BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Sep 2024 04:11 PM IST
| BAJAJ-AUTO 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Sept | 11764.65 | 350 | -110.00 | 55,800 | -11,400 | 74,250 | ||||
| 17 Sept | 11950.30 | 460 | 146.95 | 1,70,625 | -20,100 | 86,100 | ||||
| 16 Sept | 11688.35 | 313.05 | -57.30 | 92,550 | -8,250 | 1,06,125 | ||||
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| 13 Sept | 11737.15 | 370.35 | 35.45 | 2,12,175 | -10,425 | 1,14,225 | ||||
| 12 Sept | 11723.50 | 334.9 | 148.90 | 17,76,000 | -56,400 | 1,24,725 | ||||
| 11 Sept | 11420.75 | 186 | 122.00 | 30,34,650 | 87,825 | 1,82,400 | ||||
| 10 Sept | 10987.75 | 64 | 17.40 | 2,30,475 | 15,525 | 1,01,925 | ||||
| 9 Sept | 10847.60 | 46.6 | -11.40 | 1,31,100 | -6,300 | 87,225 | ||||
| 6 Sept | 10830.10 | 58 | -2.00 | 1,29,975 | -15,975 | 94,275 | ||||
| 5 Sept | 10855.75 | 60 | -29.35 | 1,37,550 | 9,375 | 1,10,325 | ||||
| 4 Sept | 10963.70 | 89.35 | -24.15 | 1,56,225 | -3,000 | 1,01,400 | ||||
| 3 Sept | 11043.65 | 113.5 | -20.55 | 2,04,300 | -15,225 | 1,04,625 | ||||
| 2 Sept | 11126.10 | 134.05 | 39.05 | 10,98,450 | 62,925 | 1,21,425 | ||||
| 30 Aug | 10891.55 | 95 | 10.20 | 3,35,475 | 13,500 | 58,875 | ||||
| 29 Aug | 10807.85 | 84.8 | 23.80 | 2,37,225 | 22,800 | 44,625 | ||||
| 28 Aug | 10656.75 | 61 | 14.00 | 73,575 | 14,700 | 21,750 | ||||
| 27 Aug | 10501.60 | 47 | 3.50 | 16,350 | 4,425 | 7,650 | ||||
| 26 Aug | 10432.55 | 43.5 | 23.05 | 4,800 | 3,225 | 3,225 | ||||
| 23 Aug | 10406.45 | 20.45 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 11500 expiring on 26SEP2024
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 350, which was -110.00 lower than the previous day. The implied volatity was -, the open interest changed by -11400 which decreased total open position to 74250
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 460, which was 146.95 higher than the previous day. The implied volatity was -, the open interest changed by -20100 which decreased total open position to 86100
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 313.05, which was -57.30 lower than the previous day. The implied volatity was -, the open interest changed by -8250 which decreased total open position to 106125
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 370.35, which was 35.45 higher than the previous day. The implied volatity was -, the open interest changed by -10425 which decreased total open position to 114225
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 334.9, which was 148.90 higher than the previous day. The implied volatity was -, the open interest changed by -56400 which decreased total open position to 124725
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 186, which was 122.00 higher than the previous day. The implied volatity was -, the open interest changed by 87825 which increased total open position to 182400
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 64, which was 17.40 higher than the previous day. The implied volatity was -, the open interest changed by 15525 which increased total open position to 101925
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 46.6, which was -11.40 lower than the previous day. The implied volatity was -, the open interest changed by -6300 which decreased total open position to 87225
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 58, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -15975 which decreased total open position to 94275
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 60, which was -29.35 lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 110325
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 89.35, which was -24.15 lower than the previous day. The implied volatity was -, the open interest changed by -3000 which decreased total open position to 101400
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 113.5, which was -20.55 lower than the previous day. The implied volatity was -, the open interest changed by -15225 which decreased total open position to 104625
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 134.05, which was 39.05 higher than the previous day. The implied volatity was -, the open interest changed by 62925 which increased total open position to 121425
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 95, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by 13500 which increased total open position to 58875
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 84.8, which was 23.80 higher than the previous day. The implied volatity was -, the open interest changed by 22800 which increased total open position to 44625
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 61, which was 14.00 higher than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 21750
On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 47, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 7650
On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 43.5, which was 23.05 higher than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 3225
On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 20.45, 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 11500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Sept | 11764.65 | 74 | 21.40 | 5,48,850 | -40,575 | 1,40,250 |
| 17 Sept | 11950.30 | 52.6 | -40.65 | 5,02,275 | 40,350 | 1,82,100 |
| 16 Sept | 11688.35 | 93.25 | -5.80 | 3,56,325 | -15,900 | 1,41,750 |
| 13 Sept | 11737.15 | 99.05 | -23.30 | 5,30,325 | 3,975 | 1,57,800 |
| 12 Sept | 11723.50 | 122.35 | -141.65 | 14,15,325 | 99,900 | 1,55,325 |
| 11 Sept | 11420.75 | 264 | -291.45 | 4,42,500 | 51,150 | 55,875 |
| 10 Sept | 10987.75 | 555.45 | -89.80 | 3,000 | -300 | 4,800 |
| 9 Sept | 10847.60 | 645.25 | -35.50 | 225 | -75 | 4,950 |
| 6 Sept | 10830.10 | 680.75 | 37.65 | 900 | -450 | 4,800 |
| 5 Sept | 10855.75 | 643.1 | 81.95 | 375 | 0 | 5,325 |
| 4 Sept | 10963.70 | 561.15 | 58.80 | 6,225 | -75 | 5,400 |
| 3 Sept | 11043.65 | 502.35 | 4.05 | 4,500 | 750 | 5,625 |
| 2 Sept | 11126.10 | 498.3 | -134.45 | 14,700 | 2,775 | 4,575 |
| 30 Aug | 10891.55 | 632.75 | -112.00 | 1,875 | 900 | 1,125 |
| 29 Aug | 10807.85 | 744.75 | -1353.65 | 225 | 150 | 150 |
| 28 Aug | 10656.75 | 2098.4 | 0.00 | 0 | 0 | 0 |
| 27 Aug | 10501.60 | 2098.4 | 0.00 | 0 | 0 | 0 |
| 26 Aug | 10432.55 | 2098.4 | 2098.40 | 0 | 0 | 0 |
| 23 Aug | 10406.45 | 0 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11500 expiring on 26SEP2024
Delta for 11500 PE is -
Historical price for 11500 PE is as follows
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 74, which was 21.40 higher than the previous day. The implied volatity was -, the open interest changed by -40575 which decreased total open position to 140250
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 52.6, which was -40.65 lower than the previous day. The implied volatity was -, the open interest changed by 40350 which increased total open position to 182100
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 93.25, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by -15900 which decreased total open position to 141750
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 99.05, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 157800
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 122.35, which was -141.65 lower than the previous day. The implied volatity was -, the open interest changed by 99900 which increased total open position to 155325
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 264, which was -291.45 lower than the previous day. The implied volatity was -, the open interest changed by 51150 which increased total open position to 55875
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 555.45, which was -89.80 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 4800
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 645.25, which was -35.50 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 4950
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 680.75, which was 37.65 higher than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 4800
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 643.1, which was 81.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5325
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 561.15, which was 58.80 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5400
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 502.35, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 5625
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 498.3, which was -134.45 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 4575
On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 632.75, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1125
On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 744.75, which was -1353.65 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 2098.4, 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 2098.4, 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 2098.4, which was 2098.40 higher 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 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