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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 11800 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 6.75 -4.00 2,79,825 -51,375 2,34,900
17 Oct 10119.45 10.75 -205.05 11,00,325 1,40,325 2,84,475
16 Oct 11616.95 215.8 32.20 8,20,800 20,175 1,44,975
15 Oct 11521.50 183.6 -173.40 3,36,750 90,225 1,23,975
14 Oct 11899.30 357 13.40 25,575 -1,575 33,750
11 Oct 11876.95 343.6 -26.40 1,25,100 300 34,875
10 Oct 11832.00 370 12.90 74,700 825 34,950
9 Oct 11818.10 357.1 -33.15 76,950 2,175 34,200
8 Oct 11889.10 390.25 130.25 2,03,775 1,950 32,400
7 Oct 11617.05 260 -66.95 86,100 -900 30,900
4 Oct 11774.40 326.95 -67.35 1,93,500 16,200 31,725
3 Oct 11806.45 394.3 -227.90 59,400 8,775 15,150
1 Oct 12157.45 622.2 -161.95 375 75 6,375
30 Sept 12345.95 784.15 -293.15 3,675 -150 6,225
27 Sept 12666.40 1077.3 60.75 375 150 6,375
26 Sept 12621.65 1016.55 206.60 2,550 1,125 6,225
25 Sept 12397.25 809.95 12.95 825 75 5,175
24 Sept 12443.65 797 22.15 2,775 1,575 5,025
23 Sept 12338.95 774.85 249.85 2,550 150 3,450
20 Sept 11941.70 525 36.00 1,650 300 3,225
19 Sept 11868.00 489 59.00 7,725 450 2,850
18 Sept 11764.65 430 -70.00 4,350 1,200 2,325
17 Sept 11950.30 500 105.00 1,500 750 1,200
16 Sept 11688.35 395 -27.75 375 150 450
13 Sept 11737.15 422.75 380.00 375 225 225
12 Sept 11723.50 42.75 0.00 0 0 0
11 Sept 11420.75 42.75 0.00 0 0 0
10 Sept 10987.75 42.75 0.00 0 0 0
9 Sept 10847.60 42.75 0.00 0 0 0
6 Sept 10830.10 42.75 0.00 0 0 0
5 Sept 10855.75 42.75 0.00 0 0 0
4 Sept 10963.70 42.75 0.00 0 0 0
3 Sept 11043.65 42.75 0.00 0 0 0
2 Sept 11126.10 42.75 42.75 0 0 0
29 Aug 10807.85 0 0 0 0


For Bajaj Auto Limited - strike price 11800 expiring on 31OCT2024

Delta for 11800 CE is -

Historical price for 11800 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 6.75, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by -51375 which decreased total open position to 234900


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 10.75, which was -205.05 lower than the previous day. The implied volatity was -, the open interest changed by 140325 which increased total open position to 284475


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 215.8, which was 32.20 higher than the previous day. The implied volatity was -, the open interest changed by 20175 which increased total open position to 144975


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 183.6, which was -173.40 lower than the previous day. The implied volatity was -, the open interest changed by 90225 which increased total open position to 123975


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 357, which was 13.40 higher than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 33750


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 343.6, which was -26.40 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 34875


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 370, which was 12.90 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 34950


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 357.1, which was -33.15 lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 34200


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 390.25, which was 130.25 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 32400


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 260, which was -66.95 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 30900


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 326.95, which was -67.35 lower than the previous day. The implied volatity was -, the open interest changed by 16200 which increased total open position to 31725


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 394.3, which was -227.90 lower than the previous day. The implied volatity was -, the open interest changed by 8775 which increased total open position to 15150


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 622.2, which was -161.95 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6375


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 784.15, which was -293.15 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 6225


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 1077.3, which was 60.75 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 6375


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 1016.55, which was 206.60 higher than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 6225


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 809.95, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5175


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 797, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 5025


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 774.85, which was 249.85 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3450


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 525, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 3225


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 489, which was 59.00 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2850


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 430, which was -70.00 lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 2325


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 500, which was 105.00 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1200


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 395, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 450


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 422.75, which was 380.00 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 42.75, 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 42.75, 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 42.75, 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 42.75, 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 42.75, 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 42.75, 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 42.75, 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 42.75, 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 42.75, which was 42.75 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 11800 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 1711 36.00 1,800 -975 30,675
17 Oct 10119.45 1675 1356.40 17,025 -8,550 31,725
16 Oct 11616.95 318.6 -65.95 53,100 -9,075 40,875
15 Oct 11521.50 384.55 186.45 2,32,200 -675 49,875
14 Oct 11899.30 198.1 -32.95 45,525 3,300 51,150
11 Oct 11876.95 231.05 -21.00 1,45,800 8,325 48,075
10 Oct 11832.00 252.05 -10.80 1,09,575 2,700 39,825
9 Oct 11818.10 262.85 39.40 1,02,375 2,175 37,125
8 Oct 11889.10 223.45 -115.10 1,32,225 -4,125 35,175
7 Oct 11617.05 338.55 42.60 87,825 -3,750 39,450
4 Oct 11774.40 295.95 25.80 1,61,700 300 42,825
3 Oct 11806.45 270.15 110.65 1,85,100 11,850 41,850
1 Oct 12157.45 159.5 29.50 85,575 -2,325 30,000
30 Sept 12345.95 130 51.50 56,025 -4,575 32,625
27 Sept 12666.40 78.5 -21.45 66,075 12,225 37,125
26 Sept 12621.65 99.95 -38.05 30,750 8,400 25,050
25 Sept 12397.25 138 -18.80 13,275 -300 16,575
24 Sept 12443.65 156.8 -13.25 21,450 4,275 16,875
23 Sept 12338.95 170.05 -113.90 25,725 9,225 12,525
20 Sept 11941.70 283.95 -38.05 3,000 1,050 3,225
19 Sept 11868.00 322 -52.80 5,325 450 2,175
18 Sept 11764.65 374.8 52.20 3,975 150 1,725
17 Sept 11950.30 322.6 -79.90 2,550 1,500 1,575
16 Sept 11688.35 402.5 -1933.25 300 150 150
13 Sept 11737.15 2335.75 0.00 0 0 0
12 Sept 11723.50 2335.75 0.00 0 0 0
11 Sept 11420.75 2335.75 0.00 0 0 0
10 Sept 10987.75 2335.75 0.00 0 0 0
9 Sept 10847.60 2335.75 0.00 0 0 0
6 Sept 10830.10 2335.75 0.00 0 0 0
5 Sept 10855.75 2335.75 0.00 0 0 0
4 Sept 10963.70 2335.75 0.00 0 0 0
3 Sept 11043.65 2335.75 0.00 0 0 0
2 Sept 11126.10 2335.75 2335.75 0 0 0
29 Aug 10807.85 0 0 0 0


For Bajaj Auto Limited - strike price 11800 expiring on 31OCT2024

Delta for 11800 PE is -

Historical price for 11800 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1711, which was 36.00 higher than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 30675


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1675, which was 1356.40 higher than the previous day. The implied volatity was -, the open interest changed by -8550 which decreased total open position to 31725


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 318.6, which was -65.95 lower than the previous day. The implied volatity was -, the open interest changed by -9075 which decreased total open position to 40875


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 384.55, which was 186.45 higher than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 49875


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 198.1, which was -32.95 lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 51150


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 231.05, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 8325 which increased total open position to 48075


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 252.05, which was -10.80 lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 39825


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 262.85, which was 39.40 higher than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 37125


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 223.45, which was -115.10 lower than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 35175


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 338.55, which was 42.60 higher than the previous day. The implied volatity was -, the open interest changed by -3750 which decreased total open position to 39450


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 295.95, which was 25.80 higher than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 42825


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 270.15, which was 110.65 higher than the previous day. The implied volatity was -, the open interest changed by 11850 which increased total open position to 41850


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 159.5, which was 29.50 higher than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 30000


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 130, which was 51.50 higher than the previous day. The implied volatity was -, the open interest changed by -4575 which decreased total open position to 32625


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 78.5, which was -21.45 lower than the previous day. The implied volatity was -, the open interest changed by 12225 which increased total open position to 37125


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 99.95, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by 8400 which increased total open position to 25050


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 138, which was -18.80 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 16575


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 156.8, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 4275 which increased total open position to 16875


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 170.05, which was -113.90 lower than the previous day. The implied volatity was -, the open interest changed by 9225 which increased total open position to 12525


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 283.95, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 3225


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 322, which was -52.80 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2175


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 374.8, which was 52.20 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1725


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 322.6, which was -79.90 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1575


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 402.5, which was -1933.25 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, 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 2335.75, which was 2335.75 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0