BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
04 Jul 2024 12:01 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 9449.05 | 213 | 4.00 | - | 48,600 | 3,675 | 97,275 | |||
| 3 Jul | 9422.40 | 209 | - | 1,53,375 | -3,975 | 93,600 | ||||
| 2 Jul | 9401.25 | 202.15 | - | 1,44,300 | 10,200 | 96,975 | ||||
| 1 Jul | 9532.40 | 259.25 | - | 2,83,950 | 29,175 | 86,775 | ||||
| 28 Jun | 9501.65 | 252.05 | - | 1,20,450 | 11,775 | 57,600 | ||||
| 27 Jun | 9417.45 | 241 | - | 67,350 | 14,400 | 45,825 | ||||
| 26 Jun | 9474.65 | 275.1 | - | 83,475 | 27,375 | 31,350 | ||||
| 25 Jun | 9659.95 | 376 | - | 4,350 | -300 | 3,975 | ||||
| 24 Jun | 9745.25 | 425 | - | 13,350 | -375 | 4,275 | ||||
| 21 Jun | 9602.25 | 355.00 | - | 6,525 | 1,425 | 4,575 | ||||
| 20 Jun | 9632.00 | 370.00 | - | 4,275 | 3,075 | 3,075 | ||||
| 19 Jun | 9685.80 | 245.15 | - | 0 | 0 | 0 | ||||
| 18 Jun | 9918.20 | 245.15 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 245.15 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 245.15 | - | 0 | 0 | 0 | ||||
| 12 Jun | 9904.25 | 245.15 | - | 0 | 0 | 0 | ||||
| 11 Jun | 9812.70 | 245.15 | - | 0 | 0 | 0 | ||||
| 10 Jun | 9733.05 | 245.15 | - | 0 | 0 | 0 | ||||
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| 6 Jun | 9701.45 | 245.15 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9600 expiring on 25JUL2024
Delta for 9600 CE is -
Historical price for 9600 CE is as follows
On 4 Jul BAJAJ-AUTO was trading at 9449.05. The strike last trading price was 213, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by 3675 which increased total open position to 97275
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 209, which was lower than the previous day. The implied volatity was -, the open interest changed by -3975 which decreased total open position to 93600
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 202.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 96975
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 259.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 29175 which increased total open position to 86775
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 252.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11775 which increased total open position to 57600
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 241, which was lower than the previous day. The implied volatity was -, the open interest changed by 14400 which increased total open position to 45825
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 275.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 27375 which increased total open position to 31350
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 376, which was lower than the previous day. The implied volatity was -, the open interest changed by -300 which decreased total open position to 3975
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 425, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 4275
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 355.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1425 which increased total open position to 4575
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 370.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 3075
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 245.15, 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 245.15, 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 245.15, 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 245.15, 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 245.15, 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 245.15, 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 245.15, 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 245.15, 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 |
| 4 Jul | 9449.05 | 310.7 | 0.15 | - | 2,700 | -225 | 30,675 |
| 3 Jul | 9422.40 | 310.55 | - | 7,200 | 225 | 30,900 | |
| 2 Jul | 9401.25 | 337.5 | - | 21,000 | -825 | 30,600 | |
| 1 Jul | 9532.40 | 271 | - | 74,250 | 10,425 | 31,425 | |
| 28 Jun | 9501.65 | 285 | - | 13,725 | 1,050 | 21,000 | |
| 27 Jun | 9417.45 | 324.5 | - | 11,100 | 6,000 | 19,950 | |
| 26 Jun | 9474.65 | 314.55 | - | 23,625 | 9,825 | 13,950 | |
| 25 Jun | 9659.95 | 239 | - | 6,150 | 1,200 | 4,125 | |
| 24 Jun | 9745.25 | 207 | - | 3,225 | 1,125 | 2,850 | |
| 21 Jun | 9602.25 | 212.00 | - | 1,200 | 900 | 1,725 | |
| 20 Jun | 9632.00 | 280.00 | - | 825 | 825 | 825 | |
| 19 Jun | 9685.80 | 153.35 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 153.35 | - | 75 | -75 | 525 | |
| 14 Jun | 9961.75 | 146.00 | - | 300 | 225 | 600 | |
| 13 Jun | 9923.40 | 230.00 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 230.00 | - | 375 | 0 | 375 | |
| 11 Jun | 9812.70 | 230.00 | - | 375 | 150 | 150 | |
| 10 Jun | 9733.05 | 936.85 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 936.85 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9600 expiring on 25JUL2024
Delta for 9600 PE is -
Historical price for 9600 PE is as follows
On 4 Jul BAJAJ-AUTO was trading at 9449.05. The strike last trading price was 310.7, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 30675
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 310.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 30900
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 337.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -825 which decreased total open position to 30600
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 271, which was lower than the previous day. The implied volatity was -, the open interest changed by 10425 which increased total open position to 31425
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 285, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 21000
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 324.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 6000 which increased total open position to 19950
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 314.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9825 which increased total open position to 13950
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 239, which was lower than the previous day. The implied volatity was -, the open interest changed by 1200 which increased total open position to 4125
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 207, which was lower than the previous day. The implied volatity was -, the open interest changed by 1125 which increased total open position to 2850
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 212.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 900 which increased total open position to 1725
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 280.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 153.35, 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 153.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 525
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 146.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 600
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 230.00, 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 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 230.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 230.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 936.85, 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 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 936.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0