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 | 75.35 | 19.30 | - | 81,375 | 6,525 | 28,500 | |||
| 4 Jul | 9460.85 | 56.05 | - | 12,900 | 825 | 21,975 | ||||
| 3 Jul | 9422.40 | 45.85 | - | 13,050 | 3,375 | 21,150 | ||||
| 2 Jul | 9401.25 | 46.05 | - | 11,550 | 450 | 17,925 | ||||
| 1 Jul | 9532.40 | 62.1 | - | 23,625 | 11,850 | 17,475 | ||||
| 28 Jun | 9501.65 | 64.7 | - | 7,425 | 1,650 | 5,625 | ||||
| 27 Jun | 9417.45 | 61.4 | - | 6,975 | 2,325 | 3,975 | ||||
| 26 Jun | 9474.65 | 74.8 | - | 3,675 | 1,425 | 1,575 | ||||
| 25 Jun | 9659.95 | 114 | - | 150 | 0 | 150 | ||||
| 24 Jun | 9745.25 | 140 | - | 225 | 150 | 150 | ||||
| 21 Jun | 9602.25 | 69.20 | - | 0 | 0 | 0 | ||||
| 20 Jun | 9632.00 | 69.20 | - | 0 | 0 | 0 | ||||
| 19 Jun | 9685.80 | 69.20 | - | 0 | 0 | 0 | ||||
| 18 Jun | 9918.20 | 69.20 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 69.20 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 69.20 | - | 0 | 0 | 0 | ||||
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| 11 Jun | 9812.70 | 0.00 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 10300 expiring on 25JUL2024
Delta for 10300 CE is -
Historical price for 10300 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 75.35, which was 19.30 higher than the previous day. The implied volatity was -, the open interest changed by 6525 which increased total open position to 28500
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 56.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 21975
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 45.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 21150
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 46.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 17925
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 62.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11850 which increased total open position to 17475
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 64.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 5625
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 61.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 3975
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 74.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 1575
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 114, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 140, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 69.20, 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 69.20, 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 69.20, 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 69.20, 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 69.20, 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 69.20, 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 0.00, 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 | 753.85 | 30.70 | - | 750 | 3,300 | 3,300 |
| 4 Jul | 9460.85 | 723.15 | - | 0 | 0 | 0 | |
| 3 Jul | 9422.40 | 723.15 | - | 0 | 0 | 0 | |
| 2 Jul | 9401.25 | 723.15 | - | 0 | 75 | 0 | |
| 1 Jul | 9532.40 | 723.15 | - | 75 | 75 | 2,850 | |
| 28 Jun | 9501.65 | 858.9 | - | 75 | 150 | 2,775 | |
| 27 Jun | 9417.45 | 885.5 | - | 2,775 | 2,625 | 2,625 | |
| 26 Jun | 9474.65 | 1286.15 | - | 0 | 0 | 0 | |
| 25 Jun | 9659.95 | 1286.15 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 1286.15 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 1286.15 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 1286.15 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 1286.15 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 1286.15 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 1286.15 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 1286.15 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1286.15 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 10300 expiring on 25JUL2024
Delta for 10300 PE is -
Historical price for 10300 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 753.85, which was 30.70 higher than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 3300
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 723.15, 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 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 723.15, 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 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 723.15, 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 723.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2850
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 858.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2775
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 885.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 2625
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, 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 1286.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0