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 | 12.65 | 1.40 | - | 1,32,975 | 8,025 | 52,275 | |||
| 4 Jul | 9460.85 | 11.25 | - | 18,825 | 3,900 | 44,250 | ||||
| 3 Jul | 9422.40 | 8.5 | - | 22,425 | 7,650 | 40,350 | ||||
| 2 Jul | 9401.25 | 9 | - | 22,425 | 6,150 | 32,775 | ||||
| 1 Jul | 9532.40 | 12.65 | - | 39,075 | 8,550 | 26,625 | ||||
| 28 Jun | 9501.65 | 11.1 | - | 23,175 | 12,825 | 18,075 | ||||
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| 27 Jun | 9417.45 | 16.8 | - | 2,850 | 1,050 | 5,250 | ||||
| 26 Jun | 9474.65 | 13 | - | 2,850 | 600 | 4,200 | ||||
| 25 Jun | 9659.95 | 21.95 | - | 2,550 | 750 | 3,600 | ||||
| 24 Jun | 9745.25 | 27 | - | 1,425 | 825 | 2,775 | ||||
| 21 Jun | 9602.25 | 16.00 | - | 900 | 375 | 1,875 | ||||
| 20 Jun | 9632.00 | 21.55 | - | 525 | 1,350 | 1,425 | ||||
| 19 Jun | 9685.80 | 40.75 | - | 1,200 | 0 | 75 | ||||
For BAJAJ AUTO LIMITED - strike price 11200 expiring on 25JUL2024
Delta for 11200 CE is -
Historical price for 11200 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 12.65, which was 1.40 higher than the previous day. The implied volatity was -, the open interest changed by 8025 which increased total open position to 52275
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 3900 which increased total open position to 44250
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 7650 which increased total open position to 40350
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 32775
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 8550 which increased total open position to 26625
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 11.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 12825 which increased total open position to 18075
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 5250
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 13, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 4200
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 3600
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 27, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 2775
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1875
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 21.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 1425
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 40.75, 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 | 2295.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 9460.85 | 2295.25 | - | 0 | 0 | 0 | |
| 3 Jul | 9422.40 | 2295.25 | - | 0 | 0 | 0 | |
| 2 Jul | 9401.25 | 2295.25 | - | 0 | 0 | 0 | |
| 1 Jul | 9532.40 | 2295.25 | - | 0 | 0 | 0 | |
| 28 Jun | 9501.65 | 2295.25 | - | 0 | 0 | 0 | |
| 27 Jun | 9417.45 | 2295.25 | - | 0 | 0 | 0 | |
| 26 Jun | 9474.65 | 2295.25 | - | 0 | 0 | 0 | |
| 25 Jun | 9659.95 | 2295.25 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 2295.25 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 2295.25 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 2295.25 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 2295.25 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 11200 expiring on 25JUL2024
Delta for 11200 PE is -
Historical price for 11200 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, 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 2295.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0