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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 12000 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 5.85 -2.90 6,02,325 -24,000 9,15,150
17 Oct 10119.45 8.75 -136.25 35,22,150 5,31,900 9,37,650
16 Oct 11616.95 145 22.00 17,12,925 80,850 4,03,800
15 Oct 11521.50 123 -133.10 8,66,700 1,53,075 3,22,200
14 Oct 11899.30 256.1 7.10 2,87,100 19,875 1,69,575
11 Oct 11876.95 249 -25.45 2,42,700 -11,775 1,51,500
10 Oct 11832.00 274.45 8.45 5,08,200 24,375 1,64,775
9 Oct 11818.10 266 -23.00 4,09,200 14,175 1,40,325
8 Oct 11889.10 289 107.25 3,48,225 -2,550 1,26,075
7 Oct 11617.05 181.75 -58.25 2,13,300 12,075 1,30,275
4 Oct 11774.40 240 -50.10 2,40,600 10,725 1,18,650
3 Oct 11806.45 290.1 -221.05 3,04,650 36,750 1,07,475
1 Oct 12157.45 511.15 -130.15 75,225 -2,925 71,325
30 Sept 12345.95 641.3 -253.50 50,700 -8,475 74,100
27 Sept 12666.40 894.8 80.50 24,450 -4,500 82,650
26 Sept 12621.65 814.3 145.30 26,175 75 87,450
25 Sept 12397.25 669 -25.00 16,425 -975 87,375
24 Sept 12443.65 694 54.15 36,000 10,725 88,200
23 Sept 12338.95 639.85 229.85 1,68,000 15,075 77,475
20 Sept 11941.70 410 22.00 1,02,225 9,600 62,325
19 Sept 11868.00 388 61.00 71,625 14,475 52,800
18 Sept 11764.65 327 -62.00 45,075 5,775 38,325
17 Sept 11950.30 389 93.20 53,100 9,900 32,325
16 Sept 11688.35 295.8 -39.75 15,825 5,250 22,350
13 Sept 11737.15 335.55 25.55 12,375 150 16,800
12 Sept 11723.50 310 89.50 26,175 8,625 16,650
11 Sept 11420.75 220.5 108.00 11,175 4,950 7,650
10 Sept 10987.75 112.5 22.50 1,500 825 2,550
9 Sept 10847.60 90 -36.00 1,125 900 1,650
6 Sept 10830.10 126 -14.00 150 75 675
5 Sept 10855.75 140 -1.00 75 0 600
4 Sept 10963.70 141 -39.00 300 150 525
3 Sept 11043.65 180 5.00 150 75 300
2 Sept 11126.10 175 225 150 150


For Bajaj Auto Limited - strike price 12000 expiring on 31OCT2024

Delta for 12000 CE is -

Historical price for 12000 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 5.85, which was -2.90 lower than the previous day. The implied volatity was -, the open interest changed by -24000 which decreased total open position to 915150


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 8.75, which was -136.25 lower than the previous day. The implied volatity was -, the open interest changed by 531900 which increased total open position to 937650


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 145, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by 80850 which increased total open position to 403800


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 123, which was -133.10 lower than the previous day. The implied volatity was -, the open interest changed by 153075 which increased total open position to 322200


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 256.1, which was 7.10 higher than the previous day. The implied volatity was -, the open interest changed by 19875 which increased total open position to 169575


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 249, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by -11775 which decreased total open position to 151500


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 274.45, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 24375 which increased total open position to 164775


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 266, which was -23.00 lower than the previous day. The implied volatity was -, the open interest changed by 14175 which increased total open position to 140325


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 289, which was 107.25 higher than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 126075


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 181.75, which was -58.25 lower than the previous day. The implied volatity was -, the open interest changed by 12075 which increased total open position to 130275


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 240, which was -50.10 lower than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 118650


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 290.1, which was -221.05 lower than the previous day. The implied volatity was -, the open interest changed by 36750 which increased total open position to 107475


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 511.15, which was -130.15 lower than the previous day. The implied volatity was -, the open interest changed by -2925 which decreased total open position to 71325


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 641.3, which was -253.50 lower than the previous day. The implied volatity was -, the open interest changed by -8475 which decreased total open position to 74100


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 894.8, which was 80.50 higher than the previous day. The implied volatity was -, the open interest changed by -4500 which decreased total open position to 82650


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 814.3, which was 145.30 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 87450


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 669, which was -25.00 lower than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 87375


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 694, which was 54.15 higher than the previous day. The implied volatity was -, the open interest changed by 10725 which increased total open position to 88200


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 639.85, which was 229.85 higher than the previous day. The implied volatity was -, the open interest changed by 15075 which increased total open position to 77475


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 410, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 62325


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 388, which was 61.00 higher than the previous day. The implied volatity was -, the open interest changed by 14475 which increased total open position to 52800


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 327, which was -62.00 lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 38325


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 389, which was 93.20 higher than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 32325


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 295.8, which was -39.75 lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 22350


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 335.55, which was 25.55 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 16800


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 310, which was 89.50 higher than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 16650


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 220.5, which was 108.00 higher than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 7650


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 112.5, which was 22.50 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 2550


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 90, which was -36.00 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1650


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 126, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 675


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 140, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 141, which was -39.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 525


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 180, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 300


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 175, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


BAJAJ-AUTO 12000 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 1933.95 48.95 3,300 -2,250 58,200
17 Oct 10119.45 1885 1425.00 29,025 -12,825 60,450
16 Oct 11616.95 460 -74.60 31,275 -2,700 73,350
15 Oct 11521.50 534.6 237.55 88,800 -6,375 76,425
14 Oct 11899.30 297.05 -35.95 41,625 -1,350 83,400
11 Oct 11876.95 333 -21.85 40,500 -2,775 85,875
10 Oct 11832.00 354.85 -4.75 1,25,925 -450 89,850
9 Oct 11818.10 359.6 46.10 1,06,050 6,150 90,450
8 Oct 11889.10 313.5 -148.60 47,925 -2,625 84,225
7 Oct 11617.05 462.1 60.55 41,025 -6,825 87,000
4 Oct 11774.40 401.55 35.10 99,225 -13,425 94,050
3 Oct 11806.45 366.45 138.55 3,10,875 -22,950 1,07,475
1 Oct 12157.45 227.9 46.65 6,85,200 19,125 1,31,550
30 Sept 12345.95 181.25 71.25 4,04,325 -30,825 1,11,975
27 Sept 12666.40 110 -26.00 1,83,975 1,650 1,42,500
26 Sept 12621.65 136 -53.00 2,04,375 16,650 1,40,475
25 Sept 12397.25 189 -21.00 1,05,525 -1,050 1,23,600
24 Sept 12443.65 210 -23.50 1,24,050 37,125 1,24,575
23 Sept 12338.95 233.5 -117.50 1,62,525 47,850 87,600
20 Sept 11941.70 351 -43.95 54,900 23,850 39,750
19 Sept 11868.00 394.95 -55.60 41,325 4,050 15,975
18 Sept 11764.65 450.55 30.55 39,750 -7,800 12,075
17 Sept 11950.30 420 -110.75 24,975 18,375 19,875
16 Sept 11688.35 530.75 46.75 1,200 375 1,500
13 Sept 11737.15 484 -2038.05 1,425 1,125 1,125
12 Sept 11723.50 2522.05 0.00 0 0 0
11 Sept 11420.75 2522.05 0.00 0 0 0
10 Sept 10987.75 2522.05 0.00 0 0 0
9 Sept 10847.60 2522.05 0.00 0 0 0
6 Sept 10830.10 2522.05 0.00 0 0 0
5 Sept 10855.75 2522.05 0.00 0 0 0
4 Sept 10963.70 2522.05 0.00 0 0 0
3 Sept 11043.65 2522.05 0.00 0 0 0
2 Sept 11126.10 2522.05 0 0 0


For Bajaj Auto Limited - strike price 12000 expiring on 31OCT2024

Delta for 12000 PE is -

Historical price for 12000 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 1933.95, which was 48.95 higher than the previous day. The implied volatity was -, the open interest changed by -2250 which decreased total open position to 58200


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1885, which was 1425.00 higher than the previous day. The implied volatity was -, the open interest changed by -12825 which decreased total open position to 60450


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 460, which was -74.60 lower than the previous day. The implied volatity was -, the open interest changed by -2700 which decreased total open position to 73350


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 534.6, which was 237.55 higher than the previous day. The implied volatity was -, the open interest changed by -6375 which decreased total open position to 76425


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 297.05, which was -35.95 lower than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 83400


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 333, which was -21.85 lower than the previous day. The implied volatity was -, the open interest changed by -2775 which decreased total open position to 85875


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 354.85, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 89850


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 359.6, which was 46.10 higher than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 90450


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 313.5, which was -148.60 lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 84225


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 462.1, which was 60.55 higher than the previous day. The implied volatity was -, the open interest changed by -6825 which decreased total open position to 87000


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 401.55, which was 35.10 higher than the previous day. The implied volatity was -, the open interest changed by -13425 which decreased total open position to 94050


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 366.45, which was 138.55 higher than the previous day. The implied volatity was -, the open interest changed by -22950 which decreased total open position to 107475


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 227.9, which was 46.65 higher than the previous day. The implied volatity was -, the open interest changed by 19125 which increased total open position to 131550


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 181.25, which was 71.25 higher than the previous day. The implied volatity was -, the open interest changed by -30825 which decreased total open position to 111975


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 110, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 142500


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 136, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by 16650 which increased total open position to 140475


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 189, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by -1050 which decreased total open position to 123600


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 210, which was -23.50 lower than the previous day. The implied volatity was -, the open interest changed by 37125 which increased total open position to 124575


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 233.5, which was -117.50 lower than the previous day. The implied volatity was -, the open interest changed by 47850 which increased total open position to 87600


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 351, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 23850 which increased total open position to 39750


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 394.95, which was -55.60 lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 15975


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 450.55, which was 30.55 higher than the previous day. The implied volatity was -, the open interest changed by -7800 which decreased total open position to 12075


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 420, which was -110.75 lower than the previous day. The implied volatity was -, the open interest changed by 18375 which increased total open position to 19875


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 530.75, which was 46.75 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1500


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 484, which was -2038.05 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, 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 2522.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0