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 | 207.7 | 47.80 | - | 4,24,725 | 9,975 | 93,375 | |||
| 4 Jul | 9460.85 | 159.9 | - | 92,925 | 7,725 | 83,400 | ||||
| 3 Jul | 9422.40 | 138.75 | - | 83,400 | 5,400 | 75,675 | ||||
| 2 Jul | 9401.25 | 132.7 | - | 79,725 | 6,225 | 70,200 | ||||
| 1 Jul | 9532.40 | 177 | - | 1,50,975 | 15,300 | 63,975 | ||||
| 28 Jun | 9501.65 | 175.25 | - | 56,250 | 5,100 | 48,675 | ||||
| 27 Jun | 9417.45 | 162 | - | 64,050 | 4,575 | 43,575 | ||||
| 26 Jun | 9474.65 | 193 | - | 62,025 | 14,325 | 38,775 | ||||
| 25 Jun | 9659.95 | 270 | - | 41,100 | 10,500 | 24,450 | ||||
| 24 Jun | 9745.25 | 327.05 | - | 26,100 | 3,600 | 13,650 | ||||
| 21 Jun | 9602.25 | 261.00 | - | 8,700 | 1,650 | 10,200 | ||||
| 20 Jun | 9632.00 | 267.30 | - | 6,150 | 1,650 | 8,550 | ||||
| 19 Jun | 9685.80 | 350.00 | - | 11,700 | 5,475 | 6,900 | ||||
| 18 Jun | 9918.20 | 397.15 | - | 675 | 300 | 1,425 | ||||
| 14 Jun | 9961.75 | 416.05 | - | 1,425 | -225 | 1,125 | ||||
| 13 Jun | 9923.40 | 393.70 | - | 2,100 | 1,050 | 1,275 | ||||
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| 12 Jun | 9904.25 | 410.00 | - | 300 | 150 | 225 | ||||
| 11 Jun | 9812.70 | 417.25 | - | 0 | 75 | 0 | ||||
| 10 Jun | 9733.05 | 417.25 | - | 150 | 75 | 75 | ||||
| 6 Jun | 9701.45 | 196.55 | - | 0 | 0 | 0 | ||||
For BAJAJ AUTO LIMITED - strike price 9800 expiring on 25JUL2024
Delta for 9800 CE is -
Historical price for 9800 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 207.7, which was 47.80 higher than the previous day. The implied volatity was -, the open interest changed by 9975 which increased total open position to 93375
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 159.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 7725 which increased total open position to 83400
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 138.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 75675
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 132.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 6225 which increased total open position to 70200
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 177, which was lower than the previous day. The implied volatity was -, the open interest changed by 15300 which increased total open position to 63975
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 175.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5100 which increased total open position to 48675
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 162, which was lower than the previous day. The implied volatity was -, the open interest changed by 4575 which increased total open position to 43575
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 193, which was lower than the previous day. The implied volatity was -, the open interest changed by 14325 which increased total open position to 38775
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 270, which was lower than the previous day. The implied volatity was -, the open interest changed by 10500 which increased total open position to 24450
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 327.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 3600 which increased total open position to 13650
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 261.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 10200
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 267.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 8550
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 350.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5475 which increased total open position to 6900
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 397.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1425
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 416.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 1125
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 393.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1050 which increased total open position to 1275
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 410.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 225
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 417.25, 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 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 417.25, 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 196.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 315.45 | -122.40 | - | 11,925 | -1,575 | 18,600 |
| 4 Jul | 9460.85 | 437.85 | - | 75 | 75 | 20,175 | |
| 3 Jul | 9422.40 | 444.95 | - | 3,225 | -450 | 20,100 | |
| 2 Jul | 9401.25 | 464.55 | - | 3,000 | 750 | 20,400 | |
| 1 Jul | 9532.40 | 378.4 | - | 8,925 | 2,175 | 19,650 | |
| 28 Jun | 9501.65 | 402.35 | - | 2,475 | 225 | 17,475 | |
| 27 Jun | 9417.45 | 450.8 | - | 8,175 | 4,350 | 17,250 | |
| 26 Jun | 9474.65 | 435 | - | 7,650 | 1,650 | 12,975 | |
| 25 Jun | 9659.95 | 331.1 | - | 11,850 | 5,625 | 11,325 | |
| 24 Jun | 9745.25 | 289 | - | 2,175 | 300 | 5,700 | |
| 21 Jun | 9602.25 | 365.00 | - | 0 | 150 | 0 | |
| 20 Jun | 9632.00 | 365.00 | - | 150 | -75 | 5,250 | |
| 19 Jun | 9685.80 | 342.05 | - | 7,050 | 4,800 | 5,325 | |
| 18 Jun | 9918.20 | 222.00 | - | 525 | 450 | 450 | |
| 14 Jun | 9961.75 | 1084.65 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 1084.65 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 1084.65 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 1084.65 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 1084.65 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 1084.65 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9800 expiring on 25JUL2024
Delta for 9800 PE is -
Historical price for 9800 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 315.45, which was -122.40 lower than the previous day. The implied volatity was -, the open interest changed by -1575 which decreased total open position to 18600
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 437.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 20175
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 444.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -450 which decreased total open position to 20100
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 464.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 20400
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 378.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 2175 which increased total open position to 19650
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 402.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 225 which increased total open position to 17475
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 450.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 4350 which increased total open position to 17250
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 435, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 12975
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 331.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5625 which increased total open position to 11325
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 289, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 5700
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 365.00, 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 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 365.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 5250
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 342.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4800 which increased total open position to 5325
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 222.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 450
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 1084.65, 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 1084.65, 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 1084.65, 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 1084.65, 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 1084.65, 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 1084.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0