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 | 60.15 | 14.45 | - | 69,900 | -825 | 16,800 | |||
| 4 Jul | 9460.85 | 45.7 | - | 10,050 | 3,750 | 17,625 | ||||
| 3 Jul | 9422.40 | 37.75 | - | 16,275 | 450 | 13,875 | ||||
| 2 Jul | 9401.25 | 37.85 | - | 31,800 | 0 | 13,500 | ||||
| 1 Jul | 9532.40 | 51.3 | - | 26,700 | 5,775 | 13,500 | ||||
| 28 Jun | 9501.65 | 52.35 | - | 18,675 | 7,200 | 7,725 | ||||
| 27 Jun | 9417.45 | 46.75 | - | 675 | 150 | 525 | ||||
| 26 Jun | 9474.65 | 105.65 | - | 0 | 150 | 375 | ||||
| 25 Jun | 9659.95 | 105.65 | - | 525 | 225 | 225 | ||||
| 24 Jun | 9745.25 | 95.3 | - | 0 | 0 | 0 | ||||
| 21 Jun | 9602.25 | 95.30 | - | 0 | 0 | 0 | ||||
| 20 Jun | 9632.00 | 95.30 | - | 0 | 0 | 0 | ||||
| 19 Jun | 9685.80 | 95.30 | - | 0 | 0 | 0 | ||||
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| 18 Jun | 9918.20 | 95.30 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 95.30 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 95.30 | - | 0 | 0 | 0 | ||||
| 11 Jun | 9812.70 | 95.30 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 10400 expiring on 25JUL2024
Delta for 10400 CE is -
Historical price for 10400 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 60.15, which was 14.45 higher than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 16800
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 45.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 17625
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 37.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 13875
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 37.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13500
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 51.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 13500
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 52.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 7200 which increased total open position to 7725
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 46.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 525
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 105.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 375
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 105.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 225
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 95.3, 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 95.30, 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 95.30, 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 95.30, 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 95.30, 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 95.30, 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 95.30, 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 95.30, 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 | 878.85 | -98.80 | - | 600 | 1,125 | 1,125 |
| 4 Jul | 9460.85 | 977.65 | - | 0 | 150 | 0 | |
| 3 Jul | 9422.40 | 977.65 | - | 450 | 150 | 900 | |
| 2 Jul | 9401.25 | 934.3 | - | 150 | 75 | 600 | |
| 1 Jul | 9532.40 | 782.55 | - | 300 | 525 | 525 | |
| 28 Jun | 9501.65 | 850.35 | - | 0 | 375 | 0 | |
| 27 Jun | 9417.45 | 850.35 | - | 0 | 375 | 0 | |
| 26 Jun | 9474.65 | 850.35 | - | 675 | 375 | 375 | |
| 25 Jun | 9659.95 | 1572.6 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 1572.6 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 1572.60 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 1572.60 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 1572.60 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 1572.60 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 1572.60 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 1572.60 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1572.60 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 10400 expiring on 25JUL2024
Delta for 10400 PE is -
Historical price for 10400 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 878.85, which was -98.80 lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1125
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 977.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 977.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 900
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 934.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 600
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 782.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 850.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 850.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 850.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 1572.6, 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 1572.6, 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 1572.60, 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 1572.60, 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 1572.60, 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 1572.60, 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 1572.60, 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 1572.60, 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 1572.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0