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 | 248.95 | 53.95 | - | 7,72,425 | 52,575 | 1,20,975 | |||
| 4 Jul | 9460.85 | 195 | - | 73,050 | 3,075 | 68,400 | ||||
| 3 Jul | 9422.40 | 171.2 | - | 97,800 | -375 | 65,325 | ||||
| 2 Jul | 9401.25 | 165.2 | - | 94,125 | 3,975 | 65,625 | ||||
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| 1 Jul | 9532.40 | 215 | - | 2,09,700 | 20,700 | 61,650 | ||||
| 28 Jun | 9501.65 | 210 | - | 69,525 | 4,125 | 40,950 | ||||
| 27 Jun | 9417.45 | 200 | - | 39,525 | 3,375 | 36,825 | ||||
| 26 Jun | 9474.65 | 230 | - | 54,000 | 15,375 | 33,375 | ||||
| 25 Jun | 9659.95 | 315 | - | 24,225 | 5,550 | 18,000 | ||||
| 24 Jun | 9745.25 | 370 | - | 24,150 | 1,500 | 12,525 | ||||
| 21 Jun | 9602.25 | 304.65 | - | 7,050 | 600 | 11,025 | ||||
| 20 Jun | 9632.00 | 312.00 | - | 17,400 | 9,900 | 10,425 | ||||
| 19 Jun | 9685.80 | 360.25 | - | 375 | 300 | 525 | ||||
| 18 Jun | 9918.20 | 431.55 | - | 0 | 0 | 0 | ||||
| 14 Jun | 9961.75 | 431.55 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 431.55 | - | 0 | 0 | 225 | ||||
| 12 Jun | 9904.25 | 431.55 | - | 225 | 75 | 225 | ||||
| 11 Jun | 9812.70 | 454.00 | - | 75 | 0 | 75 | ||||
| 10 Jun | 9733.05 | 467.40 | - | 150 | 75 | 75 | ||||
| 6 Jun | 9701.45 | 176.05 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9700 expiring on 25JUL2024
Delta for 9700 CE is -
Historical price for 9700 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 248.95, which was 53.95 higher than the previous day. The implied volatity was -, the open interest changed by 52575 which increased total open position to 120975
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 195, which was lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 68400
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 171.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -375 which decreased total open position to 65325
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 165.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 3975 which increased total open position to 65625
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 215, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 61650
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 210, which was lower than the previous day. The implied volatity was -, the open interest changed by 4125 which increased total open position to 40950
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 200, which was lower than the previous day. The implied volatity was -, the open interest changed by 3375 which increased total open position to 36825
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 230, which was lower than the previous day. The implied volatity was -, the open interest changed by 15375 which increased total open position to 33375
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 315, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 18000
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 370, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 12525
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 304.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 11025
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 312.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 9900 which increased total open position to 10425
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 360.25, 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 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 431.55, 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 431.55, 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 431.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 431.55, 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 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 454.00, 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 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 467.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 75
On 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 176.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 260.35 | -109.00 | - | 31,200 | 5,550 | 21,750 |
| 4 Jul | 9460.85 | 369.35 | - | 675 | 75 | 16,200 | |
| 3 Jul | 9422.40 | 402.6 | - | 3,600 | 450 | 16,125 | |
| 2 Jul | 9401.25 | 394.8 | - | 5,700 | -600 | 15,750 | |
| 1 Jul | 9532.40 | 324.85 | - | 22,650 | 4,650 | 16,350 | |
| 28 Jun | 9501.65 | 342 | - | 4,650 | 975 | 11,700 | |
| 27 Jun | 9417.45 | 384.65 | - | 7,950 | 2,325 | 10,725 | |
| 26 Jun | 9474.65 | 381.4 | - | 7,350 | 2,775 | 8,175 | |
| 25 Jun | 9659.95 | 285.3 | - | 8,175 | 3,825 | 5,400 | |
| 24 Jun | 9745.25 | 251 | - | 3,075 | 1,500 | 1,500 | |
| 21 Jun | 9602.25 | 799.65 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 799.65 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 799.65 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 799.65 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 799.65 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 799.65 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 799.65 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 799.65 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 799.65 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 799.65 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9700 expiring on 25JUL2024
Delta for 9700 PE is -
Historical price for 9700 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 260.35, which was -109.00 lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 21750
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 369.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 16200
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 402.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 16125
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 394.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -600 which decreased total open position to 15750
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 324.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 4650 which increased total open position to 16350
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 342, which was lower than the previous day. The implied volatity was -, the open interest changed by 975 which increased total open position to 11700
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 384.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 2325 which increased total open position to 10725
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 381.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2775 which increased total open position to 8175
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 285.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 3825 which increased total open position to 5400
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 251, which was lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 1500
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, 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 799.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0