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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 9900 CE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 1888.5 -51.50 150 0 9,225
17 Sept 11950.30 1940 150.00 450 -375 9,300
16 Sept 11688.35 1790 -112.50 75 0 9,750
13 Sept 11737.15 1902.5 212.50 300 0 9,975
12 Sept 11723.50 1690 186.10 150 0 9,975
11 Sept 11420.75 1503.9 415.90 675 -375 9,900
10 Sept 10987.75 1088 83.25 300 -75 10,350
9 Sept 10847.60 1004.75 0.00 0 0 0
6 Sept 10830.10 1004.75 -47.65 150 0 10,425
5 Sept 10855.75 1052.4 -82.60 225 0 10,425
4 Sept 10963.70 1135 -125.00 150 0 10,425
3 Sept 11043.65 1260 0.00 0 -825 0
2 Sept 11126.10 1260 215.00 3,675 -750 10,500
30 Aug 10891.55 1045 65.60 375 75 11,250
29 Aug 10807.85 979.4 146.70 4,800 3,075 11,175
28 Aug 10656.75 832.7 92.70 2,925 225 7,950
27 Aug 10501.60 740 60.00 600 150 7,650
26 Aug 10432.55 680 30.90 750 75 7,425
23 Aug 10406.45 649.1 323.10 11,925 -1,950 7,425
22 Aug 9914.20 326 37.25 7,275 150 9,375
21 Aug 9852.00 288.75 22.20 675 450 9,225
20 Aug 9779.70 266.55 -10.90 1,725 600 8,850
19 Aug 9770.65 277.45 -76.25 5,925 4,725 8,175
16 Aug 9888.15 353.7 75.70 3,750 3,075 3,375
14 Aug 9749.60 278 -52.00 225 150 300
13 Aug 9671.60 330 0.00 0 0 0
12 Aug 9710.85 330 0.00 0 75 0
9 Aug 9765.95 330 -3.20 75 0 75
5 Aug 9485.05 333.2 0.00 0 0 0
2 Aug 9616.20 333.2 0.00 0 0 0
1 Aug 9730.50 333.2 0.00 0 0 0
31 Jul 9664.20 333.2 0.00 0 0 0
29 Jul 9557.65 333.2 75 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 26SEP2024

Delta for 9900 CE is -

Historical price for 9900 CE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 1888.5, which was -51.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9225


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 1940, which was 150.00 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 9300


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 1790, which was -112.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9750


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 1902.5, which was 212.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9975


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 1690, which was 186.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9975


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 1503.9, which was 415.90 higher than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 9900


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 1088, which was 83.25 higher than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 10350


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 1004.75, 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 1004.75, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10425


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 1052.4, which was -82.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10425


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 1135, which was -125.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10425


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 1260, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 0


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 1260, which was 215.00 higher than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 10500


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 1045, which was 65.60 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 11250


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 979.4, which was 146.70 higher than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 11175


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 832.7, which was 92.70 higher than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 7950


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 740, which was 60.00 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 7650


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 680, which was 30.90 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 7425


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 649.1, which was 323.10 higher than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 7425


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 326, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 9375


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 288.75, which was 22.20 higher than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 9225


On 20 Aug BAJAJ-AUTO was trading at 9779.70. The strike last trading price was 266.55, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 8850


On 19 Aug BAJAJ-AUTO was trading at 9770.65. The strike last trading price was 277.45, which was -76.25 lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 8175


On 16 Aug BAJAJ-AUTO was trading at 9888.15. The strike last trading price was 353.7, which was 75.70 higher than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 3375


On 14 Aug BAJAJ-AUTO was trading at 9749.60. The strike last trading price was 278, which was -52.00 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300


On 13 Aug BAJAJ-AUTO was trading at 9671.60. The strike last trading price was 330, 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 330, 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 330, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75


On 5 Aug BAJAJ-AUTO was trading at 9485.05. The strike last trading price was 333.2, 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 333.2, 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 333.2, 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 333.2, 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 333.2, 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 9900 PE
Date Close Ltp Change Volume Change OI OI
18 Sept 11764.65 5.35 -0.15 2,550 -1,425 11,700
17 Sept 11950.30 5.5 -3.30 1,800 -750 13,200
16 Sept 11688.35 8.8 2.10 3,675 -150 13,950
13 Sept 11737.15 6.7 -1.45 1,650 -750 14,175
12 Sept 11723.50 8.15 -2.35 18,675 -5,400 14,775
11 Sept 11420.75 10.5 -5.75 24,825 -2,325 20,175
10 Sept 10987.75 16.25 -5.75 34,800 -1,800 24,150
9 Sept 10847.60 22 -6.65 38,325 1,275 26,925
6 Sept 10830.10 28.65 4.10 21,150 7,275 26,925
5 Sept 10855.75 24.55 3.10 14,250 750 19,650
4 Sept 10963.70 21.45 0.10 13,050 -1,950 20,100
3 Sept 11043.65 21.35 -5.40 9,975 1,425 23,175
2 Sept 11126.10 26.75 -10.05 27,225 4,500 22,725
30 Aug 10891.55 36.8 -16.70 21,750 1,875 18,225
29 Aug 10807.85 53.5 -9.50 17,175 5,325 16,350
28 Aug 10656.75 63 -15.00 12,075 4,875 11,025
27 Aug 10501.60 78 -14.85 4,800 1,125 5,625
26 Aug 10432.55 92.85 -29.10 5,850 1,650 4,425
23 Aug 10406.45 121.95 -135.45 4,575 2,550 2,625
22 Aug 9914.20 257.4 -478.85 75 0 0
21 Aug 9852.00 736.25 0.00 0 0 0
20 Aug 9779.70 736.25 0.00 0 0 0
19 Aug 9770.65 736.25 0.00 0 0 0
16 Aug 9888.15 736.25 0.00 0 0 0
14 Aug 9749.60 736.25 0.00 0 0 0
13 Aug 9671.60 736.25 0.00 0 0 0
12 Aug 9710.85 736.25 0.00 0 0 0
9 Aug 9765.95 736.25 0.00 0 0 0
5 Aug 9485.05 736.25 0.00 0 0 0
2 Aug 9616.20 736.25 0.00 0 0 0
1 Aug 9730.50 736.25 0.00 0 0 0
31 Jul 9664.20 736.25 0.00 0 0 0
29 Jul 9557.65 736.25 0 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 26SEP2024

Delta for 9900 PE is -

Historical price for 9900 PE is as follows

On 18 Sept BAJAJ-AUTO was trading at 11764.65. The strike last trading price was 5.35, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1425 which decreased total open position to 11700


On 17 Sept BAJAJ-AUTO was trading at 11950.30. The strike last trading price was 5.5, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 13200


On 16 Sept BAJAJ-AUTO was trading at 11688.35. The strike last trading price was 8.8, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 13950


On 13 Sept BAJAJ-AUTO was trading at 11737.15. The strike last trading price was 6.7, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 14175


On 12 Sept BAJAJ-AUTO was trading at 11723.50. The strike last trading price was 8.15, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by -5400 which decreased total open position to 14775


On 11 Sept BAJAJ-AUTO was trading at 11420.75. The strike last trading price was 10.5, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 20175


On 10 Sept BAJAJ-AUTO was trading at 10987.75. The strike last trading price was 16.25, which was -5.75 lower than the previous day. The implied volatity was -, the open interest changed by -1800 which decreased total open position to 24150


On 9 Sept BAJAJ-AUTO was trading at 10847.60. The strike last trading price was 22, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 26925


On 6 Sept BAJAJ-AUTO was trading at 10830.10. The strike last trading price was 28.65, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by 7275 which increased total open position to 26925


On 5 Sept BAJAJ-AUTO was trading at 10855.75. The strike last trading price was 24.55, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 19650


On 4 Sept BAJAJ-AUTO was trading at 10963.70. The strike last trading price was 21.45, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -1950 which decreased total open position to 20100


On 3 Sept BAJAJ-AUTO was trading at 11043.65. The strike last trading price was 21.35, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 23175


On 2 Sept BAJAJ-AUTO was trading at 11126.10. The strike last trading price was 26.75, which was -10.05 lower than the previous day. The implied volatity was -, the open interest changed by 4500 which increased total open position to 22725


On 30 Aug BAJAJ-AUTO was trading at 10891.55. The strike last trading price was 36.8, which was -16.70 lower than the previous day. The implied volatity was -, the open interest changed by 1875 which increased total open position to 18225


On 29 Aug BAJAJ-AUTO was trading at 10807.85. The strike last trading price was 53.5, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 5325 which increased total open position to 16350


On 28 Aug BAJAJ-AUTO was trading at 10656.75. The strike last trading price was 63, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 4875 which increased total open position to 11025


On 27 Aug BAJAJ-AUTO was trading at 10501.60. The strike last trading price was 78, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 5625


On 26 Aug BAJAJ-AUTO was trading at 10432.55. The strike last trading price was 92.85, which was -29.10 lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 4425


On 23 Aug BAJAJ-AUTO was trading at 10406.45. The strike last trading price was 121.95, which was -135.45 lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 2625


On 22 Aug BAJAJ-AUTO was trading at 9914.20. The strike last trading price was 257.4, which was -478.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Aug BAJAJ-AUTO was trading at 9852.00. The strike last trading price was 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, 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 736.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0