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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 11600 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 282.6 -103.40 37,575 -5,775 49,725
17 Sept 11950.30 386 133.00 1,44,600 -17,400 55,725
16 Sept 11688.35 253 -51.75 1,18,575 -4,575 73,800
13 Sept 11737.15 304.75 32.10 1,67,400 -21,150 78,225
12 Sept 11723.50 272.65 123.35 16,56,075 14,400 99,750
11 Sept 11420.75 149.3 99.30 9,48,150 37,125 86,100
10 Sept 10987.75 50 13.10 58,875 -3,975 49,200
9 Sept 10847.60 36.9 -9.10 41,400 -1,875 54,000
6 Sept 10830.10 46 -1.95 29,550 1,350 55,875
5 Sept 10855.75 47.95 -24.20 55,650 5,775 54,525
4 Sept 10963.70 72.15 -21.80 38,625 -6,975 48,825
3 Sept 11043.65 93.95 -15.55 53,550 -3,825 55,875
2 Sept 11126.10 109.5 32.70 2,66,100 20,100 60,450
30 Aug 10891.55 76.8 7.30 85,125 8,400 40,350
29 Aug 10807.85 69.5 19.40 63,750 17,250 31,875
28 Aug 10656.75 50.1 11.35 17,850 2,850 14,550
27 Aug 10501.60 38.75 2.15 14,400 975 11,700
26 Aug 10432.55 36.6 -2.65 16,425 3,225 10,725
23 Aug 10406.45 39.25 14,175 7,350 7,350


For Bajaj Auto Limited - strike price 11600 expiring on 26SEP2024

Delta for 11600 CE is -

Historical price for 11600 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 282.6, which was -103.40 lower than the previous day. The implied volatity was -, the open interest changed by -5775 which decreased total open position to 49725


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 386, which was 133.00 higher than the previous day. The implied volatity was -, the open interest changed by -17400 which decreased total open position to 55725


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 253, which was -51.75 lower than the previous day. The implied volatity was -, the open interest changed by -4575 which decreased total open position to 73800


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 304.75, which was 32.10 higher than the previous day. The implied volatity was -, the open interest changed by -21150 which decreased total open position to 78225


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 272.65, which was 123.35 higher than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 99750


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 149.3, which was 99.30 higher than the previous day. The implied volatity was -, the open interest changed by 37125 which increased total open position to 86100


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 50, which was 13.10 higher than the previous day. The implied volatity was -, the open interest changed by -3975 which decreased total open position to 49200


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 36.9, which was -9.10 lower than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 54000


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 46, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 55875


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 47.95, which was -24.20 lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 54525


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 72.15, which was -21.80 lower than the previous day. The implied volatity was -, the open interest changed by -6975 which decreased total open position to 48825


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 93.95, which was -15.55 lower than the previous day. The implied volatity was -, the open interest changed by -3825 which decreased total open position to 55875


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 109.5, which was 32.70 higher than the previous day. The implied volatity was -, the open interest changed by 20100 which increased total open position to 60450


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 76.8, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 40350


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 69.5, which was 19.40 higher than the previous day. The implied volatity was -, the open interest changed by 17250 which increased total open position to 31875


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 50.1, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 14550


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 38.75, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 11700


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 36.6, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 10725


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 39.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 7350


BAJAJ-AUTO 11600 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 102.95 31.90 3,12,075 -38,100 74,775
17 Sept 11950.30 71.05 -56.00 3,70,425 29,025 1,13,700
16 Sept 11688.35 127.05 -3.00 2,55,900 -7,200 84,600
13 Sept 11737.15 130.05 -28.60 4,71,750 1,350 91,950
12 Sept 11723.50 158.65 -169.85 9,72,150 88,500 91,350
11 Sept 11420.75 328.5 -311.50 5,925 2,625 2,775
10 Sept 10987.75 640 0.00 0 0 0
9 Sept 10847.60 640 0.00 0 0 0
6 Sept 10830.10 640 0.00 0 0 0
5 Sept 10855.75 640 0.00 0 0 0
4 Sept 10963.70 640 70.00 150 0 150
3 Sept 11043.65 570 0.00 0 150 0
2 Sept 11126.10 570 -1466.60 150 0 0
30 Aug 10891.55 2036.6 0.00 0 0 0
29 Aug 10807.85 2036.6 0.00 0 0 0
28 Aug 10656.75 2036.6 0.00 0 0 0
27 Aug 10501.60 2036.6 0.00 0 0 0
26 Aug 10432.55 2036.6 0.00 0 0 0
23 Aug 10406.45 2036.6 0 0 0


For Bajaj Auto Limited - strike price 11600 expiring on 26SEP2024

Delta for 11600 PE is -

Historical price for 11600 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 102.95, which was 31.90 higher than the previous day. The implied volatity was -, the open interest changed by -38100 which decreased total open position to 74775


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 71.05, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by 29025 which increased total open position to 113700


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 127.05, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 84600


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 130.05, which was -28.60 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 91950


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 158.65, which was -169.85 lower than the previous day. The implied volatity was -, the open interest changed by 88500 which increased total open position to 91350


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 328.5, which was -311.50 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2775


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 640, 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 640, 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 640, 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 640, 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 640, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 570, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 570, which was -1466.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 2036.6, 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 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 2036.6, 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 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 2036.6, 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 2036.6, 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 2036.6, 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 2036.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0