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BAJAJ-AUTO
Bajaj Auto Limited

11941.7 73.70 (0.62%)

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Historical option data for BAJAJ-AUTO

20 Sep 2024 04:11 PM IST
BAJAJ-AUTO 9500 CE
Date Close Ltp Change Volume Change OI OI
20 Sept 11941.70 2375 0.00 0 0 0
19 Sept 11868.00 2375 0.00 0 -525 0
18 Sept 11764.65 2375 130.00 825 0 4,800
17 Sept 11950.30 2245 60.00 300 -150 4,875
16 Sept 11688.35 2185 12.40 225 -75 5,100
13 Sept 11737.15 2172.6 0.00 0 0 0
12 Sept 11723.50 2172.6 286.25 225 75 5,250
11 Sept 11420.75 1886.35 486.35 375 75 5,250
10 Sept 10987.75 1400 0.00 0 0 0
9 Sept 10847.60 1400 0.00 0 0 0
6 Sept 10830.10 1400 0.00 0 75 0
5 Sept 10855.75 1400 -121.20 150 0 5,100
4 Sept 10963.70 1521.2 -78.80 225 0 5,100
3 Sept 11043.65 1600 0.00 0 300 0
2 Sept 11126.10 1600 128.45 375 150 4,950
30 Aug 10891.55 1471.55 121.55 225 0 4,725
29 Aug 10807.85 1350 164.00 2,325 1,950 4,650
28 Aug 10656.75 1186 82.00 675 525 2,550
27 Aug 10501.60 1104 92.00 450 375 1,950
26 Aug 10432.55 1012 12.00 675 -450 1,500
23 Aug 10406.45 1000 424.25 2,775 1,125 1,800
22 Aug 9914.20 575.75 35.65 525 -225 600
21 Aug 9852.00 540.1 40.10 750 600 750
20 Aug 9779.70 500 0.00 0 0 0
19 Aug 9770.65 500 0.00 0 0 0
16 Aug 9888.15 500 0.00 0 0 0
14 Aug 9749.60 500 0.00 0 0 0
13 Aug 9671.60 500 0.00 0 0 0
12 Aug 9710.85 500 0.00 0 75 0
9 Aug 9765.95 500 89.70 375 75 150
5 Aug 9485.05 410.3 25.40 75 0 0
2 Aug 9616.20 384.9 0.00 0 0 0
1 Aug 9730.50 384.9 0.00 0 0 0
31 Jul 9664.20 384.9 0.00 0 0 0
29 Jul 9557.65 384.9 0 0 0


For Bajaj Auto Limited - strike price 9500 expiring on 26SEP2024

Delta for 9500 CE is -

Historical price for 9500 CE is as follows

On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 2375, 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 2375, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -525 which decreased total open position to 0


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 2375, which was 130.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4800


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 2245, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 4875


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 2185, which was 12.40 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5100


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 2172.6, 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 2172.6, which was 286.25 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5250


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1886.35, which was 486.35 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 5250


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 1400, 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 1400, 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 1400, 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 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 1400, which was -121.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5100


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 1521.2, which was -78.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5100


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 1600, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1600, which was 128.45 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4950


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 1471.55, which was 121.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4725


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 1350, which was 164.00 higher than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 4650


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 1186, which was 82.00 higher than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 2550


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 1104, which was 92.00 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1950


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 1012, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 1500


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 1000, which was 424.25 higher than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1800


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 575.75, which was 35.65 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 600


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 540.1, which was 40.10 higher than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 750


On 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 500, 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 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 500, 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 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 500, 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 14 Aug BAJAJ-AUTO was trading at 9749.60. The strike last trading price was 500, 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 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 500, 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 Aug BAJAJ-AUTO was trading at 9710.85. The strike last trading price was 500, 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 9 Aug BAJAJ-AUTO was trading at 9765.95. The strike last trading price was 500, which was 89.70 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150


On 5 Aug BAJAJ-AUTO was trading at 9485.05. The strike last trading price was 410.3, which was 25.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Aug BAJAJ-AUTO was trading at 9616.20. The strike last trading price was 384.9, 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 1 Aug BAJAJ-AUTO was trading at 9730.50. The strike last trading price was 384.9, 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 31 Jul BAJAJ-AUTO was trading at 9664.20. The strike last trading price was 384.9, 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 Jul BAJAJ-AUTO was trading at 9557.65. The strike last trading price was 384.9, 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 9500 PE
Date Close Ltp Change Volume Change OI OI
20 Sept 11941.70 2.95 -0.05 3,675 225 19,575
19 Sept 11868.00 3 -1.55 3,375 -450 19,725
18 Sept 11764.65 4.55 1.00 16,275 -2,625 20,325
17 Sept 11950.30 3.55 -0.45 14,325 -4,875 23,025
16 Sept 11688.35 4 -1.15 3,750 -1,800 27,900
13 Sept 11737.15 5.15 0.35 8,625 -975 29,925
12 Sept 11723.50 4.8 -3.70 17,325 -2,925 30,975
11 Sept 11420.75 8.5 1.80 32,925 -11,025 33,825
10 Sept 10987.75 6.7 -2.50 17,700 2,400 45,075
9 Sept 10847.60 9.2 -4.20 15,525 3,975 42,750
6 Sept 10830.10 13.4 2.70 19,875 -3,300 38,925
5 Sept 10855.75 10.7 0.20 12,900 -4,725 41,925
4 Sept 10963.70 10.5 0.45 13,350 -900 46,950
3 Sept 11043.65 10.05 -2.85 13,725 -1,950 47,925
2 Sept 11126.10 12.9 -5.90 59,550 -675 50,025
30 Aug 10891.55 18.8 -10.20 70,275 6,750 52,125
29 Aug 10807.85 29 -1.65 24,750 9,150 45,375
28 Aug 10656.75 30.65 -3.35 29,775 3,825 36,300
27 Aug 10501.60 34 -9.30 22,950 3,750 32,400
26 Aug 10432.55 43.3 -15.20 40,050 9,525 28,650
23 Aug 10406.45 58.5 -43.95 40,275 17,325 19,050
22 Aug 9914.20 102.45 -385.40 2,850 1,725 1,725
21 Aug 9852.00 487.85 0.00 0 0 0
20 Aug 9779.70 487.85 0.00 0 0 0
19 Aug 9770.65 487.85 0.00 0 0 0
16 Aug 9888.15 487.85 0.00 0 0 0
14 Aug 9749.60 487.85 0.00 0 0 0
13 Aug 9671.60 487.85 0.00 0 0 0
12 Aug 9710.85 487.85 0.00 0 0 0
9 Aug 9765.95 487.85 0.00 0 0 0
5 Aug 9485.05 487.85 0.00 0 0 0
2 Aug 9616.20 487.85 0.00 0 0 0
1 Aug 9730.50 487.85 0.00 0 0 0
31 Jul 9664.20 487.85 0.00 0 0 0
29 Jul 9557.65 487.85 0 0 0


For Bajaj Auto Limited - strike price 9500 expiring on 26SEP2024

Delta for 9500 PE is -

Historical price for 9500 PE is as follows

On 20 Sept BAJAJ-AUTO was trading at 11941.70. The strike last trading price was 2.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 19575


On 19 Sept BAJAJ-AUTO was trading at 11868.00. The strike last trading price was 3, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 19725


On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 4.55, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 20325


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -4875 which decreased total open position to 23025


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 27900


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 5.15, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by -975 which decreased total open position to 29925


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 4.8, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by -2925 which decreased total open position to 30975


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 8.5, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by -11025 which decreased total open position to 33825


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 6.7, which was -2.50 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 45075


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 9.2, which was -4.20 lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 42750


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 13.4, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by -3300 which decreased total open position to 38925


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 10.7, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by -4725 which decreased total open position to 41925


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 10.5, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 46950


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 10.05, which was -2.85 lower than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 47925


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 12.9, which was -5.90 lower than the previous day. The implied volatity was -, the open interest changed by -675 which decreased total open position to 50025


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 18.8, which was -10.20 lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 52125


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 29, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 45375


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 30.65, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 36300


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 34, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 32400


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 43.3, which was -15.20 lower than the previous day. The implied volatity was -, the open interest changed by 9525 which increased total open position to 28650


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 58.5, which was -43.95 lower than the previous day. The implied volatity was -, the open interest changed by 17325 which increased total open position to 19050


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 102.45, which was -385.40 lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 487.85, 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 14 Aug BAJAJ-AUTO was trading at 9749.60. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9710.85. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9765.95. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9485.05. The strike last trading price was 487.85, 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 Aug BAJAJ-AUTO was trading at 9616.20. The strike last trading price was 487.85, 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 1 Aug BAJAJ-AUTO was trading at 9730.50. The strike last trading price was 487.85, 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 31 Jul BAJAJ-AUTO was trading at 9664.20. The strike last trading price was 487.85, 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 Jul BAJAJ-AUTO was trading at 9557.65. The strike last trading price was 487.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0