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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 10700 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 1107.95 -103.45 1,650 -450 17,175
17 Sept 11950.30 1211.4 212.50 900 -525 17,775
16 Sept 11688.35 998.9 -79.10 375 -150 18,375
13 Sept 11737.15 1078 34.10 1,350 -1,125 18,600
12 Sept 11723.50 1043.9 283.90 1,875 -600 19,725
11 Sept 11420.75 760 340.05 21,900 -4,200 20,325
10 Sept 10987.75 419.95 96.00 40,800 -600 24,450
9 Sept 10847.60 323.95 -14.90 9,150 2,925 24,900
6 Sept 10830.10 338.85 -18.55 9,750 750 21,900
5 Sept 10855.75 357.4 -97.60 9,150 -450 21,150
4 Sept 10963.70 455 -53.00 12,675 -2,700 21,675
3 Sept 11043.65 508 -44.00 5,925 -2,700 24,450
2 Sept 11126.10 552 121.00 56,325 -11,775 27,150
30 Aug 10891.55 431 66.10 1,13,025 -3,450 37,950
29 Aug 10807.85 364.9 91.60 4,86,150 6,075 41,325
28 Aug 10656.75 273.3 55.30 1,67,100 21,000 35,400
27 Aug 10501.60 218 15.00 24,750 750 14,250
26 Aug 10432.55 203 -2.95 27,225 5,850 13,425
23 Aug 10406.45 205.95 128.45 25,425 7,575 7,575
22 Aug 9914.20 77.5 0.00 0 0 0
21 Aug 9852.00 77.5 0.00 0 0 0
19 Aug 9770.65 77.5 0.00 0 0 0
16 Aug 9888.15 77.5 0.00 0 0 0
13 Aug 9671.60 77.5 0 0 0


For Bajaj Auto Limited - strike price 10700 expiring on 26SEP2024

Delta for 10700 CE is -

Historical price for 10700 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 1107.95, which was -103.45 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 17175


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1211.4, which was 212.50 higher than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 17775


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 998.9, which was -79.10 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 18375


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 1078, which was 34.10 higher than the previous day. The implied volatity was -, the open interest changed by -1125 which decreased total open position to 18600


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 1043.9, which was 283.90 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 19725


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 760, which was 340.05 higher than the previous day. The implied volatity was -, the open interest changed by -4200 which decreased total open position to 20325


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 419.95, which was 96.00 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 24450


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 323.95, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 24900


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 338.85, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 21900


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 357.4, which was -97.60 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 21150


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 455, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 21675


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 508, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 24450


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 552, which was 121.00 higher than the previous day. The implied volatity was -, the open interest changed by -11775 which decreased total open position to 27150


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 431, which was 66.10 higher than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 37950


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 364.9, which was 91.60 higher than the previous day. The implied volatity was -, the open interest changed by 6075 which increased total open position to 41325


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 273.3, which was 55.30 higher than the previous day. The implied volatity was -, the open interest changed by 21000 which increased total open position to 35400


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 218, which was 15.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 14250


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 203, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 5850 which increased total open position to 13425


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 205.95, which was 128.45 higher than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 7575


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 77.5, 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 77.5, 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 77.5, 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 77.5, 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 77.5, 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 10700 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 13.25 1.15 42,525 -4,200 60,000
17 Sept 11950.30 12.1 -3.20 64,125 -7,950 64,125
16 Sept 11688.35 15.3 -2.15 54,825 -6,375 72,075
13 Sept 11737.15 17.45 -2.50 92,550 1,200 77,775
12 Sept 11723.50 19.95 -16.05 1,38,675 1,575 82,725
11 Sept 11420.75 36 -50.25 2,52,825 29,550 82,350
10 Sept 10987.75 86.25 -48.75 67,800 1,800 53,250
9 Sept 10847.60 135 -20.00 50,550 -2,400 51,225
6 Sept 10830.10 155 14.85 87,150 -17,850 53,700
5 Sept 10855.75 140.15 22.95 60,000 -4,050 72,075
4 Sept 10963.70 117.2 8.25 78,300 -15,525 76,050
3 Sept 11043.65 108.95 -8.90 83,475 1,275 91,500
2 Sept 11126.10 117.85 -50.15 2,47,350 21,150 90,375
30 Aug 10891.55 168 -47.15 2,05,725 23,925 71,175
29 Aug 10807.85 215.15 -80.40 2,31,000 30,600 47,025
28 Aug 10656.75 295.55 -69.45 58,350 14,550 17,025
27 Aug 10501.60 365 -50.00 3,225 300 2,550
26 Aug 10432.55 415 -950.45 4,125 2,100 2,100
23 Aug 10406.45 1365.45 0.00 0 0 0
22 Aug 9914.20 1365.45 0.00 0 0 0
21 Aug 9852.00 1365.45 0.00 0 0 0
19 Aug 9770.65 1365.45 0.00 0 0 0
16 Aug 9888.15 1365.45 0.00 0 0 0
13 Aug 9671.60 1365.45 0 0 0


For Bajaj Auto Limited - strike price 10700 expiring on 26SEP2024

Delta for 10700 PE is -

Historical price for 10700 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 13.25, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by -4200 which decreased total open position to 60000


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 12.1, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by -7950 which decreased total open position to 64125


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 15.3, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -6375 which decreased total open position to 72075


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 17.45, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 77775


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 19.95, which was -16.05 lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 82725


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 36, which was -50.25 lower than the previous day. The implied volatity was -, the open interest changed by 29550 which increased total open position to 82350


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 86.25, which was -48.75 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 53250


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 135, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by -2400 which decreased total open position to 51225


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 155, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by -17850 which decreased total open position to 53700


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 140.15, which was 22.95 higher than the previous day. The implied volatity was -, the open interest changed by -4050 which decreased total open position to 72075


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 117.2, which was 8.25 higher than the previous day. The implied volatity was -, the open interest changed by -15525 which decreased total open position to 76050


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 108.95, which was -8.90 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 91500


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 117.85, which was -50.15 lower than the previous day. The implied volatity was -, the open interest changed by 21150 which increased total open position to 90375


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 168, which was -47.15 lower than the previous day. The implied volatity was -, the open interest changed by 23925 which increased total open position to 71175


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 215.15, which was -80.40 lower than the previous day. The implied volatity was -, the open interest changed by 30600 which increased total open position to 47025


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 295.55, which was -69.45 lower than the previous day. The implied volatity was -, the open interest changed by 14550 which increased total open position to 17025


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 365, which was -50.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2550


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 415, which was -950.45 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 2100


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1365.45, 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 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 1365.45, 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 1365.45, 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 1365.45, 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 1365.45, 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 1365.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0