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 | 420.9 | 82.90 | - | 1,22,175 | -21,750 | 16,050 | |||
| 4 Jul | 9460.85 | 338 | - | 1,16,700 | 2,700 | 37,800 | ||||
| 3 Jul | 9422.40 | 305.8 | - | 1,25,325 | 11,025 | 35,100 | ||||
| 2 Jul | 9401.25 | 293.5 | - | 65,250 | 14,400 | 23,625 | ||||
| 1 Jul | 9532.40 | 365.85 | - | 19,875 | -3,450 | 9,225 | ||||
| 28 Jun | 9501.65 | 352.75 | - | 87,600 | -600 | 12,675 | ||||
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| 27 Jun | 9417.45 | 326.85 | - | 37,725 | 11,025 | 13,275 | ||||
| 26 Jun | 9474.65 | 380.2 | - | 5,175 | 2,325 | 2,325 | ||||
| 25 Jun | 9659.95 | 303.75 | - | 0 | 0 | 0 | ||||
| 24 Jun | 9745.25 | 303.75 | - | 0 | 0 | 0 | ||||
| 21 Jun | 9602.25 | 303.75 | - | 0 | 0 | 0 | ||||
| 20 Jun | 9632.00 | 303.75 | - | 0 | 0 | 0 | ||||
| 19 Jun | 9685.80 | 303.75 | - | 0 | 0 | 0 | ||||
| 18 Jun | 9918.20 | 303.75 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 303.75 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 303.75 | - | 0 | 0 | 0 | ||||
| 12 Jun | 9904.25 | 303.75 | - | 0 | 0 | 0 | ||||
| 11 Jun | 9812.70 | 303.75 | - | 0 | 0 | 0 | ||||
| 10 Jun | 9733.05 | 303.75 | - | 0 | 0 | 0 | ||||
| 6 Jun | 9701.45 | 303.75 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9400 expiring on 25JUL2024
Delta for 9400 CE is -
Historical price for 9400 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 420.9, which was 82.90 higher than the previous day. The implied volatity was -, the open interest changed by -21750 which decreased total open position to 16050
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 338, which was lower than the previous day. The implied volatity was -, the open interest changed by 2700 which increased total open position to 37800
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 305.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 35100
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 293.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 23625
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 365.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -3450 which decreased total open position to 9225
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 352.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 12675
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 326.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11025 which increased total open position to 13275
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 380.2, 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 303.75, 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 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 303.75, 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 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 303.75, 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 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 303.75, 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 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 303.75, 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 303.75, 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 303.75, 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 303.75, 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 303.75, 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 303.75, 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 303.75, 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 303.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 136.5 | -63.90 | - | 1,80,450 | 30,000 | 71,625 |
| 4 Jul | 9460.85 | 200.4 | - | 59,400 | 8,250 | 41,625 | |
| 3 Jul | 9422.40 | 218 | - | 72,225 | 5,700 | 33,375 | |
| 2 Jul | 9401.25 | 232 | - | 1,24,575 | 1,050 | 27,900 | |
| 1 Jul | 9532.40 | 177.5 | - | 53,550 | 675 | 26,850 | |
| 28 Jun | 9501.65 | 195.1 | - | 1,47,525 | 14,400 | 26,175 | |
| 27 Jun | 9417.45 | 223.75 | - | 36,975 | 3,600 | 11,775 | |
| 26 Jun | 9474.65 | 229.1 | - | 19,875 | 1,800 | 6,750 | |
| 25 Jun | 9659.95 | 132.65 | - | 975 | 300 | 4,950 | |
| 24 Jun | 9745.25 | 137 | - | 1,425 | 150 | 4,650 | |
| 21 Jun | 9602.25 | 182.00 | - | 675 | 375 | 4,425 | |
| 20 Jun | 9632.00 | 173.95 | - | 525 | 150 | 3,975 | |
| 19 Jun | 9685.80 | 157.55 | - | 5,550 | 3,750 | 3,825 | |
| 18 Jun | 9918.20 | 88.00 | - | 75 | 0 | 0 | |
| 14 Jun | 9961.75 | 799.05 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 799.05 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 799.05 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 799.05 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 799.05 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 799.05 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9400 expiring on 25JUL2024
Delta for 9400 PE is -
Historical price for 9400 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 136.5, which was -63.90 lower than the previous day. The implied volatity was -, the open interest changed by 30000 which increased total open position to 71625
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 200.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 8250 which increased total open position to 41625
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 218, which was lower than the previous day. The implied volatity was -, the open interest changed by 5700 which increased total open position to 33375
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 232, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 27900
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 177.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 675 which increased total open position to 26850
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 195.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 26175
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 223.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 11775
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 229.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 6750
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 132.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 4950
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 137, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 4650
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 182.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 4425
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 173.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 3975
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 157.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 3750 which increased total open position to 3825
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 88.00, 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 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 799.05, 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 799.05, 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 799.05, 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 799.05, 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 799.05, 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 799.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0