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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 11700 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 215.6 -95.90 1,75,875 -13,725 66,525
17 Sept 11950.30 311.5 113.50 7,70,775 -35,775 80,250
16 Sept 11688.35 198 -45.10 3,13,125 9,300 1,16,175
13 Sept 11737.15 243.1 23.10 7,06,425 -32,775 1,07,550
12 Sept 11723.50 220 99.55 24,69,150 73,650 1,42,500
11 Sept 11420.75 120.45 80.60 9,24,900 44,625 71,850
10 Sept 10987.75 39.85 8.60 24,150 75 27,225
9 Sept 10847.60 31.25 -6.90 20,700 225 27,225
6 Sept 10830.10 38.15 -0.40 17,100 975 27,075
5 Sept 10855.75 38.55 -18.75 42,900 300 25,800
4 Sept 10963.70 57.3 -17.75 29,625 -3,450 26,025
3 Sept 11043.65 75.05 -13.60 36,900 1,875 29,550
2 Sept 11126.10 88.65 25.75 2,46,300 7,050 28,200
30 Aug 10891.55 62.9 5.45 61,950 7,800 22,350
29 Aug 10807.85 57.45 12.70 65,775 7,800 14,475
28 Aug 10656.75 44.75 11.75 17,250 4,200 6,450
27 Aug 10501.60 33 7.80 7,500 1,950 2,100
26 Aug 10432.55 25.2 375 150 150


For Bajaj Auto Limited - strike price 11700 expiring on 26SEP2024

Delta for 11700 CE is -

Historical price for 11700 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 215.6, which was -95.90 lower than the previous day. The implied volatity was -, the open interest changed by -13725 which decreased total open position to 66525


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 311.5, which was 113.50 higher than the previous day. The implied volatity was -, the open interest changed by -35775 which decreased total open position to 80250


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 198, which was -45.10 lower than the previous day. The implied volatity was -, the open interest changed by 9300 which increased total open position to 116175


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 243.1, which was 23.10 higher than the previous day. The implied volatity was -, the open interest changed by -32775 which decreased total open position to 107550


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 220, which was 99.55 higher than the previous day. The implied volatity was -, the open interest changed by 73650 which increased total open position to 142500


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 120.45, which was 80.60 higher than the previous day. The implied volatity was -, the open interest changed by 44625 which increased total open position to 71850


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 39.85, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 27225


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 31.25, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 27225


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 38.15, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 27075


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 38.55, which was -18.75 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 25800


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 57.3, which was -17.75 lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 26025


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 75.05, which was -13.60 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 29550


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 88.65, which was 25.75 higher than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 28200


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 62.9, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 22350


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 57.45, which was 12.70 higher than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 14475


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 44.75, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 6450


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 33, which was 7.80 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2100


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 25.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


BAJAJ-AUTO 11700 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 143.55 44.55 4,75,500 -18,300 90,675
17 Sept 11950.30 99 -75.50 5,32,275 14,550 1,09,500
16 Sept 11688.35 174.5 3.00 3,12,075 -7,725 94,800
13 Sept 11737.15 171.5 -36.30 7,17,075 4,500 1,02,450
12 Sept 11723.50 207.8 -191.20 9,57,975 93,225 99,675
11 Sept 11420.75 399 -293.00 16,125 6,300 6,450
10 Sept 10987.75 692 0.00 0 0 0
9 Sept 10847.60 692 0.00 0 0 0
6 Sept 10830.10 692 0.00 0 0 0
5 Sept 10855.75 692 0.00 0 0 0
4 Sept 10963.70 692 0.00 0 0 0
3 Sept 11043.65 692 0.00 0 0 0
2 Sept 11126.10 692 -151.45 150 75 225
30 Aug 10891.55 843.45 -1446.20 225 0 0
29 Aug 10807.85 2289.65 0.00 0 0 0
28 Aug 10656.75 2289.65 0.00 0 0 0
27 Aug 10501.60 2289.65 0.00 0 0 0
26 Aug 10432.55 2289.65 0 0 0


For Bajaj Auto Limited - strike price 11700 expiring on 26SEP2024

Delta for 11700 PE is -

Historical price for 11700 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 143.55, which was 44.55 higher than the previous day. The implied volatity was -, the open interest changed by -18300 which decreased total open position to 90675


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 99, which was -75.50 lower than the previous day. The implied volatity was -, the open interest changed by 14550 which increased total open position to 109500


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 174.5, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by -7725 which decreased total open position to 94800


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 171.5, which was -36.30 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 102450


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 207.8, which was -191.20 lower than the previous day. The implied volatity was -, the open interest changed by 93225 which increased total open position to 99675


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 399, which was -293.00 lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 6450


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 692, 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 692, 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 692, 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 692, 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 692, 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 692, 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 692, which was -151.45 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 225


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 843.45, which was -1446.20 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 2289.65, 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 2289.65, 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 2289.65, 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 2289.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0