[--[65.84.65.76]--]
BAJAJ-AUTO
BAJAJ AUTO LIMITED

9635.8 174.95 (1.85%)

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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 1902 0.00 - 0 75 0
4 Jul 9460.85 1902 - 75 75 2,625
3 Jul 9422.40 1858.45 - 75 0 2,550
2 Jul 9401.25 1858.45 - 0 0 0
1 Jul 9532.40 1858.45 - 0 0 0
27 Jun 9417.45 1858.45 - 975 0 1,575
26 Jun 9474.65 1979.05 - 1,575 1,500 1,500


For BAJAJ AUTO LIMITED - strike price 7600 expiring on 25JUL2024

Delta for 7600 CE is -

Historical price for 7600 CE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 1902, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 1902, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2625


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 1858.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2550


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 1858.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 1858.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 1858.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1575


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 1979.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 9635.80 3.95 -0.65 - 150 750 750
4 Jul 9460.85 4.6 - 0 75 0
3 Jul 9422.40 4.6 - 4,725 75 750
2 Jul 9401.25 4.2 - 825 375 675
1 Jul 9532.40 4 - 300 300 300
27 Jun 9417.45 0.3 - 0 300 0
26 Jun 9474.65 0.3 - 300 0 0


For BAJAJ AUTO LIMITED - strike price 7600 expiring on 25JUL2024

Delta for 7600 PE is -

Historical price for 7600 PE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 750


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 675


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0