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 | 356.1 | 72.10 | - | 7,97,775 | -59,400 | 92,700 | |||
| 4 Jul | 9460.85 | 284 | - | 3,24,225 | 27,300 | 1,52,100 | ||||
| 3 Jul | 9422.40 | 254.75 | - | 2,92,275 | 44,025 | 1,24,800 | ||||
| 2 Jul | 9401.25 | 243.25 | - | 1,21,200 | 26,175 | 80,700 | ||||
| 1 Jul | 9532.40 | 312.5 | - | 1,18,800 | -6,675 | 54,525 | ||||
| 28 Jun | 9501.65 | 298.5 | - | 2,45,325 | 3,825 | 61,200 | ||||
| 27 Jun | 9417.45 | 286 | - | 1,24,200 | 18,825 | 57,375 | ||||
| 26 Jun | 9474.65 | 324.7 | - | 81,075 | 30,675 | 37,875 | ||||
| 25 Jun | 9659.95 | 430 | - | 5,775 | 2,775 | 7,200 | ||||
| 24 Jun | 9745.25 | 498.35 | - | 4,950 | 2,175 | 4,350 | ||||
| 21 Jun | 9602.25 | 406.25 | - | 1,500 | -825 | 1,950 | ||||
|
|
||||||||||
| 20 Jun | 9632.00 | 402.85 | - | 2,325 | 2,025 | 2,850 | ||||
| 19 Jun | 9685.80 | 471.00 | - | 525 | 300 | 825 | ||||
| 18 Jun | 9918.20 | 540.00 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 540.00 | - | 0 | 75 | 0 | ||||
| 13 Jun | 9923.40 | 540.00 | - | 375 | 0 | 450 | ||||
| 12 Jun | 9904.25 | 553.05 | - | 300 | 0 | 600 | ||||
| 11 Jun | 9812.70 | 472.10 | - | 0 | 375 | 0 | ||||
| 10 Jun | 9733.05 | 472.10 | - | 675 | 300 | 525 | ||||
| 6 Jun | 9701.45 | 422.00 | - | 0 | 150 | 0 | ||||
| 5 Jun | 9602.25 | 422.00 | - | 675 | 150 | 150 | ||||
For BAJAJ AUTO LIMITED - strike price 9500 expiring on 25JUL2024
Delta for 9500 CE is -
Historical price for 9500 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 356.1, which was 72.10 higher than the previous day. The implied volatity was -, the open interest changed by -59400 which decreased total open position to 92700
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 284, which was lower than the previous day. The implied volatity was -, the open interest changed by 27300 which increased total open position to 152100
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 254.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 44025 which increased total open position to 124800
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 243.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 26175 which increased total open position to 80700
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 312.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -6675 which decreased total open position to 54525
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 298.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 61200
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 286, which was lower than the previous day. The implied volatity was -, the open interest changed by 18825 which increased total open position to 57375
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 324.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 30675 which increased total open position to 37875
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 430, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 7200
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 498.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 4350
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 406.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 1950
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 402.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 2025 which increased total open position to 2850
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 471.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 825
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 540.00, 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 540.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 0
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 540.00, 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 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 553.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 600
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 472.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 0
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 472.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 525
On 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 422.00, 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 5 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 422.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 9635.80 | 175 | -68.60 | - | 2,21,925 | 5,775 | 94,350 |
| 4 Jul | 9460.85 | 243.6 | - | 77,475 | 25,500 | 88,575 | |
| 3 Jul | 9422.40 | 259.65 | - | 74,175 | 9,075 | 63,075 | |
| 2 Jul | 9401.25 | 281.5 | - | 86,475 | 9,150 | 54,000 | |
| 1 Jul | 9532.40 | 220.7 | - | 87,300 | 10,425 | 44,850 | |
| 28 Jun | 9501.65 | 236.6 | - | 40,350 | 7,875 | 34,425 | |
| 27 Jun | 9417.45 | 275 | - | 46,575 | 8,625 | 26,550 | |
| 26 Jun | 9474.65 | 276 | - | 55,200 | 6,750 | 18,150 | |
| 25 Jun | 9659.95 | 190.05 | - | 9,075 | 1,350 | 11,400 | |
| 24 Jun | 9745.25 | 173.7 | - | 8,100 | 1,425 | 9,975 | |
| 21 Jun | 9602.25 | 228.75 | - | 2,100 | 0 | 8,550 | |
| 20 Jun | 9632.00 | 236.95 | - | 8,475 | 2,775 | 8,550 | |
| 19 Jun | 9685.80 | 202.80 | - | 7,125 | 3,450 | 5,775 | |
| 18 Jun | 9918.20 | 128.00 | - | 3,075 | 2,250 | 2,250 | |
| 14 Jun | 9961.75 | 173.50 | - | 0 | 525 | 0 | |
| 13 Jun | 9923.40 | 173.50 | - | 750 | 75 | 225 | |
| 12 Jun | 9904.25 | 180.00 | - | 75 | 0 | 75 | |
| 11 Jun | 9812.70 | 185.75 | - | 75 | 0 | 0 | |
| 10 Jun | 9733.05 | 658.70 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 658.70 | - | 0 | 0 | 0 | |
| 5 Jun | 9602.25 | 658.70 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9500 expiring on 25JUL2024
Delta for 9500 PE is -
Historical price for 9500 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 175, which was -68.60 lower than the previous day. The implied volatity was -, the open interest changed by 5775 which increased total open position to 94350
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 243.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 25500 which increased total open position to 88575
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 259.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 9075 which increased total open position to 63075
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 281.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 9150 which increased total open position to 54000
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 220.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 10425 which increased total open position to 44850
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 236.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 7875 which increased total open position to 34425
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 275, which was lower than the previous day. The implied volatity was -, the open interest changed by 8625 which increased total open position to 26550
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 276, which was lower than the previous day. The implied volatity was -, the open interest changed by 6750 which increased total open position to 18150
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 190.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 11400
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 173.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 9975
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 228.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8550
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 236.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 8550
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 202.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 3450 which increased total open position to 5775
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 128.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2250 which increased total open position to 2250
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 173.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 525 which increased total open position to 0
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 173.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 225
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 180.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 185.75, 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 658.70, 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 658.70, 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 5 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 658.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0