BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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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 | ||||
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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: -
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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