BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
05 Jul 2024 04:11 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 9635.80 | 27.4 | 5.20 | - | 40,650 | -1,200 | 20,100 | |||
|
|
||||||||||
| 4 Jul | 9460.85 | 22.2 | - | 14,400 | 1,800 | 21,300 | ||||
| 3 Jul | 9422.40 | 18.05 | - | 13,350 | 5,250 | 19,500 | ||||
| 2 Jul | 9401.25 | 18.6 | - | 9,600 | 225 | 14,325 | ||||
| 1 Jul | 9532.40 | 23.65 | - | 20,625 | 7,350 | 14,100 | ||||
| 28 Jun | 9501.65 | 23.7 | - | 8,400 | 2,325 | 6,750 | ||||
| 27 Jun | 9417.45 | 26 | - | 2,175 | 675 | 4,425 | ||||
| 26 Jun | 9474.65 | 28.5 | - | 3,825 | 825 | 3,825 | ||||
| 25 Jun | 9659.95 | 40 | - | 900 | 0 | 3,000 | ||||
| 24 Jun | 9745.25 | 54.05 | - | 4,200 | 2,250 | 3,300 | ||||
| 21 Jun | 9602.25 | 42.20 | - | 825 | 375 | 900 | ||||
| 20 Jun | 9632.00 | 53.00 | - | 75 | 75 | 525 | ||||
| 19 Jun | 9685.80 | 65.00 | - | 225 | 75 | 450 | ||||
| 18 Jun | 9918.20 | 80.05 | - | 450 | 225 | 225 | ||||
| 11 Jun | 9812.70 | 56.45 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 10800 expiring on 25JUL2024
Delta for 10800 CE is -
Historical price for 10800 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 27.4, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by -1200 which decreased total open position to 20100
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 22.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 21300
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 18.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 19500
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 14325
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 23.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 7350 which increased total open position to 14100
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 6750
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 26, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 4425
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 28.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 3825
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3000
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 54.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 3300
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 42.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 900
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 53.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 525
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 450
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 80.05, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 56.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 9635.80 | 1926.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 9460.85 | 1926.5 | - | 0 | 0 | 0 | |
| 3 Jul | 9422.40 | 1926.5 | - | 0 | 0 | 0 | |
| 2 Jul | 9401.25 | 1926.5 | - | 0 | 0 | 0 | |
| 1 Jul | 9532.40 | 1926.5 | - | 0 | 0 | 0 | |
| 28 Jun | 9501.65 | 1926.5 | - | 0 | 0 | 0 | |
| 27 Jun | 9417.45 | 1926.5 | - | 0 | 0 | 0 | |
| 26 Jun | 9474.65 | 1926.5 | - | 0 | 0 | 0 | |
| 25 Jun | 9659.95 | 1926.5 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 1926.5 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 1926.50 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 1926.50 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 1926.50 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 1926.50 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1926.50 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 10800 expiring on 25JUL2024
Delta for 10800 PE is -
Historical price for 10800 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 1926.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.5, 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 1926.50, 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 1926.50, 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 1926.50, 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 1926.50, 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 1926.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0