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 | 112.05 | 28.55 | - | 1,37,325 | 3,825 | 22,725 | |||
| 4 Jul | 9460.85 | 83.5 | - | 15,450 | 900 | 18,900 | ||||
| 3 Jul | 9422.40 | 71 | - | 35,250 | -2,325 | 18,000 | ||||
| 2 Jul | 9401.25 | 70.5 | - | 25,125 | 6,225 | 20,325 | ||||
| 1 Jul | 9532.40 | 92.55 | - | 28,875 | 5,775 | 14,100 | ||||
| 28 Jun | 9501.65 | 94.5 | - | 39,675 | 4,050 | 8,325 | ||||
| 27 Jun | 9417.45 | 95 | - | 6,900 | 1,350 | 4,275 | ||||
| 26 Jun | 9474.65 | 111 | - | 4,650 | 1,125 | 2,700 | ||||
| 25 Jun | 9659.95 | 218 | - | 225 | 0 | 1,575 | ||||
| 24 Jun | 9745.25 | 193.05 | - | 1,275 | 525 | 1,650 | ||||
| 21 Jun | 9602.25 | 167.00 | - | 300 | 75 | 1,125 | ||||
| 20 Jun | 9632.00 | 160.00 | - | 375 | 75 | 900 | ||||
| 19 Jun | 9685.80 | 205.55 | - | 750 | 450 | 825 | ||||
| 18 Jun | 9918.20 | 270.00 | - | 225 | 75 | 300 | ||||
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| 14 Jun | 9961.75 | 263.30 | - | 150 | 0 | 225 | ||||
| 13 Jun | 9923.40 | 262.55 | - | 150 | 75 | 150 | ||||
| 11 Jun | 9812.70 | 96.00 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 10100 expiring on 25JUL2024
Delta for 10100 CE is -
Historical price for 10100 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 112.05, which was 28.55 higher than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 22725
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 83.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 18900
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 71, which was lower than the previous day. The implied volatity was -, the open interest changed by -2325 which decreased total open position to 18000
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 70.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 20325
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 92.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 14100
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 94.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 8325
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 4275
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 111, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 2700
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 218, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 193.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1650
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 167.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1125
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 160.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 900
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 205.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 825
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 270.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 300
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 263.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 262.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 96.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 525.15 | -141.30 | - | 1,275 | 900 | 900 |
| 4 Jul | 9460.85 | 666.45 | - | 0 | 0 | 0 | |
| 3 Jul | 9422.40 | 666.45 | - | 150 | 0 | 225 | |
| 2 Jul | 9401.25 | 666.05 | - | 0 | 75 | 0 | |
| 1 Jul | 9532.40 | 666.05 | - | 0 | 75 | 0 | |
| 28 Jun | 9501.65 | 666.05 | - | 225 | 75 | 75 | |
| 27 Jun | 9417.45 | 1115.15 | - | 0 | 0 | 0 | |
| 26 Jun | 9474.65 | 1115.15 | - | 0 | 0 | 0 | |
| 25 Jun | 9659.95 | 1115.15 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 1115.15 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 1115.15 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 1115.15 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 1115.15 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 1115.15 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 1115.15 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 1115.15 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1115.15 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 10100 expiring on 25JUL2024
Delta for 10100 PE is -
Historical price for 10100 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 525.15, which was -141.30 lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 666.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 666.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 666.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 666.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 666.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 1115.15, 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 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 1115.15, 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 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 1115.15, 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 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 1115.15, 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 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 1115.15, 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 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 1115.15, 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 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 1115.15, 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 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 1115.15, 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 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 1115.15, 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 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 1115.15, 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 1115.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0