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

11764.65 -185.65 (-1.55%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

18 Sep 2024 04:11 PM IST
BAJAJ-AUTO 11200 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 617 -131.00 14,925 -7,950 1,02,975
17 Sept 11950.30 748 189.45 5,775 -1,050 1,11,000
16 Sept 11688.35 558.55 -49.65 6,375 -3,375 1,12,050
13 Sept 11737.15 608.2 45.50 18,750 -7,875 1,15,425
12 Sept 11723.50 562.7 218.70 1,58,625 -9,300 1,23,750
11 Sept 11420.75 344 209.00 14,33,325 6,750 1,33,200
10 Sept 10987.75 135 42.60 2,34,000 14,625 1,37,100
9 Sept 10847.60 92.4 -22.55 86,550 5,700 1,23,750
6 Sept 10830.10 114.95 -4.60 1,22,325 -300 1,18,050
5 Sept 10855.75 119.55 -57.05 1,24,500 6,525 1,18,275
4 Sept 10963.70 176.6 -35.65 1,08,225 -4,875 1,11,750
3 Sept 11043.65 212.25 -29.75 1,62,300 -1,575 1,16,625
2 Sept 11126.10 242 68.35 9,65,475 76,050 1,22,400
30 Aug 10891.55 173.65 22.60 2,09,775 825 46,350
29 Aug 10807.85 151.05 42.75 2,09,475 5,250 44,775
28 Aug 10656.75 108.3 25.30 87,525 14,700 39,525
27 Aug 10501.60 83 6.00 44,625 1,275 24,825
26 Aug 10432.55 77 -4.00 37,875 7,950 23,550
23 Aug 10406.45 81 41.05 46,425 15,300 15,600
19 Aug 9770.65 39.95 -1.55 75 0 225
16 Aug 9888.15 41.5 75 0 150


For Bajaj Auto Limited - strike price 11200 expiring on 26SEP2024

Delta for 11200 CE is -

Historical price for 11200 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 617, which was -131.00 lower than the previous day. The implied volatity was -, the open interest changed by -7950 which decreased total open position to 102975


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 748, which was 189.45 higher than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 111000


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 558.55, which was -49.65 lower than the previous day. The implied volatity was -, the open interest changed by -3375 which decreased total open position to 112050


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 608.2, which was 45.50 higher than the previous day. The implied volatity was -, the open interest changed by -7875 which decreased total open position to 115425


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 562.7, which was 218.70 higher than the previous day. The implied volatity was -, the open interest changed by -9300 which decreased total open position to 123750


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 344, which was 209.00 higher than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 133200


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 135, which was 42.60 higher than the previous day. The implied volatity was -, the open interest changed by 14625 which increased total open position to 137100


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 92.4, which was -22.55 lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 123750


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 114.95, which was -4.60 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 118050


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 119.55, which was -57.05 lower than the previous day. The implied volatity was -, the open interest changed by 6525 which increased total open position to 118275


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 176.6, which was -35.65 lower than the previous day. The implied volatity was -, the open interest changed by -4875 which decreased total open position to 111750


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 212.25, which was -29.75 lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 116625


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 242, which was 68.35 higher than the previous day. The implied volatity was -, the open interest changed by 76050 which increased total open position to 122400


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 173.65, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 46350


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 151.05, which was 42.75 higher than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 44775


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 108.3, which was 25.30 higher than the previous day. The implied volatity was -, the open interest changed by 14700 which increased total open position to 39525


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 83, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 24825


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 77, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 23550


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 81, which was 41.05 higher than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 15600


On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 39.95, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225


On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 41.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150


BAJAJ-AUTO 11200 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 29.8 4.80 1,60,350 -8,100 1,37,925
17 Sept 11950.30 25 -15.15 1,56,525 -2,550 1,46,175
16 Sept 11688.35 40.15 -5.35 1,27,875 -6,225 1,48,575
13 Sept 11737.15 45.5 -12.00 1,96,875 -1,200 1,54,800
12 Sept 11723.50 57.5 -66.50 5,52,525 35,025 1,56,300
11 Sept 11420.75 124 -181.05 8,18,325 1,10,475 1,21,875
10 Sept 10987.75 305.05 -105.40 19,575 1,050 11,400
9 Sept 10847.60 410.45 -10.90 900 -150 10,500
6 Sept 10830.10 421.35 19.95 7,950 225 10,725
5 Sept 10855.75 401.4 72.55 16,050 -2,625 10,500
4 Sept 10963.70 328.85 19.00 23,475 -6,900 13,200
3 Sept 11043.65 309.85 6.50 54,825 525 20,250
2 Sept 11126.10 303.35 -113.15 1,06,125 16,350 19,575
30 Aug 10891.55 416.5 -91.85 1,875 150 3,225
29 Aug 10807.85 508.35 -122.10 4,125 2,925 3,150
28 Aug 10656.75 630.45 -1053.10 450 225 225
27 Aug 10501.60 1683.55 0.00 0 0 0
26 Aug 10432.55 1683.55 0.00 0 0 0
23 Aug 10406.45 1683.55 0.00 0 0 0
19 Aug 9770.65 1683.55 0.00 0 0 0
16 Aug 9888.15 1683.55 0 0 0


For Bajaj Auto Limited - strike price 11200 expiring on 26SEP2024

Delta for 11200 PE is -

Historical price for 11200 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 29.8, which was 4.80 higher than the previous day. The implied volatity was -, the open interest changed by -8100 which decreased total open position to 137925


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 25, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 146175


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 40.15, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by -6225 which decreased total open position to 148575


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 45.5, which was -12.00 lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 154800


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 57.5, which was -66.50 lower than the previous day. The implied volatity was -, the open interest changed by 35025 which increased total open position to 156300


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 124, which was -181.05 lower than the previous day. The implied volatity was -, the open interest changed by 110475 which increased total open position to 121875


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 305.05, which was -105.40 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 11400


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 410.45, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 10500


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 421.35, which was 19.95 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 10725


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 401.4, which was 72.55 higher than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 10500


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 328.85, which was 19.00 higher than the previous day. The implied volatity was -, the open interest changed by -6900 which decreased total open position to 13200


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 309.85, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 20250


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 303.35, which was -113.15 lower than the previous day. The implied volatity was -, the open interest changed by 16350 which increased total open position to 19575


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 416.5, which was -91.85 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3225


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 508.35, which was -122.10 lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 3150


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 630.45, which was -1053.10 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 1683.55, 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 1683.55, 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 1683.55, 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 1683.55, 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 1683.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0