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BAJAJ-AUTO
Bajaj Auto Limited

11764.65 -185.65 (-1.55%)

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Historical option data for BAJAJ-AUTO

18 Sep 2024 04:11 PM IST
BAJAJ-AUTO 9700 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 2126.6 -21.80 75 0 375
17 Sept 11950.30 2148.4 123.40 75 0 375
16 Sept 11688.35 2025 337.40 75 0 375
13 Sept 11737.15 1687.6 0.00 0 0 0
12 Sept 11723.50 1687.6 0.00 0 0 0
11 Sept 11420.75 1687.6 495.45 150 0 375
10 Sept 10987.75 1192.15 0.00 0 0 0
9 Sept 10847.60 1192.15 -248.20 75 0 375
6 Sept 10830.10 1440.35 0.00 0 0 0
5 Sept 10855.75 1440.35 0.00 0 0 0
4 Sept 10963.70 1440.35 0.00 0 0 0
3 Sept 11043.65 1440.35 0.00 0 -150 0
2 Sept 11126.10 1440.35 405.35 300 0 525
30 Aug 10891.55 1035 0.00 0 0 0
29 Aug 10807.85 1035 0.00 0 0 0
28 Aug 10656.75 1035 227.00 75 0 525
27 Aug 10501.60 808 0.00 0 0 0
26 Aug 10432.55 808 116.50 75 0 525
23 Aug 10406.45 691.5 284.65 150 75 450
22 Aug 9914.20 406.85 27.45 150 0 225
21 Aug 9852.00 379.4 0.00 0 225 0
20 Aug 9779.70 379.4 74.35 225 150 150
19 Aug 9770.65 305.05 0.00 0 0 0
16 Aug 9888.15 305.05 0.00 0 0 0
14 Aug 9749.60 305.05 0.00 0 0 0
13 Aug 9671.60 305.05 0.00 0 0 0
12 Aug 9710.85 305.05 0.00 0 0 0
9 Aug 9765.95 305.05 0.00 0 0 0
5 Aug 9485.05 305.05 0.00 0 0 0
2 Aug 9616.20 305.05 0.00 0 0 0
1 Aug 9730.50 305.05 0.00 0 0 0
31 Jul 9664.20 305.05 0.00 0 0 0
29 Jul 9557.65 305.05 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 26SEP2024

Delta for 9700 CE is -

Historical price for 9700 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 2126.6, which was -21.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 2148.4, which was 123.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 2025, which was 337.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 1687.6, 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 1687.6, 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 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1687.6, which was 495.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 1192.15, 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 1192.15, which was -248.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 1440.35, 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 1440.35, 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 1440.35, 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 1440.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 0


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1440.35, which was 405.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 1035, 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 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 1035, 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 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 1035, which was 227.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 808, 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 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 808, which was 116.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 691.5, which was 284.65 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 450


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 406.85, which was 27.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 379.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 0


On 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 379.4, which was 74.35 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 305.05, 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 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 305.05, 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 14 Aug BAJAJ-AUTO was trading at 9749.60. The strike last trading price was 305.05, 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 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 305.05, 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 12 Aug BAJAJ-AUTO was trading at 9710.85. The strike last trading price was 305.05, 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 Aug BAJAJ-AUTO was trading at 9765.95. The strike last trading price was 305.05, 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 Aug BAJAJ-AUTO was trading at 9485.05. The strike last trading price was 305.05, 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 Aug BAJAJ-AUTO was trading at 9616.20. The strike last trading price was 305.05, 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 1 Aug BAJAJ-AUTO was trading at 9730.50. The strike last trading price was 305.05, 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 31 Jul BAJAJ-AUTO was trading at 9664.20. The strike last trading price was 305.05, 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 29 Jul BAJAJ-AUTO was trading at 9557.65. The strike last trading price was 305.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 9700 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 3.95 -1.05 1,875 -1,200 15,825
17 Sept 11950.30 5 1.00 750 -375 17,025
16 Sept 11688.35 4 -1.00 900 -300 17,250
13 Sept 11737.15 5 -0.30 3,600 -225 17,625
12 Sept 11723.50 5.3 -2.05 6,600 -2,550 17,850
11 Sept 11420.75 7.35 -1.65 9,975 -3,075 20,325
10 Sept 10987.75 9 -5.20 24,525 -7,425 23,400
9 Sept 10847.60 14.2 -5.30 20,700 -1,650 31,275
6 Sept 10830.10 19.5 3.70 7,650 375 33,375
5 Sept 10855.75 15.8 1.70 17,025 2,325 33,000
4 Sept 10963.70 14.1 -0.95 23,400 -900 31,125
3 Sept 11043.65 15.05 -4.75 33,225 -1,950 34,575
2 Sept 11126.10 19.8 -6.90 64,650 4,650 39,300
30 Aug 10891.55 26.7 -13.35 27,750 1,350 35,175
29 Aug 10807.85 40.05 -3.75 33,300 825 33,675
28 Aug 10656.75 43.8 -10.70 17,625 4,500 32,100
27 Aug 10501.60 54.5 -6.50 23,625 9,750 27,675
26 Aug 10432.55 61 -24.00 14,700 6,900 18,000
23 Aug 10406.45 85 -75.00 21,375 7,800 11,025
22 Aug 9914.20 160 -30.00 6,450 225 3,000
21 Aug 9852.00 190 -6.45 900 -150 2,850
20 Aug 9779.70 196.45 -26.20 600 300 2,700
19 Aug 9770.65 222.65 22.65 2,400 1,650 2,400
16 Aug 9888.15 200 -42.40 1,050 675 750
14 Aug 9749.60 242.4 -363.10 300 150 150
13 Aug 9671.60 605.5 0.00 0 0 0
12 Aug 9710.85 605.5 0.00 0 0 0
9 Aug 9765.95 605.5 0.00 0 0 0
5 Aug 9485.05 605.5 0.00 0 0 0
2 Aug 9616.20 605.5 0.00 0 0 0
1 Aug 9730.50 605.5 0.00 0 0 0
31 Jul 9664.20 605.5 0.00 0 0 0
29 Jul 9557.65 605.5 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 26SEP2024

Delta for 9700 PE is -

Historical price for 9700 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 15825


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 5, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 17025


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 4, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 17250


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 17625


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 5.3, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -2550 which decreased total open position to 17850


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 7.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -3075 which decreased total open position to 20325


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 9, which was -5.20 lower than the previous day. The implied volatity was -, the open interest changed by -7425 which decreased total open position to 23400


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 14.2, which was -5.30 lower than the previous day. The implied volatity was -, the open interest changed by -1650 which decreased total open position to 31275


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 19.5, which was 3.70 higher than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 33375


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 15.8, which was 1.70 higher than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 33000


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 14.1, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by -900 which decreased total open position to 31125


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 15.05, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 34575


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 19.8, which was -6.90 lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 39300


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 26.7, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 35175


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 40.05, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 33675


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 43.8, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 32100


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 54.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by 9750 which increased total open position to 27675


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 61, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 18000


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 85, which was -75.00 lower than the previous day. The implied volatity was -, the open interest changed by 7800 which increased total open position to 11025


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 160, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3000


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 190, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 2850


On 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 196.45, which was -26.20 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 2700


On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 222.65, which was 22.65 higher than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 2400


On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 200, which was -42.40 lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 750


On 14 Aug BAJAJ-AUTO was trading at 9749.60. The strike last trading price was 242.4, which was -363.10 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150


On 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 605.5, 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 605.5, 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 605.5, 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 605.5, 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 605.5, 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 605.5, 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 605.5, 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 605.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0