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[--[65.84.65.76]--]
BAJAJ-AUTO
Bajaj Auto Limited

10010.2 -109.25 (-1.08%)

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Historical option data for BAJAJ-AUTO

18 Oct 2024 02:01 PM IST
BAJAJ-AUTO 10500 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 59.6 -38.95 25,41,375 1,50,825 7,93,650
17 Oct 10119.45 98.55 -1281.40 31,74,900 6,43,500 6,45,000
16 Oct 11616.95 1379.95 0.00 0 0 0
15 Oct 11521.50 1379.95 0.00 0 0 0
14 Oct 11899.30 1379.95 0.00 0 0 0
11 Oct 11876.95 1379.95 175.70 150 0 1,500
10 Oct 11832.00 1204.25 0.00 0 0 0
9 Oct 11818.10 1204.25 0.00 0 0 0
8 Oct 11889.10 1204.25 0.00 0 -75 0
7 Oct 11617.05 1204.25 -814.10 150 0 1,575
4 Oct 11774.40 2018.35 0.00 0 0 0
3 Oct 11806.45 2018.35 0.00 0 0 0
1 Oct 12157.45 2018.35 0.00 0 0 0
30 Sept 12345.95 2018.35 -141.65 75 0 1,575
27 Sept 12666.40 2160 0.00 0 675 0
26 Sept 12621.65 2160 200.00 1,125 525 1,425
25 Sept 12397.25 1960 -39.95 75 0 825
24 Sept 12443.65 1999.95 226.45 600 525 750
23 Sept 12338.95 1773.5 1029.25 225 75 75
20 Sept 11941.70 744.25 0.00 0 0 0
19 Sept 11868.00 744.25 0.00 0 0 0
18 Sept 11764.65 744.25 0.00 0 0 0
17 Sept 11950.30 744.25 0.00 0 0 0
16 Sept 11688.35 744.25 0.00 0 0 0
13 Sept 11737.15 744.25 0.00 0 0 0
12 Sept 11723.50 744.25 0.00 0 0 0
11 Sept 11420.75 744.25 0.00 0 0 0
10 Sept 10987.75 744.25 0.00 0 0 0
9 Sept 10847.60 744.25 0.00 0 0 0
6 Sept 10830.10 744.25 0.00 0 0 0
5 Sept 10855.75 744.25 0 0 0


For Bajaj Auto Limited - strike price 10500 expiring on 31OCT2024

Delta for 10500 CE is -

Historical price for 10500 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 59.6, which was -38.95 lower than the previous day. The implied volatity was -, the open interest changed by 150825 which increased total open position to 793650


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 98.55, which was -1281.40 lower than the previous day. The implied volatity was -, the open interest changed by 643500 which increased total open position to 645000


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 1379.95, 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 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 1379.95, 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 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 1379.95, 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 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 1379.95, which was 175.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1500


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 1204.25, 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 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 1204.25, 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 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 1204.25, 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 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 1204.25, which was -814.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 2018.35, 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 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 2018.35, 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 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 2018.35, 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 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 2018.35, which was -141.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 2160, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 0


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 2160, which was 200.00 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1425


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 1960, which was -39.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 1999.95, which was 226.45 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 750


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 1773.5, which was 1029.25 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 744.25, 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 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 744.25, 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 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 744.25, 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 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 744.25, 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 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 744.25, 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 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 744.25, 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 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 744.25, 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 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 744.25, 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 744.25, 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 744.25, 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 744.25, 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 744.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 10500 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 486.65 2.95 2,04,000 -38,925 2,10,600
17 Oct 10119.45 483.7 462.20 36,41,325 1,56,225 2,52,450
16 Oct 11616.95 21.5 -3.40 2,31,825 38,775 95,700
15 Oct 11521.50 24.9 11.55 1,28,250 24,750 57,750
14 Oct 11899.30 13.35 -2.60 11,025 -2,325 33,000
11 Oct 11876.95 15.95 -3.55 39,000 4,275 36,525
10 Oct 11832.00 19.5 -0.85 16,200 3,825 33,375
9 Oct 11818.10 20.35 2.35 20,850 1,650 29,700
8 Oct 11889.10 18 -12.00 26,700 1,500 28,275
7 Oct 11617.05 30 6.60 42,075 -6,900 26,700
4 Oct 11774.40 23.4 1.45 77,550 3,075 33,750
3 Oct 11806.45 21.95 7.75 61,800 750 33,075
1 Oct 12157.45 14.2 -2.80 31,050 1,200 32,400
30 Sept 12345.95 17 2.50 18,825 1,950 31,275
27 Sept 12666.40 14.5 -5.55 11,400 3,300 29,325
26 Sept 12621.65 20.05 -5.45 17,475 11,025 26,025
25 Sept 12397.25 25.5 4.20 2,625 0 15,150
24 Sept 12443.65 21.3 -1.00 4,050 -450 15,225
23 Sept 12338.95 22.3 -16.95 14,025 1,275 15,600
20 Sept 11941.70 39.25 -10.75 900 75 14,325
19 Sept 11868.00 50 -6.10 1,575 375 14,175
18 Sept 11764.65 56.1 16.65 9,600 1,575 13,725
17 Sept 11950.30 39.45 -6.60 4,125 1,950 12,150
16 Sept 11688.35 46.05 -5.95 2,100 1,650 10,275
13 Sept 11737.15 52 -8.55 975 225 8,550
12 Sept 11723.50 60.55 -37.45 9,900 7,050 7,950
11 Sept 11420.75 98 -100.00 1,050 675 750
10 Sept 10987.75 198 0.00 0 0 0
9 Sept 10847.60 198 0.00 0 0 0
6 Sept 10830.10 198 0.00 0 0 0
5 Sept 10855.75 198 0 75 0


For Bajaj Auto Limited - strike price 10500 expiring on 31OCT2024

Delta for 10500 PE is -

Historical price for 10500 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 486.65, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by -38925 which decreased total open position to 210600


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 483.7, which was 462.20 higher than the previous day. The implied volatity was -, the open interest changed by 156225 which increased total open position to 252450


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 21.5, which was -3.40 lower than the previous day. The implied volatity was -, the open interest changed by 38775 which increased total open position to 95700


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 24.9, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 24750 which increased total open position to 57750


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 13.35, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 33000


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 15.95, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 36525


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 19.5, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 33375


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 20.35, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 29700


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 18, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 28275


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 30, which was 6.60 higher than the previous day. The implied volatity was -, the open interest changed by -6900 which decreased total open position to 26700


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 23.4, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 33750


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 21.95, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 33075


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 14.2, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 32400


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 17, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 31275


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 14.5, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 29325


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 20.05, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 26025


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 25.5, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15150


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 21.3, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 15225


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 22.3, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 15600


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 39.25, which was -10.75 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 14325


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 50, which was -6.10 lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 14175


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 56.1, which was 16.65 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 13725


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 39.45, which was -6.60 lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 12150


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 46.05, which was -5.95 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 10275


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 52, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 8550


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 60.55, which was -37.45 lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 7950


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 98, which was -100.00 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 750


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 198, 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 198, 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 198, 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 198, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0