BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 9635.80 | 138.9 | 34.70 | - | 10,29,750 | 22,425 | 2,15,250 | |||
| 4 Jul | 9460.85 | 104.2 | - | 1,94,625 | 3,375 | 1,92,825 | ||||
| 3 Jul | 9422.40 | 88.05 | - | 2,02,875 | 9,300 | 1,89,450 | ||||
| 2 Jul | 9401.25 | 86.35 | - | 1,58,100 | 8,925 | 1,80,150 | ||||
| 1 Jul | 9532.40 | 116 | - | 4,03,350 | 47,400 | 1,71,225 | ||||
| 28 Jun | 9501.65 | 116.15 | - | 2,00,700 | 14,100 | 1,23,825 | ||||
| 27 Jun | 9417.45 | 107.05 | - | 1,86,975 | 32,775 | 1,09,725 | ||||
| 26 Jun | 9474.65 | 133 | - | 1,26,975 | 27,450 | 76,875 | ||||
| 25 Jun | 9659.95 | 193 | - | 72,825 | 5,775 | 49,425 | ||||
| 24 Jun | 9745.25 | 235 | - | 83,025 | 21,225 | 43,875 | ||||
| 21 Jun | 9602.25 | 189.95 | - | 17,850 | 2,700 | 22,650 | ||||
| 20 Jun | 9632.00 | 197.75 | - | 13,575 | 2,325 | 19,875 | ||||
| 19 Jun | 9685.80 | 234.05 | - | 18,225 | 7,950 | 17,550 | ||||
| 18 Jun | 9918.20 | 321.00 | - | 12,675 | 2,025 | 9,675 | ||||
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| 14 Jun | 9961.75 | 317.15 | - | 11,175 | 4,350 | 7,650 | ||||
| 13 Jun | 9923.40 | 277.80 | - | 4,275 | 1,200 | 3,375 | ||||
| 12 Jun | 9904.25 | 265.00 | - | 2,475 | 1,125 | 2,025 | ||||
| 11 Jun | 9812.70 | 250.00 | - | 1,275 | 825 | 975 | ||||
| 10 Jun | 9733.05 | 252.00 | - | 150 | 75 | 75 | ||||
For BAJAJ AUTO LIMITED - strike price 10000 expiring on 25JUL2024
Delta for 10000 CE is -
Historical price for 10000 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 138.9, which was 34.70 higher than the previous day. The implied volatity was -, the open interest changed by 22425 which increased total open position to 215250
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 104.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 192825
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 88.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 9300 which increased total open position to 189450
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 86.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 8925 which increased total open position to 180150
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 116, which was lower than the previous day. The implied volatity was -, the open interest changed by 47400 which increased total open position to 171225
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 116.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 14100 which increased total open position to 123825
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 107.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 32775 which increased total open position to 109725
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 133, which was lower than the previous day. The implied volatity was -, the open interest changed by 27450 which increased total open position to 76875
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 193, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 49425
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 235, which was lower than the previous day. The implied volatity was -, the open interest changed by 21225 which increased total open position to 43875
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 189.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 22650
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 197.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 19875
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 234.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 7950 which increased total open position to 17550
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 321.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 9675
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 317.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 7650
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 277.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 3375
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 265.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 2025
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 250.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 975
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 252.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 9635.80 | 446 | -118.20 | - | 13,650 | 2,400 | 67,650 |
| 4 Jul | 9460.85 | 564.2 | - | 375 | -225 | 65,250 | |
| 3 Jul | 9422.40 | 592 | - | 600 | 150 | 65,475 | |
| 2 Jul | 9401.25 | 617.75 | - | 2,025 | 600 | 65,325 | |
| 1 Jul | 9532.40 | 514.1 | - | 2,325 | 600 | 64,725 | |
| 28 Jun | 9501.65 | 540 | - | 3,075 | 300 | 64,125 | |
| 27 Jun | 9417.45 | 616 | - | 67,350 | 47,025 | 63,825 | |
| 26 Jun | 9474.65 | 572.2 | - | 16,575 | 6,675 | 16,725 | |
| 25 Jun | 9659.95 | 455 | - | 5,400 | 1,200 | 10,050 | |
| 24 Jun | 9745.25 | 400 | - | 6,450 | 4,650 | 8,775 | |
| 21 Jun | 9602.25 | 495.15 | - | 5,550 | 0 | 4,200 | |
| 20 Jun | 9632.00 | 500.00 | - | 150 | 150 | 4,125 | |
| 19 Jun | 9685.80 | 455.00 | - | 3,075 | 450 | 3,975 | |
| 18 Jun | 9918.20 | 335.00 | - | 2,325 | 450 | 3,600 | |
| 14 Jun | 9961.75 | 308.30 | - | 6,300 | 3,150 | 3,150 | |
| 13 Jun | 9923.40 | 1240.10 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 1240.10 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1240.10 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 1240.10 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 10000 expiring on 25JUL2024
Delta for 10000 PE is -
Historical price for 10000 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 446, which was -118.20 lower than the previous day. The implied volatity was -, the open interest changed by 2400 which increased total open position to 67650
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 564.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 65250
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 592, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 65475
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 617.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 65325
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 514.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 64725
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 540, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 64125
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 616, which was lower than the previous day. The implied volatity was -, the open interest changed by 47025 which increased total open position to 63825
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 572.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 6675 which increased total open position to 16725
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 455, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 10050
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 400, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 8775
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 495.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4200
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 500.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4125
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 455.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 3975
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 335.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 3600
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 308.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 3150
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 1240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 1240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 1240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 1240.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0