BAJAJ-AUTO
BAJAJ AUTO LIMITED
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 | 491.85 | 90.95 | - | 16,350 | 150 | 7,875 | |||
| 4 Jul | 9460.85 | 400.9 | - | 11,175 | 1,725 | 7,725 | ||||
| 3 Jul | 9422.40 | 364.75 | - | 6,225 | 600 | 6,000 | ||||
| 2 Jul | 9401.25 | 345.35 | - | 9,075 | 1,350 | 5,400 | ||||
| 1 Jul | 9532.40 | 436.7 | - | 1,350 | 0 | 4,050 | ||||
| 28 Jun | 9501.65 | 419 | - | 7,575 | 1,200 | 4,050 | ||||
| 27 Jun | 9417.45 | 385 | - | 6,225 | 1,800 | 2,850 | ||||
| 26 Jun | 9474.65 | 457.15 | - | 1,875 | 975 | 975 | ||||
| 25 Jun | 9659.95 | 750 | - | 0 | 0 | 0 | ||||
| 24 Jun | 9745.25 | 750 | - | 0 | 0 | 0 | ||||
| 21 Jun | 9602.25 | 750.00 | - | 0 | 0 | 0 | ||||
| 20 Jun | 9632.00 | 750.00 | - | 0 | 0 | 0 | ||||
| 19 Jun | 9685.80 | 750.00 | - | 75 | 0 | 0 | ||||
| 18 Jun | 9918.20 | 302.90 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 302.90 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 302.90 | - | 0 | 0 | 0 | ||||
|
|
||||||||||
| 12 Jun | 9904.25 | 302.90 | - | 0 | 0 | 0 | ||||
| 11 Jun | 9812.70 | 302.90 | - | 0 | 0 | 0 | ||||
| 10 Jun | 9733.05 | 302.90 | - | 0 | 0 | 0 | ||||
| 6 Jun | 9701.45 | 302.90 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9300 expiring on 25JUL2024
Delta for 9300 CE is -
Historical price for 9300 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 491.85, which was 90.95 higher than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 7875
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 400.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 7725
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 364.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 6000
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 345.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 5400
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 436.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4050
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 419, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 4050
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 385, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 2850
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 457.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 975
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 750, 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 750, 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 750.00, 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 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 750.00, 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 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 750.00, 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 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 302.90, 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 302.90, 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 302.90, 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 302.90, 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 302.90, 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 302.90, 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 302.90, 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 | 106.3 | -55.70 | - | 1,27,575 | 23,400 | 57,675 |
| 4 Jul | 9460.85 | 162 | - | 1,38,825 | 6,825 | 34,275 | |
| 3 Jul | 9422.40 | 175.55 | - | 27,975 | 5,700 | 27,450 | |
| 2 Jul | 9401.25 | 187 | - | 36,225 | 300 | 21,675 | |
| 1 Jul | 9532.40 | 144.05 | - | 49,875 | 8,475 | 21,375 | |
| 28 Jun | 9501.65 | 155.1 | - | 21,150 | 4,200 | 12,900 | |
| 27 Jun | 9417.45 | 182.9 | - | 14,925 | 3,375 | 8,700 | |
| 26 Jun | 9474.65 | 190 | - | 7,575 | 3,825 | 5,325 | |
| 25 Jun | 9659.95 | 124.4 | - | 825 | 150 | 1,500 | |
| 24 Jun | 9745.25 | 113.25 | - | 1,050 | 750 | 1,350 | |
| 21 Jun | 9602.25 | 157.05 | - | 750 | 300 | 300 | |
| 20 Jun | 9632.00 | 530.95 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 530.95 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 530.95 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 530.95 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 530.95 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 530.95 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 530.95 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 530.95 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 530.95 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9300 expiring on 25JUL2024
Delta for 9300 PE is -
Historical price for 9300 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 106.3, which was -55.70 lower than the previous day. The implied volatity was -, the open interest changed by 23400 which increased total open position to 57675
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 162, which was lower than the previous day. The implied volatity was -, the open interest changed by 6825 which increased total open position to 34275
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 175.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 27450
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 187, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 21675
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 144.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 8475 which increased total open position to 21375
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 155.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 12900
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 182.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 8700
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 190, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 5325
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 124.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 1500
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 113.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1350
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 157.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 300
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 530.95, 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 530.95, 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 530.95, 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 530.95, 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 530.95, 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 530.95, 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 530.95, 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 530.95, 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 530.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0