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 922.1, which was 178.10 higher than the previous day. The implied volatity was -, the open interest changed by -4350 which decreased total open position to 70500
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 744, which was -48.10 lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 74925
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 792.1, which was 44.05 higher than the previous day. The implied volatity was -, the open interest changed by -3975 which decreased total open position to 77175
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 748.05, which was 257.50 higher than the previous day. The implied volatity was -, the open interest changed by -13575 which decreased total open position to 81000
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 490.55, which was 266.75 higher than the previous day. The implied volatity was -, the open interest changed by -74175 which decreased total open position to 94950
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 223.8, which was 63.15 higher than the previous day. The implied volatity was -, the open interest changed by 25200 which increased total open position to 174450
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 160.65, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 149250
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 183.9, which was -7.60 lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 148500
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 191.5, which was -74.80 lower than the previous day. The implied volatity was -, the open interest changed by 18000 which increased total open position to 141525
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 266.3, which was -44.50 lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 123675
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 310.8, which was -37.20 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 126525
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 348, which was 94.00 higher than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 126675
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 254, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by -3075 which decreased total open position to 123075
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 220, which was 61.40 higher than the previous day. The implied volatity was -, the open interest changed by 32100 which increased total open position to 126675
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 158.6, which was 34.00 higher than the previous day. The implied volatity was -, the open interest changed by 10650 which increased total open position to 94650
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 124.6, which was 10.65 higher than the previous day. The implied volatity was -, the open interest changed by -8175 which decreased total open position to 84075
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 113.95, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 14025 which increased total open position to 92100
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 119.5, which was 82.60 higher than the previous day. The implied volatity was -, the open interest changed by 72675 which increased total open position to 78600
On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 36.9, which was 6.90 higher than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 5775
On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 30, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 3075
On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 40, which was 7.90 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 750
On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 32.1, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 600
On 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 39.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
| BAJAJ-AUTO 11000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Sept | 11764.65 | 20.9 | 3.40 | 3,09,300 | -13,725 | 2,22,825 |
| 17 Sept | 11950.30 | 17.5 | -8.70 | 2,10,000 | -18,600 | 2,36,400 |
| 16 Sept | 11688.35 | 26.2 | -3.35 | 4,58,250 | -28,875 | 2,55,300 |
| 13 Sept | 11737.15 | 29.55 | -8.40 | 2,51,175 | 17,925 | 2,84,625 |
| 12 Sept | 11723.50 | 37.95 | -35.10 | 8,12,025 | 54,450 | 2,67,375 |
| 11 Sept | 11420.75 | 73.05 | -113.00 | 11,13,300 | 1,26,000 | 2,13,000 |
| 10 Sept | 10987.75 | 186.05 | -83.55 | 1,81,800 | 21,300 | 92,550 |
| 9 Sept | 10847.60 | 269.6 | -21.45 | 53,475 | -5,400 | 71,025 |
| 6 Sept | 10830.10 | 291.05 | 16.55 | 1,01,850 | 375 | 76,650 |
| 5 Sept | 10855.75 | 274.5 | 50.50 | 2,08,200 | -8,925 | 76,500 |
| 4 Sept | 10963.70 | 224 | 16.60 | 2,67,825 | -40,425 | 85,725 |
| 3 Sept | 11043.65 | 207.4 | -1.70 | 3,52,275 | 18,600 | 1,26,075 |
| 2 Sept | 11126.10 | 209.1 | -86.75 | 7,46,250 | 72,825 | 1,07,625 |
| 30 Aug | 10891.55 | 295.85 | -72.05 | 76,200 | 23,625 | 34,425 |
| 29 Aug | 10807.85 | 367.9 | -112.00 | 28,950 | 8,025 | 11,025 |
| 28 Aug | 10656.75 | 479.9 | -87.10 | 5,100 | 1,275 | 2,925 |
| 27 Aug | 10501.60 | 567 | -88.00 | 2,100 | 1,125 | 1,575 |
| 26 Aug | 10432.55 | 655 | -62.00 | 1,050 | 225 | 300 |
| 23 Aug | 10406.45 | 717 | -797.15 | 75 | 0 | 0 |
| 22 Aug | 9914.20 | 1514.15 | 0.00 | 0 | 0 | 0 |
| 21 Aug | 9852.00 | 1514.15 | 0.00 | 0 | 0 | 0 |
| 19 Aug | 9770.65 | 1514.15 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 9888.15 | 1514.15 | 0.00 | 0 | 0 | 0 |
| 13 Aug | 9671.60 | 1514.15 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11000 expiring on 26SEP2024
Delta for 11000 PE is -
Historical price for 11000 PE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 20.9, which was 3.40 higher than the previous day. The implied volatity was -, the open interest changed by -13725 which decreased total open position to 222825
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 17.5, which was -8.70 lower than the previous day. The implied volatity was -, the open interest changed by -18600 which decreased total open position to 236400
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 26.2, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by -28875 which decreased total open position to 255300
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 29.55, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by 17925 which increased total open position to 284625
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 37.95, which was -35.10 lower than the previous day. The implied volatity was -, the open interest changed by 54450 which increased total open position to 267375
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 73.05, which was -113.00 lower than the previous day. The implied volatity was -, the open interest changed by 126000 which increased total open position to 213000
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 186.05, which was -83.55 lower than the previous day. The implied volatity was -, the open interest changed by 21300 which increased total open position to 92550
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 269.6, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 71025
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 291.05, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 76650
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 274.5, which was 50.50 higher than the previous day. The implied volatity was -, the open interest changed by -8925 which decreased total open position to 76500
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 224, which was 16.60 higher than the previous day. The implied volatity was -, the open interest changed by -40425 which decreased total open position to 85725
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 207.4, which was -1.70 lower than the previous day. The implied volatity was -, the open interest changed by 18600 which increased total open position to 126075
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 209.1, which was -86.75 lower than the previous day. The implied volatity was -, the open interest changed by 72825 which increased total open position to 107625
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 295.85, which was -72.05 lower than the previous day. The implied volatity was -, the open interest changed by 23625 which increased total open position to 34425
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 367.9, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by 8025 which increased total open position to 11025
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 479.9, which was -87.10 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 2925
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 567, which was -88.00 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1575
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 655, which was -62.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 300
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 717, which was -797.15 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 1514.15, 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 1514.15, 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 1514.15, 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 1514.15, 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 1514.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0