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[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

11764.65 -185.65 (-1.55%)

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Historical option data for BAJAJ-AUTO

18 Sep 2024 04:11 PM IST
BAJAJ-AUTO 11300 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 525 -108.00 10,875 -3,075 41,850
17 Sept 11950.30 633 162.65 15,300 -1,575 44,925
16 Sept 11688.35 470.35 -49.85 8,400 -2,175 46,425
13 Sept 11737.15 520.2 37.70 22,350 -4,425 48,675
12 Sept 11723.50 482.5 198.50 2,54,700 -25,650 53,250
11 Sept 11420.75 284 179.00 19,47,000 30,450 80,700
10 Sept 10987.75 105 31.00 87,000 9,150 49,575
9 Sept 10847.60 74 -17.00 50,400 525 40,500
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
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 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 525, which was -108.00 lower than the previous day. The implied volatity was -, the open interest changed by -3075 which decreased total open position to 41850


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 633, which was 162.65 higher than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 44925


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 470.35, which was -49.85 lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 46425


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 520.2, which was 37.70 higher than the previous day. The implied volatity was -, the open interest changed by -4425 which decreased total open position to 48675


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 482.5, which was 198.50 higher than the previous day. The implied volatity was -, the open interest changed by -25650 which decreased total open position to 53250


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 284, which was 179.00 higher than the previous day. The implied volatity was -, the open interest changed by 30450 which increased total open position to 80700


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 105, which was 31.00 higher than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 49575


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 74, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 40500


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
18 Sept 11764.65 38.5 7.05 1,77,750 -19,575 1,04,400
17 Sept 11950.30 31.45 -20.55 1,67,700 7,650 1,24,875
16 Sept 11688.35 52 -6.30 1,47,825 -2,250 1,17,300
13 Sept 11737.15 58.3 -14.70 2,48,700 -525 1,19,625
12 Sept 11723.50 73 -90.00 6,48,675 27,600 1,19,325
11 Sept 11420.75 163 -215.10 7,70,025 1,07,325 1,11,300
10 Sept 10987.75 378.1 -102.60 2,400 825 3,900
9 Sept 10847.60 480.7 -32.20 1,725 -450 3,075
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 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 38.5, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -19575 which decreased total open position to 104400


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 31.45, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 124875


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 52, which was -6.30 lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 117300


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 58.3, which was -14.70 lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 119625


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 73, which was -90.00 lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 119325


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 163, which was -215.10 lower than the previous day. The implied volatity was -, the open interest changed by 107325 which increased total open position to 111300


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 378.1, which was -102.60 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3900


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 480.7, which was -32.20 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 3075


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