BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Oct 2024 02:01 PM IST
| BAJAJ-AUTO 11500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 10020.00 | 8.35 | -7.40 | 7,84,275 | 45,975 | 5,84,400 | ||||
| 17 Oct | 10119.45 | 15.75 | -358.75 | 30,90,600 | 4,57,800 | 5,32,200 | ||||
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| 16 Oct | 11616.95 | 374.5 | 53.60 | 8,87,925 | 15,675 | 75,750 | ||||
| 15 Oct | 11521.50 | 320.9 | -223.75 | 1,95,675 | 34,350 | 60,300 | ||||
| 14 Oct | 11899.30 | 544.65 | 15.70 | 975 | 0 | 25,950 | ||||
| 11 Oct | 11876.95 | 528.95 | -33.65 | 3,750 | 450 | 25,950 | ||||
| 10 Oct | 11832.00 | 562.6 | 35.10 | 4,350 | -675 | 25,500 | ||||
| 9 Oct | 11818.10 | 527.5 | -67.50 | 5,100 | 300 | 26,400 | ||||
| 8 Oct | 11889.10 | 595 | 171.90 | 18,675 | 900 | 25,950 | ||||
| 7 Oct | 11617.05 | 423.1 | -84.85 | 31,050 | 525 | 24,975 | ||||
| 4 Oct | 11774.40 | 507.95 | -76.05 | 13,425 | 3,375 | 24,525 | ||||
| 3 Oct | 11806.45 | 584 | -291.95 | 6,675 | -150 | 21,075 | ||||
| 1 Oct | 12157.45 | 875.95 | -142.20 | 3,450 | 375 | 21,225 | ||||
| 30 Sept | 12345.95 | 1018.15 | -336.20 | 4,350 | -1,650 | 20,850 | ||||
| 27 Sept | 12666.40 | 1354.35 | 119.35 | 3,075 | -2,100 | 22,575 | ||||
| 26 Sept | 12621.65 | 1235 | 178.00 | 5,025 | 2,625 | 24,825 | ||||
| 25 Sept | 12397.25 | 1057 | -23.00 | 7,425 | 1,425 | 22,200 | ||||
| 24 Sept | 12443.65 | 1080 | 84.80 | 8,400 | 5,775 | 20,700 | ||||
| 23 Sept | 12338.95 | 995.2 | 232.35 | 4,950 | 2,700 | 14,850 | ||||
| 20 Sept | 11941.70 | 762.85 | 101.65 | 6,375 | 3,825 | 12,225 | ||||
| 19 Sept | 11868.00 | 661.2 | 71.20 | 3,525 | 525 | 8,400 | ||||
| 18 Sept | 11764.65 | 590 | -90.60 | 2,775 | 225 | 7,950 | ||||
| 17 Sept | 11950.30 | 680.6 | 146.60 | 4,875 | 975 | 7,650 | ||||
| 16 Sept | 11688.35 | 534 | -46.25 | 2,400 | -600 | 6,600 | ||||
| 13 Sept | 11737.15 | 580.25 | 29.25 | 3,225 | -750 | 7,200 | ||||
| 12 Sept | 11723.50 | 551 | 151.00 | 9,975 | 2,475 | 7,500 | ||||
| 11 Sept | 11420.75 | 400 | 165.55 | 7,650 | 1,125 | 5,100 | ||||
| 10 Sept | 10987.75 | 234.45 | 49.45 | 2,325 | 1,350 | 3,975 | ||||
| 9 Sept | 10847.60 | 185 | -25.00 | 825 | 750 | 2,700 | ||||
| 6 Sept | 10830.10 | 210 | -10.00 | 600 | 225 | 1,950 | ||||
| 5 Sept | 10855.75 | 220 | -42.50 | 825 | 300 | 1,650 | ||||
| 4 Sept | 10963.70 | 262.5 | -33.50 | 825 | 300 | 1,275 | ||||
| 3 Sept | 11043.65 | 296 | -18.35 | 300 | 150 | 975 | ||||
| 2 Sept | 11126.10 | 314.35 | 1,800 | 825 | 825 | |||||
For Bajaj Auto Limited - strike price 11500 expiring on 31OCT2024
Delta for 11500 CE is -
Historical price for 11500 CE is as follows
On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 8.35, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by 45975 which increased total open position to 584400
On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 15.75, which was -358.75 lower than the previous day. The implied volatity was -, the open interest changed by 457800 which increased total open position to 532200
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 374.5, which was 53.60 higher than the previous day. The implied volatity was -, the open interest changed by 15675 which increased total open position to 75750
On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 320.9, which was -223.75 lower than the previous day. The implied volatity was -, the open interest changed by 34350 which increased total open position to 60300
On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 544.65, which was 15.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25950
On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 528.95, which was -33.65 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 25950
On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 562.6, which was 35.10 higher than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 25500
On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 527.5, which was -67.50 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 26400
On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 595, which was 171.90 higher than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 25950
On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 423.1, which was -84.85 lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 24975
On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 507.95, which was -76.05 lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 24525
On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 584, which was -291.95 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 21075
On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 875.95, which was -142.20 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 21225
On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 1018.15, which was -336.20 lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 20850
On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1354.35, which was 119.35 higher than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 22575
On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 1235, which was 178.00 higher than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 24825
On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 1057, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 22200
On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 1080, which was 84.80 higher than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 20700
On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 995.2, which was 232.35 higher than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 14850
On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 762.85, which was 101.65 higher than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 12225
On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 661.2, which was 71.20 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 8400
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 590, which was -90.60 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 7950
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 680.6, which was 146.60 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 7650
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 534, which was -46.25 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 6600
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 580.25, which was 29.25 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 7200
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 551, which was 151.00 higher than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 7500
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 400, which was 165.55 higher than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 5100
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 234.45, which was 49.45 higher than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 3975
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 185, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2700
On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 210, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 1950
On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 220, which was -42.50 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1650
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 262.5, which was -33.50 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1275
On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 296, which was -18.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 975
On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 314.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
| BAJAJ-AUTO 11500 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Oct | 10020.00 | 1434.3 | 39.60 | 16,650 | -12,075 | 85,350 |
| 17 Oct | 10119.45 | 1394.7 | 1219.65 | 3,70,725 | -49,575 | 1,73,475 |
| 16 Oct | 11616.95 | 175.05 | -52.30 | 10,23,000 | 42,825 | 2,23,050 |
| 15 Oct | 11521.50 | 227.35 | 128.30 | 8,02,500 | 86,400 | 1,79,850 |
| 14 Oct | 11899.30 | 99.05 | -27.95 | 67,125 | -4,425 | 93,600 |
| 11 Oct | 11876.95 | 127 | -13.80 | 95,325 | 2,100 | 97,875 |
| 10 Oct | 11832.00 | 140.8 | -9.70 | 98,775 | 1,500 | 95,850 |
| 9 Oct | 11818.10 | 150.5 | 27.40 | 71,700 | -7,275 | 94,125 |
| 8 Oct | 11889.10 | 123.1 | -80.25 | 1,21,275 | 3,525 | 1,00,950 |
| 7 Oct | 11617.05 | 203.35 | 29.40 | 1,39,275 | 6,975 | 98,025 |
| 4 Oct | 11774.40 | 173.95 | 13.95 | 1,61,700 | 1,350 | 91,425 |
| 3 Oct | 11806.45 | 160 | 65.20 | 1,76,475 | 1,875 | 90,300 |
| 1 Oct | 12157.45 | 94.8 | 16.85 | 1,52,025 | -1,350 | 86,400 |
| 30 Sept | 12345.95 | 77.95 | 28.95 | 1,66,500 | -5,625 | 89,025 |
| 27 Sept | 12666.40 | 49 | -11.90 | 86,700 | 975 | 94,725 |
| 26 Sept | 12621.65 | 60.9 | -27.10 | 1,44,525 | 37,275 | 94,050 |
| 25 Sept | 12397.25 | 88 | -11.20 | 38,100 | 1,650 | 56,625 |
| 24 Sept | 12443.65 | 99.2 | -9.80 | 49,350 | 9,450 | 55,200 |
| 23 Sept | 12338.95 | 109 | -71.00 | 75,450 | 16,425 | 45,825 |
| 20 Sept | 11941.70 | 180 | -32.00 | 28,650 | 5,250 | 29,325 |
| 19 Sept | 11868.00 | 212 | -36.00 | 25,050 | 3,075 | 24,075 |
| 18 Sept | 11764.65 | 248 | 40.50 | 25,275 | 3,450 | 21,075 |
| 17 Sept | 11950.30 | 207.5 | -49.65 | 17,175 | 7,200 | 17,775 |
| 16 Sept | 11688.35 | 257.15 | -2.85 | 7,275 | 4,275 | 10,575 |
| 13 Sept | 11737.15 | 260 | -16.40 | 12,375 | 3,600 | 7,950 |
| 12 Sept | 11723.50 | 276.4 | -148.55 | 6,825 | 2,850 | 4,200 |
| 11 Sept | 11420.75 | 424.95 | -412.00 | 1,425 | 150 | 150 |
| 10 Sept | 10987.75 | 836.95 | 0.00 | 0 | 0 | 0 |
| 9 Sept | 10847.60 | 836.95 | 0.00 | 0 | 0 | 0 |
| 6 Sept | 10830.10 | 836.95 | 0.00 | 0 | 0 | 0 |
| 5 Sept | 10855.75 | 836.95 | 0.00 | 0 | 0 | 0 |
| 4 Sept | 10963.70 | 836.95 | 0.00 | 0 | 0 | 0 |
| 3 Sept | 11043.65 | 836.95 | 0.00 | 0 | 0 | 0 |
| 2 Sept | 11126.10 | 836.95 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11500 expiring on 31OCT2024
Delta for 11500 PE is -
Historical price for 11500 PE is as follows
On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1434.3, which was 39.60 higher than the previous day. The implied volatity was -, the open interest changed by -12075 which decreased total open position to 85350
On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1394.7, which was 1219.65 higher than the previous day. The implied volatity was -, the open interest changed by -49575 which decreased total open position to 173475
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 175.05, which was -52.30 lower than the previous day. The implied volatity was -, the open interest changed by 42825 which increased total open position to 223050
On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 227.35, which was 128.30 higher than the previous day. The implied volatity was -, the open interest changed by 86400 which increased total open position to 179850
On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 99.05, which was -27.95 lower than the previous day. The implied volatity was -, the open interest changed by -4425 which decreased total open position to 93600
On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 127, which was -13.80 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 97875
On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 140.8, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 95850
On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 150.5, which was 27.40 higher than the previous day. The implied volatity was -, the open interest changed by -7275 which decreased total open position to 94125
On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 123.1, which was -80.25 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 100950
On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 203.35, which was 29.40 higher than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 98025
On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 173.95, which was 13.95 higher than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 91425
On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 160, which was 65.20 higher than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 90300
On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 94.8, which was 16.85 higher than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 86400
On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 77.95, which was 28.95 higher than the previous day. The implied volatity was -, the open interest changed by -5625 which decreased total open position to 89025
On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 49, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 94725
On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 60.9, which was -27.10 lower than the previous day. The implied volatity was -, the open interest changed by 37275 which increased total open position to 94050
On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 88, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 56625
On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 99.2, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by 9450 which increased total open position to 55200
On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 109, which was -71.00 lower than the previous day. The implied volatity was -, the open interest changed by 16425 which increased total open position to 45825
On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 180, which was -32.00 lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 29325
On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 212, which was -36.00 lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 24075
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 248, which was 40.50 higher than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 21075
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 207.5, which was -49.65 lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 17775
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 257.15, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 10575
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 260, which was -16.40 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 7950
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 276.4, which was -148.55 lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 4200
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 424.95, which was -412.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 836.95, 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 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 836.95, 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 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 836.95, 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 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 836.95, 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 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 836.95, 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 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 836.95, 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 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 836.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
