BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 11100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Sept | 11764.65 | 709.9 | -123.10 | 4,950 | -1,500 | 39,150 | ||||
| 17 Sept | 11950.30 | 833 | 179.05 | 5,925 | -750 | 40,725 | ||||
| 16 Sept | 11688.35 | 653.95 | -46.75 | 3,450 | -525 | 41,475 | ||||
| 13 Sept | 11737.15 | 700.7 | 43.65 | 6,450 | -1,875 | 42,000 | ||||
| 12 Sept | 11723.50 | 657.05 | 244.45 | 84,300 | -9,675 | 43,875 | ||||
| 11 Sept | 11420.75 | 412.6 | 239.30 | 6,72,375 | -51,825 | 58,425 | ||||
| 10 Sept | 10987.75 | 173.3 | 50.40 | 2,64,675 | -5,025 | 1,14,300 | ||||
| 9 Sept | 10847.60 | 122.9 | -23.95 | 1,94,325 | -30,600 | 1,19,325 | ||||
| 6 Sept | 10830.10 | 146.85 | -6.20 | 3,37,575 | 42,075 | 1,50,825 | ||||
| 5 Sept | 10855.75 | 153.05 | -64.90 | 1,83,825 | 2,700 | 1,09,050 | ||||
| 4 Sept | 10963.70 | 217.95 | -38.05 | 1,95,825 | 17,925 | 1,06,650 | ||||
| 3 Sept | 11043.65 | 256 | -34.00 | 1,72,575 | -7,875 | 89,025 | ||||
| 2 Sept | 11126.10 | 290 | 78.00 | 11,07,525 | 82,425 | 1,01,025 | ||||
| 30 Aug | 10891.55 | 212 | 30.45 | 1,35,150 | 2,475 | 18,975 | ||||
| 29 Aug | 10807.85 | 181.55 | 50.55 | 1,09,875 | 12,675 | 16,575 | ||||
| 28 Aug | 10656.75 | 131 | 90.20 | 16,800 | 3,825 | 3,825 | ||||
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| 27 Aug | 10501.60 | 40.8 | 0.00 | 0 | 0 | 0 | ||||
| 26 Aug | 10432.55 | 40.8 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 10406.45 | 40.8 | 40.80 | 0 | 0 | 0 | ||||
| 19 Aug | 9770.65 | 0 | 0.00 | 0 | 0 | 0 | ||||
| 16 Aug | 9888.15 | 0 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 11100 expiring on 26SEP2024
Delta for 11100 CE is -
Historical price for 11100 CE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 709.9, which was -123.10 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 39150
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 833, which was 179.05 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 40725
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 653.95, which was -46.75 lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 41475
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 700.7, which was 43.65 higher than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 42000
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 657.05, which was 244.45 higher than the previous day. The implied volatity was -, the open interest changed by -9675 which decreased total open position to 43875
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 412.6, which was 239.30 higher than the previous day. The implied volatity was -, the open interest changed by -51825 which decreased total open position to 58425
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 173.3, which was 50.40 higher than the previous day. The implied volatity was -, the open interest changed by -5025 which decreased total open position to 114300
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 122.9, which was -23.95 lower than the previous day. The implied volatity was -, the open interest changed by -30600 which decreased total open position to 119325
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 146.85, which was -6.20 lower than the previous day. The implied volatity was -, the open interest changed by 42075 which increased total open position to 150825
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 153.05, which was -64.90 lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 109050
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 217.95, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by 17925 which increased total open position to 106650
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 256, which was -34.00 lower than the previous day. The implied volatity was -, the open interest changed by -7875 which decreased total open position to 89025
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 290, which was 78.00 higher than the previous day. The implied volatity was -, the open interest changed by 82425 which increased total open position to 101025
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 212, which was 30.45 higher than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 18975
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 181.55, which was 50.55 higher than the previous day. The implied volatity was -, the open interest changed by 12675 which increased total open position to 16575
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 131, which was 90.20 higher than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 3825
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 40.8, 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 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 40.8, 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 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 40.8, which was 40.80 higher 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 0, 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 0, 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 11100 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Sept | 11764.65 | 24.6 | 4.25 | 87,450 | -5,025 | 87,450 |
| 17 Sept | 11950.30 | 20.35 | -11.65 | 1,01,850 | -21,000 | 92,625 |
| 16 Sept | 11688.35 | 32 | -5.05 | 77,625 | -9,825 | 1,12,875 |
| 13 Sept | 11737.15 | 37.05 | -8.55 | 97,800 | -4,575 | 1,22,400 |
| 12 Sept | 11723.50 | 45.6 | -48.70 | 3,71,850 | 32,175 | 1,28,925 |
| 11 Sept | 11420.75 | 94.3 | -147.25 | 5,56,725 | 43,800 | 97,575 |
| 10 Sept | 10987.75 | 241.55 | -93.65 | 52,275 | 9,075 | 61,350 |
| 9 Sept | 10847.60 | 335.2 | -26.25 | 14,625 | 225 | 52,275 |
| 6 Sept | 10830.10 | 361.45 | 21.95 | 45,600 | -2,100 | 54,075 |
| 5 Sept | 10855.75 | 339.5 | 62.95 | 46,950 | -2,325 | 56,550 |
| 4 Sept | 10963.70 | 276.55 | 24.55 | 73,275 | -12,300 | 59,025 |
| 3 Sept | 11043.65 | 252 | -1.00 | 2,27,550 | -4,875 | 71,550 |
| 2 Sept | 11126.10 | 253 | -102.20 | 5,35,500 | 75,600 | 77,250 |
| 30 Aug | 10891.55 | 355.2 | -84.65 | 3,150 | 600 | 1,650 |
| 29 Aug | 10807.85 | 439.85 | -72.55 | 2,850 | 900 | 1,125 |
| 28 Aug | 10656.75 | 512.4 | -1211.35 | 225 | 150 | 150 |
| 27 Aug | 10501.60 | 1723.75 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 10432.55 | 1723.75 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 10406.45 | 1723.75 | 1723.75 | 0 | 0 | 0 |
| 19 Aug | 9770.65 | 0 | 0.00 | 0 | 0 | 0 |
| 16 Aug | 9888.15 | 0 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11100 expiring on 26SEP2024
Delta for 11100 PE is -
Historical price for 11100 PE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 24.6, which was 4.25 higher than the previous day. The implied volatity was -, the open interest changed by -5025 which decreased total open position to 87450
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 20.35, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by -21000 which decreased total open position to 92625
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 32, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by -9825 which decreased total open position to 112875
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 37.05, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by -4575 which decreased total open position to 122400
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 45.6, which was -48.70 lower than the previous day. The implied volatity was -, the open interest changed by 32175 which increased total open position to 128925
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 94.3, which was -147.25 lower than the previous day. The implied volatity was -, the open interest changed by 43800 which increased total open position to 97575
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 241.55, which was -93.65 lower than the previous day. The implied volatity was -, the open interest changed by 9075 which increased total open position to 61350
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 335.2, which was -26.25 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 52275
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 361.45, which was 21.95 higher than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 54075
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 339.5, which was 62.95 higher than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 56550
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 276.55, which was 24.55 higher than the previous day. The implied volatity was -, the open interest changed by -12300 which decreased total open position to 59025
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 252, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -4875 which decreased total open position to 71550
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 253, which was -102.20 lower than the previous day. The implied volatity was -, the open interest changed by 75600 which increased total open position to 77250
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 355.2, which was -84.65 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 1650
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 439.85, which was -72.55 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1125
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 512.4, which was -1211.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 1723.75, 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 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 1723.75, 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 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1723.75, which was 1723.75 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0