BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
18 Oct 2024 02:01 PM IST
| BAJAJ-AUTO 11700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 18 Oct | 10020.00 | 7.35 | -4.65 | 2,18,850 | -3,750 | 1,78,200 | ||||
| 17 Oct | 10119.45 | 12 | -249.90 | 9,70,800 | 95,925 | 1,81,875 | ||||
| 16 Oct | 11616.95 | 261.9 | 39.90 | 7,49,550 | 34,125 | 85,200 | ||||
| 15 Oct | 11521.50 | 222 | -221.50 | 2,32,650 | 31,050 | 51,300 | ||||
| 14 Oct | 11899.30 | 443.5 | 41.60 | 3,075 | 450 | 20,025 | ||||
| 11 Oct | 11876.95 | 401.9 | -29.80 | 18,300 | 1,800 | 19,650 | ||||
| 10 Oct | 11832.00 | 431.7 | 11.30 | 7,650 | -375 | 17,700 | ||||
| 9 Oct | 11818.10 | 420.4 | -33.00 | 11,850 | -3,450 | 18,150 | ||||
| 8 Oct | 11889.10 | 453.4 | 143.90 | 1,43,625 | 5,025 | 21,750 | ||||
| 7 Oct | 11617.05 | 309.5 | -71.60 | 60,975 | 3,525 | 16,650 | ||||
| 4 Oct | 11774.40 | 381.1 | -68.90 | 90,300 | 2,775 | 13,050 | ||||
| 3 Oct | 11806.45 | 450 | -325.25 | 15,375 | 4,800 | 10,500 | ||||
| 1 Oct | 12157.45 | 775.25 | -77.90 | 7,725 | 1,950 | 5,625 | ||||
| 30 Sept | 12345.95 | 853.15 | -190.15 | 1,350 | -900 | 3,525 | ||||
| 27 Sept | 12666.40 | 1043.3 | 218.35 | 450 | 75 | 4,275 | ||||
| 26 Sept | 12621.65 | 824.95 | 0.00 | 0 | 75 | 0 | ||||
| 25 Sept | 12397.25 | 824.95 | -30.25 | 450 | 75 | 4,200 | ||||
| 24 Sept | 12443.65 | 855.2 | 104.65 | 225 | 0 | 4,200 | ||||
| 23 Sept | 12338.95 | 750.55 | 186.55 | 900 | 150 | 4,200 | ||||
| 20 Sept | 11941.70 | 564 | 0.00 | 0 | -450 | 0 | ||||
| 19 Sept | 11868.00 | 564 | 74.00 | 675 | -375 | 4,125 | ||||
| 18 Sept | 11764.65 | 490 | -65.00 | 1,125 | 0 | 4,425 | ||||
| 17 Sept | 11950.30 | 555 | 120.30 | 5,325 | 300 | 4,425 | ||||
| 16 Sept | 11688.35 | 434.7 | -50.15 | 2,475 | 1,125 | 4,050 | ||||
| 13 Sept | 11737.15 | 484.85 | 38.50 | 3,225 | 375 | 2,850 | ||||
| 12 Sept | 11723.50 | 446.35 | 96.35 | 5,475 | 1,950 | 2,175 | ||||
| 11 Sept | 11420.75 | 350 | 176.05 | 225 | 150 | 225 | ||||
| 10 Sept | 10987.75 | 173.95 | -127.35 | 75 | 0 | 75 | ||||
| 9 Sept | 10847.60 | 301.3 | 0.00 | 0 | 0 | 0 | ||||
| 6 Sept | 10830.10 | 301.3 | 0.00 | 0 | 0 | 0 | ||||
| 5 Sept | 10855.75 | 301.3 | 0.00 | 0 | 75 | 0 | ||||
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| 4 Sept | 10963.70 | 301.3 | 70.10 | 75 | 0 | 0 | ||||
| 3 Sept | 11043.65 | 231.2 | 0.00 | 0 | 0 | 0 | ||||
| 2 Sept | 11126.10 | 231.2 | 0 | 0 | 0 | |||||
For Bajaj Auto Limited - strike price 11700 expiring on 31OCT2024
Delta for 11700 CE is -
Historical price for 11700 CE is as follows
On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 7.35, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 178200
On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 12, which was -249.90 lower than the previous day. The implied volatity was -, the open interest changed by 95925 which increased total open position to 181875
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 261.9, which was 39.90 higher than the previous day. The implied volatity was -, the open interest changed by 34125 which increased total open position to 85200
On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 222, which was -221.50 lower than the previous day. The implied volatity was -, the open interest changed by 31050 which increased total open position to 51300
On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 443.5, which was 41.60 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 20025
On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 401.9, which was -29.80 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 19650
On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 431.7, which was 11.30 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 17700
On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 420.4, which was -33.00 lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 18150
On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 453.4, which was 143.90 higher than the previous day. The implied volatity was -, the open interest changed by 5025 which increased total open position to 21750
On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 309.5, which was -71.60 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 16650
On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 381.1, which was -68.90 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 13050
On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 450, which was -325.25 lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 10500
On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 775.25, which was -77.90 lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 5625
On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 853.15, which was -190.15 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 3525
On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1043.3, which was 218.35 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4275
On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 824.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 824.95, which was -30.25 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 4200
On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 855.2, which was 104.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4200
On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 750.55, which was 186.55 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4200
On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 564, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 0
On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 564, which was 74.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 4125
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 490, which was -65.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4425
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 555, which was 120.30 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 4425
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 434.7, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 4050
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 484.85, which was 38.50 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 2850
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 446.35, which was 96.35 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2175
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 350, which was 176.05 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 225
On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 173.95, which was -127.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 301.3, 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 301.3, 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 301.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 301.3, which was 70.10 higher 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 231.2, 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 231.2, 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 11700 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 18 Oct | 10020.00 | 1531 | -52.95 | 2,250 | -1,050 | 34,125 |
| 17 Oct | 10119.45 | 1583.95 | 1321.00 | 66,300 | -24,225 | 35,250 |
| 16 Oct | 11616.95 | 262.95 | -68.05 | 1,62,075 | 14,625 | 59,475 |
| 15 Oct | 11521.50 | 331 | 170.60 | 2,96,475 | 7,050 | 48,825 |
| 14 Oct | 11899.30 | 160.4 | -30.60 | 24,075 | -2,100 | 41,850 |
| 11 Oct | 11876.95 | 191 | -15.00 | 72,900 | 3,225 | 43,725 |
| 10 Oct | 11832.00 | 206 | -10.15 | 33,525 | -150 | 40,500 |
| 9 Oct | 11818.10 | 216.15 | 35.85 | 52,200 | 1,950 | 40,875 |
| 8 Oct | 11889.10 | 180.3 | -107.65 | 84,450 | 7,125 | 39,150 |
| 7 Oct | 11617.05 | 287.95 | 40.80 | 1,18,875 | 3,375 | 32,250 |
| 4 Oct | 11774.40 | 247.15 | 15.60 | 1,75,275 | 9,825 | 29,925 |
| 3 Oct | 11806.45 | 231.55 | 95.00 | 73,050 | 5,850 | 20,475 |
| 1 Oct | 12157.45 | 136.55 | 29.65 | 51,075 | -750 | 14,325 |
| 30 Sept | 12345.95 | 106.9 | 38.90 | 24,600 | -1,575 | 15,525 |
| 27 Sept | 12666.40 | 68 | -13.70 | 17,175 | 2,325 | 17,325 |
| 26 Sept | 12621.65 | 81.7 | -34.60 | 12,300 | 3,975 | 15,225 |
| 25 Sept | 12397.25 | 116.3 | -18.30 | 5,850 | 900 | 11,250 |
| 24 Sept | 12443.65 | 134.6 | -18.00 | 5,850 | 1,125 | 10,275 |
| 23 Sept | 12338.95 | 152.6 | -92.10 | 12,750 | 2,775 | 9,075 |
| 20 Sept | 11941.70 | 244.7 | -34.30 | 2,250 | -450 | 6,300 |
| 19 Sept | 11868.00 | 279 | -47.20 | 8,250 | 0 | 6,825 |
| 18 Sept | 11764.65 | 326.2 | 46.20 | 6,300 | 2,625 | 6,825 |
| 17 Sept | 11950.30 | 280 | -84.00 | 6,075 | 3,525 | 4,125 |
| 16 Sept | 11688.35 | 364 | 14.85 | 375 | 75 | 525 |
| 13 Sept | 11737.15 | 349.15 | -20.85 | 300 | 75 | 375 |
| 12 Sept | 11723.50 | 370 | -607.25 | 975 | 225 | 225 |
| 11 Sept | 11420.75 | 977.25 | 0.00 | 0 | 0 | 0 |
| 10 Sept | 10987.75 | 977.25 | 0.00 | 0 | 0 | 0 |
| 9 Sept | 10847.60 | 977.25 | 0.00 | 0 | 0 | 0 |
| 6 Sept | 10830.10 | 977.25 | 0.00 | 0 | 0 | 0 |
| 5 Sept | 10855.75 | 977.25 | 0.00 | 0 | 0 | 0 |
| 4 Sept | 10963.70 | 977.25 | 0.00 | 0 | 0 | 0 |
| 3 Sept | 11043.65 | 977.25 | 0.00 | 0 | 0 | 0 |
| 2 Sept | 11126.10 | 977.25 | 0 | 0 | 0 | |
For Bajaj Auto Limited - strike price 11700 expiring on 31OCT2024
Delta for 11700 PE is -
Historical price for 11700 PE is as follows
On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1531, which was -52.95 lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 34125
On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1583.95, which was 1321.00 higher than the previous day. The implied volatity was -, the open interest changed by -24225 which decreased total open position to 35250
On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 262.95, which was -68.05 lower than the previous day. The implied volatity was -, the open interest changed by 14625 which increased total open position to 59475
On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 331, which was 170.60 higher than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 48825
On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 160.4, which was -30.60 lower than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 41850
On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 191, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 43725
On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 206, which was -10.15 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 40500
On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 216.15, which was 35.85 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 40875
On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 180.3, which was -107.65 lower than the previous day. The implied volatity was -, the open interest changed by 7125 which increased total open position to 39150
On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 287.95, which was 40.80 higher than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 32250
On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 247.15, which was 15.60 higher than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 29925
On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 231.55, which was 95.00 higher than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 20475
On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 136.55, which was 29.65 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 14325
On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 106.9, which was 38.90 higher than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 15525
On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 68, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 17325
On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 81.7, which was -34.60 lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 15225
On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 116.3, which was -18.30 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 11250
On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 134.6, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 10275
On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 152.6, which was -92.10 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 9075
On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 244.7, which was -34.30 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 6300
On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 279, which was -47.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6825
On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 326.2, which was 46.20 higher than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 6825
On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 280, which was -84.00 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 4125
On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 364, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525
On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 349.15, which was -20.85 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 375
On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 370, which was -607.25 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 977.25, 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 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 977.25, 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 977.25, 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 977.25, 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 977.25, 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 977.25, 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 977.25, 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 977.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
