BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 9635.80 | 49 | 9.80 | - | 3,52,200 | 14,925 | 1,05,975 | |||
4 Jul | 9460.85 | 39.2 | - | 59,250 | 1,650 | 91,050 | ||||
3 Jul | 9422.40 | 30.5 | - | 71,325 | -300 | 89,400 | ||||
2 Jul | 9401.25 | 31.65 | - | 57,075 | 9,600 | 89,775 | ||||
1 Jul | 9532.40 | 41.2 | - | 98,475 | 15,675 | 80,175 | ||||
28 Jun | 9501.65 | 43.8 | - | 55,575 | 9,150 | 64,500 | ||||
27 Jun | 9417.45 | 45 | - | 65,325 | 10,950 | 55,350 | ||||
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26 Jun | 9474.65 | 50.2 | - | 51,750 | 17,400 | 44,250 | ||||
25 Jun | 9659.95 | 73.2 | - | 37,950 | 8,175 | 26,850 | ||||
24 Jun | 9745.25 | 96.45 | - | 28,725 | 9,975 | 18,675 | ||||
21 Jun | 9602.25 | 84.00 | - | 8,775 | 1,800 | 8,400 | ||||
20 Jun | 9632.00 | 86.00 | - | 4,650 | 2,775 | 6,600 | ||||
19 Jun | 9685.80 | 94.95 | - | 3,975 | 2,475 | 3,825 | ||||
18 Jun | 9918.20 | 144.00 | - | 375 | 75 | 1,275 | ||||
14 Jun | 9961.75 | 125.70 | - | 1,425 | 825 | 1,200 | ||||
13 Jun | 9923.40 | 120.00 | - | 450 | 225 | 375 | ||||
11 Jun | 9812.70 | 176.80 | - | 150 | 75 | 75 |
For BAJAJ AUTO LIMITED - strike price 10500 expiring on 25JUL2024
Delta for 10500 CE is -
Historical price for 10500 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 49, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by 14925 which increased total open position to 105975
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 39.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 91050
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 89400
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 31.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9600 which increased total open position to 89775
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 41.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 15675 which increased total open position to 80175
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 43.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 64500
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 45, which was lower than the previous day. The implied volatity was -, the open interest changed by 10950 which increased total open position to 55350
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 50.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 17400 which increased total open position to 44250
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 73.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 8175 which increased total open position to 26850
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 96.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 18675
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 8400
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 86.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 6600
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 94.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 3825
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 144.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 1275
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 125.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 1200
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 120.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 375
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 176.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 9635.80 | 931.5 | -532.30 | - | 375 | 300 | 300 |
4 Jul | 9460.85 | 1463.8 | - | 0 | 0 | 0 | |
3 Jul | 9422.40 | 1463.8 | - | 0 | 0 | 0 | |
2 Jul | 9401.25 | 1463.8 | - | 0 | 0 | 0 | |
1 Jul | 9532.40 | 1463.8 | - | 0 | 0 | 0 | |
28 Jun | 9501.65 | 1463.8 | - | 0 | 0 | 0 | |
27 Jun | 9417.45 | 1463.8 | - | 0 | 0 | 0 | |
26 Jun | 9474.65 | 1463.8 | - | 0 | 0 | 0 | |
25 Jun | 9659.95 | 1463.8 | - | 0 | 0 | 0 | |
24 Jun | 9745.25 | 1463.8 | - | 0 | 0 | 0 | |
21 Jun | 9602.25 | 1463.80 | - | 0 | 0 | 0 | |
20 Jun | 9632.00 | 1463.80 | - | 0 | 0 | 0 | |
19 Jun | 9685.80 | 1463.80 | - | 0 | 0 | 0 | |
18 Jun | 9918.20 | 1463.80 | - | 0 | 0 | 0 | |
14 Jun | 9961.75 | 1463.80 | - | 0 | 0 | 0 | |
13 Jun | 9923.40 | 1463.80 | - | 0 | 0 | 0 | |
11 Jun | 9812.70 | 1463.80 | - | 0 | 0 | 0 |
For BAJAJ AUTO LIMITED - strike price 10500 expiring on 25JUL2024
Delta for 10500 PE is -
Historical price for 10500 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 931.5, which was -532.30 lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 1463.8, 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 1463.8, 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 1463.8, 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 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 1463.8, 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 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 1463.8, 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 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 1463.8, 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 1463.8, 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 1463.8, 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 1463.8, 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 1463.80, 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 1463.80, 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 1463.80, 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 1463.80, 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 1463.80, 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 1463.80, 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 1463.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0