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

10830.1 -25.65 (-0.24%)

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Historical option data for BAJAJ-AUTO

06 Sep 2024 04:11 PM IST
BAJAJ-AUTO 10800 CE
Date Close Ltp Change Volume Change OI OI
6 Sept 10830.10 278.55 -16.45 72,600 6,900 31,125
5 Sept 10855.75 295 -89.00 58,875 2,025 24,150
4 Sept 10963.70 384 -49.80 57,375 -17,400 22,200
3 Sept 11043.65 433.8 -42.80 10,425 -2,775 39,600
2 Sept 11126.10 476.6 112.85 1,19,850 -12,675 42,300
30 Aug 10891.55 363.75 46.80 3,70,500 1,800 55,125
29 Aug 10807.85 316.95 87.45 5,89,725 42,600 54,075
28 Aug 10656.75 229.5 46.75 1,03,875 4,950 11,400
27 Aug 10501.60 182.75 11.80 13,875 1,725 6,525
26 Aug 10432.55 170.95 -6.05 12,525 3,225 4,800
23 Aug 10406.45 177 13.90 2,700 1,500 1,500
22 Aug 9914.20 163.1 0.00 0 0 0
21 Aug 9852.00 163.1 0.00 0 0 0
19 Aug 9770.65 163.1 0.00 0 0 0
16 Aug 9888.15 163.1 0.00 0 0 0
13 Aug 9671.60 163.1 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 26SEP2024

Delta for 10800 CE is -

Historical price for 10800 CE is as follows

On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 278.55, which was -16.45 lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 31125


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 295, which was -89.00 lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 24150


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 384, which was -49.80 lower than the previous day. The implied volatity was -, the open interest changed by -17400 which decreased total open position to 22200


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 433.8, which was -42.80 lower than the previous day. The implied volatity was -, the open interest changed by -2775 which decreased total open position to 39600


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 476.6, which was 112.85 higher than the previous day. The implied volatity was -, the open interest changed by -12675 which decreased total open position to 42300


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 363.75, which was 46.80 higher than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 55125


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 316.95, which was 87.45 higher than the previous day. The implied volatity was -, the open interest changed by 42600 which increased total open position to 54075


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 229.5, which was 46.75 higher than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 11400


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 182.75, which was 11.80 higher than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 6525


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 170.95, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 4800


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 177, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 163.1, 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 163.1, 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 163.1, 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 163.1, 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 163.1, 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 10800 PE
Date Close Ltp Change Volume Change OI OI
6 Sept 10830.10 192.8 14.05 2,34,000 525 61,725
5 Sept 10855.75 178.75 30.85 1,43,550 -14,250 61,275
4 Sept 10963.70 147.9 14.15 1,48,125 -24,750 75,375
3 Sept 11043.65 133.75 -9.40 1,25,400 -1,800 1,00,800
2 Sept 11126.10 143.15 -60.95 3,87,225 24,450 1,03,350
30 Aug 10891.55 204.1 -61.85 3,35,100 31,275 80,850
29 Aug 10807.85 265.95 -86.60 1,89,525 45,525 50,550
28 Aug 10656.75 352.55 -74.45 9,000 3,525 5,025
27 Aug 10501.60 427 -83.00 2,025 1,275 1,575
26 Aug 10432.55 510 -840.60 900 300 300
23 Aug 10406.45 1350.6 0.00 0 0 0
22 Aug 9914.20 1350.6 0.00 0 0 0
21 Aug 9852.00 1350.6 0.00 0 0 0
19 Aug 9770.65 1350.6 0.00 0 0 0
16 Aug 9888.15 1350.6 0.00 0 0 0
13 Aug 9671.60 1350.6 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 26SEP2024

Delta for 10800 PE is -

Historical price for 10800 PE is as follows

On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 192.8, which was 14.05 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 61725


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 178.75, which was 30.85 higher than the previous day. The implied volatity was -, the open interest changed by -14250 which decreased total open position to 61275


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 147.9, which was 14.15 higher than the previous day. The implied volatity was -, the open interest changed by -24750 which decreased total open position to 75375


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 133.75, which was -9.40 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 100800


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 143.15, which was -60.95 lower than the previous day. The implied volatity was -, the open interest changed by 24450 which increased total open position to 103350


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 204.1, which was -61.85 lower than the previous day. The implied volatity was -, the open interest changed by 31275 which increased total open position to 80850


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 265.95, which was -86.60 lower than the previous day. The implied volatity was -, the open interest changed by 45525 which increased total open position to 50550


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 352.55, which was -74.45 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 5025


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 427, which was -83.00 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1575


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 510, which was -840.60 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1350.6, 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 1350.6, 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 1350.6, 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 1350.6, 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 1350.6, 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 1350.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0