BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
06 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 11300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 6 Sept | 10830.10 | 91 | -4.50 | 62,775 | -3,825 | 40,725 | ||||
| 5 Sept | 10855.75 | 95.5 | -46.70 | 76,275 | 1,500 | 44,400 | ||||
| 4 Sept | 10963.70 | 142.2 | -29.80 | 50,550 | 450 | 43,050 | ||||
| 3 Sept | 11043.65 | 172 | -28.20 | 89,175 | 900 | 42,675 | ||||
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| 2 Sept | 11126.10 | 200.2 | 56.20 | 4,66,950 | 22,050 | 42,000 | ||||
| 30 Aug | 10891.55 | 144 | 19.00 | 1,15,050 | 1,350 | 20,175 | ||||
| 29 Aug | 10807.85 | 125 | 36.60 | 98,025 | 10,650 | 18,750 | ||||
| 28 Aug | 10656.75 | 88.4 | 20.65 | 15,075 | 4,125 | 8,100 | ||||
| 27 Aug | 10501.60 | 67.75 | 38.70 | 8,850 | 3,975 | 3,975 | ||||
| 26 Aug | 10432.55 | 29.05 | 0.00 | 0 | 0 | 0 | ||||
| 23 Aug | 10406.45 | 29.05 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 11300 expiring on 26SEP2024
Delta for 11300 CE is -
Historical price for 11300 CE is as follows
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 91, which was -4.50 lower than the previous day. The implied volatity was -, the open interest changed by -3825 which decreased total open position to 40725
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 95.5, which was -46.70 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 44400
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 142.2, which was -29.80 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 43050
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 172, which was -28.20 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 42675
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 200.2, which was 56.20 higher than the previous day. The implied volatity was -, the open interest changed by 22050 which increased total open position to 42000
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 144, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 20175
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 125, which was 36.60 higher than the previous day. The implied volatity was -, the open interest changed by 10650 which increased total open position to 18750
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 88.4, which was 20.65 higher than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 8100
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 67.75, which was 38.70 higher than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 3975
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 29.05, 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 29.05, 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 11300 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 6 Sept | 10830.10 | 512.9 | 29.90 | 1,275 | 0 | 3,600 |
| 5 Sept | 10855.75 | 483 | 72.00 | 3,375 | -300 | 3,600 |
| 4 Sept | 10963.70 | 411 | 44.90 | 3,525 | -1,425 | 3,975 |
| 3 Sept | 11043.65 | 366.1 | 13.70 | 7,200 | 450 | 5,475 |
| 2 Sept | 11126.10 | 352.4 | -127.60 | 29,175 | 3,525 | 5,250 |
| 30 Aug | 10891.55 | 480 | -95.00 | 975 | 300 | 1,725 |
| 29 Aug | 10807.85 | 575 | -162.50 | 2,550 | 1,200 | 1,350 |
| 28 Aug | 10656.75 | 737.5 | -1172.00 | 225 | 150 | 150 |
| 27 Aug | 10501.60 | 1909.5 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 10432.55 | 1909.5 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 10406.45 | 1909.5 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11300 expiring on 26SEP2024
Delta for 11300 PE is -
Historical price for 11300 PE is as follows
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 512.9, which was 29.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3600
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 483, which was 72.00 higher than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3600
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 411, which was 44.90 higher than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 3975
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 366.1, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 5475
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 352.4, which was -127.60 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 5250
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 480, which was -95.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1725
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 575, which was -162.50 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1350
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 737.5, which was -1172.00 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 1909.5, 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 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 1909.5, 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 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1909.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0