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 | 740 | 125.95 | - | 6,150 | -225 | 8,400 | |||
| 4 Jul | 9460.85 | 614.05 | - | 1,275 | 0 | 8,625 | ||||
| 3 Jul | 9422.40 | 545 | - | 975 | 0 | 8,625 | ||||
| 2 Jul | 9401.25 | 550.15 | - | 1,425 | 300 | 8,475 | ||||
| 1 Jul | 9532.40 | 662.15 | - | 1,125 | -375 | 8,175 | ||||
| 28 Jun | 9501.65 | 636.9 | - | 5,175 | 750 | 8,550 | ||||
| 27 Jun | 9417.45 | 601.1 | - | 2,475 | 1,350 | 7,800 | ||||
| 26 Jun | 9474.65 | 653.6 | - | 5,025 | 3,225 | 6,375 | ||||
| 25 Jun | 9659.95 | 790.65 | - | 2,175 | 1,725 | 3,150 | ||||
| 24 Jun | 9745.25 | 780 | - | 600 | 525 | 1,350 | ||||
| 21 Jun | 9602.25 | 798.70 | - | 825 | 675 | 675 | ||||
| 20 Jun | 9632.00 | 453.15 | - | 0 | 0 | 0 | ||||
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| 19 Jun | 9685.80 | 453.15 | - | 0 | 0 | 0 | ||||
| 18 Jun | 9918.20 | 453.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 453.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 453.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 9904.25 | 453.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 9812.70 | 453.15 | - | 0 | 0 | 0 | ||||
| 10 Jun | 9733.05 | 453.15 | - | 0 | 0 | 0 | ||||
| 7 Jun | 9725.55 | 453.15 | - | 0 | 0 | 0 | ||||
| 6 Jun | 9701.45 | 453.15 | - | 0 | 0 | 0 | ||||
| 31 May | 9084.75 | 453.15 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9000 expiring on 25JUL2024
Delta for 9000 CE is -
Historical price for 9000 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 740, which was 125.95 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 8400
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 614.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8625
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 545, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8625
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 550.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 8475
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 662.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 8175
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 636.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 8550
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 601.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 7800
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 653.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 6375
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 790.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 3150
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 780, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 1350
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 798.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 675
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 453.15, 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 453.15, 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 453.15, 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 453.15, 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 453.15, 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 453.15, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 453.15, 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 453.15, 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 453.15, 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 453.15, 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 453.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 45 | -34.25 | - | 1,40,550 | -9,150 | 57,750 |
| 4 Jul | 9460.85 | 79.25 | - | 34,425 | 6,600 | 66,900 | |
| 3 Jul | 9422.40 | 86.4 | - | 58,425 | -150 | 60,300 | |
| 2 Jul | 9401.25 | 92.9 | - | 68,775 | 4,050 | 60,300 | |
| 1 Jul | 9532.40 | 70 | - | 64,200 | 2,775 | 56,250 | |
| 28 Jun | 9501.65 | 76 | - | 80,550 | 5,625 | 53,475 | |
| 27 Jun | 9417.45 | 96.9 | - | 53,775 | 13,800 | 47,850 | |
| 26 Jun | 9474.65 | 105.5 | - | 57,900 | 13,575 | 34,050 | |
| 25 Jun | 9659.95 | 63 | - | 14,325 | 7,575 | 20,475 | |
| 24 Jun | 9745.25 | 55 | - | 12,975 | -300 | 12,150 | |
| 21 Jun | 9602.25 | 84.30 | - | 4,050 | 2,700 | 12,375 | |
| 20 Jun | 9632.00 | 55.80 | - | 4,875 | 2,100 | 9,600 | |
| 19 Jun | 9685.80 | 71.50 | - | 7,800 | 5,775 | 7,500 | |
| 18 Jun | 9918.20 | 36.10 | - | 1,050 | 675 | 1,725 | |
| 14 Jun | 9961.75 | 46.00 | - | 600 | 300 | 1,050 | |
| 13 Jun | 9923.40 | 55.00 | - | 150 | 75 | 675 | |
| 12 Jun | 9904.25 | 66.00 | - | 375 | 300 | 600 | |
| 11 Jun | 9812.70 | 100.00 | - | 225 | 0 | 300 | |
| 10 Jun | 9733.05 | 96.00 | - | 75 | 0 | 225 | |
| 7 Jun | 9725.55 | 120.00 | - | 225 | 150 | 150 | |
| 6 Jun | 9701.45 | 350.45 | - | 0 | 150 | 0 | |
| 31 May | 9084.75 | 350.45 | - | 225 | 150 | 150 | |
For BAJAJ AUTO LIMITED - strike price 9000 expiring on 25JUL2024
Delta for 9000 PE is -
Historical price for 9000 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 45, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by -9150 which decreased total open position to 57750
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 79.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 6600 which increased total open position to 66900
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 86.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 60300
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 92.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4050 which increased total open position to 60300
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 56250
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 76, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 53475
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 96.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 47850
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 105.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 13575 which increased total open position to 34050
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 63, which was lower than the previous day. The implied volatity was -, the open interest changed by 7575 which increased total open position to 20475
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 55, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 12150
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 84.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 12375
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 55.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 2100 which increased total open position to 9600
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 71.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 7500
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 36.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 1725
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 46.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1050
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 55.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 675
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 66.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 600
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 100.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 300
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 96.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 7 Jun BAJAJ-AUTO was trading at 9725.55. The strike last trading price was 120.00, 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 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 350.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 0
On 31 May BAJAJ-AUTO was trading at 9084.75. The strike last trading price was 350.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150