BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 11400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Sept | 11764.65 | 425.95 | -115.15 | 11,550 | -5,850 | 61,350 | ||||
| 17 Sept | 11950.30 | 541.1 | 149.40 | 21,600 | -9,450 | 67,350 | ||||
| 16 Sept | 11688.35 | 391.7 | -50.45 | 10,575 | -2,175 | 76,875 | ||||
| 13 Sept | 11737.15 | 442.15 | 29.40 | 36,750 | -3,750 | 79,050 | ||||
| 12 Sept | 11723.50 | 412.75 | 182.75 | 4,19,250 | -19,800 | 82,800 | ||||
| 11 Sept | 11420.75 | 230 | 147.75 | 18,29,100 | 68,325 | 1,04,550 | ||||
| 10 Sept | 10987.75 | 82.25 | 25.35 | 91,875 | 8,475 | 36,825 | ||||
| 9 Sept | 10847.60 | 56.9 | -14.90 | 34,725 | -75 | 28,425 | ||||
| 6 Sept | 10830.10 | 71.8 | -4.60 | 37,200 | 0 | 29,625 | ||||
| 5 Sept | 10855.75 | 76.4 | -35.60 | 68,250 | -2,250 | 29,700 | ||||
| 4 Sept | 10963.70 | 112 | -28.35 | 54,000 | 4,200 | 31,875 | ||||
| 3 Sept | 11043.65 | 140.35 | -22.70 | 53,325 | -3,300 | 27,600 | ||||
| 2 Sept | 11126.10 | 163.05 | 46.20 | 3,25,875 | 12,075 | 31,425 | ||||
| 30 Aug | 10891.55 | 116.85 | 11.25 | 70,350 | 4,725 | 19,200 | ||||
| 29 Aug | 10807.85 | 105.6 | 32.60 | 79,125 | 5,100 | 14,475 | ||||
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| 28 Aug | 10656.75 | 73 | 13.85 | 17,175 | 6,000 | 9,375 | ||||
| 27 Aug | 10501.60 | 59.15 | 4.65 | 8,850 | -1,350 | 3,450 | ||||
| 26 Aug | 10432.55 | 54.5 | -26.80 | 7,650 | 4,725 | 4,725 | ||||
| 23 Aug | 10406.45 | 81.3 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 11400 expiring on 26SEP2024
Delta for 11400 CE is -
Historical price for 11400 CE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 425.95, which was -115.15 lower than the previous day. The implied volatity was -, the open interest changed by -5850 which decreased total open position to 61350
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 541.1, which was 149.40 higher than the previous day. The implied volatity was -, the open interest changed by -9450 which decreased total open position to 67350
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 391.7, which was -50.45 lower than the previous day. The implied volatity was -, the open interest changed by -2175 which decreased total open position to 76875
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 442.15, which was 29.40 higher than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 79050
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 412.75, which was 182.75 higher than the previous day. The implied volatity was -, the open interest changed by -19800 which decreased total open position to 82800
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 230, which was 147.75 higher than the previous day. The implied volatity was -, the open interest changed by 68325 which increased total open position to 104550
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 82.25, which was 25.35 higher than the previous day. The implied volatity was -, the open interest changed by 8475 which increased total open position to 36825
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 56.9, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 28425
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 71.8, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29625
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 76.4, which was -35.60 lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 29700
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 112, which was -28.35 lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 31875
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 140.35, which was -22.70 lower than the previous day. The implied volatity was -, the open interest changed by -3300 which decreased total open position to 27600
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 163.05, which was 46.20 higher than the previous day. The implied volatity was -, the open interest changed by 12075 which increased total open position to 31425
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 116.85, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 19200
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 105.6, which was 32.60 higher than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 14475
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 73, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 9375
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 59.15, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 3450
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 54.5, which was -26.80 lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 4725
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 81.3, 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 11400 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Sept | 11764.65 | 53 | 12.95 | 2,89,500 | -975 | 1,19,550 |
| 17 Sept | 11950.30 | 40.05 | -28.70 | 2,99,775 | 2,100 | 1,22,400 |
| 16 Sept | 11688.35 | 68.75 | -6.25 | 1,78,350 | -4,950 | 1,20,525 |
| 13 Sept | 11737.15 | 75 | -18.95 | 2,67,675 | 7,800 | 1,25,700 |
| 12 Sept | 11723.50 | 93.95 | -116.05 | 8,10,975 | 27,150 | 1,19,250 |
| 11 Sept | 11420.75 | 210 | -243.85 | 7,13,925 | 90,750 | 94,125 |
| 10 Sept | 10987.75 | 453.85 | -132.00 | 2,400 | 2,100 | 3,450 |
| 9 Sept | 10847.60 | 585.85 | 0.00 | 0 | -150 | 0 |
| 6 Sept | 10830.10 | 585.85 | 29.05 | 450 | -225 | 1,275 |
| 5 Sept | 10855.75 | 556.8 | 46.55 | 525 | -75 | 1,500 |
| 4 Sept | 10963.70 | 510.25 | 81.30 | 675 | -75 | 1,500 |
| 3 Sept | 11043.65 | 428.95 | 7.65 | 375 | 150 | 1,575 |
| 2 Sept | 11126.10 | 421.3 | -176.50 | 6,075 | 1,350 | 1,500 |
| 30 Aug | 10891.55 | 597.8 | -80.15 | 75 | 0 | 75 |
| 29 Aug | 10807.85 | 677.95 | -1180.00 | 75 | 0 | 0 |
| 28 Aug | 10656.75 | 1857.95 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 10501.60 | 1857.95 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 10432.55 | 1857.95 | 0.00 | 0 | 0 | 0 |
| 23 Aug | 10406.45 | 1857.95 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11400 expiring on 26SEP2024
Delta for 11400 PE is -
Historical price for 11400 PE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 53, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 119550
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 40.05, which was -28.70 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 122400
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 68.75, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 120525
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 75, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 125700
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 93.95, which was -116.05 lower than the previous day. The implied volatity was -, the open interest changed by 27150 which increased total open position to 119250
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 210, which was -243.85 lower than the previous day. The implied volatity was -, the open interest changed by 90750 which increased total open position to 94125
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 453.85, which was -132.00 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 3450
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 585.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 585.85, which was 29.05 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1275
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 556.8, which was 46.55 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1500
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 510.25, which was 81.30 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1500
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 428.95, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1575
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 421.3, which was -176.50 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1500
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 597.8, which was -80.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 677.95, which was -1180.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 1857.95, 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 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 1857.95, 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 1857.95, 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 1857.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0