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 | 17.6 | 1.30 | - | 2,25,450 | -12,300 | 70,650 | |||
| 4 Jul | 9460.85 | 16.3 | - | 44,250 | 8,325 | 82,950 | ||||
| 3 Jul | 9422.40 | 13 | - | 52,575 | 1,350 | 74,625 | ||||
| 2 Jul | 9401.25 | 13.55 | - | 42,525 | 5,700 | 72,825 | ||||
| 1 Jul | 9532.40 | 17.5 | - | 79,200 | 19,725 | 67,125 | ||||
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| 28 Jun | 9501.65 | 16.35 | - | 30,600 | 8,700 | 47,400 | ||||
| 27 Jun | 9417.45 | 17.25 | - | 22,650 | 8,625 | 38,700 | ||||
| 26 Jun | 9474.65 | 20.95 | - | 20,325 | 5,550 | 29,550 | ||||
| 25 Jun | 9659.95 | 30 | - | 11,325 | 8,100 | 24,000 | ||||
| 24 Jun | 9745.25 | 35.35 | - | 19,050 | 12,600 | 15,900 | ||||
| 21 Jun | 9602.25 | 26.35 | - | 1,575 | 900 | 3,225 | ||||
| 20 Jun | 9632.00 | 31.60 | - | 900 | 75 | 2,400 | ||||
| 19 Jun | 9685.80 | 40.50 | - | 2,475 | 1,950 | 2,325 | ||||
| 18 Jun | 9918.20 | 67.25 | - | 450 | 375 | 375 | ||||
| 11 Jun | 9812.70 | 76.00 | - | 0 | 0 | 75 | ||||
For BAJAJ AUTO LIMITED - strike price 11000 expiring on 25JUL2024
Delta for 11000 CE is -
Historical price for 11000 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 17.6, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by -12300 which decreased total open position to 70650
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 16.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 8325 which increased total open position to 82950
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 74625
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 13.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 72825
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 17.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 19725 which increased total open position to 67125
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 8700 which increased total open position to 47400
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 17.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 38700
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 29550
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 30, which was lower than the previous day. The implied volatity was -, the open interest changed by 8100 which increased total open position to 24000
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 35.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 12600 which increased total open position to 15900
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 26.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 3225
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 31.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2400
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 40.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2325
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 67.25, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 76.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
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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 | 2109.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 9460.85 | 2109.4 | - | 0 | 0 | 0 | |
| 3 Jul | 9422.40 | 2109.4 | - | 0 | 0 | 0 | |
| 2 Jul | 9401.25 | 2109.4 | - | 0 | 0 | 0 | |
| 1 Jul | 9532.40 | 2109.4 | - | 0 | 0 | 0 | |
| 28 Jun | 9501.65 | 2109.4 | - | 0 | 0 | 0 | |
| 27 Jun | 9417.45 | 2109.4 | - | 0 | 0 | 0 | |
| 26 Jun | 9474.65 | 2109.4 | - | 0 | 0 | 0 | |
| 25 Jun | 9659.95 | 2109.4 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 2109.4 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 2109.40 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 2109.40 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 2109.40 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 2109.40 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 2109.40 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 11000 expiring on 25JUL2024
Delta for 11000 PE is -
Historical price for 11000 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.4, 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 2109.40, 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 2109.40, 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 2109.40, 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 2109.40, 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 2109.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0