[--[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 9635.80 565.75 102.10 - 2,475 75 2,325
4 Jul 9460.85 463.65 - 3,975 1,425 2,250
3 Jul 9422.40 430.95 - 600 0 825
2 Jul 9401.25 410.85 - 225 750 750
1 Jul 9532.40 464.4 - 0 675 0
28 Jun 9501.65 464.4 - 975 675 825
27 Jun 9417.45 447.4 - 300 150 150
26 Jun 9474.65 372.8 - 0 0 0
25 Jun 9659.95 372.8 - 0 0 0
24 Jun 9745.25 372.8 - 0 0 0
21 Jun 9602.25 372.80 - 0 0 0
20 Jun 9632.00 372.80 - 0 0 0
19 Jun 9685.80 372.80 - 0 0 0
18 Jun 9918.20 372.80 - 0 0 0
14 Jun 9961.75 372.80 - 0 0 0
13 Jun 9923.40 372.80 - 0 0 0
12 Jun 9904.25 372.80 - 0 0 0
11 Jun 9812.70 372.80 - 0 0 0
10 Jun 9733.05 372.80 - 0 0 0
6 Jun 9701.45 372.80 - 0 0 0


For BAJAJ AUTO LIMITED - strike price 9200 expiring on 25JUL2024

Delta for 9200 CE is -

Historical price for 9200 CE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 565.75, which was 102.10 higher than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 2325


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 463.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 2250


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 430.95, 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 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 410.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 750


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 464.4, 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 464.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 825


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 447.4, 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 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 372.8, 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 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 372.8, 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 372.8, 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 372.80, 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 372.80, 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 372.80, 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 372.80, 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 372.80, 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 372.80, 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 372.80, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 372.80, 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 372.80, 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 372.80, 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: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 9635.80 82.6 -44.55 - 88,500 6,150 28,950
4 Jul 9460.85 127.15 - 23,175 1,500 22,800
3 Jul 9422.40 139.1 - 17,850 1,350 21,300
2 Jul 9401.25 146.8 - 31,875 5,700 20,025
1 Jul 9532.40 113 - 32,475 2,925 14,325
28 Jun 9501.65 123.3 - 16,125 2,625 11,400
27 Jun 9417.45 150 - 10,125 2,925 8,775
26 Jun 9474.65 158 - 8,400 3,150 5,700
25 Jun 9659.95 102.1 - 4,350 1,950 2,550
24 Jun 9745.25 85 - 150 0 450
21 Jun 9602.25 114.25 - 0 450 0
20 Jun 9632.00 114.25 - 525 450 450
19 Jun 9685.80 671.75 - 0 0 0
18 Jun 9918.20 671.75 - 0 0 0
14 Jun 9961.75 671.75 - 0 0 0
13 Jun 9923.40 671.75 - 0 0 0
12 Jun 9904.25 671.75 - 0 0 0
11 Jun 9812.70 671.75 - 0 0 0
10 Jun 9733.05 671.75 - 0 0 0
6 Jun 9701.45 671.75 - 0 0 0


For BAJAJ AUTO LIMITED - strike price 9200 expiring on 25JUL2024

Delta for 9200 PE is -

Historical price for 9200 PE is as follows

On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 82.6, which was -44.55 lower than the previous day. The implied volatity was -, the open interest changed by 6150 which increased total open position to 28950


On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 127.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 22800


On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 139.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 21300


On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 146.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 20025


On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 113, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 14325


On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 123.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 2625 which increased total open position to 11400


On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 150, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 8775


On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 158, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 5700


On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 102.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 2550


On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 450


On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 114.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 0


On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 114.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450


On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 671.75, 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 671.75, 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 671.75, 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 671.75, 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 671.75, 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 671.75, 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 671.75, 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 671.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0