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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 11800 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 168 -78.00 4,54,350 -6,075 1,05,525
17 Sept 11950.30 246 93.20 13,32,750 -44,175 1,14,075
16 Sept 11688.35 152.8 -43.15 3,59,700 -20,025 1,58,550
13 Sept 11737.15 195.95 19.15 14,71,725 51,000 1,79,250
12 Sept 11723.50 176.8 79.80 22,14,075 63,675 1,29,675
11 Sept 11420.75 97 66.05 6,47,100 27,675 66,225
10 Sept 10987.75 30.95 4.50 35,100 -525 38,700
9 Sept 10847.60 26.45 -5.10 20,925 -150 39,150
6 Sept 10830.10 31.55 -0.10 17,250 1,500 39,750
5 Sept 10855.75 31.65 -14.70 28,650 4,050 38,325
4 Sept 10963.70 46.35 -15.95 49,200 -2,475 34,800
3 Sept 11043.65 62.3 -10.60 45,375 -300 37,575
2 Sept 11126.10 72.9 21.85 2,66,325 23,775 37,500
30 Aug 10891.55 51.05 6.60 49,125 7,575 14,400
29 Aug 10807.85 44.45 9.60 42,450 6,825 6,975
28 Aug 10656.75 34.85 -14.50 450 75 75
27 Aug 10501.60 49.35 0.00 0 0 0
26 Aug 10432.55 49.35 0 0 0


For Bajaj Auto Limited - strike price 11800 expiring on 26SEP2024

Delta for 11800 CE is -

Historical price for 11800 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 168, which was -78.00 lower than the previous day. The implied volatity was -, the open interest changed by -6075 which decreased total open position to 105525


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 246, which was 93.20 higher than the previous day. The implied volatity was -, the open interest changed by -44175 which decreased total open position to 114075


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 152.8, which was -43.15 lower than the previous day. The implied volatity was -, the open interest changed by -20025 which decreased total open position to 158550


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 195.95, which was 19.15 higher than the previous day. The implied volatity was -, the open interest changed by 51000 which increased total open position to 179250


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 176.8, which was 79.80 higher than the previous day. The implied volatity was -, the open interest changed by 63675 which increased total open position to 129675


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 97, which was 66.05 higher than the previous day. The implied volatity was -, the open interest changed by 27675 which increased total open position to 66225


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 30.95, which was 4.50 higher than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 38700


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 26.45, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 39150


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 31.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 39750


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 31.65, which was -14.70 lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 38325


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 46.35, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by -2475 which decreased total open position to 34800


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 62.3, which was -10.60 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 37575


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 72.9, which was 21.85 higher than the previous day. The implied volatity was -, the open interest changed by 23775 which increased total open position to 37500


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 51.05, which was 6.60 higher than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 14400


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 44.45, which was 9.60 higher than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 6975


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 34.85, which was -14.50 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 49.35, 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 49.35, 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 11800 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 191 56.00 7,22,775 -21,975 71,925
17 Sept 11950.30 135 -92.00 5,32,275 49,275 1,14,075
16 Sept 11688.35 227 4.15 1,51,725 -6,225 65,025
13 Sept 11737.15 222.85 -35.65 5,69,100 21,750 70,950
12 Sept 11723.50 258.5 -210.50 3,97,575 41,550 48,900
11 Sept 11420.75 469 -241.00 26,850 6,975 7,350
10 Sept 10987.75 710 0.00 0 0 0
9 Sept 10847.60 710 0.00 0 0 0
6 Sept 10830.10 710 0.00 0 0 0
5 Sept 10855.75 710 0.00 0 0 0
4 Sept 10963.70 710 0.00 0 75 0
3 Sept 11043.65 710 -56.75 300 0 300
2 Sept 11126.10 766.75 -166.25 450 150 225
30 Aug 10891.55 933 -1285.75 75 0 0
29 Aug 10807.85 2218.75 0.00 0 0 0
28 Aug 10656.75 2218.75 0.00 0 0 0
27 Aug 10501.60 2218.75 0.00 0 0 0
26 Aug 10432.55 2218.75 0 0 0


For Bajaj Auto Limited - strike price 11800 expiring on 26SEP2024

Delta for 11800 PE is -

Historical price for 11800 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 191, which was 56.00 higher than the previous day. The implied volatity was -, the open interest changed by -21975 which decreased total open position to 71925


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 135, which was -92.00 lower than the previous day. The implied volatity was -, the open interest changed by 49275 which increased total open position to 114075


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 227, which was 4.15 higher than the previous day. The implied volatity was -, the open interest changed by -6225 which decreased total open position to 65025


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 222.85, which was -35.65 lower than the previous day. The implied volatity was -, the open interest changed by 21750 which increased total open position to 70950


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 258.5, which was -210.50 lower than the previous day. The implied volatity was -, the open interest changed by 41550 which increased total open position to 48900


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 469, which was -241.00 lower than the previous day. The implied volatity was -, the open interest changed by 6975 which increased total open position to 7350


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 710, 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 710, 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 710, 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 710, 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 710, 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 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 710, which was -56.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 766.75, which was -166.25 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 225


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 933, which was -1285.75 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 2218.75, 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 2218.75, 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 2218.75, 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 2218.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0