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BAJAJ-AUTO
Bajaj Auto Limited

10023.15 -96.30 (-0.95%)

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Historical option data for BAJAJ-AUTO

18 Oct 2024 02:01 PM IST
BAJAJ-AUTO 11200 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 12.95 -14.00 5,33,100 -5,625 2,38,650
17 Oct 10119.45 26.95 -563.05 17,04,000 2,31,150 2,40,225
16 Oct 11616.95 590 87.05 4,500 150 9,150
15 Oct 11521.50 502.95 -298.05 1,875 225 9,000
14 Oct 11899.30 801 0.00 0 0 0
11 Oct 11876.95 801 0.00 0 75 0
10 Oct 11832.00 801 -39.50 600 75 8,775
9 Oct 11818.10 840.5 160.55 300 -225 8,700
8 Oct 11889.10 679.95 46.95 150 0 9,075
7 Oct 11617.05 633 -92.70 600 150 8,850
4 Oct 11774.40 725.7 -131.25 75 0 8,625
3 Oct 11806.45 856.95 -443.05 150 0 8,700
1 Oct 12157.45 1300 0.00 0 0 0
30 Sept 12345.95 1300 -212.05 150 0 8,700
27 Sept 12666.40 1512.05 0.00 0 300 0
26 Sept 12621.65 1512.05 165.30 450 225 8,625
25 Sept 12397.25 1346.75 0.00 0 7,050 0
24 Sept 12443.65 1346.75 78.70 7,125 7,050 8,400
23 Sept 12338.95 1268.05 358.30 525 450 1,275
20 Sept 11941.70 909.75 0.00 0 300 0
19 Sept 11868.00 909.75 184.60 975 300 825
18 Sept 11764.65 725.15 0.00 0 0 0
17 Sept 11950.30 725.15 5.15 75 0 525
16 Sept 11688.35 720 -9.75 75 0 450
13 Sept 11737.15 729.75 140.30 150 0 450
12 Sept 11723.50 589.45 64.45 75 0 450
11 Sept 11420.75 525 150.45 300 -225 375
10 Sept 10987.75 374.55 79.55 375 75 525
9 Sept 10847.60 295 -56.00 75 0 450
6 Sept 10830.10 351 0.00 0 75 0
5 Sept 10855.75 351 -37.10 225 0 375
4 Sept 10963.70 388.1 -69.65 450 150 375
3 Sept 11043.65 457.75 13.60 75 0 225
2 Sept 11126.10 444.15 354.15 300 150 150
29 Aug 10807.85 90 90.00 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 11200 expiring on 31OCT2024

Delta for 11200 CE is -

Historical price for 11200 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 12.95, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by -5625 which decreased total open position to 238650


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 26.95, which was -563.05 lower than the previous day. The implied volatity was -, the open interest changed by 231150 which increased total open position to 240225


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 590, which was 87.05 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9150


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 502.95, which was -298.05 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 9000


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 801, 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 801, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 801, which was -39.50 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 8775


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 840.5, which was 160.55 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 8700


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 679.95, which was 46.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9075


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 633, which was -92.70 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 8850


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 725.7, which was -131.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8625


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 856.95, which was -443.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8700


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 1300, 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 1300, which was -212.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8700


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1512.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 1512.05, which was 165.30 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 8625


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 1346.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 0


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 1346.75, which was 78.70 higher than the previous day. The implied volatity was -, the open interest changed by 7050 which increased total open position to 8400


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 1268.05, which was 358.30 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 1275


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 909.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 909.75, which was 184.60 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 825


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 725.15, 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 725.15, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 720, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 729.75, which was 140.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 589.45, which was 64.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 525, which was 150.45 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 375


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 374.55, which was 79.55 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 295, which was -56.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 351, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 351, which was -37.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 388.1, which was -69.65 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 375


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 457.75, which was 13.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 444.15, which was 354.15 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 90, which was 90.00 higher 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


BAJAJ-AUTO 11200 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 1121 2.70 15,525 -10,650 80,025
17 Oct 10119.45 1118.3 1031.30 2,26,650 3,375 90,750
16 Oct 11616.95 87 -30.70 4,36,350 33,600 85,725
15 Oct 11521.50 117.7 67.30 1,86,225 16,350 53,250
14 Oct 11899.30 50.4 -14.00 18,000 -1,275 36,975
11 Oct 11876.95 64.4 -15.45 52,950 2,625 38,325
10 Oct 11832.00 79.85 -0.55 24,075 1,575 35,625
9 Oct 11818.10 80.4 10.40 25,650 2,100 34,050
8 Oct 11889.10 70 -46.00 27,750 2,250 31,725
7 Oct 11617.05 116 17.35 36,150 -1,425 30,225
4 Oct 11774.40 98.65 5.20 35,250 2,475 31,650
3 Oct 11806.45 93.45 40.45 44,250 4,050 29,475
1 Oct 12157.45 53 5.00 40,800 975 25,425
30 Sept 12345.95 48 17.00 22,650 -3,150 24,450
27 Sept 12666.40 31 -7.85 22,200 6,300 28,875
26 Sept 12621.65 38.85 -19.75 32,625 12,375 22,650
25 Sept 12397.25 58.6 -4.10 6,600 1,350 10,275
24 Sept 12443.65 62.7 -7.30 12,600 2,025 8,925
23 Sept 12338.95 70 -44.40 7,650 3,600 6,900
20 Sept 11941.70 114.4 -22.30 1,425 675 3,300
19 Sept 11868.00 136.7 -20.25 3,225 975 2,700
18 Sept 11764.65 156.95 34.95 4,650 1,200 1,800
17 Sept 11950.30 122 -84.25 525 300 600
16 Sept 11688.35 206.25 0.00 0 0 0
13 Sept 11737.15 206.25 0.00 0 300 0
12 Sept 11723.50 206.25 -1588.40 525 225 225
11 Sept 11420.75 1794.65 0.00 0 0 0
10 Sept 10987.75 1794.65 0.00 0 0 0
9 Sept 10847.60 1794.65 0.00 0 0 0
6 Sept 10830.10 1794.65 0.00 0 0 0
5 Sept 10855.75 1794.65 0.00 0 0 0
4 Sept 10963.70 1794.65 0.00 0 0 0
3 Sept 11043.65 1794.65 0.00 0 0 0
2 Sept 11126.10 1794.65 1794.65 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 11200 expiring on 31OCT2024

Delta for 11200 PE is -

Historical price for 11200 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1121, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by -10650 which decreased total open position to 80025


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1118.3, which was 1031.30 higher than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 90750


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 87, which was -30.70 lower than the previous day. The implied volatity was -, the open interest changed by 33600 which increased total open position to 85725


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 117.7, which was 67.30 higher than the previous day. The implied volatity was -, the open interest changed by 16350 which increased total open position to 53250


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 50.4, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by -1275 which decreased total open position to 36975


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 64.4, which was -15.45 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 38325


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 79.85, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 35625


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 80.4, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 34050


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 70, which was -46.00 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 31725


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 116, which was 17.35 higher than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 30225


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 98.65, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 31650


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 93.45, which was 40.45 higher than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 29475


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 53, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 25425


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 48, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by -3150 which decreased total open position to 24450


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 31, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 28875


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 38.85, which was -19.75 lower than the previous day. The implied volatity was -, the open interest changed by 12375 which increased total open position to 22650


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 58.6, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 10275


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 62.7, which was -7.30 lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 8925


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 70, which was -44.40 lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 6900


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 114.4, which was -22.30 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 3300


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 136.7, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 2700


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 156.95, which was 34.95 higher than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1800


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 122, which was -84.25 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 600


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 206.25, 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 206.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 206.25, which was -1588.40 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1794.65, 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 1794.65, 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 1794.65, 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 1794.65, 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 1794.65, 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 1794.65, 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 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 1794.65, 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 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1794.65, which was 1794.65 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