[--[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 1480 0.00 - 0 -75 0
4 Jul 9460.85 1480 - 0 -75 0
3 Jul 9422.40 1480 - 0 -75 0
2 Jul 9401.25 1480 - 75 75 6,450
1 Jul 9532.40 1720 - 150 75 6,375
28 Jun 9501.65 1478.8 - 75 150 6,300
27 Jun 9417.45 1440 - 5,775 5,550 6,150
26 Jun 9474.65 1515 - 600 525 525
25 Jun 9659.95 1038.35 - 0 0 0
24 Jun 9745.25 1038.35 - 0 0 0
21 Jun 9602.25 1038.35 - 0 0 0
20 Jun 9632.00 1038.35 - 0 0 0
19 Jun 9685.80 1038.35 - 0 0 0
18 Jun 9918.20 1038.35 - 0 0 0
14 Jun 9961.75 1038.35 - 0 0 0
13 Jun 9923.40 1038.35 - 0 0 0
12 Jun 9904.25 1038.35 - 0 0 0
7 Jun 9725.55 1038.35 - 0 0 0
4 Jun 9246.75 1038.35 - 0 0 0
3 Jun 9335.45 1038.35 - 0 0 0
31 May 9084.75 1038.35 - 0 0 0
30 May 8968.50 0.00 - 0 0 0
27 May 8998.70 0.00 - 0 0 0
22 May 8805.55 0.00 - 0 0 0
21 May 8820.70 0.00 - 0 0 0
17 May 8780.70 0.00 - 0 0 0
16 May 8871.85 0.00 - 0 0 0
15 May 9065.25 0.00 - 0 0 0
14 May 9065.25 0.00 - 0 0 0


For BAJAJ AUTO LIMITED - strike price 8000 expiring on 25JUL2024

Delta for 8000 CE is -

Historical price for 8000 CE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 1480, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 0


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 1480, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 0


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 1480, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 0


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 1480, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6450


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 1720, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 6375


On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 1478.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 6300


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 1440, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 6150


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 1515, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 525


On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 1038.35, 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 1038.35, 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 1038.35, 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 1038.35, 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 1038.35, 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 1038.35, 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 1038.35, 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 1038.35, 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 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 1038.35, 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 7 Jun BAJAJ-AUTO was trading at 9725.55. The strike last trading price was 1038.35, 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 4 Jun BAJAJ-AUTO was trading at 9246.75. The strike last trading price was 1038.35, 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 Jun BAJAJ-AUTO was trading at 9335.45. The strike last trading price was 1038.35, 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 31 May BAJAJ-AUTO was trading at 9084.75. The strike last trading price was 1038.35, 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 30 May BAJAJ-AUTO was trading at 8968.50. The strike last trading price was 0.00, 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 May BAJAJ-AUTO was trading at 8998.70. The strike last trading price was 0.00, 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 22 May BAJAJ-AUTO was trading at 8805.55. The strike last trading price was 0.00, 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 May BAJAJ-AUTO was trading at 8820.70. The strike last trading price was 0.00, 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 17 May BAJAJ-AUTO was trading at 8780.70. The strike last trading price was 0.00, 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 16 May BAJAJ-AUTO was trading at 8871.85. The strike last trading price was 0.00, 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 15 May BAJAJ-AUTO was trading at 9065.25. The strike last trading price was 0.00, 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 May BAJAJ-AUTO was trading at 9065.25. The strike last trading price was 0.00, 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 5.15 -1.10 - 4,950 1,500 20,325
4 Jul 9460.85 6.25 - 3,600 2,025 18,825
3 Jul 9422.40 9.1 - 6,675 3,300 16,800
2 Jul 9401.25 7.5 - 8,325 2,925 13,425
1 Jul 9532.40 7.3 - 1,875 0 10,500
28 Jun 9501.65 8.95 - 5,400 -75 10,500
27 Jun 9417.45 10.25 - 11,100 6,900 10,575
26 Jun 9474.65 7.8 - 750 150 3,675
25 Jun 9659.95 10 - 750 225 3,525
24 Jun 9745.25 12 - 750 450 3,300
21 Jun 9602.25 19.35 - 525 150 2,850
20 Jun 9632.00 16.00 - 1,050 1,050 2,625
19 Jun 9685.80 18.00 - 900 525 1,575
18 Jun 9918.20 12.50 - 225 225 975
14 Jun 9961.75 18.00 - 450 -75 750
13 Jun 9923.40 18.00 - 75 0 825
12 Jun 9904.25 20.00 - 525 0 825
7 Jun 9725.55 21.60 - 75 825 825
4 Jun 9246.75 51.00 - 225 0 600
3 Jun 9335.45 32.50 - 600 -225 600
31 May 9084.75 65.00 - 150 0 900
30 May 8968.50 65.00 - 375 900 900
27 May 8998.70 74.00 - 150 75 750
22 May 8805.55 110.00 - 0 0 675
21 May 8820.70 110.00 - 0 0 675
17 May 8780.70 110.00 - 375 300 675
16 May 8871.85 88.00 - 0 0 375
15 May 9065.25 88.00 - 0 0 375
14 May 9065.25 88.00 - 0 375 375


For BAJAJ AUTO LIMITED - strike price 8000 expiring on 25JUL2024

Delta for 8000 PE is -

Historical price for 8000 PE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 5.15, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 20325


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 18825


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 9.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 3300 which increased total open position to 16800


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 13425


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10500


On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 10500


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 10575


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3675


On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 3525


On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 3300


On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 19.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 2850


On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 16.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 2625


On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1575


On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 12.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 975


On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 750


On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 18.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825


On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 825


On 7 Jun BAJAJ-AUTO was trading at 9725.55. The strike last trading price was 21.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825


On 4 Jun BAJAJ-AUTO was trading at 9246.75. The strike last trading price was 51.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600


On 3 Jun BAJAJ-AUTO was trading at 9335.45. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 600


On 31 May BAJAJ-AUTO was trading at 9084.75. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 900


On 30 May BAJAJ-AUTO was trading at 8968.50. The strike last trading price was 65.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 900


On 27 May BAJAJ-AUTO was trading at 8998.70. The strike last trading price was 74.00, 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 22 May BAJAJ-AUTO was trading at 8805.55. The strike last trading price was 110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675


On 21 May BAJAJ-AUTO was trading at 8820.70. The strike last trading price was 110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 675


On 17 May BAJAJ-AUTO was trading at 8780.70. The strike last trading price was 110.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 675


On 16 May BAJAJ-AUTO was trading at 8871.85. The strike last trading price was 88.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 15 May BAJAJ-AUTO was trading at 9065.25. The strike last trading price was 88.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375


On 14 May BAJAJ-AUTO was trading at 9065.25. The strike last trading price was 88.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 375