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BAJAJ-AUTO
Bajaj Auto Limited

10017.5 -101.95 (-1.01%)

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Historical option data for BAJAJ-AUTO

18 Oct 2024 02:01 PM IST
BAJAJ-AUTO 11400 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 9.45 -9.95 3,93,300 -2,250 1,29,900
17 Oct 10119.45 19.4 -420.60 8,83,425 1,11,675 1,32,900
16 Oct 11616.95 440 59.90 2,16,300 16,350 21,375
15 Oct 11521.50 380.1 -181.35 11,850 4,125 5,025
14 Oct 11899.30 561.45 0.00 0 0 0
11 Oct 11876.95 561.45 0.00 0 0 0
10 Oct 11832.00 561.45 0.00 0 0 0
9 Oct 11818.10 561.45 0.00 0 75 0
8 Oct 11889.10 561.45 104.45 225 75 900
7 Oct 11617.05 457 -204.30 900 450 825
4 Oct 11774.40 661.3 0.00 0 150 0
3 Oct 11806.45 661.3 -461.45 1,050 225 450
1 Oct 12157.45 1122.75 0.00 0 -150 0
30 Sept 12345.95 1122.75 -142.25 525 -150 225
27 Sept 12666.40 1265 0.00 0 0 0
26 Sept 12621.65 1265 681.45 75 0 375
25 Sept 12397.25 583.55 0.00 0 0 0
24 Sept 12443.65 583.55 0.00 0 0 0
23 Sept 12338.95 583.55 0.00 0 0 0
20 Sept 11941.70 583.55 0.00 0 0 0
19 Sept 11868.00 583.55 0.00 0 0 0
18 Sept 11764.65 583.55 0.00 0 0 0
17 Sept 11950.30 583.55 0.00 0 0 0
16 Sept 11688.35 583.55 0.00 0 0 0
13 Sept 11737.15 583.55 0.00 0 150 0
12 Sept 11723.50 583.55 133.75 375 150 375
11 Sept 11420.75 449.8 156.45 375 0 225
10 Sept 10987.75 293.35 222.70 225 0 0
9 Sept 10847.60 70.65 0.00 0 0 0
6 Sept 10830.10 70.65 0.00 0 0 0
5 Sept 10855.75 70.65 0.00 0 0 0
4 Sept 10963.70 70.65 0.00 0 0 0
3 Sept 11043.65 70.65 0.00 0 0 0
2 Sept 11126.10 70.65 0.00 0 0 0
29 Aug 10807.85 70.65 70.65 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 11400 expiring on 31OCT2024

Delta for 11400 CE is -

Historical price for 11400 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 9.45, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 129900


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 19.4, which was -420.60 lower than the previous day. The implied volatity was -, the open interest changed by 111675 which increased total open position to 132900


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 440, which was 59.90 higher than the previous day. The implied volatity was -, the open interest changed by 16350 which increased total open position to 21375


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 380.1, which was -181.35 lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 5025


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 561.45, 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 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 561.45, 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 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 561.45, 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 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 561.45, 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 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 561.45, which was 104.45 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 900


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 457, which was -204.30 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 825


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 661.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 661.3, which was -461.45 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 450


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 1122.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 1122.75, which was -142.25 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 225


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1265, 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 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 1265, which was 681.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 583.55, 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 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 583.55, 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 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 583.55, 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 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 583.55, 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 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 583.55, 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 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 583.55, 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 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 583.55, 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 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 583.55, 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 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 583.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 583.55, which was 133.75 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 375


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 449.8, which was 156.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 293.35, which was 222.70 higher 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 70.65, 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 70.65, 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 70.65, 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 70.65, 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 70.65, 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 70.65, 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 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 70.65, which was 70.65 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 11400 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 1338.4 34.60 3,825 -1,800 41,400
17 Oct 10119.45 1303.8 1159.50 1,06,050 -12,975 43,125
16 Oct 11616.95 144.3 -40.70 4,99,875 19,950 56,025
15 Oct 11521.50 185 104.80 1,95,150 9,450 35,850
14 Oct 11899.30 80.2 -24.20 14,550 2,925 26,400
11 Oct 11876.95 104.4 -12.80 19,050 300 23,175
10 Oct 11832.00 117.2 -6.15 13,875 -150 22,950
9 Oct 11818.10 123.35 19.45 20,250 2,325 23,625
8 Oct 11889.10 103.9 -69.60 28,575 675 21,450
7 Oct 11617.05 173.5 29.10 28,800 4,200 20,775
4 Oct 11774.40 144.4 9.40 30,375 75 16,575
3 Oct 11806.45 135 57.45 27,975 75 16,500
1 Oct 12157.45 77.55 11.55 37,200 9,825 16,650
30 Sept 12345.95 66 25.00 8,925 -750 6,825
27 Sept 12666.40 41 -9.65 10,650 1,725 7,725
26 Sept 12621.65 50.65 -21.65 14,475 -1,575 6,300
25 Sept 12397.25 72.3 -13.25 7,125 2,100 7,200
24 Sept 12443.65 85.55 -7.90 7,050 3,675 4,875
23 Sept 12338.95 93.45 -1878.00 1,425 1,125 1,125
20 Sept 11941.70 1971.45 0.00 0 0 0
19 Sept 11868.00 1971.45 0.00 0 0 0
18 Sept 11764.65 1971.45 0.00 0 0 0
17 Sept 11950.30 1971.45 0.00 0 0 0
16 Sept 11688.35 1971.45 0.00 0 0 0
13 Sept 11737.15 1971.45 0.00 0 0 0
12 Sept 11723.50 1971.45 0.00 0 0 0
11 Sept 11420.75 1971.45 0.00 0 0 0
10 Sept 10987.75 1971.45 0.00 0 0 0
9 Sept 10847.60 1971.45 0.00 0 0 0
6 Sept 10830.10 1971.45 0.00 0 0 0
5 Sept 10855.75 1971.45 0.00 0 0 0
4 Sept 10963.70 1971.45 0.00 0 0 0
3 Sept 11043.65 1971.45 0.00 0 0 0
2 Sept 11126.10 1971.45 1971.45 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 11400 expiring on 31OCT2024

Delta for 11400 PE is -

Historical price for 11400 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1338.4, which was 34.60 higher than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 41400


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1303.8, which was 1159.50 higher than the previous day. The implied volatity was -, the open interest changed by -12975 which decreased total open position to 43125


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 144.3, which was -40.70 lower than the previous day. The implied volatity was -, the open interest changed by 19950 which increased total open position to 56025


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 185, which was 104.80 higher than the previous day. The implied volatity was -, the open interest changed by 9450 which increased total open position to 35850


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 80.2, which was -24.20 lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 26400


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 104.4, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 23175


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 117.2, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 22950


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 123.35, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 23625


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 103.9, which was -69.60 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 21450


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 173.5, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 20775


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 144.4, which was 9.40 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 16575


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 135, which was 57.45 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 16500


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 77.55, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 16650


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 66, which was 25.00 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 6825


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 41, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 7725


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 50.65, which was -21.65 lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 6300


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 72.3, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 7200


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 85.55, which was -7.90 lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 4875


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 93.45, which was -1878.00 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 1971.45, 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 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 1971.45, 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 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 1971.45, 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 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1971.45, 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 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 1971.45, 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 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 1971.45, 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 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 1971.45, 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 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1971.45, 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 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 1971.45, 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 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 1971.45, 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 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 1971.45, 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 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 1971.45, 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 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 1971.45, 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 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 1971.45, 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 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1971.45, which was 1971.45 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