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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 10400 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 1564.05 74.05 450 0 11,175
17 Sept 11950.30 1490 100.45 3,225 -2,850 11,250
16 Sept 11688.35 1389.55 0.00 0 -7,200 0
13 Sept 11737.15 1389.55 43.55 11,775 -7,125 14,175
12 Sept 11723.50 1346 311.70 1,275 -300 21,375
11 Sept 11420.75 1034.3 484.30 1,425 -375 21,600
10 Sept 10987.75 550 -6.00 825 -75 22,050
9 Sept 10847.60 556 0.00 0 0 0
6 Sept 10830.10 556 -28.00 375 75 22,200
5 Sept 10855.75 584 -164.10 1,725 -450 22,200
4 Sept 10963.70 748.1 0.00 0 -75 0
3 Sept 11043.65 748.1 -44.35 900 0 22,725
2 Sept 11126.10 792.45 142.45 4,575 -1,875 22,575
30 Aug 10891.55 650 76.80 4,800 1,500 24,300
29 Aug 10807.85 573.2 127.60 13,050 -1,800 22,875
28 Aug 10656.75 445.6 74.00 33,600 -2,400 24,450
27 Aug 10501.60 371.6 29.60 69,450 -4,050 26,775
26 Aug 10432.55 342 10.15 79,350 1,800 30,600
23 Aug 10406.45 331.85 207.85 1,02,675 27,900 28,950
22 Aug 9914.20 124 19.00 1,050 750 975
21 Aug 9852.00 105 0.00 0 0 0
20 Aug 9779.70 105 0.00 0 225 0
19 Aug 9770.65 105 -144.70 300 150 150
16 Aug 9888.15 249.7 0.00 0 0 0
13 Aug 9671.60 249.7 249.70 0 0 0
18 Jul 9626.20 0 0.00 0 0 0
16 Jul 9718.35 0 0.00 0 0 0
15 Jul 9673.35 0 0.00 0 0 0
12 Jul 9430.75 0 0.00 0 0 0
11 Jul 9466.80 0 0.00 0 0 0
10 Jul 9542.45 0 0.00 0 0 0
9 Jul 9534.10 0 0.00 0 0 0
8 Jul 9529.40 0 0.00 0 0 0
5 Jul 9635.80 0 0.00 0 0 0
4 Jul 9460.85 0 0.00 0 0 0
3 Jul 9422.40 0 0.00 0 0 0
2 Jul 9401.25 0 0 0 0


For Bajaj Auto Limited - strike price 10400 expiring on 26SEP2024

Delta for 10400 CE is -

Historical price for 10400 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 1564.05, which was 74.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11175


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1490, which was 100.45 higher than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 11250


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 1389.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7200 which decreased total open position to 0


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 1389.55, which was 43.55 higher than the previous day. The implied volatity was -, the open interest changed by -7125 which decreased total open position to 14175


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 1346, which was 311.70 higher than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 21375


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1034.3, which was 484.30 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 21600


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 550, which was -6.00 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 22050


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 556, 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 556, which was -28.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 22200


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 584, which was -164.10 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 22200


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 748.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 0


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 748.1, which was -44.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22725


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 792.45, which was 142.45 higher than the previous day. The implied volatity was -, the open interest changed by -1875 which decreased total open position to 22575


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 650, which was 76.80 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 24300


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 573.2, which was 127.60 higher than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 22875


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 445.6, which was 74.00 higher than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 24450


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 371.6, which was 29.60 higher than the previous day. The implied volatity was -, the open interest changed by -4050 which decreased total open position to 26775


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 342, which was 10.15 higher than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 30600


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 331.85, which was 207.85 higher than the previous day. The implied volatity was -, the open interest changed by 27900 which increased total open position to 28950


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 124, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 975


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 105, 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 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0


On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 105, which was -144.70 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 249.7, 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 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 249.7, which was 249.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jul BAJAJ-AUTO was trading at 9626.20. The strike last trading price was 0, 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 16 Jul BAJAJ-AUTO was trading at 9718.35. The strike last trading price was 0, 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 15 Jul BAJAJ-AUTO was trading at 9673.35. The strike last trading price was 0, 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 12 Jul BAJAJ-AUTO was trading at 9430.75. The strike last trading price was 0, 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 11 Jul BAJAJ-AUTO was trading at 9466.80. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9542.45. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9534.10. The strike last trading price was 0, 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 8 Jul BAJAJ-AUTO was trading at 9529.40. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 0, 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 10400 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 9.65 0.45 21,150 -1,575 63,375
17 Sept 11950.30 9.2 -0.75 21,150 -4,950 64,875
16 Sept 11688.35 9.95 -2.50 13,875 -3,375 69,825
13 Sept 11737.15 12.45 -1.25 18,975 3,300 73,200
12 Sept 11723.50 13.7 -8.55 52,650 2,775 69,900
11 Sept 11420.75 22.25 -18.50 1,51,275 18,600 67,500
10 Sept 10987.75 40.75 -23.15 64,500 3,225 48,600
9 Sept 10847.60 63.9 -15.10 45,300 6,375 45,900
6 Sept 10830.10 79 7.30 44,475 -1,575 37,650
5 Sept 10855.75 71.7 12.50 66,375 -9,450 40,200
4 Sept 10963.70 59.2 2.85 72,975 -8,625 50,550
3 Sept 11043.65 56.35 -9.35 60,225 5,475 59,100
2 Sept 11126.10 65.7 -29.70 1,56,300 3,000 54,150
30 Aug 10891.55 95.4 -29.55 76,725 7,725 51,150
29 Aug 10807.85 124.95 -42.80 73,875 12,225 43,350
28 Aug 10656.75 167.75 -52.25 50,250 8,625 32,550
27 Aug 10501.60 220 -26.00 51,975 10,350 24,000
26 Aug 10432.55 246 -59.00 43,050 12,150 13,650
23 Aug 10406.45 305 -739.40 4,350 1,425 1,425
22 Aug 9914.20 1044.4 0.00 0 0 0
21 Aug 9852.00 1044.4 0.00 0 0 0
20 Aug 9779.70 1044.4 0.00 0 0 0
19 Aug 9770.65 1044.4 0.00 0 0 0
16 Aug 9888.15 1044.4 0.00 0 0 0
13 Aug 9671.60 1044.4 1044.40 0 0 0
18 Jul 9626.20 0 0.00 0 0 0
16 Jul 9718.35 0 0.00 0 0 0
15 Jul 9673.35 0 0.00 0 0 0
12 Jul 9430.75 0 0.00 0 0 0
11 Jul 9466.80 0 0.00 0 0 0
10 Jul 9542.45 0 0.00 0 0 0
9 Jul 9534.10 0 0.00 0 0 0
8 Jul 9529.40 0 0.00 0 0 0
5 Jul 9635.80 0 0.00 0 0 0
4 Jul 9460.85 0 0.00 0 0 0
3 Jul 9422.40 0 0.00 0 0 0
2 Jul 9401.25 0 0 0 0


For Bajaj Auto Limited - strike price 10400 expiring on 26SEP2024

Delta for 10400 PE is -

Historical price for 10400 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 9.65, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 63375


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 9.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -4950 which decreased total open position to 64875


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 9.95, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by -3375 which decreased total open position to 69825


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 12.45, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 73200


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 13.7, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 69900


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 22.25, which was -18.50 lower than the previous day. The implied volatity was -, the open interest changed by 18600 which increased total open position to 67500


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 40.75, which was -23.15 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 48600


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 63.9, which was -15.10 lower than the previous day. The implied volatity was -, the open interest changed by 6375 which increased total open position to 45900


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 79, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 37650


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 71.7, which was 12.50 higher than the previous day. The implied volatity was -, the open interest changed by -9450 which decreased total open position to 40200


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 59.2, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by -8625 which decreased total open position to 50550


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 56.35, which was -9.35 lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 59100


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 65.7, which was -29.70 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 54150


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 95.4, which was -29.55 lower than the previous day. The implied volatity was -, the open interest changed by 7725 which increased total open position to 51150


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 124.95, which was -42.80 lower than the previous day. The implied volatity was -, the open interest changed by 12225 which increased total open position to 43350


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 167.75, which was -52.25 lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 32550


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 220, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 10350 which increased total open position to 24000


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 246, which was -59.00 lower than the previous day. The implied volatity was -, the open interest changed by 12150 which increased total open position to 13650


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 305, which was -739.40 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1425


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 1044.4, 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 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 1044.4, 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 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 1044.4, 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 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 1044.4, 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 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 1044.4, 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 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 1044.4, which was 1044.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Jul BAJAJ-AUTO was trading at 9626.20. The strike last trading price was 0, 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 16 Jul BAJAJ-AUTO was trading at 9718.35. The strike last trading price was 0, 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 15 Jul BAJAJ-AUTO was trading at 9673.35. The strike last trading price was 0, 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 12 Jul BAJAJ-AUTO was trading at 9430.75. The strike last trading price was 0, 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 11 Jul BAJAJ-AUTO was trading at 9466.80. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9542.45. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9534.10. The strike last trading price was 0, 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 8 Jul BAJAJ-AUTO was trading at 9529.40. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 0, 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 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0