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

9635.8 174.95 (1.85%)

Back to Option Chain


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 9635.80 675.2 193.35 - 825 1,200 1,200
4 Jul 9460.85 481.85 - 0 0 0
3 Jul 9422.40 481.85 - 450 0 1,350
2 Jul 9401.25 521.4 - 150 1,275 1,275
1 Jul 9532.40 510.95 - 0 675 0
28 Jun 9501.65 510.95 - 225 675 1,275
27 Jun 9417.45 517.3 - 1,275 450 600
26 Jun 9474.65 600 - 75 150 150
25 Jun 9659.95 700 - 0 150 0
24 Jun 9745.25 700 - 150 0 0
21 Jun 9602.25 387.45 - 0 0 0
20 Jun 9632.00 387.45 - 0 0 0
19 Jun 9685.80 387.45 - 0 0 0
18 Jun 9918.20 387.45 - 0 0 0
14 Jun 9961.75 387.45 - 0 0 0
13 Jun 9923.40 387.45 - 0 0 0
12 Jun 9904.25 387.45 - 0 0 0
11 Jun 9812.70 387.45 - 0 0 0
10 Jun 9733.05 387.45 - 0 0 0
6 Jun 9701.45 387.45 - 0 0 0


For BAJAJ AUTO LIMITED - strike price 9100 expiring on 25JUL2024

Delta for 9100 CE is -

Historical price for 9100 CE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 675.2, which was 193.35 higher than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 1200


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 481.85, 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 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 481.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1350


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 521.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1275


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 510.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 0


On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 510.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 1275


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 517.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 600


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 600, 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 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 700, 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 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 700, 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 387.45, 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 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 387.45, 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 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 387.45, 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 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 387.45, 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 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 387.45, 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 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 387.45, 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 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 387.45, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 387.45, 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 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 387.45, 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 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 387.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 9635.80 64 -36.05 - 81,225 1,275 26,850
4 Jul 9460.85 100.05 - 13,650 4,950 25,575
3 Jul 9422.40 113.2 - 10,425 2,325 20,625
2 Jul 9401.25 116.4 - 12,900 1,050 18,300
1 Jul 9532.40 88.5 - 10,875 1,125 17,250
28 Jun 9501.65 97 - 21,825 4,425 16,125
27 Jun 9417.45 120.55 - 12,750 9,375 11,700
26 Jun 9474.65 125 - 5,325 2,325 2,325
25 Jun 9659.95 417.7 - 0 0 0
24 Jun 9745.25 417.7 - 0 0 0
21 Jun 9602.25 417.70 - 0 0 0
20 Jun 9632.00 417.70 - 0 0 0
19 Jun 9685.80 417.70 - 0 0 0
18 Jun 9918.20 417.70 - 0 0 0
14 Jun 9961.75 417.70 - 0 0 0
13 Jun 9923.40 417.70 - 0 0 0
12 Jun 9904.25 417.70 - 0 0 0
11 Jun 9812.70 417.70 - 0 0 0
10 Jun 9733.05 417.70 - 0 0 0
6 Jun 9701.45 417.70 - 0 0 0


For BAJAJ AUTO LIMITED - strike price 9100 expiring on 25JUL2024

Delta for 9100 PE is -

Historical price for 9100 PE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 64, which was -36.05 lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 26850


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 100.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4950 which increased total open position to 25575


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 113.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 20625


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 116.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 18300


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 88.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 17250


On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 97, which was lower than the previous day. The implied volatity was -, the open interest changed by 4425 which increased total open position to 16125


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 120.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9375 which increased total open position to 11700


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 125, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 2325


On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 417.7, 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 417.7, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, 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 417.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0