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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 12100 CE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 5.7 -1.75 1,61,550 -51,900 1,23,525
17 Oct 10119.45 7.45 -112.35 6,07,050 73,575 1,74,525
16 Oct 11616.95 119.8 17.80 4,84,350 34,875 1,00,650
15 Oct 11521.50 102 -112.80 2,27,100 24,975 65,850
14 Oct 11899.30 214.8 5.65 39,225 -900 40,950
11 Oct 11876.95 209.15 -30.35 43,800 3,000 41,775
10 Oct 11832.00 239.5 13.50 1,20,900 10,500 38,775
9 Oct 11818.10 226 -18.20 57,825 1,350 28,500
8 Oct 11889.10 244.2 90.80 50,925 600 27,150
7 Oct 11617.05 153.4 -51.65 35,925 1,800 26,475
4 Oct 11774.40 205.05 -40.50 51,975 1,050 25,350
3 Oct 11806.45 245.55 -212.35 64,125 10,200 24,300
1 Oct 12157.45 457.9 -108.70 58,125 6,450 14,025
30 Sept 12345.95 566.6 -264.80 3,825 -300 7,875
27 Sept 12666.40 831.4 85.65 2,100 -600 8,100
26 Sept 12621.65 745.75 145.75 3,975 -150 8,625
25 Sept 12397.25 600 -26.20 2,625 1,425 8,775
24 Sept 12443.65 626.2 50.45 11,550 -1,725 7,350
23 Sept 12338.95 575.75 212.45 92,550 4,875 8,100
20 Sept 11941.70 363.3 15.70 5,250 -225 3,225
19 Sept 11868.00 347.6 43.40 7,875 -750 3,300
18 Sept 11764.65 304.2 34.20 3,300 825 4,050
17 Sept 11950.30 270 0.00 0 0 0
16 Sept 11688.35 270 -35.75 150 0 3,225
13 Sept 11737.15 305.75 5.75 4,650 375 675
12 Sept 11723.50 300 155.60 975 225 225
11 Sept 11420.75 144.4 0.00 0 0 0
10 Sept 10987.75 144.4 0 0 0


For Bajaj Auto Limited - strike price 12100 expiring on 31OCT2024

Delta for 12100 CE is -

Historical price for 12100 CE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 5.7, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by -51900 which decreased total open position to 123525


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 7.45, which was -112.35 lower than the previous day. The implied volatity was -, the open interest changed by 73575 which increased total open position to 174525


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 119.8, which was 17.80 higher than the previous day. The implied volatity was -, the open interest changed by 34875 which increased total open position to 100650


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 102, which was -112.80 lower than the previous day. The implied volatity was -, the open interest changed by 24975 which increased total open position to 65850


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 214.8, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 40950


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 209.15, which was -30.35 lower than the previous day. The implied volatity was -, the open interest changed by 3000 which increased total open position to 41775


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 239.5, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 38775


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 226, which was -18.20 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 28500


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 244.2, which was 90.80 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 27150


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 153.4, which was -51.65 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 26475


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 205.05, which was -40.50 lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 25350


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 245.55, which was -212.35 lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 24300


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 457.9, which was -108.70 lower than the previous day. The implied volatity was -, the open interest changed by 6450 which increased total open position to 14025


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 566.6, which was -264.80 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 7875


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 831.4, which was 85.65 higher than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 8100


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 745.75, which was 145.75 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 8625


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 600, which was -26.20 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 8775


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 626.2, which was 50.45 higher than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 7350


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 575.75, which was 212.45 higher than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 8100


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 363.3, which was 15.70 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 3225


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 347.6, which was 43.40 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 3300


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 304.2, which was 34.20 higher than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 4050


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 270, 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 270, which was -35.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3225


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 305.75, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 675


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 300, which was 155.60 higher 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 144.4, 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 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 144.4, 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 12100 PE
Date Close Ltp Change Volume Change OI OI
18 Oct 10020.00 2067.9 103.20 150 0 20,550
17 Oct 10119.45 1964.7 1401.50 2,775 -1,350 20,550
16 Oct 11616.95 563.2 -39.50 2,775 -825 21,975
15 Oct 11521.50 602.7 244.55 10,500 -1,725 23,475
14 Oct 11899.30 358.15 -22.85 5,475 1,800 25,125
11 Oct 11876.95 381 -25.85 3,300 0 23,250
10 Oct 11832.00 406.85 -15.75 10,725 75 23,175
9 Oct 11818.10 422.6 54.50 5,025 -225 23,175
8 Oct 11889.10 368.1 -160.95 4,500 75 23,400
7 Oct 11617.05 529.05 58.05 2,475 -750 23,325
4 Oct 11774.40 471 42.70 16,725 -225 24,150
3 Oct 11806.45 428.3 165.50 39,075 -6,600 24,375
1 Oct 12157.45 262.8 51.80 1,66,425 11,250 31,050
30 Sept 12345.95 211 79.00 71,400 -6,900 19,800
27 Sept 12666.40 132 -26.80 47,475 9,825 26,700
26 Sept 12621.65 158.8 -59.80 31,350 3,225 16,875
25 Sept 12397.25 218.6 -23.30 10,125 450 13,800
24 Sept 12443.65 241.9 -26.10 15,900 2,250 13,200
23 Sept 12338.95 268 -139.70 36,000 10,575 11,100
20 Sept 11941.70 407.7 -82.20 600 150 525
19 Sept 11868.00 489.9 -47.20 375 150 300
18 Sept 11764.65 537.1 -748.35 300 225 225
17 Sept 11950.30 1285.45 0.00 0 0 0
16 Sept 11688.35 1285.45 0.00 0 0 0
13 Sept 11737.15 1285.45 0.00 0 0 0
12 Sept 11723.50 1285.45 0.00 0 0 0
11 Sept 11420.75 1285.45 0.00 0 0 0
10 Sept 10987.75 1285.45 0 0 0


For Bajaj Auto Limited - strike price 12100 expiring on 31OCT2024

Delta for 12100 PE is -

Historical price for 12100 PE is as follows

On 18 Oct BAJAJ-AUTO was trading at 10020.00. The strike last trading price was 2067.9, which was 103.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20550


On 17 Oct BAJAJ-AUTO was trading at 10119.45. The strike last trading price was 1964.7, which was 1401.50 higher than the previous day. The implied volatity was -, the open interest changed by -1350 which decreased total open position to 20550


On 16 Oct BAJAJ-AUTO was trading at 11616.95. The strike last trading price was 563.2, which was -39.50 lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 21975


On 15 Oct BAJAJ-AUTO was trading at 11521.50. The strike last trading price was 602.7, which was 244.55 higher than the previous day. The implied volatity was -, the open interest changed by -1725 which decreased total open position to 23475


On 14 Oct BAJAJ-AUTO was trading at 11899.30. The strike last trading price was 358.15, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 25125


On 11 Oct BAJAJ-AUTO was trading at 11876.95. The strike last trading price was 381, which was -25.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23250


On 10 Oct BAJAJ-AUTO was trading at 11832.00. The strike last trading price was 406.85, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 23175


On 9 Oct BAJAJ-AUTO was trading at 11818.10. The strike last trading price was 422.6, which was 54.50 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 23175


On 8 Oct BAJAJ-AUTO was trading at 11889.10. The strike last trading price was 368.1, which was -160.95 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 23400


On 7 Oct BAJAJ-AUTO was trading at 11617.05. The strike last trading price was 529.05, which was 58.05 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 23325


On 4 Oct BAJAJ-AUTO was trading at 11774.40. The strike last trading price was 471, which was 42.70 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 24150


On 3 Oct BAJAJ-AUTO was trading at 11806.45. The strike last trading price was 428.3, which was 165.50 higher than the previous day. The implied volatity was -, the open interest changed by -6600 which decreased total open position to 24375


On 1 Oct BAJAJ-AUTO was trading at 12157.45. The strike last trading price was 262.8, which was 51.80 higher than the previous day. The implied volatity was -, the open interest changed by 11250 which increased total open position to 31050


On 30 Sept BAJAJ-AUTO was trading at 12345.95. The strike last trading price was 211, which was 79.00 higher than the previous day. The implied volatity was -, the open interest changed by -6900 which decreased total open position to 19800


On 27 Sept BAJAJ-AUTO was trading at 12666.40. The strike last trading price was 132, which was -26.80 lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 26700


On 26 Sept BAJAJ-AUTO was trading at 12621.65. The strike last trading price was 158.8, which was -59.80 lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 16875


On 25 Sept BAJAJ-AUTO was trading at 12397.25. The strike last trading price was 218.6, which was -23.30 lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 13800


On 24 Sept BAJAJ-AUTO was trading at 12443.65. The strike last trading price was 241.9, which was -26.10 lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 13200


On 23 Sept BAJAJ-AUTO was trading at 12338.95. The strike last trading price was 268, which was -139.70 lower than the previous day. The implied volatity was -, the open interest changed by 10575 which increased total open position to 11100


On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 407.7, which was -82.20 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 525


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 489.9, which was -47.20 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 537.1, which was -748.35 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1285.45, 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 1285.45, 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 1285.45, 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 1285.45, 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 1285.45, 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 1285.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0