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

10017.5 -101.95 (-1.01%)

Back to Option Chain


Historical option data for BAJAJ-AUTO

18 Oct 2024 02:01 PM IST
BAJAJ-AUTO 11900 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 6.25 -3.65 2,05,500 -11,175 2,10,375
17 Oct 10119.45 9.9 -166.95 7,04,100 1,20,900 2,21,700
16 Oct 11616.95 176.85 25.85 5,89,200 18,225 1,01,700
15 Oct 11521.50 151 -153.55 2,84,550 25,275 83,850
14 Oct 11899.30 304.55 12.65 1,62,000 -2,100 58,350
11 Oct 11876.95 291.9 -28.10 1,79,625 16,350 60,450
10 Oct 11832.00 320 8.75 2,25,675 6,000 44,250
9 Oct 11818.10 311.25 -27.25 2,02,500 14,100 38,175
8 Oct 11889.10 338.5 123.75 1,05,075 3,525 24,225
7 Oct 11617.05 214.75 -63.35 45,900 1,950 21,075
4 Oct 11774.40 278.1 -59.30 87,900 1,575 18,975
3 Oct 11806.45 337.4 -244.50 79,725 12,075 17,400
1 Oct 12157.45 581.9 -93.40 3,675 -300 5,250
30 Sept 12345.95 675.3 -320.00 3,825 -1,575 5,625
27 Sept 12666.40 995.3 113.30 375 -150 7,200
26 Sept 12621.65 882 173.60 2,325 1,050 7,125
25 Sept 12397.25 708.4 0.00 0 0 0
24 Sept 12443.65 708.4 25.55 1,350 0 6,075
23 Sept 12338.95 682.85 205.45 9,375 825 6,075
20 Sept 11941.70 477.4 57.35 7,875 1,500 4,650
19 Sept 11868.00 420.05 38.25 6,375 2,550 3,300
18 Sept 11764.65 381.8 -58.10 1,575 75 750
17 Sept 11950.30 439.9 69.90 1,275 450 600
16 Sept 11688.35 370 0.00 0 75 0
13 Sept 11737.15 370 11.75 75 0 75
12 Sept 11723.50 358.25 174.10 375 150 150
11 Sept 11420.75 184.15 0.00 0 0 0
10 Sept 10987.75 184.15 0.00 0 0 0
9 Sept 10847.60 184.15 0.00 0 0 0
6 Sept 10830.10 184.15 0.00 0 0 0
5 Sept 10855.75 184.15 0.00 0 0 0
4 Sept 10963.70 184.15 0.00 0 0 0
3 Sept 11043.65 184.15 0.00 0 0 0
2 Sept 11126.10 184.15 0 0 0


For Bajaj Auto Limited - strike price 11900 expiring on 31OCT2024

Delta for 11900 CE is -

Historical price for 11900 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 6.25, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by -11175 which decreased total open position to 210375


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 9.9, which was -166.95 lower than the previous day. The implied volatity was -, the open interest changed by 120900 which increased total open position to 221700


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 176.85, which was 25.85 higher than the previous day. The implied volatity was -, the open interest changed by 18225 which increased total open position to 101700


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 151, which was -153.55 lower than the previous day. The implied volatity was -, the open interest changed by 25275 which increased total open position to 83850


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 304.55, which was 12.65 higher than the previous day. The implied volatity was -, the open interest changed by -2100 which decreased total open position to 58350


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 291.9, which was -28.10 lower than the previous day. The implied volatity was -, the open interest changed by 16350 which increased total open position to 60450


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 320, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 44250


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 311.25, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 14100 which increased total open position to 38175


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 338.5, which was 123.75 higher than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 24225


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 214.75, which was -63.35 lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 21075


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 278.1, which was -59.30 lower than the previous day. The implied volatity was -, the open interest changed by 1575 which increased total open position to 18975


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 337.4, which was -244.50 lower than the previous day. The implied volatity was -, the open interest changed by 12075 which increased total open position to 17400


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 581.9, which was -93.40 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 5250


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 675.3, which was -320.00 lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 5625


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 995.3, which was 113.30 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 7200


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 882, which was 173.60 higher than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 7125


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 708.4, 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 708.4, which was 25.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6075


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 682.85, which was 205.45 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 6075


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 477.4, which was 57.35 higher than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 4650


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 420.05, which was 38.25 higher than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 3300


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 381.8, which was -58.10 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 750


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 439.9, which was 69.90 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 600


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 370, 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 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 370, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 358.25, which was 174.10 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 184.15, 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 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 184.15, 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 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 184.15, 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 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 184.15, 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 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 184.15, 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 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 184.15, 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 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 184.15, 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 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 184.15, 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 11900 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 1823 66.40 750 75 28,950
17 Oct 10119.45 1756.6 1359.45 17,475 -8,775 28,875
16 Oct 11616.95 397.15 -62.60 9,900 -1,500 37,575
15 Oct 11521.50 459.75 211.85 76,800 -4,125 39,075
14 Oct 11899.30 247.9 -32.60 72,900 750 42,900
11 Oct 11876.95 280.5 -24.45 90,450 12,450 42,375
10 Oct 11832.00 304.95 -2.05 1,02,300 150 30,000
9 Oct 11818.10 307 42.00 68,400 6,300 30,150
8 Oct 11889.10 265 -129.70 27,375 3,525 24,000
7 Oct 11617.05 394.7 48.10 11,550 -150 20,550
4 Oct 11774.40 346.6 30.60 64,425 -7,425 20,775
3 Oct 11806.45 316 121.00 1,34,625 9,075 28,200
1 Oct 12157.45 195 42.55 74,025 4,425 19,200
30 Sept 12345.95 152.45 59.20 45,825 -2,625 15,450
27 Sept 12666.40 93.25 -23.65 22,725 2,850 18,300
26 Sept 12621.65 116.9 -43.10 18,450 2,250 15,600
25 Sept 12397.25 160 -20.00 12,150 -450 13,350
24 Sept 12443.65 180 -21.00 15,075 4,425 13,725
23 Sept 12338.95 201 -117.00 18,450 2,625 9,300
20 Sept 11941.70 318 -35.25 7,650 2,100 6,525
19 Sept 11868.00 353.25 -72.00 11,025 3,675 4,500
18 Sept 11764.65 425.25 -702.45 4,875 825 825
17 Sept 11950.30 1127.7 0.00 0 0 0
16 Sept 11688.35 1127.7 0.00 0 0 0
13 Sept 11737.15 1127.7 0.00 0 0 0
12 Sept 11723.50 1127.7 0.00 0 0 0
11 Sept 11420.75 1127.7 0.00 0 0 0
10 Sept 10987.75 1127.7 0.00 0 0 0
9 Sept 10847.60 1127.7 0.00 0 0 0
6 Sept 10830.10 1127.7 0.00 0 0 0
5 Sept 10855.75 1127.7 0.00 0 0 0
4 Sept 10963.70 1127.7 0.00 0 0 0
3 Sept 11043.65 1127.7 0.00 0 0 0
2 Sept 11126.10 1127.7 0 0 0


For Bajaj Auto Limited - strike price 11900 expiring on 31OCT2024

Delta for 11900 PE is -

Historical price for 11900 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1823, which was 66.40 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 28950


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1756.6, which was 1359.45 higher than the previous day. The implied volatity was -, the open interest changed by -8775 which decreased total open position to 28875


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 397.15, which was -62.60 lower than the previous day. The implied volatity was -, the open interest changed by -1500 which decreased total open position to 37575


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 459.75, which was 211.85 higher than the previous day. The implied volatity was -, the open interest changed by -4125 which decreased total open position to 39075


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 247.9, which was -32.60 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 42900


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 280.5, which was -24.45 lower than the previous day. The implied volatity was -, the open interest changed by 12450 which increased total open position to 42375


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 304.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 30000


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 307, which was 42.00 higher than the previous day. The implied volatity was -, the open interest changed by 6300 which increased total open position to 30150


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 265, which was -129.70 lower than the previous day. The implied volatity was -, the open interest changed by 3525 which increased total open position to 24000


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 394.7, which was 48.10 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 20550


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 346.6, which was 30.60 higher than the previous day. The implied volatity was -, the open interest changed by -7425 which decreased total open position to 20775


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 316, which was 121.00 higher than the previous day. The implied volatity was -, the open interest changed by 9075 which increased total open position to 28200


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 195, which was 42.55 higher than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 19200


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 152.45, which was 59.20 higher than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 15450


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 93.25, which was -23.65 lower than the previous day. The implied volatity was -, the open interest changed by 2850 which increased total open position to 18300


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 116.9, which was -43.10 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 15600


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 160, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 13350


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 180, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 13725


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 201, which was -117.00 lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 9300


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 318, which was -35.25 lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 6525


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 353.25, which was -72.00 lower than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 4500


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 425.25, which was -702.45 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, 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 1127.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0