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 | 838.6 | 0.00 | - | 0 | 4,725 | 0 | |||
4 Jul | 9460.85 | 838.6 | - | 150 | 4,725 | 4,725 | ||||
3 Jul | 9422.40 | 798.5 | - | 0 | -375 | 0 | ||||
2 Jul | 9401.25 | 798.5 | - | 975 | -300 | 4,800 | ||||
1 Jul | 9532.40 | 970 | - | 2,025 | 0 | 5,100 | ||||
28 Jun | 9501.65 | 907 | - | 2,400 | -750 | 5,100 | ||||
27 Jun | 9417.45 | 817.95 | - | 1,725 | 975 | 5,850 | ||||
26 Jun | 9474.65 | 954.35 | - | 4,575 | 3,075 | 4,950 | ||||
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25 Jun | 9659.95 | 1017.85 | - | 1,350 | 1,125 | 1,875 | ||||
24 Jun | 9745.25 | 1133.5 | - | 750 | 150 | 150 | ||||
21 Jun | 9602.25 | 602.80 | - | 0 | 0 | 0 | ||||
20 Jun | 9632.00 | 602.80 | - | 0 | 0 | 0 | ||||
19 Jun | 9685.80 | 602.80 | - | 0 | 0 | 0 | ||||
18 Jun | 9918.20 | 602.80 | - | 0 | 0 | 0 | ||||
14 Jun | 9961.75 | 602.80 | - | 0 | 0 | 0 | ||||
13 Jun | 9923.40 | 602.80 | - | 0 | 0 | 0 | ||||
12 Jun | 9904.25 | 602.80 | - | 0 | 0 | 0 | ||||
10 Jun | 9733.05 | 602.80 | - | 0 | 0 | 0 | ||||
7 Jun | 9725.55 | 602.80 | - | 0 | 0 | 0 | ||||
6 Jun | 9701.45 | 602.80 | - | 0 | 0 | 0 | ||||
31 May | 9084.75 | 602.80 | - | 0 | 0 | 0 |
For BAJAJ AUTO LIMITED - strike price 8700 expiring on 25JUL2024
Delta for 8700 CE is -
Historical price for 8700 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 838.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 0
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 838.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4725 which increased total open position to 4725
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 798.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 0
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 798.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 4800
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 970, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5100
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 907, which was lower than the previous day. The implied volatity was -, the open interest changed by -750 which decreased total open position to 5100
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 817.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 5850
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 954.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 4950
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 1017.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 1875
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 1133.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 602.80, 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 602.80, 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 602.80, 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 602.80, 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 602.80, 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 602.80, 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 602.80, 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 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 602.80, 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 602.80, 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 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 602.80, 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 602.80, 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 | 26.05 | -14.80 | - | 20,325 | -2,625 | 70,275 |
4 Jul | 9460.85 | 40.85 | - | 24,300 | 2,250 | 72,900 | |
3 Jul | 9422.40 | 40.3 | - | 22,875 | 2,175 | 70,650 | |
2 Jul | 9401.25 | 44.75 | - | 22,650 | 3,975 | 69,075 | |
1 Jul | 9532.40 | 35.1 | - | 23,625 | 2,475 | 65,100 | |
28 Jun | 9501.65 | 36.3 | - | 48,300 | 21,300 | 62,625 | |
27 Jun | 9417.45 | 60 | - | 45,900 | 25,575 | 41,325 | |
26 Jun | 9474.65 | 54.5 | - | 21,600 | 15,675 | 15,675 | |
25 Jun | 9659.95 | 237.55 | - | 0 | 0 | 0 | |
24 Jun | 9745.25 | 237.55 | - | 0 | 0 | 0 | |
21 Jun | 9602.25 | 237.55 | - | 0 | 0 | 0 | |
20 Jun | 9632.00 | 237.55 | - | 0 | 0 | 0 | |
19 Jun | 9685.80 | 237.55 | - | 0 | 0 | 0 | |
18 Jun | 9918.20 | 237.55 | - | 0 | 0 | 0 | |
14 Jun | 9961.75 | 237.55 | - | 0 | 0 | 0 | |
13 Jun | 9923.40 | 237.55 | - | 0 | 0 | 0 | |
12 Jun | 9904.25 | 237.55 | - | 0 | 0 | 0 | |
10 Jun | 9733.05 | 237.55 | - | 0 | 0 | 0 | |
7 Jun | 9725.55 | 237.55 | - | 0 | 0 | 0 | |
6 Jun | 9701.45 | 237.55 | - | 0 | 0 | 0 | |
31 May | 9084.75 | 237.55 | - | 0 | 0 | 0 |
For BAJAJ AUTO LIMITED - strike price 8700 expiring on 25JUL2024
Delta for 8700 PE is -
Historical price for 8700 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 26.05, which was -14.80 lower than the previous day. The implied volatity was -, the open interest changed by -2625 which decreased total open position to 70275
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 40.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 72900
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 40.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 70650
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 44.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 69075
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 35.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 2475 which increased total open position to 65100
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 36.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 21300 which increased total open position to 62625
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 60, which was lower than the previous day. The implied volatity was -, the open interest changed by 25575 which increased total open position to 41325
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 54.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 15675 which increased total open position to 15675
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 237.55, 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 237.55, 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 237.55, 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 237.55, 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 237.55, 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 237.55, 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 237.55, 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 237.55, 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 237.55, 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 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 237.55, 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 237.55, 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 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 237.55, 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 237.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0