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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 11000 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 19.5 -18.55 22,21,125 1,27,575 11,66,700
17 Oct 10119.45 38.05 -686.95 52,37,850 10,12,200 10,28,775
16 Oct 11616.95 725 71.00 23,250 -2,850 16,500
15 Oct 11521.50 654 -404.00 3,375 225 19,350
14 Oct 11899.30 1058 0.00 0 0 0
11 Oct 11876.95 1058 0.00 0 225 0
10 Oct 11832.00 1058 45.15 525 225 19,125
9 Oct 11818.10 1012.85 80.10 900 300 18,975
8 Oct 11889.10 932.75 168.80 300 0 18,600
7 Oct 11617.05 763.95 -129.60 9,675 -900 18,600
4 Oct 11774.40 893.55 -84.45 1,800 -825 19,500
3 Oct 11806.45 978 -387.00 10,275 -6,225 20,325
1 Oct 12157.45 1365 -100.35 975 -600 26,700
30 Sept 12345.95 1465.35 -333.70 825 -600 27,300
27 Sept 12666.40 1799.05 130.40 600 -450 27,900
26 Sept 12621.65 1668.65 168.70 20,625 16,200 28,350
25 Sept 12397.25 1499.95 -22.05 2,925 1,650 11,550
24 Sept 12443.65 1522 122.00 2,250 375 9,825
23 Sept 12338.95 1400 275.00 4,275 2,325 9,300
20 Sept 11941.70 1125 57.95 2,775 -150 6,900
19 Sept 11868.00 1067.05 36.30 8,850 1,575 6,975
18 Sept 11764.65 1030.75 -13.80 525 0 5,475
17 Sept 11950.30 1044.55 159.55 1,875 0 5,475
16 Sept 11688.35 885 -47.60 225 150 5,550
13 Sept 11737.15 932.6 61.95 1,200 75 5,400
12 Sept 11723.50 870.65 165.05 1,725 -450 5,400
11 Sept 11420.75 705.6 265.60 7,875 1,500 5,850
10 Sept 10987.75 440 62.90 1,500 825 4,275
9 Sept 10847.60 377.1 -12.90 525 -75 3,450
6 Sept 10830.10 390 -13.05 1,800 1,425 3,525
5 Sept 10855.75 403.05 -71.95 1,050 150 2,100
4 Sept 10963.70 475 -55.00 675 75 1,800
3 Sept 11043.65 530 -16.30 675 150 1,725
2 Sept 11126.10 546.3 83.75 2,325 1,050 1,575
30 Aug 10891.55 462.55 348.75 600 375 375
29 Aug 10807.85 113.8 0.00 0 0 0
28 Aug 10656.75 113.8 0.00 0 0 0
27 Aug 10501.60 113.8 0.00 0 0 0
26 Aug 10432.55 113.8 0.00 0 0 0
23 Aug 10406.45 113.8 0 0 0


For Bajaj Auto Limited - strike price 11000 expiring on 31OCT2024

Delta for 11000 CE is -

Historical price for 11000 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 19.5, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 127575 which increased total open position to 1166700


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 38.05, which was -686.95 lower than the previous day. The implied volatity was -, the open interest changed by 1012200 which increased total open position to 1028775


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 725, which was 71.00 higher than the previous day. The implied volatity was -, the open interest changed by -2850 which decreased total open position to 16500


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 654, which was -404.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 19350


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 1058, 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 1058, 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 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 1058, which was 45.15 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 19125


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 1012.85, which was 80.10 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 18975


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 932.75, which was 168.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18600


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 763.95, which was -129.60 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 18600


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 893.55, which was -84.45 lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 19500


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 978, which was -387.00 lower than the previous day. The implied volatity was -, the open interest changed by -6225 which decreased total open position to 20325


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 1365, which was -100.35 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 26700


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 1465.35, which was -333.70 lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 27300


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1799.05, which was 130.40 higher than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 27900


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 1668.65, which was 168.70 higher than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 28350


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 1499.95, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 11550


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 1522, which was 122.00 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 9825


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 1400, which was 275.00 higher than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 9300


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 1125, which was 57.95 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 6900


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 1067.05, which was 36.30 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 6975


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 1030.75, which was -13.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5475


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1044.55, which was 159.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5475


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 885, which was -47.60 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 5550


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 932.6, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5400


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 870.65, which was 165.05 higher than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 5400


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 705.6, which was 265.60 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 5850


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 440, which was 62.90 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4275


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 377.1, which was -12.90 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 3450


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 390, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 3525


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 403.05, which was -71.95 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2100


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 475, which was -55.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1800


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 530, which was -16.30 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1725


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 546.3, which was 83.75 higher than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1575


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 462.55, which was 348.75 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 113.8, 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 113.8, 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 113.8, 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 113.8, 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 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 113.8, 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 11000 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 937.2 12.25 40,050 -13,350 1,05,300
17 Oct 10119.45 924.95 869.95 7,56,150 -56,700 1,19,025
16 Oct 11616.95 55 -21.00 9,44,325 64,050 1,74,600
15 Oct 11521.50 76 44.50 5,28,000 33,075 1,10,850
14 Oct 11899.30 31.5 -11.50 35,700 -4,725 77,850
11 Oct 11876.95 43 -8.00 66,075 900 84,225
10 Oct 11832.00 51 -5.00 53,325 1,200 84,150
9 Oct 11818.10 56 9.60 78,075 8,925 84,225
8 Oct 11889.10 46.4 -30.60 1,03,350 -3,600 77,400
7 Oct 11617.05 77 11.95 1,24,950 -3,225 81,525
4 Oct 11774.40 65.05 2.05 1,47,825 -9,300 86,025
3 Oct 11806.45 63 28.35 1,64,400 -1,425 96,150
1 Oct 12157.45 34.65 0.45 1,50,150 -16,950 97,575
30 Sept 12345.95 34.2 8.95 1,39,200 0 1,14,075
27 Sept 12666.40 25.25 -3.70 73,050 11,475 1,14,150
26 Sept 12621.65 28.95 -14.75 1,14,675 22,725 1,02,750
25 Sept 12397.25 43.7 -3.30 32,700 -975 79,950
24 Sept 12443.65 47 -5.60 68,475 26,850 80,625
23 Sept 12338.95 52.6 -28.45 63,975 11,025 53,850
20 Sept 11941.70 81.05 -21.95 38,550 9,825 42,825
19 Sept 11868.00 103 -13.90 25,275 5,550 33,000
18 Sept 11764.65 116.9 29.90 24,675 1,875 27,450
17 Sept 11950.30 87 -26.25 10,875 3,225 25,500
16 Sept 11688.35 113.25 -3.25 9,600 -75 21,825
13 Sept 11737.15 116.5 -27.25 15,750 4,050 21,975
12 Sept 11723.50 143.75 -75.25 23,325 10,050 17,925
11 Sept 11420.75 219 -114.00 15,525 7,425 7,650
10 Sept 10987.75 333 0.00 0 0 0
9 Sept 10847.60 333 0.00 0 0 0
6 Sept 10830.10 333 0.00 0 0 0
5 Sept 10855.75 333 0.00 0 0 0
4 Sept 10963.70 333 0.00 0 225 0
3 Sept 11043.65 333 -1289.35 225 150 150
2 Sept 11126.10 1622.35 0.00 0 0 0
30 Aug 10891.55 1622.35 1622.35 0 0 0
29 Aug 10807.85 0 0.00 0 0 0
28 Aug 10656.75 0 0.00 0 0 0
27 Aug 10501.60 0 0.00 0 0 0
26 Aug 10432.55 0 0.00 0 0 0
23 Aug 10406.45 0 0 0 0


For Bajaj Auto Limited - strike price 11000 expiring on 31OCT2024

Delta for 11000 PE is -

Historical price for 11000 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 937.2, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by -13350 which decreased total open position to 105300


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 924.95, which was 869.95 higher than the previous day. The implied volatity was -, the open interest changed by -56700 which decreased total open position to 119025


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 55, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 64050 which increased total open position to 174600


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 76, which was 44.50 higher than the previous day. The implied volatity was -, the open interest changed by 33075 which increased total open position to 110850


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 31.5, which was -11.50 lower than the previous day. The implied volatity was -, the open interest changed by -4725 which decreased total open position to 77850


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 43, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 84225


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 51, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 84150


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 56, which was 9.60 higher than the previous day. The implied volatity was -, the open interest changed by 8925 which increased total open position to 84225


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 46.4, which was -30.60 lower than the previous day. The implied volatity was -, the open interest changed by -3600 which decreased total open position to 77400


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 77, which was 11.95 higher than the previous day. The implied volatity was -, the open interest changed by -3225 which decreased total open position to 81525


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 65.05, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by -9300 which decreased total open position to 86025


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 63, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 96150


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 34.65, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -16950 which decreased total open position to 97575


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 34.2, which was 8.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 114075


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 25.25, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 11475 which increased total open position to 114150


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 28.95, which was -14.75 lower than the previous day. The implied volatity was -, the open interest changed by 22725 which increased total open position to 102750


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 43.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 79950


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 47, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by 26850 which increased total open position to 80625


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 52.6, which was -28.45 lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 53850


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 81.05, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 42825


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 103, which was -13.90 lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 33000


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 116.9, which was 29.90 higher than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 27450


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 87, which was -26.25 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 25500


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 113.25, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 21825


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 116.5, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 21975


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 143.75, which was -75.25 lower than the previous day. The implied volatity was -, the open interest changed by 10050 which increased total open position to 17925


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 219, which was -114.00 lower than the previous day. The implied volatity was -, the open interest changed by 7425 which increased total open position to 7650


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 333, 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 333, 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 333, 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 333, 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 333, 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 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 333, which was -1289.35 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1622.35, 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 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 1622.35, which was 1622.35 higher 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 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 28 Aug BAJAJ-AUTO was trading at 10656.75. 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 27 Aug BAJAJ-AUTO was trading at 10501.60. 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 26 Aug BAJAJ-AUTO was trading at 10432.55. 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 23 Aug BAJAJ-AUTO was trading at 10406.45. 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